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

LUSID representation of a Contract for Difference. More...

Inheritance diagram for Lusid.Sdk.Model.ContractForDifference:
Inheritance graph
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Public Member Functions

 ContractForDifference (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), string code=default(string), decimal contractSize=default(decimal), string payCcy=default(string), decimal referenceRate=default(decimal), string type=default(string), string underlyingCcy=default(string), string underlyingIdentifier=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the ContractForDifference 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 (ContractForDifference input)
 Returns true if ContractForDifference 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

 ContractForDifference ()
 Initializes a new instance of the ContractForDifference 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

DateTimeOffset StartDate [get, set]
 The start date of the CFD. More...
 
DateTimeOffset MaturityDate [get, set]
 The maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying future. If CFDType is Cash, this should not be set. More...
 
string Code [get, set]
 The code of the underlying. More...
 
decimal ContractSize [get, set]
 The size of the CFD contract, this should represent the total number of stocks that the CFD represents. More...
 
string PayCcy [get, set]
 The currency that this CFD pays out, this can be different to the UnderlyingCcy. More...
 
decimal ReferenceRate [get, set]
 The reference rate of the CFD, this can be set to 0 but not negative values. This field is optional, if not set it will default to 0. More...
 
string Type [get, set]
 The type of CFD. Supported string (enumeration) values are: [Cash, Futures]. More...
 
string UnderlyingCcy [get, set]
 The currency of the underlying More...
 
string UnderlyingIdentifier [get, set]
 External market codes and identifiers for the CFD, e.g. RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. 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 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
}
 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 More...
 

Detailed Description

LUSID representation of a Contract for Difference.

Constructor & Destructor Documentation

◆ ContractForDifference() [1/2]

Lusid.Sdk.Model.ContractForDifference.ContractForDifference ( )
inlineprotected

Initializes a new instance of the ContractForDifference class.

◆ ContractForDifference() [2/2]

Lusid.Sdk.Model.ContractForDifference.ContractForDifference ( DateTimeOffset  startDate = default(DateTimeOffset),
DateTimeOffset  maturityDate = default(DateTimeOffset),
string  code = default(string),
decimal  contractSize = default(decimal),
string  payCcy = default(string),
decimal  referenceRate = default(decimal),
string  type = default(string),
string  underlyingCcy = default(string),
string  underlyingIdentifier = default(string),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the ContractForDifference class.

Parameters
startDateThe start date of the CFD. (required).
maturityDateThe maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying future. If CFDType is Cash, this should not be set..
codeThe code of the underlying. (required).
contractSizeThe size of the CFD contract, this should represent the total number of stocks that the CFD represents. (required).
payCcyThe currency that this CFD pays out, this can be different to the UnderlyingCcy. (required).
referenceRateThe reference rate of the CFD, this can be set to 0 but not negative values. This field is optional, if not set it will default to 0..
typeThe type of CFD. Supported string (enumeration) values are: [Cash, Futures]. (required).
underlyingCcyThe currency of the underlying (required).
underlyingIdentifierExternal market codes and identifiers for the CFD, e.g. RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. (required).
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 (required) (default to "ContractForDifference").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if ContractForDifference instances are equal

Parameters
inputInstance of ContractForDifference to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ Code

string Lusid.Sdk.Model.ContractForDifference.Code
getset

The code of the underlying.

The code of the underlying.

◆ ContractSize

decimal Lusid.Sdk.Model.ContractForDifference.ContractSize
getset

The size of the CFD contract, this should represent the total number of stocks that the CFD represents.

The size of the CFD contract, this should represent the total number of stocks that the CFD represents.

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.ContractForDifference.MaturityDate
getset

The maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying future. If CFDType is Cash, this should not be set.

The maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying future. If CFDType is Cash, this should not be set.

◆ PayCcy

string Lusid.Sdk.Model.ContractForDifference.PayCcy
getset

The currency that this CFD pays out, this can be different to the UnderlyingCcy.

The currency that this CFD pays out, this can be different to the UnderlyingCcy.

◆ ReferenceRate

decimal Lusid.Sdk.Model.ContractForDifference.ReferenceRate
getset

The reference rate of the CFD, this can be set to 0 but not negative values. This field is optional, if not set it will default to 0.

The reference rate of the CFD, this can be set to 0 but not negative values. This field is optional, if not set it will default to 0.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.ContractForDifference.StartDate
getset

The start date of the CFD.

The start date of the CFD.

◆ Type

string Lusid.Sdk.Model.ContractForDifference.Type
getset

The type of CFD. Supported string (enumeration) values are: [Cash, Futures].

The type of CFD. Supported string (enumeration) values are: [Cash, Futures].

◆ UnderlyingCcy

string Lusid.Sdk.Model.ContractForDifference.UnderlyingCcy
getset

The currency of the underlying

The currency of the underlying

◆ UnderlyingIdentifier

string Lusid.Sdk.Model.ContractForDifference.UnderlyingIdentifier
getset

External market codes and identifiers for the CFD, e.g. RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].

External market codes and identifiers for the CFD, e.g. RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].


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