LUSID representation of a Credit Default Swap (CDS). More...
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. "0.05" 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 More... | |
Detailed Description
LUSID representation of a Credit Default Swap (CDS).
Constructor & Destructor Documentation
◆ CreditDefaultSwap() [1/2]
|
inlineprotected |
Initializes a new instance of the CreditDefaultSwap class.
◆ CreditDefaultSwap() [2/2]
|
inline |
Initializes a new instance of the CreditDefaultSwap class.
- Parameters
-
ticker A ticker to uniquely specify then entity against which the cds is written. (required). startDate The start date of the instrument. This is normally synonymous with the trade-date. (required). maturityDate 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. (required). flowConventions flowConventions. couponRate The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. "0.05" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. (required). conventionName conventionName. notional The notional protected by the Credit Default Swap. protectionDetailSpecification protectionDetailSpecification (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 (required) (default to "CreditDefaultSwap").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if CreditDefaultSwap instances are equal
- Parameters
-
input Instance of CreditDefaultSwap to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.LusidInstrument.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ ConventionName
|
getset |
Gets or Sets ConventionName
◆ CouponRate
|
getset |
The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. "0.05" 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. "0.05" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.
◆ FlowConventions
|
getset |
Gets or Sets FlowConventions
◆ 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
|
getset |
The notional protected by the Credit Default Swap
The notional protected by the Credit Default Swap
◆ ProtectionDetailSpecification
|
getset |
Gets or Sets ProtectionDetailSpecification
◆ 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
|
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:
- /home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp/checkouts/latest/sdk/Lusid.Sdk/Model/CreditDefaultSwap.cs
