LUSID representation of a Forward Rate Agreement. More...
Inheritance diagram for Lusid.Sdk.Model.ForwardRateAgreement:
Public Member Functions | |
| ForwardRateAgreement (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), string domCcy=default(string), DateTimeOffset fixingDate=default(DateTimeOffset), decimal fraRate=default(decimal), decimal notional=default(decimal), IndexConvention indexConvention=default(IndexConvention), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the ForwardRateAgreement 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 (ForwardRateAgreement input) |
| Returns true if ForwardRateAgreement 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 | |
| ForwardRateAgreement () | |
| Initializes a new instance of the ForwardRateAgreement 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 settlement date of the FRA 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 beyond their last payment date. More... | |
| string | DomCcy [get, set] |
| The domestic currency of the instrument. More... | |
| DateTimeOffset | FixingDate [get, set] |
| The date at which the rate to be paid, the reference rate, is confirmed/observed. More... | |
| decimal | FraRate [get, set] |
| The rate at which the FRA is traded. More... | |
| decimal | Notional [get, set] |
| The amount for which the FRA is traded. More... | |
| IndexConvention | IndexConvention [get, set] |
| Gets or Sets IndexConvention 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 Forward Rate Agreement.
Constructor & Destructor Documentation
◆ ForwardRateAgreement() [1/2]
|
inlineprotected |
Initializes a new instance of the ForwardRateAgreement class.
◆ ForwardRateAgreement() [2/2]
|
inline |
Initializes a new instance of the ForwardRateAgreement class.
- Parameters
-
startDate The settlement date of the FRA (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 beyond their last payment date. (required). domCcy The domestic currency of the instrument. (required). fixingDate The date at which the rate to be paid, the reference rate, is confirmed/observed. (required). fraRate The rate at which the FRA is traded. (required). notional The amount for which the FRA is traded. (required). indexConvention indexConvention. 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 "ForwardRateAgreement").
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 ForwardRateAgreement instances are equal
- Parameters
-
input Instance of ForwardRateAgreement 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
◆ DomCcy
|
getset |
The domestic currency of the instrument.
The domestic currency of the instrument.
◆ FixingDate
|
getset |
The date at which the rate to be paid, the reference rate, is confirmed/observed.
The date at which the rate to be paid, the reference rate, is confirmed/observed.
◆ FraRate
|
getset |
The rate at which the FRA is traded.
The rate at which the FRA is traded.
◆ IndexConvention
|
getset |
Gets or Sets IndexConvention
◆ 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 beyond their last payment date.
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 beyond their last payment date.
◆ Notional
|
getset |
The amount for which the FRA is traded.
The amount for which the FRA is traded.
◆ StartDate
|
getset |
The settlement date of the FRA
The settlement date of the FRA
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/ForwardRateAgreement.cs
