LUSID C# SDK
Public Member Functions | Protected Member Functions | Properties | List of all members
Lusid.Sdk.Model.ComplexBond Class Reference

LUSID representation of a Complex Bond. Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities. More...

Inheritance diagram for Lusid.Sdk.Model.ComplexBond:
Inheritance graph
[legend]

Public Member Functions

 ComplexBond (Dictionary< string, string > identifiers=default(Dictionary< string, string >), string calculationType=default(string), List< Schedule > schedules=default(List< Schedule >), List< RoundingConvention > roundingConventions=default(List< RoundingConvention >), bool? assetBacked=default(bool?), string assetPoolIdentifier=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the ComplexBond class. More...
 
override string ToString ()
 Returns the string presentation of the object More...
 
override string ToJson ()
 Returns the JSON string presentation of the object More...
 
override bool Equals (object input)
 Returns true if objects are equal More...
 
bool Equals (ComplexBond input)
 Returns true if ComplexBond instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 
- Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
 LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the LusidInstrument class. More...
 
override string ToString ()
 Returns the string presentation of the object More...
 
override bool Equals (object input)
 Returns true if objects are equal More...
 
bool Equals (LusidInstrument input)
 Returns true if LusidInstrument instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 ComplexBond ()
 Initializes a new instance of the ComplexBond class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 
- Protected Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
 LusidInstrument ()
 Initializes a new instance of the LusidInstrument class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 

Properties

Dictionary< string, string > Identifiers [get, set]
 External market codes and identifiers for the bond, e.g. ISIN. More...
 
string CalculationType [get, set]
 The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is &#x60;Standard&#x60;, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon]. More...
 
List< ScheduleSchedules [get, set]
 schedules. More...
 
List< RoundingConventionRoundingConventions [get, set]
 Rounding conventions for analytics, if any. More...
 
bool? AssetBacked [get, set]
 If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment. More...
 
string AssetPoolIdentifier [get, set]
 Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond&#39;s ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*) More...
 
- Properties inherited from Lusid.Sdk.Model.LusidInstrument
InstrumentTypeEnum InstrumentType [get, set]
 The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan More...
 

Additional Inherited Members

- Public Types inherited from Lusid.Sdk.Model.LusidInstrument
enum class  InstrumentTypeEnum {
  QuotedSecurity = 1 , InterestRateSwap = 2 , FxForward = 3 , Future = 4 ,
  ExoticInstrument = 5 , FxOption = 6 , CreditDefaultSwap = 7 , InterestRateSwaption = 8 ,
  Bond = 9 , EquityOption = 10 , FixedLeg = 11 , FloatingLeg = 12 ,
  BespokeCashFlowsLeg = 13 , Unknown = 14 , TermDeposit = 15 , ContractForDifference = 16 ,
  EquitySwap = 17 , CashPerpetual = 18 , CapFloor = 19 , CashSettled = 20 ,
  CdsIndex = 21 , Basket = 22 , FundingLeg = 23 , FxSwap = 24 ,
  ForwardRateAgreement = 25 , SimpleInstrument = 26 , Repo = 27 , Equity = 28 ,
  ExchangeTradedOption = 29 , ReferenceInstrument = 30 , ComplexBond = 31 , InflationLinkedBond = 32 ,
  InflationSwap = 33 , SimpleCashFlowLoan = 34 , TotalReturnSwap = 35 , InflationLeg = 36 ,
  FundShareClass = 37 , FlexibleLoan = 38
}
 The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan More...
 

Detailed Description

LUSID representation of a Complex Bond. Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities.

Constructor & Destructor Documentation

◆ ComplexBond() [1/2]

Lusid.Sdk.Model.ComplexBond.ComplexBond ( )
inlineprotected

Initializes a new instance of the ComplexBond class.

◆ ComplexBond() [2/2]

Lusid.Sdk.Model.ComplexBond.ComplexBond ( Dictionary< string, string >  identifiers = default(Dictionary<string, string>),
string  calculationType = default(string),
List< Schedule schedules = default(List<Schedule>),
List< RoundingConvention roundingConventions = default(List<RoundingConvention>),
bool?  assetBacked = default(bool?),
string  assetPoolIdentifier = default(string),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the ComplexBond class.

Parameters
identifiersExternal market codes and identifiers for the bond, e.g. ISIN..
calculationTypeThe calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is &#x60;Standard&#x60;, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon]..
schedulesschedules..
roundingConventionsRounding conventions for analytics, if any..
assetBackedIf this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment..
assetPoolIdentifierIdentifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond&#39;s ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*).
instrumentTypeThe available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required) (default to "ComplexBond").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.ComplexBond.BaseValidate ( ValidationContext  validationContext)
inlineprotected

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.ComplexBond.Equals ( ComplexBond  input)
inline

Returns true if ComplexBond instances are equal

Parameters
inputInstance of ComplexBond to be compared
Returns
Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.ComplexBond.Equals ( object  input)
inline

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.ComplexBond.GetHashCode ( )
inline

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.ComplexBond.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.LusidInstrument.

◆ ToString()

override string Lusid.Sdk.Model.ComplexBond.ToString ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ AssetBacked

bool? Lusid.Sdk.Model.ComplexBond.AssetBacked
getset

If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment.

If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment.

◆ AssetPoolIdentifier

string Lusid.Sdk.Model.ComplexBond.AssetPoolIdentifier
getset

Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond&#39;s ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*)

Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond&#39;s ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*)

◆ CalculationType

string Lusid.Sdk.Model.ComplexBond.CalculationType
getset

The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is &#x60;Standard&#x60;, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].

The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is &#x60;Standard&#x60;, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].

◆ Identifiers

Dictionary<string, string> Lusid.Sdk.Model.ComplexBond.Identifiers
getset

External market codes and identifiers for the bond, e.g. ISIN.

External market codes and identifiers for the bond, e.g. ISIN.

◆ RoundingConventions

List<RoundingConvention> Lusid.Sdk.Model.ComplexBond.RoundingConventions
getset

Rounding conventions for analytics, if any.

Rounding conventions for analytics, if any.

◆ Schedules

List<Schedule> Lusid.Sdk.Model.ComplexBond.Schedules
getset

schedules.

schedules.


The documentation for this class was generated from the following file: