LUSID C# SDK
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Lusid.Sdk.Model.EquitySwap Class Reference

LUSID representation of an Equity Swap. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | EquityLeg | Cash flows relating to the performance of the underlying equity. | | 2 | FundingLeg | The funding leg of the swap. | | 3 | EquityDividendLeg | Cash flows relating to dividend payments on the underlying equity (optional). | More...

Inheritance diagram for Lusid.Sdk.Model.EquitySwap:
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Public Member Functions

 EquitySwap (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), string code=default(string), FlowConventions equityFlowConventions=default(FlowConventions), InstrumentLeg fundingLeg=default(InstrumentLeg), bool includeDividends=default(bool), decimal initialPrice=default(decimal), bool notionalReset=default(bool), decimal quantity=default(decimal), string underlyingIdentifier=default(string), string equitySwapDividendPaymentTiming=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the EquitySwap 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 (EquitySwap input)
 Returns true if EquitySwap 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

 EquitySwap ()
 Initializes a new instance of the EquitySwap 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 EquitySwap. More...
 
DateTimeOffset MaturityDate [get, set]
 The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. More...
 
string Code [get, set]
 The code of the underlying. More...
 
FlowConventions EquityFlowConventions [get, set]
 Gets or Sets EquityFlowConventions More...
 
InstrumentLeg FundingLeg [get, set]
 Gets or Sets FundingLeg More...
 
bool IncludeDividends [get, set]
 Dividend inclusion flag, if true dividends are included in the equity leg (total return). More...
 
decimal InitialPrice [get, set]
 The initial equity price of the Equity Swap. More...
 
bool NotionalReset [get, set]
 Notional reset flag, if true the notional of the funding leg is reset at the start of every coupon to match the value of the equity leg (equity price at start of coupon times quantity). More...
 
decimal Quantity [get, set]
 The quantity or number of shares in the Equity Swap. More...
 
string UnderlyingIdentifier [get, set]
 External market codes and identifiers for the EquitySwap, e.g. RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. More...
 
string EquitySwapDividendPaymentTiming [get, set]
 Determines how the payment of dividends is handled for the equity swap. Defaults to paying at the next Equity coupon date. Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent]. More...
 
- Properties inherited from Lusid.Sdk.Model.LusidInstrument
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 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
}
 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 More...
 

Detailed Description

LUSID representation of an Equity Swap. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | EquityLeg | Cash flows relating to the performance of the underlying equity. | | 2 | FundingLeg | The funding leg of the swap. | | 3 | EquityDividendLeg | Cash flows relating to dividend payments on the underlying equity (optional). |

Constructor & Destructor Documentation

◆ EquitySwap() [1/2]

Lusid.Sdk.Model.EquitySwap.EquitySwap ( )
inlineprotected

Initializes a new instance of the EquitySwap class.

◆ EquitySwap() [2/2]

Lusid.Sdk.Model.EquitySwap.EquitySwap ( DateTimeOffset  startDate = default(DateTimeOffset),
DateTimeOffset  maturityDate = default(DateTimeOffset),
string  code = default(string),
FlowConventions  equityFlowConventions = default(FlowConventions),
InstrumentLeg  fundingLeg = default(InstrumentLeg),
bool  includeDividends = default(bool),
decimal  initialPrice = default(decimal),
bool  notionalReset = default(bool),
decimal  quantity = default(decimal),
string  underlyingIdentifier = default(string),
string  equitySwapDividendPaymentTiming = default(string),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the EquitySwap class.

Parameters
startDateThe start date of the EquitySwap. (required).
maturityDateThe final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required).
codeThe code of the underlying. (required).
equityFlowConventionsequityFlowConventions (required).
fundingLegfundingLeg (required).
includeDividendsDividend inclusion flag, if true dividends are included in the equity leg (total return). (required).
initialPriceThe initial equity price of the Equity Swap. (required).
notionalResetNotional reset flag, if true the notional of the funding leg is reset at the start of every coupon to match the value of the equity leg (equity price at start of coupon times quantity). (required).
quantityThe quantity or number of shares in the Equity Swap. (required).
underlyingIdentifierExternal market codes and identifiers for the EquitySwap, e.g. RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. (required).
equitySwapDividendPaymentTimingDetermines how the payment of dividends is handled for the equity swap. Defaults to paying at the next Equity coupon date. Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent]..
instrumentTypeThe 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 (required) (default to "EquitySwap").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.EquitySwap.BaseValidate ( ValidationContext  validationContext)
inlineprotected

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.EquitySwap.Equals ( EquitySwap  input)
inline

Returns true if EquitySwap instances are equal

Parameters
inputInstance of EquitySwap to be compared
Returns
Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.EquitySwap.Equals ( object  input)
inline

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.EquitySwap.GetHashCode ( )
inline

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.EquitySwap.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.EquitySwap.ToString ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ Code

string Lusid.Sdk.Model.EquitySwap.Code
getset

The code of the underlying.

The code of the underlying.

◆ EquityFlowConventions

FlowConventions Lusid.Sdk.Model.EquitySwap.EquityFlowConventions
getset

Gets or Sets EquityFlowConventions

◆ EquitySwapDividendPaymentTiming

string Lusid.Sdk.Model.EquitySwap.EquitySwapDividendPaymentTiming
getset

Determines how the payment of dividends is handled for the equity swap. Defaults to paying at the next Equity coupon date. Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].

Determines how the payment of dividends is handled for the equity swap. Defaults to paying at the next Equity coupon date. Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].

◆ FundingLeg

InstrumentLeg Lusid.Sdk.Model.EquitySwap.FundingLeg
getset

Gets or Sets FundingLeg

◆ IncludeDividends

bool Lusid.Sdk.Model.EquitySwap.IncludeDividends
getset

Dividend inclusion flag, if true dividends are included in the equity leg (total return).

Dividend inclusion flag, if true dividends are included in the equity leg (total return).

◆ InitialPrice

decimal Lusid.Sdk.Model.EquitySwap.InitialPrice
getset

The initial equity price of the Equity Swap.

The initial equity price of the Equity Swap.

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.EquitySwap.MaturityDate
getset

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.

◆ NotionalReset

bool Lusid.Sdk.Model.EquitySwap.NotionalReset
getset

Notional reset flag, if true the notional of the funding leg is reset at the start of every coupon to match the value of the equity leg (equity price at start of coupon times quantity).

Notional reset flag, if true the notional of the funding leg is reset at the start of every coupon to match the value of the equity leg (equity price at start of coupon times quantity).

◆ Quantity

decimal Lusid.Sdk.Model.EquitySwap.Quantity
getset

The quantity or number of shares in the Equity Swap.

The quantity or number of shares in the Equity Swap.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.EquitySwap.StartDate
getset

The start date of the EquitySwap.

The start date of the EquitySwap.

◆ UnderlyingIdentifier

string Lusid.Sdk.Model.EquitySwap.UnderlyingIdentifier
getset

External market codes and identifiers for the EquitySwap, e.g. RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].

External market codes and identifiers for the EquitySwap, 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: