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

LUSID representation of a Credit Default Swap (CDS). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | ProtectionLeg | Cash flows occurring in the case of default. | | 2 | PremiumLeg | The premium payments made by the protection buyer. | More...

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

 CreditDefaultSwap (string ticker=default(string), DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), CdsFlowConventions flowConventions=default(CdsFlowConventions), decimal couponRate=default(decimal), FlowConventionName conventionName=default(FlowConventionName), decimal? notional=default(decimal?), CdsProtectionDetailSpecification protectionDetailSpecification=default(CdsProtectionDetailSpecification), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the CreditDefaultSwap 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 (CreditDefaultSwap input)
 Returns true if CreditDefaultSwap 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

 CreditDefaultSwap ()
 Initializes a new instance of the CreditDefaultSwap 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

string Ticker [get, set]
 A ticker to uniquely specify then entity against which the cds is written. More...
 
DateTimeOffset StartDate [get, set]
 The start date of the instrument. This is normally synonymous with the trade-date. More...
 
DateTimeOffset MaturityDate [get, set]
 The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. More...
 
CdsFlowConventions FlowConventions [get, set]
 Gets or Sets FlowConventions More...
 
decimal CouponRate [get, set]
 The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. More...
 
FlowConventionName ConventionName [get, set]
 Gets or Sets ConventionName More...
 
decimal? Notional [get, set]
 The notional protected by the Credit Default Swap More...
 
CdsProtectionDetailSpecification ProtectionDetailSpecification [get, set]
 Gets or Sets ProtectionDetailSpecification 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 Credit Default Swap (CDS). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | ProtectionLeg | Cash flows occurring in the case of default. | | 2 | PremiumLeg | The premium payments made by the protection buyer. |

Constructor & Destructor Documentation

◆ CreditDefaultSwap() [1/2]

Lusid.Sdk.Model.CreditDefaultSwap.CreditDefaultSwap ( )
inlineprotected

Initializes a new instance of the CreditDefaultSwap class.

◆ CreditDefaultSwap() [2/2]

Lusid.Sdk.Model.CreditDefaultSwap.CreditDefaultSwap ( string  ticker = default(string),
DateTimeOffset  startDate = default(DateTimeOffset),
DateTimeOffset  maturityDate = default(DateTimeOffset),
CdsFlowConventions  flowConventions = default(CdsFlowConventions),
decimal  couponRate = default(decimal),
FlowConventionName  conventionName = default(FlowConventionName),
decimal?  notional = default(decimal?),
CdsProtectionDetailSpecification  protectionDetailSpecification = default(CdsProtectionDetailSpecification),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the CreditDefaultSwap class.

Parameters
tickerA ticker to uniquely specify then entity against which the cds is written. (required).
startDateThe start date of the instrument. This is normally synonymous with the trade-date. (required).
maturityDateThe final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required).
flowConventionsflowConventions.
couponRateThe coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. (required).
conventionNameconventionName.
notionalThe notional protected by the Credit Default Swap.
protectionDetailSpecificationprotectionDetailSpecification (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 "CreditDefaultSwap").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if CreditDefaultSwap instances are equal

Parameters
inputInstance of CreditDefaultSwap to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ ConventionName

FlowConventionName Lusid.Sdk.Model.CreditDefaultSwap.ConventionName
getset

Gets or Sets ConventionName

◆ CouponRate

decimal Lusid.Sdk.Model.CreditDefaultSwap.CouponRate
getset

The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.

The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. &quot;0.05&quot; meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.

◆ FlowConventions

CdsFlowConventions Lusid.Sdk.Model.CreditDefaultSwap.FlowConventions
getset

Gets or Sets FlowConventions

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.CreditDefaultSwap.MaturityDate
getset

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.

◆ Notional

decimal? Lusid.Sdk.Model.CreditDefaultSwap.Notional
getset

The notional protected by the Credit Default Swap

The notional protected by the Credit Default Swap

◆ ProtectionDetailSpecification

CdsProtectionDetailSpecification Lusid.Sdk.Model.CreditDefaultSwap.ProtectionDetailSpecification
getset

Gets or Sets ProtectionDetailSpecification

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.CreditDefaultSwap.StartDate
getset

The start date of the instrument. This is normally synonymous with the trade-date.

The start date of the instrument. This is normally synonymous with the trade-date.

◆ Ticker

string Lusid.Sdk.Model.CreditDefaultSwap.Ticker
getset

A ticker to uniquely specify then entity against which the cds is written.

A ticker to uniquely specify then entity against which the cds is written.


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