LUSID C# SDK
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Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf Class Reference

ConstantVolatilitySurfaceAllOf More...

Inheritance diagram for Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf:
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Public Types

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...
 

Public Member Functions

 ConstantVolatilitySurfaceAllOf (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 ConstantVolatilitySurfaceAllOf 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 (ConstantVolatilitySurfaceAllOf input)
 Returns true if ConstantVolatilitySurfaceAllOf instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 ConstantVolatilitySurfaceAllOf ()
 Initializes a new instance of the ConstantVolatilitySurfaceAllOf class. More...
 

Properties

MarketDataTypeEnum MarketDataType [get, set]
 The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...
 
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...
 

Detailed Description

ConstantVolatilitySurfaceAllOf

Member Enumeration Documentation

◆ MarketDataTypeEnum

The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface

The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface

Enumerator
DiscountFactorCurveData 

Enum DiscountFactorCurveData for value: DiscountFactorCurveData

EquityVolSurfaceData 

Enum EquityVolSurfaceData for value: EquityVolSurfaceData

FxVolSurfaceData 

Enum FxVolSurfaceData for value: FxVolSurfaceData

IrVolCubeData 

Enum IrVolCubeData for value: IrVolCubeData

OpaqueMarketData 

Enum OpaqueMarketData for value: OpaqueMarketData

YieldCurveData 

Enum YieldCurveData for value: YieldCurveData

FxForwardCurveData 

Enum FxForwardCurveData for value: FxForwardCurveData

FxForwardPipsCurveData 

Enum FxForwardPipsCurveData for value: FxForwardPipsCurveData

FxForwardTenorCurveData 

Enum FxForwardTenorCurveData for value: FxForwardTenorCurveData

FxForwardTenorPipsCurveData 

Enum FxForwardTenorPipsCurveData for value: FxForwardTenorPipsCurveData

FxForwardCurveByQuoteReference 

Enum FxForwardCurveByQuoteReference for value: FxForwardCurveByQuoteReference

CreditSpreadCurveData 

Enum CreditSpreadCurveData for value: CreditSpreadCurveData

EquityCurveByPricesData 

Enum EquityCurveByPricesData for value: EquityCurveByPricesData

ConstantVolatilitySurface 

Enum ConstantVolatilitySurface for value: ConstantVolatilitySurface

Constructor & Destructor Documentation

◆ ConstantVolatilitySurfaceAllOf() [1/2]

Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.ConstantVolatilitySurfaceAllOf ( )
inlineprotected

Initializes a new instance of the ConstantVolatilitySurfaceAllOf class.

◆ ConstantVolatilitySurfaceAllOf() [2/2]

Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.ConstantVolatilitySurfaceAllOf ( DateTimeOffset  baseDate = default(DateTimeOffset),
string  assetType = default(string),
string  lineage = default(string),
decimal  volatility = default(decimal),
MarketDataTypeEnum  marketDataType = default(MarketDataTypeEnum) 
)
inline

Initializes a new instance of the ConstantVolatilitySurfaceAllOf class.

Parameters
baseDateBase date of the engine - this is the reference date for resolution of tenors. (required).
assetTypeWhat 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).
lineagelineage.
volatilityVolatility value. (required).
marketDataTypeThe available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required).

Member Function Documentation

◆ Equals() [1/2]

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

Returns true if ConstantVolatilitySurfaceAllOf instances are equal

Parameters
inputInstance of ConstantVolatilitySurfaceAllOf to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ AssetType

string Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.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

DateTimeOffset Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.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

string Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.Lineage
getset

Gets or Sets Lineage

◆ MarketDataType

MarketDataTypeEnum Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.MarketDataType
getset

◆ Volatility

decimal Lusid.Sdk.Model.ConstantVolatilitySurfaceAllOf.Volatility
getset

Volatility value.

Volatility value.


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