Inheritance diagram for Lusid.Sdk.Model.EquityOptionAllOf:

Public Types
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 }
	The available values are: 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 More...

Public Member Functions
	EquityOptionAllOf (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), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the EquityOptionAllOf 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 (EquityOptionAllOf input)
	Returns true if EquityOptionAllOf instances are equal More...

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

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

Properties
InstrumentTypeEnum	InstrumentType `[get, set]`
	The available values are: 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 More...

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]. More...

string	Code `[get, set]`
	The identifying code for the equity underlying, e.g. 'IBM.N'. 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]. More...

Detailed Description

EquityOptionAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

enum Lusid.Sdk.Model.EquityOptionAllOf.InstrumentTypeEnum

strong

The available values are: 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

Enumerator
QuotedSecurity	Enum QuotedSecurity for value: QuotedSecurity
InterestRateSwap	Enum InterestRateSwap for value: InterestRateSwap
FxForward	Enum FxForward for value: FxForward
Future	Enum Future for value: Future
ExoticInstrument	Enum ExoticInstrument for value: ExoticInstrument
FxOption	Enum FxOption for value: FxOption
CreditDefaultSwap	Enum CreditDefaultSwap for value: CreditDefaultSwap
InterestRateSwaption	Enum InterestRateSwaption for value: InterestRateSwaption
Bond	Enum Bond for value: Bond
EquityOption	Enum EquityOption for value: EquityOption
FixedLeg	Enum FixedLeg for value: FixedLeg
FloatingLeg	Enum FloatingLeg for value: FloatingLeg
BespokeCashFlowsLeg	Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg
Unknown	Enum Unknown for value: Unknown
TermDeposit	Enum TermDeposit for value: TermDeposit
ContractForDifference	Enum ContractForDifference for value: ContractForDifference
EquitySwap	Enum EquitySwap for value: EquitySwap
CashPerpetual	Enum CashPerpetual for value: CashPerpetual
CapFloor	Enum CapFloor for value: CapFloor
CashSettled	Enum CashSettled for value: CashSettled
CdsIndex	Enum CdsIndex for value: CdsIndex
Basket	Enum Basket for value: Basket
FundingLeg	Enum FundingLeg for value: FundingLeg
FxSwap	Enum FxSwap for value: FxSwap
ForwardRateAgreement	Enum ForwardRateAgreement for value: ForwardRateAgreement
SimpleInstrument	Enum SimpleInstrument for value: SimpleInstrument
Repo	Enum Repo for value: Repo
Equity	Enum Equity for value: Equity
ExchangeTradedOption	Enum ExchangeTradedOption for value: ExchangeTradedOption
ReferenceInstrument	Enum ReferenceInstrument for value: ReferenceInstrument
ComplexBond	Enum ComplexBond for value: ComplexBond
InflationLinkedBond	Enum InflationLinkedBond for value: InflationLinkedBond
InflationSwap	Enum InflationSwap for value: InflationSwap
SimpleCashFlowLoan	Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan
TotalReturnSwap	Enum TotalReturnSwap for value: TotalReturnSwap
InflationLeg	Enum InflationLeg for value: InflationLeg
FundShareClass	Enum FundShareClass for value: FundShareClass
FlexibleLoan	Enum FlexibleLoan for value: FlexibleLoan

Constructor & Destructor Documentation

◆ EquityOptionAllOf() [1/2]

Lusid.Sdk.Model.EquityOptionAllOf.EquityOptionAllOf ( )

inlineprotected

Initializes a new instance of the EquityOptionAllOf class.

◆ EquityOptionAllOf() [2/2]

Lusid.Sdk.Model.EquityOptionAllOf.EquityOptionAllOf	(	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)`,
		InstrumentTypeEnum	instrumentType = `default(InstrumentTypeEnum)`
	)

inline

Initializes a new instance of the EquityOptionAllOf 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. (required).
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]. (required).
code	The identifying code for the equity underlying, e.g. 'IBM.N'. (required).
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]..
instrumentType	The available values are: 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 (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if EquityOptionAllOf instances are equal

Parameters

input Instance of EquityOptionAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.EquityOptionAllOf.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Code

string Lusid.Sdk.Model.EquityOptionAllOf.Code

getset

The identifying code for the equity underlying, e.g. 'IBM.N'.

◆ DeliveryType

string Lusid.Sdk.Model.EquityOptionAllOf.DeliveryType

getset

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

◆ DomCcy

string Lusid.Sdk.Model.EquityOptionAllOf.DomCcy

getset

The domestic currency of the instrument.

◆ EquityOptionType

string Lusid.Sdk.Model.EquityOptionAllOf.EquityOptionType

getset

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

◆ ExerciseType

string Lusid.Sdk.Model.EquityOptionAllOf.ExerciseType

getset

Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American].

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.EquityOptionAllOf.InstrumentType

getset

The available values are: 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

◆ NumberOfShares

decimal? Lusid.Sdk.Model.EquityOptionAllOf.NumberOfShares

getset

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

◆ OptionMaturityDate

DateTimeOffset Lusid.Sdk.Model.EquityOptionAllOf.OptionMaturityDate

getset

The maturity date of the option.

◆ OptionSettlementDate

DateTimeOffset Lusid.Sdk.Model.EquityOptionAllOf.OptionSettlementDate

getset

The settlement date of the option.

◆ OptionType

string Lusid.Sdk.Model.EquityOptionAllOf.OptionType

getset

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

◆ Premium

Premium Lusid.Sdk.Model.EquityOptionAllOf.Premium

getset

Gets or Sets Premium

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.EquityOptionAllOf.StartDate

getset

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

◆ Strike

decimal Lusid.Sdk.Model.EquityOptionAllOf.Strike

getset

The strike of the option.

◆ UnderlyingIdentifier

string Lusid.Sdk.Model.EquityOptionAllOf.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].

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/EquityOptionAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ InstrumentTypeEnum

Constructor & Destructor Documentation

◆ EquityOptionAllOf() [1/2]

◆ EquityOptionAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Code

◆ DeliveryType

◆ DomCcy

◆ EquityOptionType

◆ ExerciseType

◆ InstrumentType

◆ NumberOfShares

◆ OptionMaturityDate

◆ OptionSettlementDate

◆ OptionType

◆ Premium

◆ StartDate

◆ Strike

◆ UnderlyingIdentifier