The compounding settings used on interest rate. More...

Inheritance diagram for Lusid.Sdk.Model.Compounding:

Public Member Functions
	Compounding (string averagingMethod=default(string), string calculationShiftMethod=default(string), string compoundingMethod=default(string), string resetFrequency=default(string), int shift=default(int), string spreadCompoundingMethod=default(string), int? roundingPrecision=default(int?))
	Initializes a new instance of the Compounding class. More...

override string	ToString ()
	Returns the string presentation of the object More...

virtual 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 (Compounding input)
	Returns true if Compounding instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	Compounding ()
	Initializes a new instance of the Compounding class. More...

Properties
string	AveragingMethod `[get, set]`
	Defines whether a weighted or unweighted average is used when calculating the average rate. It applies only when CompoundingMethod = ‘Averaging‘. Default value: None. Available values: None, Unweighted, Weighted, UnweightedIncludingWeekends. More...

string	CalculationShiftMethod `[get, set]`
	Defines which resets and day counts are used for the rate calculation Default value: NoShift. Available values: Lookback, NoShift, ObservationPeriodShift, Lockout. More...

string	CompoundingMethod `[get, set]`
	If the interest rate is simple, compounded or using a pre-computed compounded index. Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding]. More...

string	ResetFrequency `[get, set]`
	The interest payment frequency. For more information on tenors, see knowledge base article KA-02097 More...

int	Shift `[get, set]`
	Defines the number of days to lockout or shift observation period by - should be a non-negative integer. Defaults to 0 if not set. More...

string	SpreadCompoundingMethod `[get, set]`
	Defines how the computed leg spread is applied to compounded rate. It applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘. Available compounding methods: \| Method \| Description \| \| - – – - \| - – – – – – \| \| Straight \| Compounding rate in each compound period includes the spread. \| \| Flat \| Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. \| \| SpreadExclusive \| Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. \| The values "IsdaCompounding", "NoCompounding", "IsdaFlatCompounding", and "None" are accepted for compatibility with existing instruments and their use is discouraged. Supported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None]. Defaults to "None" if not set. More...

int?	RoundingPrecision `[get, set]`
	Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to. This is an optional field, leaving it blank will mean no rounding takes place in Compounding. More...

Detailed Description

The compounding settings used on interest rate.

Constructor & Destructor Documentation

◆ Compounding() [1/2]

Lusid.Sdk.Model.Compounding.Compounding ( )

inlineprotected

Initializes a new instance of the Compounding class.

◆ Compounding() [2/2]

Lusid.Sdk.Model.Compounding.Compounding	(	string	averagingMethod = `default(string)`,
		string	calculationShiftMethod = `default(string)`,
		string	compoundingMethod = `default(string)`,
		string	resetFrequency = `default(string)`,
		int	shift = `default(int)`,
		string	spreadCompoundingMethod = `default(string)`,
		int?	roundingPrecision = `default(int?)`
	)

inline

Initializes a new instance of the Compounding class.

Parameters

averagingMethod	Defines whether a weighted or unweighted average is used when calculating the average rate. It applies only when CompoundingMethod = ‘Averaging‘. Default value: None. Available values: None, Unweighted, Weighted, UnweightedIncludingWeekends..
calculationShiftMethod	Defines which resets and day counts are used for the rate calculation Default value: NoShift. Available values: Lookback, NoShift, ObservationPeriodShift, Lockout..
compoundingMethod	If the interest rate is simple, compounded or using a pre-computed compounded index. Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding]. (required).
resetFrequency	The interest payment frequency. For more information on tenors, see knowledge base article KA-02097 (required).
shift	Defines the number of days to lockout or shift observation period by - should be a non-negative integer. Defaults to 0 if not set..
spreadCompoundingMethod	Defines how the computed leg spread is applied to compounded rate. It applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘. Available compounding methods: \| Method \| Description \| \| - – – - \| - – – – – – \| \| Straight \| Compounding rate in each compound period includes the spread. \| \| Flat \| Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. \| \| SpreadExclusive \| Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. \| The values "IsdaCompounding", "NoCompounding", "IsdaFlatCompounding", and "None" are accepted for compatibility with existing instruments and their use is discouraged. Supported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None]. Defaults to "None" if not set..
roundingPrecision	Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to. This is an optional field, leaving it blank will mean no rounding takes place in Compounding..

Member Function Documentation

◆ Equals() [1/2]

bool Lusid.Sdk.Model.Compounding.Equals ( Compounding input )

inline

Returns true if Compounding instances are equal

Parameters

input Instance of Compounding to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.Compounding.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.Compounding.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.Compounding.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

override string Lusid.Sdk.Model.Compounding.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AveragingMethod

string Lusid.Sdk.Model.Compounding.AveragingMethod

getset

Defines whether a weighted or unweighted average is used when calculating the average rate. It applies only when CompoundingMethod = ‘Averaging‘. Default value: None. Available values: None, Unweighted, Weighted, UnweightedIncludingWeekends.

◆ CalculationShiftMethod

string Lusid.Sdk.Model.Compounding.CalculationShiftMethod

getset

Defines which resets and day counts are used for the rate calculation Default value: NoShift. Available values: Lookback, NoShift, ObservationPeriodShift, Lockout.

◆ CompoundingMethod

string Lusid.Sdk.Model.Compounding.CompoundingMethod

getset

If the interest rate is simple, compounded or using a pre-computed compounded index. Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding].

◆ ResetFrequency

string Lusid.Sdk.Model.Compounding.ResetFrequency

getset

The interest payment frequency. For more information on tenors, see knowledge base article KA-02097

◆ RoundingPrecision

int? Lusid.Sdk.Model.Compounding.RoundingPrecision

getset

Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to. This is an optional field, leaving it blank will mean no rounding takes place in Compounding.

◆ Shift

int Lusid.Sdk.Model.Compounding.Shift

getset

Defines the number of days to lockout or shift observation period by - should be a non-negative integer. Defaults to 0 if not set.

◆ SpreadCompoundingMethod

string Lusid.Sdk.Model.Compounding.SpreadCompoundingMethod

getset

Defines how the computed leg spread is applied to compounded rate. It applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘. Available compounding methods: | Method | Description | | - – – - | - – – – – – | | Straight | Compounding rate in each compound period includes the spread. | | Flat | Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. | | SpreadExclusive | Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. | The values "IsdaCompounding", "NoCompounding", "IsdaFlatCompounding", and "None" are accepted for compatibility with existing instruments and their use is discouraged. Supported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None]. Defaults to "None" if not set.

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

/home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp/checkouts/latest/sdk/Lusid.Sdk/Model/Compounding.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ Compounding() [1/2]

◆ Compounding() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AveragingMethod

◆ CalculationShiftMethod

◆ CompoundingMethod

◆ ResetFrequency

◆ RoundingPrecision

◆ Shift

◆ SpreadCompoundingMethod