A curve containing discount factors and dates to which they apply More...
Inheritance diagram for Lusid.Sdk.Model.DiscountFactorCurveData:
Public Member Functions | |
| DiscountFactorCurveData (DateTimeOffset baseDate=default(DateTimeOffset), List< DateTimeOffset > dates=default(List< DateTimeOffset >), List< decimal > discountFactors=default(List< decimal >), string lineage=default(string), MarketDataOptions marketDataOptions=default(MarketDataOptions), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum)) | |
| Initializes a new instance of the DiscountFactorCurveData 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 (DiscountFactorCurveData input) |
| Returns true if DiscountFactorCurveData instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
 Public Member Functions inherited from Lusid.Sdk.Model.ComplexMarketData | |
| ComplexMarketData (MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum)) | |
| Initializes a new instance of the ComplexMarketData 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 (ComplexMarketData input) |
| Returns true if ComplexMarketData instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| DiscountFactorCurveData () | |
| Initializes a new instance of the DiscountFactorCurveData 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.ComplexMarketData | |
| ComplexMarketData () | |
| Initializes a new instance of the ComplexMarketData class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
Properties | |
| DateTimeOffset | BaseDate [get, set] |
| BaseDate for the Curve More... | |
| List< DateTimeOffset > | Dates [get, set] |
| Dates for which the discount factors apply More... | |
| List< decimal > | DiscountFactors [get, set] |
| Discount factors to be applied to cashflow on the specified dates 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... | |
| Properties inherited from Lusid.Sdk.Model.ComplexMarketData | |
| MarketDataTypeEnum | MarketDataType [get, set] |
| The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More... | |
Additional Inherited Members | |
| Public Types inherited from Lusid.Sdk.Model.ComplexMarketData | |
| 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... | |
Detailed Description
A curve containing discount factors and dates to which they apply
Constructor & Destructor Documentation
◆ DiscountFactorCurveData() [1/2]
|
inlineprotected |
Initializes a new instance of the DiscountFactorCurveData class.
◆ DiscountFactorCurveData() [2/2]
|
inline |
Initializes a new instance of the DiscountFactorCurveData class.
- Parameters
-
baseDate BaseDate for the Curve (required). dates Dates for which the discount factors apply (required). discountFactors Discount factors to be applied to cashflow on the specified dates (required). 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) (default to "DiscountFactorCurveData").
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 DiscountFactorCurveData instances are equal
- Parameters
-
input Instance of DiscountFactorCurveData 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
Reimplemented from Lusid.Sdk.Model.ComplexMarketData.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ BaseDate
|
getset |
BaseDate for the Curve
BaseDate for the Curve
◆ Dates
|
getset |
Dates for which the discount factors apply
Dates for which the discount factors apply
◆ DiscountFactors
|
getset |
Discount factors to be applied to cashflow on the specified dates
Discount factors to be applied to cashflow on the specified dates
◆ Lineage
|
getset |
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
◆ MarketDataOptions
|
getset |
Gets or Sets MarketDataOptions
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/DiscountFactorCurveData.cs
