LUSID representation of a Floating Rate Leg. More...
Inheritance diagram for Lusid.Sdk.Model.FloatingLeg:
Public Member Functions | |
| FloatingLeg (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), LegDefinition legDefinition=default(LegDefinition), decimal notional=default(decimal), FixedLegAllOfOverrides overrides=default(FixedLegAllOfOverrides), decimal? capRate=default(decimal?), decimal? floorRate=default(decimal?), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the FloatingLeg 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 (FloatingLeg input) |
| Returns true if FloatingLeg instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
 Public Member Functions inherited from Lusid.Sdk.Model.InstrumentLeg | |
| InstrumentLeg (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the InstrumentLeg 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 (InstrumentLeg input) |
| Returns true if InstrumentLeg instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
| Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument | |
| LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the LusidInstrument 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 (LusidInstrument input) |
| Returns true if LusidInstrument instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| FloatingLeg () | |
| Initializes a new instance of the FloatingLeg 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.InstrumentLeg | |
| InstrumentLeg () | |
| Initializes a new instance of the InstrumentLeg 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.LusidInstrument | |
| LusidInstrument () | |
| Initializes a new instance of the LusidInstrument class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
Properties | |
| DateTimeOffset | StartDate [get, set] |
| The start date of the instrument. This is normally synonymous with the trade-date. More... | |
| DateTimeOffset | MaturityDate [get, set] |
| The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. More... | |
| LegDefinition | LegDefinition [get, set] |
| Gets or Sets LegDefinition More... | |
| decimal | Notional [get, set] |
| Scaling factor to apply to leg quantities. More... | |
| FixedLegAllOfOverrides | Overrides [get, set] |
| Gets or Sets Overrides More... | |
| decimal | CapRate [get, set] |
| The maximum floating rate which a cashflow can accrue. More... | |
| decimal | FloorRate [get, set] |
| The minimum floating rate which a cashflow can accrue. More... | |
| Properties inherited from Lusid.Sdk.Model.LusidInstrument | |
| InstrumentTypeEnum | InstrumentType [get, set] |
| The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan More... | |
Detailed Description
LUSID representation of a Floating Rate Leg.
Constructor & Destructor Documentation
◆ FloatingLeg() [1/2]
|
inlineprotected |
Initializes a new instance of the FloatingLeg class.
◆ FloatingLeg() [2/2]
|
inline |
Initializes a new instance of the FloatingLeg class.
- Parameters
-
startDate The start date of the instrument. This is normally synonymous with the trade-date. (required). maturityDate The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required). legDefinition legDefinition (required). notional Scaling factor to apply to leg quantities. (required). overrides overrides. capRate The maximum floating rate which a cashflow can accrue.. floorRate The minimum floating rate which a cashflow can accrue.. instrumentType The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan (required) (default to "FloatingLeg").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if FloatingLeg instances are equal
- Parameters
-
input Instance of FloatingLeg to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.LusidInstrument.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ CapRate
|
getset |
The maximum floating rate which a cashflow can accrue.
The maximum floating rate which a cashflow can accrue.
◆ FloorRate
|
getset |
The minimum floating rate which a cashflow can accrue.
The minimum floating rate which a cashflow can accrue.
◆ LegDefinition
|
getset |
Gets or Sets LegDefinition
◆ MaturityDate
|
getset |
The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
◆ Notional
|
getset |
Scaling factor to apply to leg quantities.
Scaling factor to apply to leg quantities.
◆ Overrides
|
getset |
Gets or Sets Overrides
◆ StartDate
|
getset |
The start date of the instrument. This is normally synonymous with the trade-date.
The start date of the instrument. This is normally synonymous with the trade-date.
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/FloatingLeg.cs
