Entity to capture the calculable and queryable methods and practices of determining and transferring collateral to a counterparty as part of margining of transactions. These typically come from a particular ISDA agreement that is in place between the two counterparties. More...

Inheritance diagram for Lusid.Sdk.Model.CreditSupportAnnex:

[legend]

Public Member Functions
	CreditSupportAnnex (string referenceCurrency=default(string), List< string > collateralCurrencies=default(List< string >), string isdaAgreementVersion=default(string), string marginCallFrequency=default(string), string valuationAgent=default(string), decimal thresholdAmount=default(decimal), int roundingDecimalPlaces=default(int), decimal initialMarginAmount=default(decimal), decimal minimumTransferAmount=default(decimal), ResourceId id=default(ResourceId))
	Initializes a new instance of the CreditSupportAnnex 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 (CreditSupportAnnex input)
	Returns true if CreditSupportAnnex instances are equal More...

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

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

Properties
string	ReferenceCurrency `[get, set]`
	The base, or reference, currency against which MtM value and exposure should be calculated and in which the CSA parameters are defined if the currency is not otherwise explicitly stated. More...

List< string >	CollateralCurrencies `[get, set]`
	The set of currencies within which it is acceptable to post cash collateral. More...

string	IsdaAgreementVersion `[get, set]`
	The transactions will take place with reference to a particular ISDA master agreement. This will likely be either the ISDA 1992 or ISDA 2002 agremeents or ISDA close-out 2009. More...

string	MarginCallFrequency `[get, set]`
	The tenor, e.g. daily (1D) or biweekly (2W), at which frequency a margin call will be made, calculations made and money transferred to readjust. The calculation might also require a specific time for valuation and notification. More...

string	ValuationAgent `[get, set]`
	Are the calculations performed by the institutions's counterparty or the institution trading with them. More...

decimal	ThresholdAmount `[get, set]`
	At what level of exposure does collateral need to be posted. Will typically be zero for banks. Should be stated in reference currency More...

int	RoundingDecimalPlaces `[get, set]`
	Where a calculation needs to be rounded to a specific number of decimal places, this states the number that that requires. More...

decimal	InitialMarginAmount `[get, set]`
	The initial margin that is required. In the reference currency More...

decimal	MinimumTransferAmount `[get, set]`
	The minimum amount, in the reference currency, that must be transferred when required. More...

ResourceId	Id `[get, set]`
	Gets or Sets Id More...

Detailed Description

Entity to capture the calculable and queryable methods and practices of determining and transferring collateral to a counterparty as part of margining of transactions. These typically come from a particular ISDA agreement that is in place between the two counterparties.

Constructor & Destructor Documentation

◆ CreditSupportAnnex() [1/2]

Lusid.Sdk.Model.CreditSupportAnnex.CreditSupportAnnex ( )

inlineprotected

Initializes a new instance of the CreditSupportAnnex class.

◆ CreditSupportAnnex() [2/2]

Lusid.Sdk.Model.CreditSupportAnnex.CreditSupportAnnex	(	string	referenceCurrency = `default(string)`,
		List< string >	collateralCurrencies = `default(List<string>)`,
		string	isdaAgreementVersion = `default(string)`,
		string	marginCallFrequency = `default(string)`,
		string	valuationAgent = `default(string)`,
		decimal	thresholdAmount = `default(decimal)`,
		int	roundingDecimalPlaces = `default(int)`,
		decimal	initialMarginAmount = `default(decimal)`,
		decimal	minimumTransferAmount = `default(decimal)`,
		ResourceId	id = `default(ResourceId)`
	)

inline

Initializes a new instance of the CreditSupportAnnex class.

Parameters

referenceCurrency	The base, or reference, currency against which MtM value and exposure should be calculated and in which the CSA parameters are defined if the currency is not otherwise explicitly stated. (required).
collateralCurrencies	The set of currencies within which it is acceptable to post cash collateral. (required).
isdaAgreementVersion	The transactions will take place with reference to a particular ISDA master agreement. This will likely be either the ISDA 1992 or ISDA 2002 agremeents or ISDA close-out 2009. (required).
marginCallFrequency	The tenor, e.g. daily (1D) or biweekly (2W), at which frequency a margin call will be made, calculations made and money transferred to readjust. The calculation might also require a specific time for valuation and notification. (required).
valuationAgent	Are the calculations performed by the institutions's counterparty or the institution trading with them. (required).
thresholdAmount	At what level of exposure does collateral need to be posted. Will typically be zero for banks. Should be stated in reference currency (required).
roundingDecimalPlaces	Where a calculation needs to be rounded to a specific number of decimal places, this states the number that that requires. (required).
initialMarginAmount	The initial margin that is required. In the reference currency (required).
minimumTransferAmount	The minimum amount, in the reference currency, that must be transferred when required. (required).
id	id (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if CreditSupportAnnex instances are equal

Parameters

input Instance of CreditSupportAnnex to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ CollateralCurrencies

List<string> Lusid.Sdk.Model.CreditSupportAnnex.CollateralCurrencies

getset

The set of currencies within which it is acceptable to post cash collateral.

◆ Id

ResourceId Lusid.Sdk.Model.CreditSupportAnnex.Id

getset

Gets or Sets Id

◆ InitialMarginAmount

decimal Lusid.Sdk.Model.CreditSupportAnnex.InitialMarginAmount

getset

The initial margin that is required. In the reference currency

◆ IsdaAgreementVersion

string Lusid.Sdk.Model.CreditSupportAnnex.IsdaAgreementVersion

getset

The transactions will take place with reference to a particular ISDA master agreement. This will likely be either the ISDA 1992 or ISDA 2002 agremeents or ISDA close-out 2009.

◆ MarginCallFrequency

string Lusid.Sdk.Model.CreditSupportAnnex.MarginCallFrequency

getset

The tenor, e.g. daily (1D) or biweekly (2W), at which frequency a margin call will be made, calculations made and money transferred to readjust. The calculation might also require a specific time for valuation and notification.

◆ MinimumTransferAmount

decimal Lusid.Sdk.Model.CreditSupportAnnex.MinimumTransferAmount

getset

The minimum amount, in the reference currency, that must be transferred when required.

◆ ReferenceCurrency

string Lusid.Sdk.Model.CreditSupportAnnex.ReferenceCurrency

getset

The base, or reference, currency against which MtM value and exposure should be calculated and in which the CSA parameters are defined if the currency is not otherwise explicitly stated.

◆ RoundingDecimalPlaces

int Lusid.Sdk.Model.CreditSupportAnnex.RoundingDecimalPlaces

getset

Where a calculation needs to be rounded to a specific number of decimal places, this states the number that that requires.

◆ ThresholdAmount

decimal Lusid.Sdk.Model.CreditSupportAnnex.ThresholdAmount

getset

At what level of exposure does collateral need to be posted. Will typically be zero for banks. Should be stated in reference currency

◆ ValuationAgent

string Lusid.Sdk.Model.CreditSupportAnnex.ValuationAgent

getset

Are the calculations performed by the institutions's counterparty or the institution trading with them.

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/CreditSupportAnnex.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ CreditSupportAnnex() [1/2]

◆ CreditSupportAnnex() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ CollateralCurrencies

◆ Id

◆ InitialMarginAmount

◆ IsdaAgreementVersion

◆ MarginCallFrequency

◆ MinimumTransferAmount

◆ ReferenceCurrency

◆ RoundingDecimalPlaces

◆ ThresholdAmount

◆ ValuationAgent