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

LUSID representation of a Floating Rate Leg. More...

Inheritance diagram for Lusid.Sdk.Model.FloatingLeg:
Inheritance graph
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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, TotalReturnSwap, InflationLeg, FundShareClass More...
 

Additional Inherited Members

- Public Types inherited from Lusid.Sdk.Model.LusidInstrument
enum class  InstrumentTypeEnum {
  QuotedSecurity = 1 , InterestRateSwap = 2 , FxForward = 3 , Future = 4 ,
  ExoticInstrument = 5 , FxOption = 6 , CreditDefaultSwap = 7 , InterestRateSwaption = 8 ,
  Bond = 9 , EquityOption = 10 , FixedLeg = 11 , FloatingLeg = 12 ,
  BespokeCashFlowsLeg = 13 , Unknown = 14 , TermDeposit = 15 , ContractForDifference = 16 ,
  EquitySwap = 17 , CashPerpetual = 18 , CapFloor = 19 , CashSettled = 20 ,
  CdsIndex = 21 , Basket = 22 , FundingLeg = 23 , FxSwap = 24 ,
  ForwardRateAgreement = 25 , SimpleInstrument = 26 , Repo = 27 , Equity = 28 ,
  ExchangeTradedOption = 29 , ReferenceInstrument = 30 , ComplexBond = 31 , InflationLinkedBond = 32 ,
  InflationSwap = 33 , SimpleCashFlowLoan = 34 , TotalReturnSwap = 35 , InflationLeg = 36 ,
  FundShareClass = 37
}
 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, TotalReturnSwap, InflationLeg, FundShareClass More...
 

Detailed Description

LUSID representation of a Floating Rate Leg.

Constructor & Destructor Documentation

◆ FloatingLeg() [1/2]

Lusid.Sdk.Model.FloatingLeg.FloatingLeg ( )
inlineprotected

Initializes a new instance of the FloatingLeg class.

◆ FloatingLeg() [2/2]

Lusid.Sdk.Model.FloatingLeg.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) 
)
inline

Initializes a new instance of the FloatingLeg class.

Parameters
startDateThe start date of the instrument. This is normally synonymous with the trade-date. (required).
maturityDateThe 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).
legDefinitionlegDefinition (required).
notionalScaling factor to apply to leg quantities. (required).
overridesoverrides.
capRateThe maximum floating rate which a cashflow can accrue..
floorRateThe minimum floating rate which a cashflow can accrue..
instrumentTypeThe 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, TotalReturnSwap, InflationLeg, FundShareClass (required) (default to "FloatingLeg").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if FloatingLeg instances are equal

Parameters
inputInstance of FloatingLeg to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FloatingLeg.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.LusidInstrument.

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ CapRate

decimal? Lusid.Sdk.Model.FloatingLeg.CapRate
getset

The maximum floating rate which a cashflow can accrue.

The maximum floating rate which a cashflow can accrue.

◆ FloorRate

decimal? Lusid.Sdk.Model.FloatingLeg.FloorRate
getset

The minimum floating rate which a cashflow can accrue.

The minimum floating rate which a cashflow can accrue.

◆ LegDefinition

LegDefinition Lusid.Sdk.Model.FloatingLeg.LegDefinition
getset

Gets or Sets LegDefinition

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.FloatingLeg.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

decimal Lusid.Sdk.Model.FloatingLeg.Notional
getset

Scaling factor to apply to leg quantities.

Scaling factor to apply to leg quantities.

◆ Overrides

FixedLegAllOfOverrides Lusid.Sdk.Model.FloatingLeg.Overrides
getset

Gets or Sets Overrides

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.FloatingLeg.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: