LUSID representation of a plain vanilla OTC Equity Option. More...

Inheritance diagram for Lusid.Sdk.Model.EquityOption:

[legend]

Public Member Functions
	EquityOption (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset optionMaturityDate=default(DateTimeOffset), DateTimeOffset? optionSettlementDate=default(DateTimeOffset?), string deliveryType=default(string), string optionType=default(string), decimal strike=default(decimal), string domCcy=default(string), string underlyingIdentifier=default(string), string code=default(string), string equityOptionType=default(string), decimal? numberOfShares=default(decimal?), Premium premium=default(Premium), string exerciseType=default(string), LusidInstrument underlying=default(LusidInstrument), int deliveryDays=default(int), string businessDayConvention=default(string), List< string > settlementCalendars=default(List< string >), TimeZoneConventions timeZoneConventions=default(TimeZoneConventions), TradingConventions tradingConventions=default(TradingConventions), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the EquityOption 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 (EquityOption input)
	Returns true if EquityOption instances are equal More...

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

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

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

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

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

Properties
DateTimeOffset	StartDate `[get, set]`
	The start date of the instrument. This is normally synonymous with the trade-date. More...

DateTimeOffset	OptionMaturityDate `[get, set]`
	The maturity date of the option. More...

DateTimeOffset?	OptionSettlementDate `[get, set]`
	The settlement date of the option. More...

string	DeliveryType `[get, set]`
	Is the option cash settled or physical delivery of option Supported string (enumeration) values are: [Cash, Physical]. More...

string	OptionType `[get, set]`
	Type of optionality for the option Supported string (enumeration) values are: [Call, Put]. More...

decimal	Strike `[get, set]`
	The strike of the option. More...

string	DomCcy `[get, set]`
	The domestic currency of the instrument. More...

string	UnderlyingIdentifier `[get, set]`
	The market identifier type of the underlying code, e.g RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. Optional field, should be used in combination with the Code field. Not compatible with the Underlying field. More...

string	Code `[get, set]`
	The identifying code for the equity underlying, e.g. 'IBM.N'. Optional field, should be used in combination with the UnderlyingIdentifier field. Not compatible with the Underlying field. More...

string	EquityOptionType `[get, set]`
	Equity option types. E.g. Vanilla (default), RightsIssue, Warrant. Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant]. More...

decimal?	NumberOfShares `[get, set]`
	The amount of shares to exchange if the option is exercised. More...

Premium	Premium `[get, set]`
	Gets or Sets Premium More...

string	ExerciseType `[get, set]`
	Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American]. Defaults to "European" if not set. More...

LusidInstrument	Underlying `[get, set]`
	Gets or Sets Underlying More...

int	DeliveryDays `[get, set]`
	Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0 if not set. More...

string	BusinessDayConvention `[get, set]`
	Business day convention for option exercise date to settlement date calculation. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid. More...

List< string >	SettlementCalendars `[get, set]`
	Holiday calendars for option exercise date to settlement date calculation. More...

TimeZoneConventions	TimeZoneConventions `[get, set]`
	Gets or Sets TimeZoneConventions More...

TradingConventions	TradingConventions `[get, set]`
	Gets or Sets TradingConventions More...

Properties inherited from Lusid.Sdk.Model.LusidInstrument
InstrumentTypeEnum	InstrumentType `[get, set]`
	Available values: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. More...

Additional Inherited Members
Public Types inherited from Lusid.Sdk.Model.LusidInstrument
enum class	InstrumentTypeEnum { QuotedSecurity = 1 , InterestRateSwap = 2 , FxForward = 3 , Future = 4 , ExoticInstrument = 5 , FxOption = 6 , CreditDefaultSwap = 7 , InterestRateSwaption = 8 , Bond = 9 , EquityOption = 10 , FixedLeg = 11 , FloatingLeg = 12 , BespokeCashFlowsLeg = 13 , Unknown = 14 , TermDeposit = 15 , ContractForDifference = 16 , EquitySwap = 17 , CashPerpetual = 18 , CapFloor = 19 , CashSettled = 20 , CdsIndex = 21 , Basket = 22 , FundingLeg = 23 , FxSwap = 24 , ForwardRateAgreement = 25 , SimpleInstrument = 26 , Repo = 27 , Equity = 28 , ExchangeTradedOption = 29 , ReferenceInstrument = 30 , ComplexBond = 31 , InflationLinkedBond = 32 , InflationSwap = 33 , SimpleCashFlowLoan = 34 , TotalReturnSwap = 35 , InflationLeg = 36 , FundShareClass = 37 , FlexibleLoan = 38 , UnsettledCash = 39 , Cash = 40 , MasteredInstrument = 41 , LoanFacility = 42 , FlexibleDeposit = 43 , FlexibleRepo = 44 }
	Available values: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. More...

Detailed Description

LUSID representation of a plain vanilla OTC Equity Option.

Constructor & Destructor Documentation

◆ EquityOption() [1/2]

Lusid.Sdk.Model.EquityOption.EquityOption ( )

inlineprotected

Initializes a new instance of the EquityOption class.

◆ EquityOption() [2/2]

Lusid.Sdk.Model.EquityOption.EquityOption	(	DateTimeOffset	startDate = `default(DateTimeOffset)`,
		DateTimeOffset	optionMaturityDate = `default(DateTimeOffset)`,
		DateTimeOffset?	optionSettlementDate = `default(DateTimeOffset?)`,
		string	deliveryType = `default(string)`,
		string	optionType = `default(string)`,
		decimal	strike = `default(decimal)`,
		string	domCcy = `default(string)`,
		string	underlyingIdentifier = `default(string)`,
		string	code = `default(string)`,
		string	equityOptionType = `default(string)`,
		decimal?	numberOfShares = `default(decimal?)`,
		Premium	premium = `default(Premium)`,
		string	exerciseType = `default(string)`,
		LusidInstrument	underlying = `default(LusidInstrument)`,
		int	deliveryDays = `default(int)`,
		string	businessDayConvention = `default(string)`,
		List< string >	settlementCalendars = `default(List<string>)`,
		TimeZoneConventions	timeZoneConventions = `default(TimeZoneConventions)`,
		TradingConventions	tradingConventions = `default(TradingConventions)`,
		InstrumentTypeEnum	instrumentType = `default(InstrumentTypeEnum)`
	)

inline

Initializes a new instance of the EquityOption class.

Parameters

startDate	The start date of the instrument. This is normally synonymous with the trade-date. (required).
optionMaturityDate	The maturity date of the option. (required).
optionSettlementDate	The settlement date of the option..
deliveryType	Is the option cash settled or physical delivery of option Supported string (enumeration) values are: [Cash, Physical]. (required).
optionType	Type of optionality for the option Supported string (enumeration) values are: [Call, Put]. (required).
strike	The strike of the option. (required).
domCcy	The domestic currency of the instrument. (required).
underlyingIdentifier	The market identifier type of the underlying code, e.g RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. Optional field, should be used in combination with the Code field. Not compatible with the Underlying field..
code	The identifying code for the equity underlying, e.g. 'IBM.N'. Optional field, should be used in combination with the UnderlyingIdentifier field. Not compatible with the Underlying field..
equityOptionType	Equity option types. E.g. Vanilla (default), RightsIssue, Warrant. Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant]..
numberOfShares	The amount of shares to exchange if the option is exercised..
premium	premium.
exerciseType	Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American]. Defaults to "European" if not set..
underlying	underlying.
deliveryDays	Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0 if not set..
businessDayConvention	Business day convention for option exercise date to settlement date calculation. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid..
settlementCalendars	Holiday calendars for option exercise date to settlement date calculation..
timeZoneConventions	timeZoneConventions.
tradingConventions	tradingConventions.
instrumentType	Available values: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. (required) (default to "EquityOption").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.EquityOption.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.EquityOption.Equals ( EquityOption input )

inline

Returns true if EquityOption instances are equal

Parameters

input Instance of EquityOption to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.LusidInstrument.

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BusinessDayConvention

string Lusid.Sdk.Model.EquityOption.BusinessDayConvention

getset

Business day convention for option exercise date to settlement date calculation. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.

◆ Code

string Lusid.Sdk.Model.EquityOption.Code

getset

The identifying code for the equity underlying, e.g. 'IBM.N'. Optional field, should be used in combination with the UnderlyingIdentifier field. Not compatible with the Underlying field.

◆ DeliveryDays

int Lusid.Sdk.Model.EquityOption.DeliveryDays

getset

Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0 if not set.

◆ DeliveryType

string Lusid.Sdk.Model.EquityOption.DeliveryType

getset

Is the option cash settled or physical delivery of option Supported string (enumeration) values are: [Cash, Physical].

◆ DomCcy

string Lusid.Sdk.Model.EquityOption.DomCcy

getset

The domestic currency of the instrument.

◆ EquityOptionType

string Lusid.Sdk.Model.EquityOption.EquityOptionType

getset

Equity option types. E.g. Vanilla (default), RightsIssue, Warrant. Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].

◆ ExerciseType

string Lusid.Sdk.Model.EquityOption.ExerciseType

getset

Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American]. Defaults to "European" if not set.

◆ NumberOfShares

decimal? Lusid.Sdk.Model.EquityOption.NumberOfShares

getset

The amount of shares to exchange if the option is exercised.

◆ OptionMaturityDate

DateTimeOffset Lusid.Sdk.Model.EquityOption.OptionMaturityDate

getset

The maturity date of the option.

◆ OptionSettlementDate

DateTimeOffset? Lusid.Sdk.Model.EquityOption.OptionSettlementDate

getset

The settlement date of the option.

◆ OptionType

string Lusid.Sdk.Model.EquityOption.OptionType

getset

Type of optionality for the option Supported string (enumeration) values are: [Call, Put].

◆ Premium

Premium Lusid.Sdk.Model.EquityOption.Premium

getset

Gets or Sets Premium

◆ SettlementCalendars

List<string> Lusid.Sdk.Model.EquityOption.SettlementCalendars

getset

Holiday calendars for option exercise date to settlement date calculation.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.EquityOption.StartDate

getset

The start date of the instrument. This is normally synonymous with the trade-date.

◆ Strike

decimal Lusid.Sdk.Model.EquityOption.Strike

getset

The strike of the option.

◆ TimeZoneConventions

TimeZoneConventions Lusid.Sdk.Model.EquityOption.TimeZoneConventions

getset

Gets or Sets TimeZoneConventions

◆ TradingConventions

TradingConventions Lusid.Sdk.Model.EquityOption.TradingConventions

getset

Gets or Sets TradingConventions

◆ Underlying

LusidInstrument Lusid.Sdk.Model.EquityOption.Underlying

getset

Gets or Sets Underlying

◆ UnderlyingIdentifier

string Lusid.Sdk.Model.EquityOption.UnderlyingIdentifier

getset

The market identifier type of the underlying code, e.g RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. Optional field, should be used in combination with the Code field. Not compatible with the Underlying field.

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/EquityOption.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ EquityOption() [1/2]

◆ EquityOption() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BusinessDayConvention

◆ Code

◆ DeliveryDays

◆ DeliveryType

◆ DomCcy

◆ EquityOptionType

◆ ExerciseType

◆ NumberOfShares

◆ OptionMaturityDate

◆ OptionSettlementDate

◆ OptionType

◆ Premium

◆ SettlementCalendars

◆ StartDate

◆ Strike

◆ TimeZoneConventions

◆ TradingConventions

◆ Underlying

◆ UnderlyingIdentifier