Options for configuring how ComplexMarketData representing a 'curve' is interpreted. More...

Inheritance diagram for Lusid.Sdk.Model.CurveOptions:

[legend]

Public Member Functions
	CurveOptions (string dayCountConvention=default(string), string frontExtrapolationType=default(string), string backExtrapolationType=default(string), MarketDataOptionsTypeEnum marketDataOptionsType=default(MarketDataOptionsTypeEnum))
	Initializes a new instance of the CurveOptions 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 (CurveOptions input)
	Returns true if CurveOptions instances are equal More...

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

Public Member Functions inherited from Lusid.Sdk.Model.MarketDataOptions
	MarketDataOptions (MarketDataOptionsTypeEnum marketDataOptionsType=default(MarketDataOptionsTypeEnum))
	Initializes a new instance of the MarketDataOptions 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 (MarketDataOptions input)
	Returns true if MarketDataOptions instances are equal More...

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

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

IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult >	BaseValidate (ValidationContext validationContext)
	To validate all properties of the instance More...

Properties
string	DayCountConvention `[get, set]`
	Day count convention of the curve. Default value: Act360. Available values: Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM, Invalid. More...

string	FrontExtrapolationType `[get, set]`
	What type of extrapolation is used to build the curve Imagine that the curve is facing the observer(you), then the "front" direction is the closest point on the curve onward. example: 0D tenor to past Default value: Flat. Available values: None, Flat, Linear. More...

string	BackExtrapolationType `[get, set]`
	What type of extrapolation is used to build the curve. Imagine that the curve is facing the observer(you), then the "back" direction is the furthest point on the curve onward. example: 30Y tenor to infinity Default value: Flat. Available values: None, Flat, Linear. More...

Properties inherited from Lusid.Sdk.Model.MarketDataOptions
MarketDataOptionsTypeEnum	MarketDataOptionsType `[get, set]`
	Available values: CurveOptions. Available values: CurveOptions. More...

Additional Inherited Members
Public Types inherited from Lusid.Sdk.Model.MarketDataOptions
enum class	MarketDataOptionsTypeEnum { CurveOptions = 1 }
	Available values: CurveOptions. Available values: CurveOptions. More...

Detailed Description

Options for configuring how ComplexMarketData representing a 'curve' is interpreted.

Constructor & Destructor Documentation

◆ CurveOptions() [1/2]

Lusid.Sdk.Model.CurveOptions.CurveOptions ( )

inlineprotected

Initializes a new instance of the CurveOptions class.

◆ CurveOptions() [2/2]

Lusid.Sdk.Model.CurveOptions.CurveOptions	(	string	dayCountConvention = `default(string)`,
		string	frontExtrapolationType = `default(string)`,
		string	backExtrapolationType = `default(string)`,
		MarketDataOptionsTypeEnum	marketDataOptionsType = `default(MarketDataOptionsTypeEnum)`
	)

inline

Initializes a new instance of the CurveOptions class.

Parameters

dayCountConvention	Day count convention of the curve. Default value: Act360. Available values: Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM, Invalid..
frontExtrapolationType	What type of extrapolation is used to build the curve Imagine that the curve is facing the observer(you), then the "front" direction is the closest point on the curve onward. example: 0D tenor to past Default value: Flat. Available values: None, Flat, Linear..
backExtrapolationType	What type of extrapolation is used to build the curve. Imagine that the curve is facing the observer(you), then the "back" direction is the furthest point on the curve onward. example: 30Y tenor to infinity Default value: Flat. Available values: None, Flat, Linear..
marketDataOptionsType	Available values: CurveOptions. Available values: CurveOptions. (required) (default to "CurveOptions").

Member Function Documentation

◆ BaseValidate()

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

inlineprotected

To validate all properties of the instance

Parameters

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

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

inline

Returns true if CurveOptions instances are equal

Parameters

input Instance of CurveOptions to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

override string Lusid.Sdk.Model.CurveOptions.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.MarketDataOptions.

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BackExtrapolationType

string Lusid.Sdk.Model.CurveOptions.BackExtrapolationType

getset

What type of extrapolation is used to build the curve. Imagine that the curve is facing the observer(you), then the "back" direction is the furthest point on the curve onward. example: 30Y tenor to infinity Default value: Flat. Available values: None, Flat, Linear.

◆ DayCountConvention

string Lusid.Sdk.Model.CurveOptions.DayCountConvention

getset

Day count convention of the curve. Default value: Act360. Available values: Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM, Invalid.

◆ FrontExtrapolationType

string Lusid.Sdk.Model.CurveOptions.FrontExtrapolationType

getset

What type of extrapolation is used to build the curve Imagine that the curve is facing the observer(you), then the "front" direction is the closest point on the curve onward. example: 0D tenor to past Default value: Flat. Available values: None, Flat, Linear.

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/CurveOptions.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CurveOptions() [1/2]

◆ CurveOptions() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BackExtrapolationType

◆ DayCountConvention

◆ FrontExtrapolationType