Inheritance diagram for Lusid.Sdk.Model.FloatScheduleAllOf:

Public Types
enum class	ScheduleTypeEnum { FixedSchedule = 1 , FloatSchedule = 2 , OptionalitySchedule = 3 , StepSchedule = 4 , Exercise = 5 , FxRateSchedule = 6 , FxLinkedNotionalSchedule = 7 , Invalid = 8 }
	The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, Invalid More...

Public Member Functions
	FloatScheduleAllOf (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 FloatScheduleAllOf class. More...

override string	ToString ()
	Returns the string presentation of the object More...

virtual 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 (FloatScheduleAllOf input)
	Returns true if FloatScheduleAllOf instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	FloatScheduleAllOf ()
	Initializes a new instance of the FloatScheduleAllOf class. More...

Properties
ScheduleTypeEnum	ScheduleType `[get, set]`
	The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, Invalid More...

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...

Detailed Description

FloatScheduleAllOf

Member Enumeration Documentation

◆ ScheduleTypeEnum

enum Lusid.Sdk.Model.FloatScheduleAllOf.ScheduleTypeEnum

strong

The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, Invalid

Enumerator
FixedSchedule	Enum FixedSchedule for value: FixedSchedule
FloatSchedule	Enum FloatSchedule for value: FloatSchedule
OptionalitySchedule	Enum OptionalitySchedule for value: OptionalitySchedule
StepSchedule	Enum StepSchedule for value: StepSchedule
Exercise	Enum Exercise for value: Exercise
FxRateSchedule	Enum FxRateSchedule for value: FxRateSchedule
FxLinkedNotionalSchedule	Enum FxLinkedNotionalSchedule for value: FxLinkedNotionalSchedule
Invalid	Enum Invalid for value: Invalid

Constructor & Destructor Documentation

◆ FloatScheduleAllOf() [1/2]

Lusid.Sdk.Model.FloatScheduleAllOf.FloatScheduleAllOf ( )

inlineprotected

Initializes a new instance of the FloatScheduleAllOf class.

◆ FloatScheduleAllOf() [2/2]

Lusid.Sdk.Model.FloatScheduleAllOf.FloatScheduleAllOf	(	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 FloatScheduleAllOf class.

Parameters

startDate	Date to start generate from.
maturityDate	Date to generate to.
flowConventions	flowConventions.
conventionName	conventionName.
exDividendDays	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..
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	StubType required of the schedule Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both]..
exDividendConfiguration	exDividendConfiguration.
compounding	compounding.
resetConvention	Control how resets are generated relative to payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears]..
scheduleType	The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, Invalid (required).

Member Function Documentation

◆ Equals() [1/2]

bool Lusid.Sdk.Model.FloatScheduleAllOf.Equals ( FloatScheduleAllOf input )

inline

Returns true if FloatScheduleAllOf instances are equal

Parameters

input Instance of FloatScheduleAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.FloatScheduleAllOf.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FloatScheduleAllOf.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.FloatScheduleAllOf.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

override string Lusid.Sdk.Model.FloatScheduleAllOf.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Compounding

Compounding Lusid.Sdk.Model.FloatScheduleAllOf.Compounding

getset

Gets or Sets Compounding

◆ ConventionName

FlowConventionName Lusid.Sdk.Model.FloatScheduleAllOf.ConventionName

getset

Gets or Sets ConventionName

◆ ExDividendConfiguration

ExDividendConfiguration Lusid.Sdk.Model.FloatScheduleAllOf.ExDividendConfiguration

getset

Gets or Sets ExDividendConfiguration

◆ ExDividendDays

int? Lusid.Sdk.Model.FloatScheduleAllOf.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.

◆ FlowConventions

FlowConventions Lusid.Sdk.Model.FloatScheduleAllOf.FlowConventions

getset

Gets or Sets FlowConventions

◆ IndexConventionName

FlowConventionName Lusid.Sdk.Model.FloatScheduleAllOf.IndexConventionName

getset

Gets or Sets IndexConventionName

◆ IndexConventions

IndexConvention Lusid.Sdk.Model.FloatScheduleAllOf.IndexConventions

getset

Gets or Sets IndexConventions

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.FloatScheduleAllOf.MaturityDate

getset

Date to generate to

◆ Notional

decimal Lusid.Sdk.Model.FloatScheduleAllOf.Notional

getset

Scaling factor, the quantity outstanding on which the rate will be paid.

◆ PaymentCurrency

string Lusid.Sdk.Model.FloatScheduleAllOf.PaymentCurrency

getset

Payment currency. This does not have to be the same as the nominal bond or observation/reset currency.

◆ ResetConvention

string Lusid.Sdk.Model.FloatScheduleAllOf.ResetConvention

getset

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

◆ ScheduleType

ScheduleTypeEnum Lusid.Sdk.Model.FloatScheduleAllOf.ScheduleType

getset

The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, Invalid

◆ Spread

decimal Lusid.Sdk.Model.FloatScheduleAllOf.Spread

getset

Spread over floating rate given as a fraction.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.FloatScheduleAllOf.StartDate

getset

Date to start generate from

◆ StubType

string Lusid.Sdk.Model.FloatScheduleAllOf.StubType

getset

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:

/home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp/checkouts/latest/sdk/Lusid.Sdk/Model/FloatScheduleAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ ScheduleTypeEnum

Constructor & Destructor Documentation

◆ FloatScheduleAllOf() [1/2]

◆ FloatScheduleAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Compounding

◆ ConventionName

◆ ExDividendConfiguration

◆ ExDividendDays

◆ FlowConventions

◆ IndexConventionName

◆ IndexConventions

◆ MaturityDate

◆ Notional

◆ PaymentCurrency

◆ ResetConvention

◆ ScheduleType

◆ Spread

◆ StartDate

◆ StubType