CreditDefaultSwapAllOf More...
Public Member Functions | |
| CreditDefaultSwapAllOf (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 CreditDefaultSwapAllOf 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 (CreditDefaultSwapAllOf input) |
| Returns true if CreditDefaultSwapAllOf instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| CreditDefaultSwapAllOf () | |
| Initializes a new instance of the CreditDefaultSwapAllOf 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, FundShareClass, FlexibleLoan More... | |
| 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... | |
Detailed Description
Member Enumeration Documentation
◆ InstrumentTypeEnum
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
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
| Enumerator | |
|---|---|
| QuotedSecurity | Enum QuotedSecurity for value: QuotedSecurity |
| InterestRateSwap | Enum InterestRateSwap for value: InterestRateSwap |
| FxForward | |
| Future | |
| ExoticInstrument | Enum ExoticInstrument for value: ExoticInstrument |
| FxOption | |
| CreditDefaultSwap | Enum CreditDefaultSwap for value: CreditDefaultSwap |
| InterestRateSwaption | Enum InterestRateSwaption for value: InterestRateSwaption |
| Bond | |
| EquityOption | Enum EquityOption for value: EquityOption |
| 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 | |
| CashSettled | Enum CashSettled for value: CashSettled |
| CdsIndex | |
| Basket | |
| FundingLeg | Enum FundingLeg for value: FundingLeg |
| FxSwap | |
| ForwardRateAgreement | Enum ForwardRateAgreement for value: ForwardRateAgreement |
| SimpleInstrument | Enum SimpleInstrument for value: SimpleInstrument |
| Repo | |
| 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 |
| FundShareClass | Enum FundShareClass for value: FundShareClass |
| FlexibleLoan | Enum FlexibleLoan for value: FlexibleLoan |
Constructor & Destructor Documentation
◆ CreditDefaultSwapAllOf() [1/2]
|
inlineprotected |
Initializes a new instance of the CreditDefaultSwapAllOf class.
◆ CreditDefaultSwapAllOf() [2/2]
|
inline |
Initializes a new instance of the CreditDefaultSwapAllOf 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, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required).
Member Function Documentation
◆ Equals() [1/2]
|
inline |
Returns true if CreditDefaultSwapAllOf instances are equal
- Parameters
-
input Instance of CreditDefaultSwapAllOf to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object 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
◆ 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
◆ 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, FundShareClass, FlexibleLoan
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
◆ 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/CreditDefaultSwapAllOf.cs
