Inheritance diagram for Lusid.Sdk.Model.CreditSpreadCurveDataAllOf:

Public Types
enum class	MarketDataTypeEnum { DiscountFactorCurveData = 1 , EquityVolSurfaceData = 2 , FxVolSurfaceData = 3 , IrVolCubeData = 4 , OpaqueMarketData = 5 , YieldCurveData = 6 , FxForwardCurveData = 7 , FxForwardPipsCurveData = 8 , FxForwardTenorCurveData = 9 , FxForwardTenorPipsCurveData = 10 , FxForwardCurveByQuoteReference = 11 , CreditSpreadCurveData = 12 , EquityCurveByPricesData = 13 , ConstantVolatilitySurface = 14 }
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

Public Member Functions
	CreditSpreadCurveDataAllOf (DateTimeOffset baseDate=default(DateTimeOffset), string domCcy=default(string), List< string > tenors=default(List< string >), List< decimal > spreads=default(List< decimal >), decimal recoveryRate=default(decimal), DateTimeOffset? referenceDate=default(DateTimeOffset?), List< DateTimeOffset > maturities=default(List< DateTimeOffset >), string lineage=default(string), MarketDataOptions marketDataOptions=default(MarketDataOptions), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum))
	Initializes a new instance of the CreditSpreadCurveDataAllOf 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 (CreditSpreadCurveDataAllOf input)
	Returns true if CreditSpreadCurveDataAllOf instances are equal More...

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

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

Properties
MarketDataTypeEnum	MarketDataType `[get, set]`
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

DateTimeOffset	BaseDate `[get, set]`
	EffectiveAt date of the quoted rates More...

string	DomCcy `[get, set]`
	Domestic currency of the curve More...

List< string >	Tenors `[get, set]`
	The tenors for which the rates apply For more information on tenors, see knowledge base article KA-02097 More...

List< decimal >	Spreads `[get, set]`
	Par spread quotes corresponding to the tenors. More...

decimal	RecoveryRate `[get, set]`
	The recovery rate in default. More...

DateTimeOffset?	ReferenceDate `[get, set]`
	If tenors are provided, this is the date against which the tenors will be resolved. This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date. In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid. If not provided, this defaults to the BaseDate of the curve. More...

List< DateTimeOffset >	Maturities `[get, set]`
	The maturity dates for which the rates apply. Either tenors or maturities should be provided, not both. More...

string	Lineage `[get, set]`
	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. More...

MarketDataOptions	MarketDataOptions `[get, set]`
	Gets or Sets MarketDataOptions More...

Detailed Description

CreditSpreadCurveDataAllOf

Member Enumeration Documentation

◆ MarketDataTypeEnum

enum Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.MarketDataTypeEnum

strong

The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface

Enumerator
DiscountFactorCurveData	Enum DiscountFactorCurveData for value: DiscountFactorCurveData
EquityVolSurfaceData	Enum EquityVolSurfaceData for value: EquityVolSurfaceData
FxVolSurfaceData	Enum FxVolSurfaceData for value: FxVolSurfaceData
IrVolCubeData	Enum IrVolCubeData for value: IrVolCubeData
OpaqueMarketData	Enum OpaqueMarketData for value: OpaqueMarketData
YieldCurveData	Enum YieldCurveData for value: YieldCurveData
FxForwardCurveData	Enum FxForwardCurveData for value: FxForwardCurveData
FxForwardPipsCurveData	Enum FxForwardPipsCurveData for value: FxForwardPipsCurveData
FxForwardTenorCurveData	Enum FxForwardTenorCurveData for value: FxForwardTenorCurveData
FxForwardTenorPipsCurveData	Enum FxForwardTenorPipsCurveData for value: FxForwardTenorPipsCurveData
FxForwardCurveByQuoteReference	Enum FxForwardCurveByQuoteReference for value: FxForwardCurveByQuoteReference
CreditSpreadCurveData	Enum CreditSpreadCurveData for value: CreditSpreadCurveData
EquityCurveByPricesData	Enum EquityCurveByPricesData for value: EquityCurveByPricesData
ConstantVolatilitySurface	Enum ConstantVolatilitySurface for value: ConstantVolatilitySurface

Constructor & Destructor Documentation

◆ CreditSpreadCurveDataAllOf() [1/2]

Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.CreditSpreadCurveDataAllOf ( )

inlineprotected

Initializes a new instance of the CreditSpreadCurveDataAllOf class.

◆ CreditSpreadCurveDataAllOf() [2/2]

Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.CreditSpreadCurveDataAllOf	(	DateTimeOffset	baseDate = `default(DateTimeOffset)`,
		string	domCcy = `default(string)`,
		List< string >	tenors = `default(List<string>)`,
		List< decimal >	spreads = `default(List<decimal>)`,
		decimal	recoveryRate = `default(decimal)`,
		DateTimeOffset?	referenceDate = `default(DateTimeOffset?)`,
		List< DateTimeOffset >	maturities = `default(List<DateTimeOffset>)`,
		string	lineage = `default(string)`,
		MarketDataOptions	marketDataOptions = `default(MarketDataOptions)`,
		MarketDataTypeEnum	marketDataType = `default(MarketDataTypeEnum)`
	)

inline

Initializes a new instance of the CreditSpreadCurveDataAllOf class.

Parameters

baseDate	EffectiveAt date of the quoted rates (required).
domCcy	Domestic currency of the curve (required).
tenors	The tenors for which the rates apply For more information on tenors, see knowledge base article KA-02097 (required).
spreads	Par spread quotes corresponding to the tenors. (required).
recoveryRate	The recovery rate in default. (required).
referenceDate	If tenors are provided, this is the date against which the tenors will be resolved. This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date. In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid. If not provided, this defaults to the BaseDate of the curve..
maturities	The maturity dates for which the rates apply. Either tenors or maturities should be provided, not both..
lineage	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'..
marketDataOptions	marketDataOptions.
marketDataType	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if CreditSpreadCurveDataAllOf instances are equal

Parameters

input Instance of CreditSpreadCurveDataAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BaseDate

DateTimeOffset Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.BaseDate

getset

EffectiveAt date of the quoted rates

◆ DomCcy

string Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.DomCcy

getset

Domestic currency of the curve

◆ Lineage

string Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.Lineage

getset

Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.

◆ MarketDataOptions

MarketDataOptions Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.MarketDataOptions

getset

Gets or Sets MarketDataOptions

◆ MarketDataType

MarketDataTypeEnum Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.MarketDataType

getset

◆ Maturities

List<DateTimeOffset> Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.Maturities

getset

The maturity dates for which the rates apply. Either tenors or maturities should be provided, not both.

◆ RecoveryRate

decimal Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.RecoveryRate

getset

The recovery rate in default.

◆ ReferenceDate

DateTimeOffset? Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.ReferenceDate

getset

If tenors are provided, this is the date against which the tenors will be resolved. This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date. In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid. If not provided, this defaults to the BaseDate of the curve.

◆ Spreads

List<decimal> Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.Spreads

getset

Par spread quotes corresponding to the tenors.

◆ Tenors

List<string> Lusid.Sdk.Model.CreditSpreadCurveDataAllOf.Tenors

getset

The tenors for which the rates apply For more information on tenors, see knowledge base article KA-02097

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/CreditSpreadCurveDataAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ MarketDataTypeEnum

Constructor & Destructor Documentation

◆ CreditSpreadCurveDataAllOf() [1/2]

◆ CreditSpreadCurveDataAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BaseDate

◆ DomCcy

◆ Lineage

◆ MarketDataOptions

◆ MarketDataType

◆ Maturities

◆ RecoveryRate

◆ ReferenceDate

◆ Spreads

◆ Tenors