LUSID C# SDK

Schedule for floating rate coupon payments. More...
Public Member Functions  
FloatSchedule (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), FlowConventions flowConventions=default(FlowConventions), FlowConventionName conventionName=default(FlowConventionName), int? exDividendDays=default(int?), FlowConventionName indexConventionName=default(FlowConventionName), IndexConvention indexConventions=default(IndexConvention), decimal notional=default(decimal), string paymentCurrency=default(string), decimal spread=default(decimal), string stubType=default(string), ExDividendConfiguration exDividendConfiguration=default(ExDividendConfiguration), Compounding compounding=default(Compounding), string resetConvention=default(string), bool useAnnualisedDirectRates=default(bool), ScheduleTypeEnum scheduleType=default(ScheduleTypeEnum))  
Initializes a new instance of the FloatSchedule 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 (FloatSchedule input) 
Returns true if FloatSchedule 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  
FloatSchedule ()  
Initializes a new instance of the FloatSchedule 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...  
FlowConventionName  ConventionName [get, set] 
Gets or Sets ConventionName More...  
int?  ExDividendDays [get, set] 
Optional. Number of calendar days in the exdividend period. If the settlement date falls in the exdividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a nonnegative number. If not set, or set to 0, then there is no exdividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration. More...  
FlowConventionName  IndexConventionName [get, set] 
Gets or Sets IndexConventionName More...  
IndexConvention  IndexConventions [get, set] 
Gets or Sets IndexConventions 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...  
decimal  Spread [get, set] 
Spread over floating rate given as a fraction. More...  
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...  
ExDividendConfiguration  ExDividendConfiguration [get, set] 
Gets or Sets ExDividendConfiguration More...  
Compounding  Compounding [get, set] 
Gets or Sets Compounding More...  
string  ResetConvention [get, set] 
Control how resets are generated relative to payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears]. More...  
bool  UseAnnualisedDirectRates [get, set] 
Flag indicating whether to use daily updated annualised interest rates for calculating the accrued interest. Defaults to false. 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...  
Schedule for floating rate coupon payments.

inlineprotected 
Initializes a new instance of the FloatSchedule class.

inline 
Initializes a new instance of the FloatSchedule class.
startDate  Date from which LUSID starts generating the payment schedule.. 
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).. 
flowConventions  flowConventions. 
conventionName  conventionName. 
exDividendDays  Optional. Number of calendar days in the exdividend period. If the settlement date falls in the exdividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a nonnegative number. If not set, or set to 0, then there is no exdividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.. 
indexConventionName  indexConventionName. 
indexConventions  indexConventions. 
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). 
spread  Spread over floating rate given as a fraction.. 
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. 
compounding  compounding. 
resetConvention  Control how resets are generated relative to payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears].. 
useAnnualisedDirectRates  Flag indicating whether to use daily updated annualised interest rates for calculating the accrued interest. Defaults to false.. 
scheduleType  The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid (required) (default to "FloatSchedule"). 

inlineprotected 
To validate all properties of the instance
validationContext  Validation context 

inline 
Returns true if FloatSchedule instances are equal
input  Instance of FloatSchedule to be compared 

inline 
Returns true if objects are equal
input  Object to be compared 

inline 
Gets the hash code

inlinevirtual 
Returns the JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.Schedule.

inline 
Returns the string presentation of the object

getset 
Gets or Sets Compounding

getset 
Gets or Sets ConventionName

getset 
Gets or Sets ExDividendConfiguration

getset 
Optional. Number of calendar days in the exdividend period. If the settlement date falls in the exdividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a nonnegative number. If not set, or set to 0, then there is no exdividend 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 exdividend period. If the settlement date falls in the exdividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a nonnegative number. If not set, or set to 0, then there is no exdividend period. NOTE: This field is deprecated. If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.

getset 
Gets or Sets FlowConventions

getset 
Gets or Sets IndexConventionName

getset 
Gets or Sets IndexConventions

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).

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.

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.

getset 
Control how resets are generated relative to payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears].
Control how resets are generated relative to payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears].

getset 
Spread over floating rate given as a fraction.
Spread over floating rate given as a fraction.

getset 
Date from which LUSID starts generating the payment schedule.
Date from which LUSID starts generating the payment schedule.

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.

getset 
Flag indicating whether to use daily updated annualised interest rates for calculating the accrued interest. Defaults to false.
Flag indicating whether to use daily updated annualised interest rates for calculating the accrued interest. Defaults to false.