For indicating a dependency on an EquityCurve. E.g. When pricing an EquitySwap one may want to make predictions about the price of the underlying equity at future dates. If so, that model would declare an EquityCurve dependency so that it could obtain predictions from the EquityCurve. More...
Public Member Functions | |
| EquityCurveDependency (string marketIdentifier=default(string), string code=default(string), string curveType=default(string), DateTimeOffset date=default(DateTimeOffset), DependencyTypeEnum dependencyType=default(DependencyTypeEnum)) | |
| Initializes a new instance of the EquityCurveDependency 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 (EquityCurveDependency input) |
| Returns true if EquityCurveDependency instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
 Public Member Functions inherited from Lusid.Sdk.Model.EconomicDependency | |
| 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... | |
| 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 | |
| EquityCurveDependency () | |
| Initializes a new instance of the EquityCurveDependency 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.EconomicDependency | |
| 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 | |
| string | MarketIdentifier [get, set] |
| Type of the code identifying the corresponding equity, e.g. ISIN or CUSIP More... | |
| string | Code [get, set] |
| The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN More... | |
| string | CurveType [get, set] |
| The curve type of the EquityCurve required. E.g. EquityCurveByPrices More... | |
| DateTimeOffset | Date [get, set] |
| The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. More... | |
| Properties inherited from Lusid.Sdk.Model.EconomicDependency | |
| DependencyTypeEnum | DependencyType [get, set] |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More... | |
Additional Inherited Members | |
| Public Types inherited from Lusid.Sdk.Model.EconomicDependency | |
| 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... | |
Detailed Description
For indicating a dependency on an EquityCurve. E.g. When pricing an EquitySwap one may want to make predictions about the price of the underlying equity at future dates. If so, that model would declare an EquityCurve dependency so that it could obtain predictions from the EquityCurve.
Constructor & Destructor Documentation
◆ EquityCurveDependency() [1/2]
|
inlineprotected |
Initializes a new instance of the EquityCurveDependency class.
◆ EquityCurveDependency() [2/2]
|
inline |
Initializes a new instance of the EquityCurveDependency class.
- Parameters
-
marketIdentifier Type of the code identifying the corresponding equity, e.g. ISIN or CUSIP (required). code The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN (required). curveType The curve type of the EquityCurve required. E.g. EquityCurveByPrices (required). date The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. (required). dependencyType The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency (required) (default to "EquityCurveDependency").
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 EquityCurveDependency instances are equal
- Parameters
-
input Instance of EquityCurveDependency 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.EconomicDependency.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ Code
|
getset |
The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN
The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN
◆ CurveType
|
getset |
The curve type of the EquityCurve required. E.g. EquityCurveByPrices
The curve type of the EquityCurve required. E.g. EquityCurveByPrices
◆ Date
|
getset |
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
◆ MarketIdentifier
|
getset |
Type of the code identifying the corresponding equity, e.g. ISIN or CUSIP
Type of the code identifying the corresponding equity, e.g. ISIN or CUSIP
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/EquityCurveDependency.cs
