Market Data for an equity vol surface, represented by a list of instruments and corresponding market quotes More...

Inheritance diagram for Lusid.Sdk.Model.EquityVolSurfaceData:

[legend]

Public Member Functions
	EquityVolSurfaceData (DateTimeOffset baseDate=default(DateTimeOffset), List< LusidInstrument > instruments=default(List< LusidInstrument >), List< MarketQuote > quotes=default(List< MarketQuote >), string lineage=default(string), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum))
	Initializes a new instance of the EquityVolSurfaceData 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 (EquityVolSurfaceData input)
	Returns true if EquityVolSurfaceData instances are equal More...

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

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

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

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

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

Properties
DateTimeOffset	BaseDate `[get, set]`
	Base date of the surface More...

List< LusidInstrument >	Instruments `[get, set]`
	The set of instruments that define the surface. More...

List< MarketQuote >	Quotes `[get, set]`
	The set of market quotes that define the surface, in NormalVol or LogNormalVol terms. More...

string	Lineage `[get, set]`
	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. More...

Properties inherited from Lusid.Sdk.Model.ComplexMarketData
MarketDataTypeEnum	MarketDataType `[get, set]`
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

Additional Inherited Members
Public Types inherited from Lusid.Sdk.Model.ComplexMarketData
enum class	MarketDataTypeEnum { DiscountFactorCurveData = 1 , EquityVolSurfaceData = 2 , FxVolSurfaceData = 3 , IrVolCubeData = 4 , OpaqueMarketData = 5 , YieldCurveData = 6 , FxForwardCurveData = 7 , FxForwardPipsCurveData = 8 , FxForwardTenorCurveData = 9 , FxForwardTenorPipsCurveData = 10 , FxForwardCurveByQuoteReference = 11 , CreditSpreadCurveData = 12 , EquityCurveByPricesData = 13 , ConstantVolatilitySurface = 14 }
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

Detailed Description

Market Data for an equity vol surface, represented by a list of instruments and corresponding market quotes

Constructor & Destructor Documentation

◆ EquityVolSurfaceData() [1/2]

Lusid.Sdk.Model.EquityVolSurfaceData.EquityVolSurfaceData ( )

inlineprotected

Initializes a new instance of the EquityVolSurfaceData class.

◆ EquityVolSurfaceData() [2/2]

Lusid.Sdk.Model.EquityVolSurfaceData.EquityVolSurfaceData	(	DateTimeOffset	baseDate = `default(DateTimeOffset)`,
		List< LusidInstrument >	instruments = `default(List<LusidInstrument>)`,
		List< MarketQuote >	quotes = `default(List<MarketQuote>)`,
		string	lineage = `default(string)`,
		MarketDataTypeEnum	marketDataType = `default(MarketDataTypeEnum)`
	)

inline

Initializes a new instance of the EquityVolSurfaceData class.

Parameters

baseDate	Base date of the surface (required).
instruments	The set of instruments that define the surface. (required).
quotes	The set of market quotes that define the surface, in NormalVol or LogNormalVol terms. (required).
lineage	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'..
marketDataType	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required) (default to "EquityVolSurfaceData").

Member Function Documentation

◆ BaseValidate()

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

inline

Returns true if EquityVolSurfaceData instances are equal

Parameters

input Instance of EquityVolSurfaceData to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.ComplexMarketData.

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BaseDate

DateTimeOffset Lusid.Sdk.Model.EquityVolSurfaceData.BaseDate

getset

Base date of the surface

◆ Instruments

List<LusidInstrument> Lusid.Sdk.Model.EquityVolSurfaceData.Instruments

getset

The set of instruments that define the surface.

◆ Lineage

string Lusid.Sdk.Model.EquityVolSurfaceData.Lineage

getset

Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.

◆ Quotes

List<MarketQuote> Lusid.Sdk.Model.EquityVolSurfaceData.Quotes

getset

The set of market quotes that define the surface, in NormalVol or LogNormalVol terms.

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/EquityVolSurfaceData.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ EquityVolSurfaceData() [1/2]

◆ EquityVolSurfaceData() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BaseDate

◆ Instruments

◆ Lineage

◆ Quotes