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

Schedule for fixed coupon payments More...

Inheritance diagram for Lusid.Sdk.Model.FloatSchedule:
Inheritance graph
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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), 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 to start generate from More...
 
DateTimeOffset MaturityDate [get, set]
 Date to generate to 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 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...
 
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]
 StubType required of the schedule Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both]. 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...
 
- Properties inherited from Lusid.Sdk.Model.Schedule
ScheduleTypeEnum ScheduleType [get, set]
 The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, 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 , Invalid = 7
}
 The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, Invalid More...
 

Detailed Description

Schedule for fixed coupon payments

Constructor & Destructor Documentation

◆ FloatSchedule() [1/2]

Lusid.Sdk.Model.FloatSchedule.FloatSchedule ( )
inlineprotected

Initializes a new instance of the FloatSchedule class.

◆ FloatSchedule() [2/2]

Lusid.Sdk.Model.FloatSchedule.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),
ScheduleTypeEnum  scheduleType = default(ScheduleTypeEnum) 
)
inline

Initializes a new instance of the FloatSchedule class.

Parameters
startDateDate to start generate from.
maturityDateDate to generate to.
flowConventionsflowConventions.
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..
indexConventionNameindexConventionName.
indexConventionsindexConventions.
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..
spreadSpread over floating rate given as a fraction..
stubTypeStubType required of the schedule Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both]..
exDividendConfigurationexDividendConfiguration.
compoundingcompounding.
resetConventionControl how resets are generated relative to payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears]..
scheduleTypeThe available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, Invalid (required) (default to "FloatSchedule").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if FloatSchedule instances are equal

Parameters
inputInstance of FloatSchedule to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FloatSchedule.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.FloatSchedule.ToString ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ Compounding

Compounding Lusid.Sdk.Model.FloatSchedule.Compounding
getset

Gets or Sets Compounding

◆ ConventionName

FlowConventionName Lusid.Sdk.Model.FloatSchedule.ConventionName
getset

Gets or Sets ConventionName

◆ ExDividendConfiguration

ExDividendConfiguration Lusid.Sdk.Model.FloatSchedule.ExDividendConfiguration
getset

◆ ExDividendDays

int? Lusid.Sdk.Model.FloatSchedule.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.FloatSchedule.FlowConventions
getset

Gets or Sets FlowConventions

◆ IndexConventionName

FlowConventionName Lusid.Sdk.Model.FloatSchedule.IndexConventionName
getset

Gets or Sets IndexConventionName

◆ IndexConventions

IndexConvention Lusid.Sdk.Model.FloatSchedule.IndexConventions
getset

Gets or Sets IndexConventions

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.FloatSchedule.MaturityDate
getset

Date to generate to

Date to generate to

◆ Notional

decimal Lusid.Sdk.Model.FloatSchedule.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.FloatSchedule.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.

◆ ResetConvention

string Lusid.Sdk.Model.FloatSchedule.ResetConvention
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].

◆ Spread

decimal Lusid.Sdk.Model.FloatSchedule.Spread
getset

Spread over floating rate given as a fraction.

Spread over floating rate given as a fraction.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.FloatSchedule.StartDate
getset

Date to start generate from

Date to start generate from

◆ StubType

string Lusid.Sdk.Model.FloatSchedule.StubType
getset

StubType required of the schedule Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].

StubType required of the schedule Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].


The documentation for this class was generated from the following file: