Schedule for fixed coupon payments
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| FixedSchedule (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), FlowConventions flowConventions=default(FlowConventions), decimal couponRate=default(decimal), FlowConventionName conventionName=default(FlowConventionName), int? exDividendDays=default(int?), decimal notional=default(decimal), string paymentCurrency=default(string), string stubType=default(string), ExDividendConfiguration exDividendConfiguration=default(ExDividendConfiguration), ScheduleTypeEnum scheduleType=default(ScheduleTypeEnum)) |
| Initializes a new instance of the FixedSchedule class. More...
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override string | ToString () |
| Returns the string presentation of the object More...
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override string | ToJson () |
| Returns the JSON string presentation of the object More...
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override bool | Equals (object input) |
| Returns true if objects are equal More...
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bool | Equals (FixedSchedule input) |
| Returns true if FixedSchedule instances are equal More...
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override int | GetHashCode () |
| Gets the hash code More...
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| Schedule (ScheduleTypeEnum scheduleType=default(ScheduleTypeEnum)) |
| Initializes a new instance of the Schedule class. More...
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override string | ToString () |
| Returns the string presentation of the object More...
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override bool | Equals (object input) |
| Returns true if objects are equal More...
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bool | Equals (Schedule input) |
| Returns true if Schedule instances are equal More...
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override int | GetHashCode () |
| Gets the hash code More...
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| FixedSchedule () |
| Initializes a new instance of the FixedSchedule class. More...
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IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More...
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| Schedule () |
| Initializes a new instance of the Schedule class. More...
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IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More...
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DateTimeOffset | StartDate [get, set] |
| Date from which LUSID starts generating the payment schedule. More...
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DateTimeOffset | MaturityDate [get, set] |
| Last date of the payment generation schedule. May not necessarily be the maturity date of the underlying instrument (e.g. in case the instrument has multiple payment schedules). More...
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FlowConventions | FlowConventions [get, set] |
| Gets or Sets FlowConventions More...
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decimal | CouponRate [get, set] |
| Coupon rate given as a fraction. More...
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FlowConventionName | ConventionName [get, set] |
| Gets or Sets ConventionName More...
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int? | ExDividendDays [get, set] |
| Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration. More...
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decimal | Notional [get, set] |
| Scaling factor, the quantity outstanding on which the rate will be paid. More...
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string | PaymentCurrency [get, set] |
| Payment currency. This does not have to be the same as the nominal bond or observation/reset currency. More...
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string | StubType [get, set] |
| When a payment schedule doesn't have regular payment intervals just because of the first and/or last coupons of the schedule, we call those irregular coupons stubs. This configuration specifies what type of stub is used when building the schedule Supported values are: None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour. ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period. ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period. LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period. LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period. Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set. More...
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ExDividendConfiguration | ExDividendConfiguration [get, set] |
| Gets or Sets ExDividendConfiguration More...
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ScheduleTypeEnum | ScheduleType [get, set] |
| The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid More...
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enum class | ScheduleTypeEnum {
FixedSchedule = 1
, FloatSchedule = 2
, OptionalitySchedule = 3
, StepSchedule = 4
,
Exercise = 5
, FxRateSchedule = 6
, FxLinkedNotionalSchedule = 7
, BondConversionSchedule = 8
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Invalid = 9
} |
| The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid More...
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Schedule for fixed coupon payments
◆ FixedSchedule() [1/2]
Lusid.Sdk.Model.FixedSchedule.FixedSchedule |
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◆ FixedSchedule() [2/2]
Lusid.Sdk.Model.FixedSchedule.FixedSchedule |
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DateTimeOffset |
startDate = default(DateTimeOffset) , |
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DateTimeOffset |
maturityDate = default(DateTimeOffset) , |
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FlowConventions |
flowConventions = default(FlowConventions) , |
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decimal |
couponRate = default(decimal) , |
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FlowConventionName |
conventionName = default(FlowConventionName) , |
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int? |
exDividendDays = default(int?) , |
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decimal |
notional = default(decimal) , |
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string |
paymentCurrency = default(string) , |
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string |
stubType = default(string) , |
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ExDividendConfiguration |
exDividendConfiguration = default(ExDividendConfiguration) , |
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ScheduleTypeEnum |
scheduleType = default(ScheduleTypeEnum) |
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Initializes a new instance of the FixedSchedule class.
- Parameters
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startDate | Date from which LUSID starts generating the payment schedule. (required). |
maturityDate | Last date of the payment generation schedule. May not necessarily be the maturity date of the underlying instrument (e.g. in case the instrument has multiple payment schedules). (required). |
flowConventions | flowConventions. |
couponRate | Coupon rate given as a fraction.. |
conventionName | conventionName. |
exDividendDays | Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.. |
notional | Scaling factor, the quantity outstanding on which the rate will be paid.. |
paymentCurrency | Payment currency. This does not have to be the same as the nominal bond or observation/reset currency. (required). |
stubType | When a payment schedule doesn't have regular payment intervals just because of the first and/or last coupons of the schedule, we call those irregular coupons stubs. This configuration specifies what type of stub is used when building the schedule Supported values are: None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour. ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period. ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period. LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period. LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period. Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.. |
exDividendConfiguration | exDividendConfiguration. |
scheduleType | The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid (required) (default to "FixedSchedule"). |
◆ BaseValidate()
IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.FixedSchedule.BaseValidate |
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ValidationContext |
validationContext | ) |
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inlineprotected |
To validate all properties of the instance
- Parameters
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validationContext | Validation context |
- Returns
- Validation Result
◆ Equals() [1/2]
Returns true if FixedSchedule instances are equal
- Parameters
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- Returns
- Boolean
◆ Equals() [2/2]
override bool Lusid.Sdk.Model.FixedSchedule.Equals |
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object |
input | ) |
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inline |
Returns true if objects are equal
- Parameters
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input | Object to be compared |
- Returns
- Boolean
◆ GetHashCode()
override int Lusid.Sdk.Model.FixedSchedule.GetHashCode |
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inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
override string Lusid.Sdk.Model.FixedSchedule.ToJson |
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inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.Schedule.
◆ ToString()
override string Lusid.Sdk.Model.FixedSchedule.ToString |
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Returns the string presentation of the object
- Returns
- String presentation of the object
◆ ConventionName
Gets or Sets ConventionName
◆ CouponRate
decimal Lusid.Sdk.Model.FixedSchedule.CouponRate |
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getset |
Coupon rate given as a fraction.
Coupon rate given as a fraction.
◆ ExDividendConfiguration
◆ ExDividendDays
int? Lusid.Sdk.Model.FixedSchedule.ExDividendDays |
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getset |
Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.
Optional. Number of calendar days in the ex-dividend period. If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, then there is no ex-dividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.
◆ FlowConventions
◆ MaturityDate
DateTimeOffset Lusid.Sdk.Model.FixedSchedule.MaturityDate |
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getset |
Last date of the payment generation schedule. May not necessarily be the maturity date of the underlying instrument (e.g. in case the instrument has multiple payment schedules).
Last date of the payment generation schedule. May not necessarily be the maturity date of the underlying instrument (e.g. in case the instrument has multiple payment schedules).
◆ Notional
decimal Lusid.Sdk.Model.FixedSchedule.Notional |
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getset |
Scaling factor, the quantity outstanding on which the rate will be paid.
Scaling factor, the quantity outstanding on which the rate will be paid.
◆ PaymentCurrency
string Lusid.Sdk.Model.FixedSchedule.PaymentCurrency |
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getset |
Payment currency. This does not have to be the same as the nominal bond or observation/reset currency.
Payment currency. This does not have to be the same as the nominal bond or observation/reset currency.
◆ StartDate
DateTimeOffset Lusid.Sdk.Model.FixedSchedule.StartDate |
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getset |
Date from which LUSID starts generating the payment schedule.
Date from which LUSID starts generating the payment schedule.
◆ StubType
string Lusid.Sdk.Model.FixedSchedule.StubType |
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getset |
When a payment schedule doesn't have regular payment intervals just because of the first and/or last coupons of the schedule, we call those irregular coupons stubs. This configuration specifies what type of stub is used when building the schedule Supported values are: None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour. ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period. ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period. LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period. LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period. Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.
When a payment schedule doesn't have regular payment intervals just because of the first and/or last coupons of the schedule, we call those irregular coupons stubs. This configuration specifies what type of stub is used when building the schedule Supported values are: None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour. ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period. ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period. LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period. LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period. Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.
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/FixedSchedule.cs