Inheritance diagram for Lusid.Sdk.Model.ContractForDifferenceAllOf:

Public Types
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 }
	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 More...

Public Member Functions
	ContractForDifferenceAllOf (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 ContractForDifferenceAllOf 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 (ContractForDifferenceAllOf input)
	Returns true if ContractForDifferenceAllOf instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	ContractForDifferenceAllOf ()
	Initializes a new instance of the ContractForDifferenceAllOf class. More...

Properties
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 More...

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...

Detailed Description

ContractForDifferenceAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

enum Lusid.Sdk.Model.ContractForDifferenceAllOf.InstrumentTypeEnum

strong

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

Enumerator
QuotedSecurity	Enum QuotedSecurity for value: QuotedSecurity
InterestRateSwap	Enum InterestRateSwap for value: InterestRateSwap
FxForward	Enum FxForward for value: FxForward
Future	Enum Future for value: Future
ExoticInstrument	Enum ExoticInstrument for value: ExoticInstrument
FxOption	Enum FxOption for value: FxOption
CreditDefaultSwap	Enum CreditDefaultSwap for value: CreditDefaultSwap
InterestRateSwaption	Enum InterestRateSwaption for value: InterestRateSwaption
Bond	Enum Bond for value: Bond
EquityOption	Enum EquityOption for value: EquityOption
FixedLeg	Enum FixedLeg for value: FixedLeg
FloatingLeg	Enum FloatingLeg for value: FloatingLeg
BespokeCashFlowsLeg	Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg
Unknown	Enum Unknown for value: Unknown
TermDeposit	Enum TermDeposit for value: TermDeposit
ContractForDifference	Enum ContractForDifference for value: ContractForDifference
EquitySwap	Enum EquitySwap for value: EquitySwap
CashPerpetual	Enum CashPerpetual for value: CashPerpetual
CapFloor	Enum CapFloor for value: CapFloor
CashSettled	Enum CashSettled for value: CashSettled
CdsIndex	Enum CdsIndex for value: CdsIndex
Basket	Enum Basket for value: Basket
FundingLeg	Enum FundingLeg for value: FundingLeg
FxSwap	Enum FxSwap for value: FxSwap
ForwardRateAgreement	Enum ForwardRateAgreement for value: ForwardRateAgreement
SimpleInstrument	Enum SimpleInstrument for value: SimpleInstrument
Repo	Enum Repo for value: Repo
Equity	Enum Equity for value: Equity
ExchangeTradedOption	Enum ExchangeTradedOption for value: ExchangeTradedOption
ReferenceInstrument	Enum ReferenceInstrument for value: ReferenceInstrument
ComplexBond	Enum ComplexBond for value: ComplexBond
InflationLinkedBond	Enum InflationLinkedBond for value: InflationLinkedBond
InflationSwap	Enum InflationSwap for value: InflationSwap
SimpleCashFlowLoan	Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan
TotalReturnSwap	Enum TotalReturnSwap for value: TotalReturnSwap
InflationLeg	Enum InflationLeg for value: InflationLeg

Constructor & Destructor Documentation

◆ ContractForDifferenceAllOf() [1/2]

Lusid.Sdk.Model.ContractForDifferenceAllOf.ContractForDifferenceAllOf ( )

inlineprotected

Initializes a new instance of the ContractForDifferenceAllOf class.

◆ ContractForDifferenceAllOf() [2/2]

Lusid.Sdk.Model.ContractForDifferenceAllOf.ContractForDifferenceAllOf	(	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 ContractForDifferenceAllOf 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 (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if ContractForDifferenceAllOf instances are equal

Parameters

input Instance of ContractForDifferenceAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.ContractForDifferenceAllOf.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.ContractForDifferenceAllOf.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.ContractForDifferenceAllOf.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

override string Lusid.Sdk.Model.ContractForDifferenceAllOf.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Code

string Lusid.Sdk.Model.ContractForDifferenceAllOf.Code

getset

The code of the underlying.

◆ ContractSize

decimal Lusid.Sdk.Model.ContractForDifferenceAllOf.ContractSize

getset

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

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.ContractForDifferenceAllOf.InstrumentType

getset

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

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.ContractForDifferenceAllOf.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.ContractForDifferenceAllOf.PayCcy

getset

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

◆ ReferenceRate

decimal Lusid.Sdk.Model.ContractForDifferenceAllOf.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.ContractForDifferenceAllOf.StartDate

getset

The start date of the CFD.

◆ Type

string Lusid.Sdk.Model.ContractForDifferenceAllOf.Type

getset

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

◆ UnderlyingCcy

string Lusid.Sdk.Model.ContractForDifferenceAllOf.UnderlyingCcy

getset

The currency of the underlying

◆ UnderlyingIdentifier

string Lusid.Sdk.Model.ContractForDifferenceAllOf.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/ContractForDifferenceAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ InstrumentTypeEnum

Constructor & Destructor Documentation

◆ ContractForDifferenceAllOf() [1/2]

◆ ContractForDifferenceAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Code

◆ ContractSize

◆ InstrumentType

◆ MaturityDate

◆ PayCcy

◆ ReferenceRate

◆ StartDate

◆ Type

◆ UnderlyingCcy

◆ UnderlyingIdentifier