LUSID C# SDK
Public Member Functions | Protected Member Functions | Properties | List of all members
Lusid.Sdk.Model.FixedSchedule Class Reference

Schedule for fixed coupon payments More...

Inheritance diagram for Lusid.Sdk.Model.FixedSchedule:
Inheritance graph
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Public Member Functions

 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...
 
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 (FixedSchedule input)
 Returns true if FixedSchedule instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 
- Public Member Functions inherited from Lusid.Sdk.Model.Schedule
 Schedule (ScheduleTypeEnum scheduleType=default(ScheduleTypeEnum))
 Initializes a new instance of the Schedule 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 (Schedule input)
 Returns true if Schedule instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 FixedSchedule ()
 Initializes a new instance of the FixedSchedule 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.Schedule
 Schedule ()
 Initializes a new instance of the Schedule class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 

Properties

DateTimeOffset StartDate [get, set]
 Date from which LUSID starts generating the payment schedule. More...
 
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...
 
FlowConventions FlowConventions [get, set]
 Gets or Sets FlowConventions More...
 
decimal CouponRate [get, set]
 Coupon rate given as a fraction. More...
 
FlowConventionName ConventionName [get, set]
 Gets or Sets ConventionName More...
 
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...
 
decimal Notional [get, set]
 Scaling factor, the quantity outstanding on which the rate will be paid. More...
 
string PaymentCurrency [get, set]
 Payment currency. This does not have to be the same as the nominal bond or observation/reset currency. More...
 
string StubType [get, set]
 When a payment schedule doesn&#39;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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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...
 
ExDividendConfiguration ExDividendConfiguration [get, set]
 Gets or Sets ExDividendConfiguration More...
 
- Properties inherited from Lusid.Sdk.Model.Schedule
ScheduleTypeEnum ScheduleType [get, set]
 The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid More...
 

Additional Inherited Members

- Public Types inherited from Lusid.Sdk.Model.Schedule
enum class  ScheduleTypeEnum {
  FixedSchedule = 1 , FloatSchedule = 2 , OptionalitySchedule = 3 , StepSchedule = 4 ,
  Exercise = 5 , FxRateSchedule = 6 , FxLinkedNotionalSchedule = 7 , BondConversionSchedule = 8 ,
  Invalid = 9
}
 The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid More...
 

Detailed Description

Schedule for fixed coupon payments

Constructor & Destructor Documentation

◆ FixedSchedule() [1/2]

Lusid.Sdk.Model.FixedSchedule.FixedSchedule ( )
inlineprotected

Initializes a new instance of the FixedSchedule class.

◆ FixedSchedule() [2/2]

Lusid.Sdk.Model.FixedSchedule.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) 
)
inline

Initializes a new instance of the FixedSchedule class.

Parameters
startDateDate from which LUSID starts generating the payment schedule. (required).
maturityDateLast 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).
flowConventionsflowConventions.
couponRateCoupon rate given as a fraction..
conventionNameconventionName.
exDividendDaysOptional. 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..
notionalScaling factor, the quantity outstanding on which the rate will be paid..
paymentCurrencyPayment currency. This does not have to be the same as the nominal bond or observation/reset currency. (required).
stubTypeWhen a payment schedule doesn&#39;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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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..
exDividendConfigurationexDividendConfiguration.
scheduleTypeThe available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid (required) (default to "FixedSchedule").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if FixedSchedule instances are equal

Parameters
inputInstance of FixedSchedule to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FixedSchedule.ToJson ( )
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 ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ ConventionName

FlowConventionName Lusid.Sdk.Model.FixedSchedule.ConventionName
getset

Gets or Sets ConventionName

◆ CouponRate

decimal Lusid.Sdk.Model.FixedSchedule.CouponRate
getset

Coupon rate given as a fraction.

Coupon rate given as a fraction.

◆ ExDividendConfiguration

ExDividendConfiguration Lusid.Sdk.Model.FixedSchedule.ExDividendConfiguration
getset

◆ ExDividendDays

int? Lusid.Sdk.Model.FixedSchedule.ExDividendDays
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

FlowConventions Lusid.Sdk.Model.FixedSchedule.FlowConventions
getset

Gets or Sets FlowConventions

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.FixedSchedule.MaturityDate
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
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
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
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
getset

When a payment schedule doesn&#39;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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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&#39;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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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 &#x3D; 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: