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

LUSID representation of a Future. Including, but not limited to, Equity Futures, Bond Futures, Index Futures, Currency Futures, and Interest Rate Futures. More...

Inheritance diagram for Lusid.Sdk.Model.Future:
Inheritance graph
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Public Member Functions

 Future (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), Dictionary< string, string > identifiers=default(Dictionary< string, string >), FuturesContractDetails contractDetails=default(FuturesContractDetails), decimal contracts=default(decimal), decimal refSpotPrice=default(decimal), LusidInstrument underlying=default(LusidInstrument), string calculationType=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the Future 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 (Future input)
 Returns true if Future 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

 Future ()
 Initializes a new instance of the Future 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...
 
Dictionary< string, string > Identifiers [get, set]
 External market codes and identifiers for the bond, e.g. ISIN. More...
 
FuturesContractDetails ContractDetails [get, set]
 Gets or Sets ContractDetails More...
 
decimal Contracts [get, set]
 The number of contracts held. More...
 
decimal RefSpotPrice [get, set]
 The reference spot price for the future at which the contract was entered into. More...
 
LusidInstrument Underlying [get, set]
 Gets or Sets Underlying More...
 
string CalculationType [get, set]
 Calculation type for some Future instruments which have non-standard methodology. Optional, if not set defaults as follows: - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;IR&quot; or &quot;BB&quot; set to ASX_BankBills - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;YT&quot; set to ASX_3Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;VT&quot; set to ASX_5Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;XT&quot; set to ASX_10Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;LT&quot; set to ASX_20Year - otherwise set to Standard Specific calculation types for bond and interest rate futures are: - [Standard] The default calculation type, which does not fit into any of the categories below. - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills. - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%. - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%. - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%. - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%. - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates. - For futures with this calculation type, quote values are expected to be specified as a percentage. For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100. Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1]. 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 Future. Including, but not limited to, Equity Futures, Bond Futures, Index Futures, Currency Futures, and Interest Rate Futures.

Constructor & Destructor Documentation

◆ Future() [1/2]

Lusid.Sdk.Model.Future.Future ( )
inlineprotected

Initializes a new instance of the Future class.

◆ Future() [2/2]

Lusid.Sdk.Model.Future.Future ( DateTimeOffset  startDate = default(DateTimeOffset),
DateTimeOffset  maturityDate = default(DateTimeOffset),
Dictionary< string, string >  identifiers = default(Dictionary<string, string>),
FuturesContractDetails  contractDetails = default(FuturesContractDetails),
decimal  contracts = default(decimal),
decimal  refSpotPrice = default(decimal),
LusidInstrument  underlying = default(LusidInstrument),
string  calculationType = default(string),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the Future 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).
identifiersExternal market codes and identifiers for the bond, e.g. ISIN. (required).
contractDetailscontractDetails (required).
contractsThe number of contracts held..
refSpotPriceThe reference spot price for the future at which the contract was entered into..
underlyingunderlying.
calculationTypeCalculation type for some Future instruments which have non-standard methodology. Optional, if not set defaults as follows: - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;IR&quot; or &quot;BB&quot; set to ASX_BankBills - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;YT&quot; set to ASX_3Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;VT&quot; set to ASX_5Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;XT&quot; set to ASX_10Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;LT&quot; set to ASX_20Year - otherwise set to Standard Specific calculation types for bond and interest rate futures are: - [Standard] The default calculation type, which does not fit into any of the categories below. - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills. - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%. - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%. - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%. - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%. - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates. - For futures with this calculation type, quote values are expected to be specified as a percentage. For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100. Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1]..
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 "Future").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if Future instances are equal

Parameters
inputInstance of Future to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ CalculationType

string Lusid.Sdk.Model.Future.CalculationType
getset

Calculation type for some Future instruments which have non-standard methodology. Optional, if not set defaults as follows: - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;IR&quot; or &quot;BB&quot; set to ASX_BankBills - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;YT&quot; set to ASX_3Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;VT&quot; set to ASX_5Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;XT&quot; set to ASX_10Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;LT&quot; set to ASX_20Year - otherwise set to Standard Specific calculation types for bond and interest rate futures are: - [Standard] The default calculation type, which does not fit into any of the categories below. - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills. - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%. - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%. - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%. - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%. - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates. - For futures with this calculation type, quote values are expected to be specified as a percentage. For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100. Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].

Calculation type for some Future instruments which have non-standard methodology. Optional, if not set defaults as follows: - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;IR&quot; or &quot;BB&quot; set to ASX_BankBills - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;YT&quot; set to ASX_3Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;VT&quot; set to ASX_5Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;XT&quot; set to ASX_10Year - If ExchangeCode is &quot;ASX&quot; and ContractCode is &quot;LT&quot; set to ASX_20Year - otherwise set to Standard Specific calculation types for bond and interest rate futures are: - [Standard] The default calculation type, which does not fit into any of the categories below. - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills. - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%. - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%. - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%. - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%. - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates. - For futures with this calculation type, quote values are expected to be specified as a percentage. For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100. Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].

◆ ContractDetails

FuturesContractDetails Lusid.Sdk.Model.Future.ContractDetails
getset

Gets or Sets ContractDetails

◆ Contracts

decimal Lusid.Sdk.Model.Future.Contracts
getset

The number of contracts held.

The number of contracts held.

◆ Identifiers

Dictionary<string, string> Lusid.Sdk.Model.Future.Identifiers
getset

External market codes and identifiers for the bond, e.g. ISIN.

External market codes and identifiers for the bond, e.g. ISIN.

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.Future.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.

◆ RefSpotPrice

decimal Lusid.Sdk.Model.Future.RefSpotPrice
getset

The reference spot price for the future at which the contract was entered into.

The reference spot price for the future at which the contract was entered into.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.Future.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.

◆ Underlying

LusidInstrument Lusid.Sdk.Model.Future.Underlying
getset

Gets or Sets Underlying


The documentation for this class was generated from the following file: