LUSID C# SDK
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Market Data required to build a volatility surface for pricing. Single constant volatility point. More...
Public Member Functions | |
ConstantVolatilitySurface (DateTimeOffset baseDate=default(DateTimeOffset), string assetType=default(string), string lineage=default(string), decimal volatility=default(decimal), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum)) | |
Initializes a new instance of the ConstantVolatilitySurface 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 (ConstantVolatilitySurface input) |
Returns true if ConstantVolatilitySurface instances are equal More... | |
override int | GetHashCode () |
Gets the hash code More... | |
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ComplexMarketData (MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum)) | |
Initializes a new instance of the ComplexMarketData 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 (ComplexMarketData input) |
Returns true if ComplexMarketData instances are equal More... | |
override int | GetHashCode () |
Gets the hash code More... | |
Protected Member Functions | |
ConstantVolatilitySurface () | |
Initializes a new instance of the ConstantVolatilitySurface class. More... | |
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
To validate all properties of the instance More... | |
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ComplexMarketData () | |
Initializes a new instance of the ComplexMarketData class. More... | |
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
To validate all properties of the instance More... | |
Properties | |
DateTimeOffset | BaseDate [get, set] |
Base date of the engine - this is the reference date for resolution of tenors. More... | |
string | AssetType [get, set] |
What is the asset that the engine is for. Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque]. More... | |
string | Lineage [get, set] |
Gets or Sets Lineage More... | |
decimal | Volatility [get, set] |
Volatility value. More... | |
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MarketDataTypeEnum | MarketDataType [get, set] |
The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More... | |
Additional Inherited Members | |
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enum class | MarketDataTypeEnum { DiscountFactorCurveData = 1 , EquityVolSurfaceData = 2 , FxVolSurfaceData = 3 , IrVolCubeData = 4 , OpaqueMarketData = 5 , YieldCurveData = 6 , FxForwardCurveData = 7 , FxForwardPipsCurveData = 8 , FxForwardTenorCurveData = 9 , FxForwardTenorPipsCurveData = 10 , FxForwardCurveByQuoteReference = 11 , CreditSpreadCurveData = 12 , EquityCurveByPricesData = 13 , ConstantVolatilitySurface = 14 } |
The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More... | |
Market Data required to build a volatility surface for pricing. Single constant volatility point.
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inlineprotected |
Initializes a new instance of the ConstantVolatilitySurface class.
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inline |
Initializes a new instance of the ConstantVolatilitySurface class.
baseDate | Base date of the engine - this is the reference date for resolution of tenors. (required). |
assetType | What is the asset that the engine is for. Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque]. (required). |
lineage | lineage. |
volatility | Volatility value. (required). |
marketDataType | The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required) (default to "ConstantVolatilitySurface"). |
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inlineprotected |
To validate all properties of the instance
validationContext | Validation context |
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inline |
Returns true if ConstantVolatilitySurface instances are equal
input | Instance of ConstantVolatilitySurface to be compared |
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inline |
Returns true if objects are equal
input | Object to be compared |
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inline |
Gets the hash code
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inlinevirtual |
Returns the JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.ComplexMarketData.
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inline |
Returns the string presentation of the object
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getset |
What is the asset that the engine is for. Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque].
What is the asset that the engine is for. Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque].
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getset |
Base date of the engine - this is the reference date for resolution of tenors.
Base date of the engine - this is the reference date for resolution of tenors.
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getset |
Gets or Sets Lineage
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getset |
Volatility value.
Volatility value.