Base class for representing economic dependencies. Economic dependencies are a way of indicating how one concept depends upon another. For example, when pricing an instrument with a particular model, that model will declare that it has an EconomicDependency for each bit of market data that it needs to complete the calculation. Concretely, a pricing an FxForward will declare a dependency on the exchange rate between the two currencies at the forward date. Another example is when data is included in a data-structure only by reference. Concretely, an object depending on a FlowConvention that is referenced only semantically via a FlowConventionName will declare a FlowConventionDependency so that the full data-structure of the referenced FlowConvention can be retrieved. For deserialization purposes, this class contains a discriminator EconomicDependencyType to indicate the derived type. More...
Public Types | |
| enum class | DependencyTypeEnum { OpaqueDependency = 1 , CashDependency = 2 , DiscountingDependency = 3 , EquityCurveDependency = 4 , EquityVolDependency = 5 , FxDependency = 6 , FxForwardsDependency = 7 , FxVolDependency = 8 , IndexProjectionDependency = 9 , IrVolDependency = 10 , QuoteDependency = 11 , Vendor = 12 , CalendarDependency = 13 , InflationFixingDependency = 14 } |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More... | |
Public Member Functions | |
| EconomicDependency (DependencyTypeEnum dependencyType=default(DependencyTypeEnum)) | |
| Initializes a new instance of the EconomicDependency 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 (EconomicDependency input) |
| Returns true if EconomicDependency instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| EconomicDependency () | |
| Initializes a new instance of the EconomicDependency class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
Properties | |
| DependencyTypeEnum | DependencyType [get, set] |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More... | |
Detailed Description
Base class for representing economic dependencies. Economic dependencies are a way of indicating how one concept depends upon another. For example, when pricing an instrument with a particular model, that model will declare that it has an EconomicDependency for each bit of market data that it needs to complete the calculation. Concretely, a pricing an FxForward will declare a dependency on the exchange rate between the two currencies at the forward date. Another example is when data is included in a data-structure only by reference. Concretely, an object depending on a FlowConvention that is referenced only semantically via a FlowConventionName will declare a FlowConventionDependency so that the full data-structure of the referenced FlowConvention can be retrieved. For deserialization purposes, this class contains a discriminator EconomicDependencyType to indicate the derived type.
Member Enumeration Documentation
◆ DependencyTypeEnum
The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency
The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency
| Enumerator | |
|---|---|
| OpaqueDependency | Enum OpaqueDependency for value: OpaqueDependency |
| CashDependency | Enum CashDependency for value: CashDependency |
| DiscountingDependency | Enum DiscountingDependency for value: DiscountingDependency |
| EquityCurveDependency | Enum EquityCurveDependency for value: EquityCurveDependency |
| EquityVolDependency | Enum EquityVolDependency for value: EquityVolDependency |
| FxDependency | Enum FxDependency for value: FxDependency |
| FxForwardsDependency | Enum FxForwardsDependency for value: FxForwardsDependency |
| FxVolDependency | Enum FxVolDependency for value: FxVolDependency |
| IndexProjectionDependency | Enum IndexProjectionDependency for value: IndexProjectionDependency |
| IrVolDependency | Enum IrVolDependency for value: IrVolDependency |
| QuoteDependency | Enum QuoteDependency for value: QuoteDependency |
| Vendor | Enum Vendor for value: Vendor |
| CalendarDependency | Enum CalendarDependency for value: CalendarDependency |
| InflationFixingDependency | Enum InflationFixingDependency for value: InflationFixingDependency |
Constructor & Destructor Documentation
◆ EconomicDependency() [1/2]
|
inlineprotected |
Initializes a new instance of the EconomicDependency class.
◆ EconomicDependency() [2/2]
|
inline |
Initializes a new instance of the EconomicDependency class.
- Parameters
-
dependencyType The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency (required).
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 EconomicDependency instances are equal
- Parameters
-
input Instance of EconomicDependency 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 in Lusid.Sdk.Model.VendorDependency, Lusid.Sdk.Model.QuoteDependency, Lusid.Sdk.Model.OpaqueDependency, Lusid.Sdk.Model.IrVolDependency, Lusid.Sdk.Model.InflationFixingDependency, Lusid.Sdk.Model.IndexProjectionDependency, Lusid.Sdk.Model.FxVolDependency, Lusid.Sdk.Model.FxForwardsDependency, Lusid.Sdk.Model.FxDependency, Lusid.Sdk.Model.EquityVolDependency, Lusid.Sdk.Model.EquityCurveDependency, Lusid.Sdk.Model.DiscountingDependency, Lusid.Sdk.Model.CashDependency, and Lusid.Sdk.Model.CalendarDependency.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ DependencyType
|
getset |
The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency
The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency
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/EconomicDependency.cs
