Inheritance diagram for Lusid.Sdk.Model.EquitySwapAllOf:

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 }
	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 More...

Public Member Functions
	EquitySwapAllOf (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 EquitySwapAllOf 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 (EquitySwapAllOf input)
	Returns true if EquitySwapAllOf instances are equal More...

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

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

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...

Detailed Description

EquitySwapAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

enum Lusid.Sdk.Model.EquitySwapAllOf.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

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

Constructor & Destructor Documentation

◆ EquitySwapAllOf() [1/2]

Lusid.Sdk.Model.EquitySwapAllOf.EquitySwapAllOf ( )

inlineprotected

Initializes a new instance of the EquitySwapAllOf class.

◆ EquitySwapAllOf() [2/2]

Lusid.Sdk.Model.EquitySwapAllOf.EquitySwapAllOf	(	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 EquitySwapAllOf class.

Parameters

startDate	The start date of the EquitySwap. (required).
maturityDate	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. (required).
code	The code of the underlying. (required).
equityFlowConventions	equityFlowConventions (required).
fundingLeg	fundingLeg (required).
includeDividends	Dividend inclusion flag, if true dividends are included in the equity leg (total return). (required).
initialPrice	The initial equity price of the Equity Swap. (required).
notionalReset	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). (required).
quantity	The quantity or number of shares in the Equity Swap. (required).
underlyingIdentifier	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]. (required).
equitySwapDividendPaymentTiming	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]..
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 (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if EquitySwapAllOf instances are equal

Parameters

input Instance of EquitySwapAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Code

string Lusid.Sdk.Model.EquitySwapAllOf.Code

getset

The code of the underlying.

◆ EquityFlowConventions

FlowConventions Lusid.Sdk.Model.EquitySwapAllOf.EquityFlowConventions

getset

Gets or Sets EquityFlowConventions

◆ EquitySwapDividendPaymentTiming

string Lusid.Sdk.Model.EquitySwapAllOf.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].

◆ FundingLeg

InstrumentLeg Lusid.Sdk.Model.EquitySwapAllOf.FundingLeg

getset

Gets or Sets FundingLeg

◆ IncludeDividends

bool Lusid.Sdk.Model.EquitySwapAllOf.IncludeDividends

getset

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

◆ InitialPrice

decimal Lusid.Sdk.Model.EquitySwapAllOf.InitialPrice

getset

The initial equity price of the Equity Swap.

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.EquitySwapAllOf.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

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.EquitySwapAllOf.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.

◆ NotionalReset

bool Lusid.Sdk.Model.EquitySwapAllOf.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).

◆ Quantity

decimal Lusid.Sdk.Model.EquitySwapAllOf.Quantity

getset

The quantity or number of shares in the Equity Swap.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.EquitySwapAllOf.StartDate

getset

The start date of the EquitySwap.

◆ UnderlyingIdentifier

string Lusid.Sdk.Model.EquitySwapAllOf.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].

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/EquitySwapAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ InstrumentTypeEnum

Constructor & Destructor Documentation

◆ EquitySwapAllOf() [1/2]

◆ EquitySwapAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Code

◆ EquityFlowConventions

◆ EquitySwapDividendPaymentTiming

◆ FundingLeg

◆ IncludeDividends

◆ InitialPrice

◆ InstrumentType

◆ MaturityDate

◆ NotionalReset

◆ Quantity

◆ StartDate

◆ UnderlyingIdentifier