LUSID C# SDK
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Lusid.Sdk.Model.ForwardRateAgreementAllOf Class Reference

ForwardRateAgreementAllOf More...

Inheritance diagram for Lusid.Sdk.Model.ForwardRateAgreementAllOf:
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Public Types

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
}
 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 More...
 

Public Member Functions

 ForwardRateAgreementAllOf (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 ForwardRateAgreementAllOf 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 (ForwardRateAgreementAllOf input)
 Returns true if ForwardRateAgreementAllOf instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 ForwardRateAgreementAllOf ()
 Initializes a new instance of the ForwardRateAgreementAllOf class. More...
 

Properties

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 More...
 
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...
 

Detailed Description

ForwardRateAgreementAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

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

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

Enumerator
QuotedSecurity 

Enum QuotedSecurity for value: QuotedSecurity

InterestRateSwap 

Enum InterestRateSwap for value: InterestRateSwap

FxForward 

Enum FxForward for value: FxForward

Future 

Enum Future for value: Future

ExoticInstrument 

Enum ExoticInstrument for value: ExoticInstrument

FxOption 

Enum FxOption for value: FxOption

CreditDefaultSwap 

Enum CreditDefaultSwap for value: CreditDefaultSwap

InterestRateSwaption 

Enum InterestRateSwaption for value: InterestRateSwaption

Bond 

Enum Bond for value: Bond

EquityOption 

Enum EquityOption for value: EquityOption

FixedLeg 

Enum FixedLeg for value: FixedLeg

FloatingLeg 

Enum FloatingLeg for value: FloatingLeg

BespokeCashFlowsLeg 

Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg

Unknown 

Enum Unknown for value: Unknown

TermDeposit 

Enum TermDeposit for value: TermDeposit

ContractForDifference 

Enum ContractForDifference for value: ContractForDifference

EquitySwap 

Enum EquitySwap for value: EquitySwap

CashPerpetual 

Enum CashPerpetual for value: CashPerpetual

CapFloor 

Enum CapFloor for value: CapFloor

CashSettled 

Enum CashSettled for value: CashSettled

CdsIndex 

Enum CdsIndex for value: CdsIndex

Basket 

Enum Basket for value: Basket

FundingLeg 

Enum FundingLeg for value: FundingLeg

FxSwap 

Enum FxSwap for value: FxSwap

ForwardRateAgreement 

Enum ForwardRateAgreement for value: ForwardRateAgreement

SimpleInstrument 

Enum SimpleInstrument for value: SimpleInstrument

Repo 

Enum Repo for value: Repo

Equity 

Enum Equity for value: Equity

ExchangeTradedOption 

Enum ExchangeTradedOption for value: ExchangeTradedOption

ReferenceInstrument 

Enum ReferenceInstrument for value: ReferenceInstrument

ComplexBond 

Enum ComplexBond for value: ComplexBond

InflationLinkedBond 

Enum InflationLinkedBond for value: InflationLinkedBond

InflationSwap 

Enum InflationSwap for value: InflationSwap

SimpleCashFlowLoan 

Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan

TotalReturnSwap 

Enum TotalReturnSwap for value: TotalReturnSwap

InflationLeg 

Enum InflationLeg for value: InflationLeg

Constructor & Destructor Documentation

◆ ForwardRateAgreementAllOf() [1/2]

Lusid.Sdk.Model.ForwardRateAgreementAllOf.ForwardRateAgreementAllOf ( )
inlineprotected

Initializes a new instance of the ForwardRateAgreementAllOf class.

◆ ForwardRateAgreementAllOf() [2/2]

Lusid.Sdk.Model.ForwardRateAgreementAllOf.ForwardRateAgreementAllOf ( 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) 
)
inline

Initializes a new instance of the ForwardRateAgreementAllOf class.

Parameters
startDateThe settlement date of the FRA (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 beyond their last payment date. (required).
domCcyThe domestic currency of the instrument. (required).
fixingDateThe date at which the rate to be paid, the reference rate, is confirmed/observed. (required).
fraRateThe rate at which the FRA is traded. (required).
notionalThe amount for which the FRA is traded. (required).
indexConventionindexConvention.
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 (required).

Member Function Documentation

◆ Equals() [1/2]

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

Returns true if ForwardRateAgreementAllOf instances are equal

Parameters
inputInstance of ForwardRateAgreementAllOf to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.ForwardRateAgreementAllOf.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ DomCcy

string Lusid.Sdk.Model.ForwardRateAgreementAllOf.DomCcy
getset

The domestic currency of the instrument.

The domestic currency of the instrument.

◆ FixingDate

DateTimeOffset Lusid.Sdk.Model.ForwardRateAgreementAllOf.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

decimal Lusid.Sdk.Model.ForwardRateAgreementAllOf.FraRate
getset

The rate at which the FRA is traded.

The rate at which the FRA is traded.

◆ IndexConvention

IndexConvention Lusid.Sdk.Model.ForwardRateAgreementAllOf.IndexConvention
getset

Gets or Sets IndexConvention

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.ForwardRateAgreementAllOf.InstrumentType
getset

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.ForwardRateAgreementAllOf.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

decimal Lusid.Sdk.Model.ForwardRateAgreementAllOf.Notional
getset

The amount for which the FRA is traded.

The amount for which the FRA is traded.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.ForwardRateAgreementAllOf.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: