Lusid.Sdk.Model.CounterpartyRiskInformation Class Reference

In the event that the legal entity is a counterparty to an OTC transaction (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement), this information would be needed for calculations such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc). More...

Inheritance diagram for Lusid.Sdk.Model.CounterpartyRiskInformation:

Public Member Functions
	CounterpartyRiskInformation (string countryOfRisk=default(string), List< CreditRating > creditRatings=default(List< CreditRating >), List< IndustryClassifier > industryClassifiers=default(List< IndustryClassifier >))
	Initializes a new instance of the CounterpartyRiskInformation 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 (CounterpartyRiskInformation input)
	Returns true if CounterpartyRiskInformation instances are equal More...
override int	GetHashCode ()
	Gets the hash code More...

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

Properties
string	CountryOfRisk [get, set]
	The country to which one would naturally ascribe risk, typically the legal entity's country of registration. This can be used to infer funding currency and related market data in the absence of a specific preference. More...
List< CreditRating >	CreditRatings [get, set]
	Gets or Sets CreditRatings More...
List< IndustryClassifier >	IndustryClassifiers [get, set]
	Gets or Sets IndustryClassifiers More...

Detailed Description

In the event that the legal entity is a counterparty to an OTC transaction (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement), this information would be needed for calculations such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc).

Constructor & Destructor Documentation

CounterpartyRiskInformation() [1/2]

Lusid.Sdk.Model.CounterpartyRiskInformation.CounterpartyRiskInformation ( )

inlineprotected

Initializes a new instance of the CounterpartyRiskInformation class.

CounterpartyRiskInformation() [2/2]

Lusid.Sdk.Model.CounterpartyRiskInformation.CounterpartyRiskInformation ( string  countryOfRisk = default(string), List< CreditRating >  creditRatings = default(List<CreditRating>), List< IndustryClassifier >  industryClassifiers = default(List<IndustryClassifier>)  )

inline

Initializes a new instance of the CounterpartyRiskInformation class.

Parameters

countryOfRisk	The country to which one would naturally ascribe risk, typically the legal entity's country of registration. This can be used to infer funding currency and related market data in the absence of a specific preference. (required).
creditRatings	creditRatings (required).
industryClassifiers	industryClassifiers (required).

Member Function Documentation

Equals() [1/2]

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

inline

Returns true if CounterpartyRiskInformation instances are equal

Parameters

input

Instance of CounterpartyRiskInformation to be compared

Returns

Boolean

Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input

Object to be compared

Returns

Boolean

GetHashCode()

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

inline

Gets the hash code

Returns

Hash code

ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns

JSON string presentation of the object

ToString()

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

inline

Returns the string presentation of the object

Returns

String presentation of the object

Property Documentation

CountryOfRisk

string Lusid.Sdk.Model.CounterpartyRiskInformation.CountryOfRisk

getset

The country to which one would naturally ascribe risk, typically the legal entity's country of registration. This can be used to infer funding currency and related market data in the absence of a specific preference.

The country to which one would naturally ascribe risk, typically the legal entity's country of registration. This can be used to infer funding currency and related market data in the absence of a specific preference.

CreditRatings

List<CreditRating> Lusid.Sdk.Model.CounterpartyRiskInformation.CreditRatings

getset

Gets or Sets CreditRatings

IndustryClassifiers

List<IndustryClassifier> Lusid.Sdk.Model.CounterpartyRiskInformation.IndustryClassifiers

getset

Gets or Sets IndustryClassifiers

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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/CounterpartyRiskInformation.cs