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

Inheritance diagram for Lusid.Sdk.Model.ContractForDifference:

[legend]

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, FlexibleLoan 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 , FlexibleLoan = 38 }
	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, FlexibleLoan 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

startDate	The start date of the CFD. (required).
maturityDate	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..
code	The code of the underlying. (required).
contractSize	The size of the CFD contract, this should represent the total number of stocks that the CFD represents. (required).
payCcy	The currency that this CFD pays out, this can be different to the UnderlyingCcy. (required).
referenceRate	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..
type	The type of CFD. Supported string (enumeration) values are: [Cash, Futures]. (required).
underlyingCcy	The currency of the underlying (required).
underlyingIdentifier	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]. (required).
instrumentType	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, FlexibleLoan (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

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

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

inline

Returns true if ContractForDifference instances are equal

Parameters

input Instance 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

input Object 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.

◆ 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.

◆ 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.

◆ PayCcy

string Lusid.Sdk.Model.ContractForDifference.PayCcy

getset

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.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.ContractForDifference.StartDate

getset

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].

◆ UnderlyingCcy

string Lusid.Sdk.Model.ContractForDifference.UnderlyingCcy

getset

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].

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/ContractForDifference.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ContractForDifference() [1/2]

◆ ContractForDifference() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Code

◆ ContractSize

◆ MaturityDate

◆ PayCcy

◆ ReferenceRate

◆ StartDate

◆ Type

◆ UnderlyingCcy

◆ UnderlyingIdentifier