Market Data required to build a volatility surface for pricing. Single constant volatility point. More...
Inheritance diagram for Lusid.Sdk.Model.ConstantVolatilitySurface:
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... | |
 Public Member Functions inherited from Lusid.Sdk.Model.ComplexMarketData | |
| 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... | |
| Protected Member Functions inherited from Lusid.Sdk.Model.ComplexMarketData | |
| 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... | |
| Properties inherited from Lusid.Sdk.Model.ComplexMarketData | |
| 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 | |
| Public Types inherited from Lusid.Sdk.Model.ComplexMarketData | |
| 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... | |
Detailed Description
Market Data required to build a volatility surface for pricing. Single constant volatility point.
Constructor & Destructor Documentation
◆ ConstantVolatilitySurface() [1/2]
|
inlineprotected |
Initializes a new instance of the ConstantVolatilitySurface class.
◆ ConstantVolatilitySurface() [2/2]
|
inline |
Initializes a new instance of the ConstantVolatilitySurface class.
- Parameters
-
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").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if ConstantVolatilitySurface instances are equal
- Parameters
-
input Instance of ConstantVolatilitySurface to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.ComplexMarketData.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ AssetType
|
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].
◆ BaseDate
|
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.
◆ Lineage
|
getset |
Gets or Sets Lineage
◆ Volatility
|
getset |
Volatility value.
Volatility value.
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/ConstantVolatilitySurface.cs
