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| | 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), decimal? capRate=default(decimal?), decimal? floorRate=default(decimal?), ScheduleTypeEnum scheduleType=default(ScheduleTypeEnum)) |
| | Initializes a new instance of the FloatSchedule 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 (FloatSchedule input) |
| | Returns true if FloatSchedule 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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| 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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| 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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| FlowConventionName | IndexConventionName [get, set] |
| | Gets or Sets IndexConventionName More...
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| IndexConvention | IndexConventions [get, set] |
| | Gets or Sets IndexConventions 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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| decimal | Spread [get, set] |
| | Spread over floating rate given as a fraction. 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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| Compounding | Compounding [get, set] |
| | Gets or Sets Compounding More...
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| string | ResetConvention [get, set] |
| | Control how resets are generated relative to payment convention(s). Default value: InAdvance. Available values: InAdvance, InArrears. More...
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| bool | UseAnnualisedDirectRates [get, set] |
| | Flag indicating whether to use daily updated annualised interest rates for calculating the accrued interest. Defaults to false. More...
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| decimal? | CapRate [get, set] |
| | The maximum floating rate which a cashflow can accrue. More...
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| decimal? | FloorRate [get, set] |
| | The minimum floating rate which a cashflow can accrue. More...
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| ScheduleTypeEnum | ScheduleType [get, set] |
| | Available values: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid. More...
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Schedule for floating rate coupon payments.
| int? Lusid.Sdk.Model.FloatSchedule.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.
| string Lusid.Sdk.Model.FloatSchedule.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.
Public Member Functions inherited from Lusid.Sdk.Model.Schedule