Most, if not all, information about contracts is standardised. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv. There is a lot of overlap with this and FuturesContractDetails but as that is an established DTO we must duplicate a number of fields here More...

Inheritance diagram for Lusid.Sdk.Model.ExchangeTradedOptionContractDetails:

[legend]

Public Member Functions
	ExchangeTradedOptionContractDetails (string domCcy=default(string), decimal strike=default(decimal), decimal contractSize=default(decimal), string country=default(string), string deliveryType=default(string), string description=default(string), string exchangeCode=default(string), DateTimeOffset exerciseDate=default(DateTimeOffset), string exerciseType=default(string), string optionCode=default(string), string optionType=default(string), LusidInstrument underlying=default(LusidInstrument), string underlyingCode=default(string), int deliveryDays=default(int), string businessDayConvention=default(string), List< string > settlementCalendars=default(List< string >))
	Initializes a new instance of the ExchangeTradedOptionContractDetails 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 (ExchangeTradedOptionContractDetails input)
	Returns true if ExchangeTradedOptionContractDetails instances are equal More...

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

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

Properties
string	DomCcy `[get, set]`
	Currency in which the contract is paid. More...

decimal	Strike `[get, set]`
	The option strike, this can be negative for some options. More...

decimal	ContractSize `[get, set]`
	Size of a single contract. By default this should be set to 1000 if otherwise unknown and is defaulted to such. More...

string	Country `[get, set]`
	Country (code) for the exchange. More...

string	DeliveryType `[get, set]`
	The delivery type, cash or physical. An option on a future is physically settled if upon exercising the holder receives a future. Supported string (enumeration) values are: [Cash, Physical]. More...

string	Description `[get, set]`
	Description of contract More...

string	ExchangeCode `[get, set]`
	Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code). More...

DateTimeOffset	ExerciseDate `[get, set]`
	The last exercise date of the option. More...

string	ExerciseType `[get, set]`
	The exercise type, European, American or Bermudan. Supported string (enumeration) values are: [European, Bermudan, American]. More...

string	OptionCode `[get, set]`
	Option Contract Code, typically one or two letters, e.g. OG => Option on Gold. More...

string	OptionType `[get, set]`
	The option type, Call or Put. Supported string (enumeration) values are: [Call, Put]. More...

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

string	UnderlyingCode `[get, set]`
	Code of the underlying, for an option on futures this should be the futures code. 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]`
	The adjustment type to apply to dates that fall upon a non-business day, e.g. modified following or following. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid. More...

List< string >	SettlementCalendars `[get, set]`
	An array of strings denoting calendars used in calculating the option settlement date. More...

Detailed Description

Most, if not all, information about contracts is standardised. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv. There is a lot of overlap with this and FuturesContractDetails but as that is an established DTO we must duplicate a number of fields here

Constructor & Destructor Documentation

◆ ExchangeTradedOptionContractDetails() [1/2]

Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.ExchangeTradedOptionContractDetails ( )

inlineprotected

Initializes a new instance of the ExchangeTradedOptionContractDetails class.

◆ ExchangeTradedOptionContractDetails() [2/2]

Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.ExchangeTradedOptionContractDetails	(	string	domCcy = `default(string)`,
		decimal	strike = `default(decimal)`,
		decimal	contractSize = `default(decimal)`,
		string	country = `default(string)`,
		string	deliveryType = `default(string)`,
		string	description = `default(string)`,
		string	exchangeCode = `default(string)`,
		DateTimeOffset	exerciseDate = `default(DateTimeOffset)`,
		string	exerciseType = `default(string)`,
		string	optionCode = `default(string)`,
		string	optionType = `default(string)`,
		LusidInstrument	underlying = `default(LusidInstrument)`,
		string	underlyingCode = `default(string)`,
		int	deliveryDays = `default(int)`,
		string	businessDayConvention = `default(string)`,
		List< string >	settlementCalendars = `default(List<string>)`
	)

inline

Initializes a new instance of the ExchangeTradedOptionContractDetails class.

Parameters

domCcy	Currency in which the contract is paid. (required).
strike	The option strike, this can be negative for some options. (required).
contractSize	Size of a single contract. By default this should be set to 1000 if otherwise unknown and is defaulted to such. (required).
country	Country (code) for the exchange. (required).
deliveryType	The delivery type, cash or physical. An option on a future is physically settled if upon exercising the holder receives a future. Supported string (enumeration) values are: [Cash, Physical]. (required).
description	Description of contract (required).
exchangeCode	Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code). (required).
exerciseDate	The last exercise date of the option. (required).
exerciseType	The exercise type, European, American or Bermudan. Supported string (enumeration) values are: [European, Bermudan, American]. (required).
optionCode	Option Contract Code, typically one or two letters, e.g. OG => Option on Gold. (required).
optionType	The option type, Call or Put. Supported string (enumeration) values are: [Call, Put]. (required).
underlying	underlying (required).
underlyingCode	Code of the underlying, for an option on futures this should be the futures code. (required).
deliveryDays	Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0 if not set..
businessDayConvention	The adjustment type to apply to dates that fall upon a non-business day, e.g. modified following or following. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid..
settlementCalendars	An array of strings denoting calendars used in calculating the option settlement date..

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if ExchangeTradedOptionContractDetails instances are equal

Parameters

input Instance of ExchangeTradedOptionContractDetails to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BusinessDayConvention

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.BusinessDayConvention

getset

The adjustment type to apply to dates that fall upon a non-business day, e.g. modified following or following. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.

◆ ContractSize

decimal Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.ContractSize

getset

Size of a single contract. By default this should be set to 1000 if otherwise unknown and is defaulted to such.

◆ Country

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.Country

getset

Country (code) for the exchange.

◆ DeliveryDays

int Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.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.ExchangeTradedOptionContractDetails.DeliveryType

getset

The delivery type, cash or physical. An option on a future is physically settled if upon exercising the holder receives a future. Supported string (enumeration) values are: [Cash, Physical].

◆ Description

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.Description

getset

Description of contract

◆ DomCcy

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.DomCcy

getset

Currency in which the contract is paid.

◆ ExchangeCode

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.ExchangeCode

getset

Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code).

◆ ExerciseDate

DateTimeOffset Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.ExerciseDate

getset

The last exercise date of the option.

◆ ExerciseType

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.ExerciseType

getset

The exercise type, European, American or Bermudan. Supported string (enumeration) values are: [European, Bermudan, American].

◆ OptionCode

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.OptionCode

getset

Option Contract Code, typically one or two letters, e.g. OG => Option on Gold.

◆ OptionType

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.OptionType

getset

The option type, Call or Put. Supported string (enumeration) values are: [Call, Put].

◆ SettlementCalendars

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

getset

An array of strings denoting calendars used in calculating the option settlement date.

◆ Strike

decimal Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.Strike

getset

The option strike, this can be negative for some options.

◆ Underlying

LusidInstrument Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.Underlying

getset

Gets or Sets Underlying

◆ UnderlyingCode

string Lusid.Sdk.Model.ExchangeTradedOptionContractDetails.UnderlyingCode

getset

Code of the underlying, for an option on futures this should be the futures code.

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/ExchangeTradedOptionContractDetails.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ ExchangeTradedOptionContractDetails() [1/2]

◆ ExchangeTradedOptionContractDetails() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BusinessDayConvention

◆ ContractSize

◆ Country

◆ DeliveryDays

◆ DeliveryType

◆ Description

◆ DomCcy

◆ ExchangeCode

◆ ExerciseDate

◆ ExerciseType

◆ OptionCode

◆ OptionType

◆ SettlementCalendars

◆ Strike

◆ Underlying

◆ UnderlyingCode