Event representing the partial closure of a repurchase agreement. Each event reduces the outstanding notional and generates a corresponding receive-leg cashflow. The final maturity cashflow is adjusted accordingly. If multiple events are created, their effects compound. Once the total repaid amount reaches the original purchase price, no further receive-leg cashflows are generated. Any event exceeding the remaining notional is marked with a diagnostic to indicate it is invalid due to excessive repayment. For example, for a repo with a 5% rate, 1% haircut and collateral value of 100 (purchase price = 99), a partial closure of cash amount 10 followed by one of 100 results in only the first event producing a cashflow. The second, exceeding the remaining balance, is ignored and flagged with a diagnostic. The remaining balance is settled at maturity of the repurchase agreement. Specific to a FlexibleRepo instrument.
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| DateTimeOffset | EntitlementDate [get, set] |
| | Required property. The date on which the counterparties become entitled to exchange cash as part of a partial closure of the repurchase agreement. The date must be before or on the settlement date, and on or before the maturity date of the repo. This is a required field, unless otherwise supplied via "EventDateStamps" in the instrument event upsert request. More...
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| DateTimeOffset | SettlementDate [get, set] |
| | Required property. The date on which the exchange of cash is settled. The date must be on or after the entitlement date, and on or before the maturity date of the repo. This is a required field, unless otherwise supplied via "EventDateStamps" in the instrument event upsert request. More...
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| decimal | Amount [get, set] |
| | The amount of cash to be exchanged as part of a partial closure of the repurchase agreement. Either the absolute cash amount or a percentage of the remaining amount, depending on the AmountType. More...
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| string | AmountType [get, set] |
| | AmountType of the cash amount to be exchanged as part of a partial closure of the repurchase agreement. Either percentage or absolute cash amount. Available values: Percentage, Units. More...
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| List< PartialClosureConstituent > | PartialClosureConstituents [get, set] |
| | List of the collateral instruments involved in this partial closure, along with how they are affected. More...
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| InstrumentEventTypeEnum | InstrumentEventType [get, set] |
| | The Type of Event. Available values: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent, CapletFloorletCashFlowEvent, EarlyCloseOutEvent, DepositRollEvent, ConsentEvent, DrawingEvent, CapitalGainsDistributionEvent. More...
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| enum class | InstrumentEventTypeEnum {
TransitionEvent = 1
, InformationalEvent = 2
, OpenEvent = 3
, CloseEvent = 4
,
StockSplitEvent = 5
, BondDefaultEvent = 6
, CashDividendEvent = 7
, AmortisationEvent = 8
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CashFlowEvent = 9
, ExerciseEvent = 10
, ResetEvent = 11
, TriggerEvent = 12
,
RawVendorEvent = 13
, InformationalErrorEvent = 14
, BondCouponEvent = 15
, DividendReinvestmentEvent = 16
,
AccumulationEvent = 17
, BondPrincipalEvent = 18
, DividendOptionEvent = 19
, MaturityEvent = 20
,
FxForwardSettlementEvent = 21
, ExpiryEvent = 22
, ScripDividendEvent = 23
, StockDividendEvent = 24
,
ReverseStockSplitEvent = 25
, CapitalDistributionEvent = 26
, SpinOffEvent = 27
, MergerEvent = 28
,
FutureExpiryEvent = 29
, SwapCashFlowEvent = 30
, SwapPrincipalEvent = 31
, CreditPremiumCashFlowEvent = 32
,
CdsCreditEvent = 33
, CdxCreditEvent = 34
, MbsCouponEvent = 35
, MbsPrincipalEvent = 36
,
BonusIssueEvent = 37
, MbsPrincipalWriteOffEvent = 38
, MbsInterestDeferralEvent = 39
, MbsInterestShortfallEvent = 40
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TenderEvent = 41
, CallOnIntermediateSecuritiesEvent = 42
, IntermediateSecuritiesDistributionEvent = 43
, OptionExercisePhysicalEvent = 44
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OptionExerciseCashEvent = 45
, ProtectionPayoutCashFlowEvent = 46
, TermDepositInterestEvent = 47
, TermDepositPrincipalEvent = 48
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EarlyRedemptionEvent = 49
, FutureMarkToMarketEvent = 50
, AdjustGlobalCommitmentEvent = 51
, ContractInitialisationEvent = 52
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DrawdownEvent = 53
, LoanInterestRepaymentEvent = 54
, UpdateDepositAmountEvent = 55
, LoanPrincipalRepaymentEvent = 56
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DepositInterestPaymentEvent = 57
, DepositCloseEvent = 58
, LoanFacilityContractRolloverEvent = 59
, RepurchaseOfferEvent = 60
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RepoPartialClosureEvent = 61
, RepoCashFlowEvent = 62
, FlexibleRepoInterestPaymentEvent = 63
, FlexibleRepoCashFlowEvent = 64
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FlexibleRepoCollateralEvent = 65
, ConversionEvent = 66
, FlexibleRepoPartialClosureEvent = 67
, FlexibleRepoFullClosureEvent = 68
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CapletFloorletCashFlowEvent = 69
, EarlyCloseOutEvent = 70
, DepositRollEvent = 71
, ConsentEvent = 72
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DrawingEvent = 73
, CapitalGainsDistributionEvent = 74
} |
| | The Type of Event. Available values: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent, CapletFloorletCashFlowEvent, EarlyCloseOutEvent, DepositRollEvent, ConsentEvent, DrawingEvent, CapitalGainsDistributionEvent. More...
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Event representing the partial closure of a repurchase agreement. Each event reduces the outstanding notional and generates a corresponding receive-leg cashflow. The final maturity cashflow is adjusted accordingly. If multiple events are created, their effects compound. Once the total repaid amount reaches the original purchase price, no further receive-leg cashflows are generated. Any event exceeding the remaining notional is marked with a diagnostic to indicate it is invalid due to excessive repayment. For example, for a repo with a 5% rate, 1% haircut and collateral value of 100 (purchase price = 99), a partial closure of cash amount 10 followed by one of 100 results in only the first event producing a cashflow. The second, exceeding the remaining balance, is ignored and flagged with a diagnostic. The remaining balance is settled at maturity of the repurchase agreement. Specific to a FlexibleRepo instrument.
| DateTimeOffset Lusid.Sdk.Model.FlexibleRepoPartialClosureEvent.EntitlementDate |
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getset |
Required property. The date on which the counterparties become entitled to exchange cash as part of a partial closure of the repurchase agreement. The date must be before or on the settlement date, and on or before the maturity date of the repo. This is a required field, unless otherwise supplied via "EventDateStamps" in the instrument event upsert request.
Required property. The date on which the counterparties become entitled to exchange cash as part of a partial closure of the repurchase agreement. The date must be before or on the settlement date, and on or before the maturity date of the repo. This is a required field, unless otherwise supplied via "EventDateStamps" in the instrument event upsert request.
| DateTimeOffset Lusid.Sdk.Model.FlexibleRepoPartialClosureEvent.SettlementDate |
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getset |
Required property. The date on which the exchange of cash is settled. The date must be on or after the entitlement date, and on or before the maturity date of the repo. This is a required field, unless otherwise supplied via "EventDateStamps" in the instrument event upsert request.
Required property. The date on which the exchange of cash is settled. The date must be on or after the entitlement date, and on or before the maturity date of the repo. This is a required field, unless otherwise supplied via "EventDateStamps" in the instrument event upsert request.
Public Member Functions inherited from Lusid.Sdk.Model.InstrumentEvent