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:

[legend]

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 "ASX" and ContractCode is "IR" or "BB" set to ASX_BankBills - If ExchangeCode is "ASX" and ContractCode is "YT" set to ASX_3Year - If ExchangeCode is "ASX" and ContractCode is "VT" set to ASX_5Year - If ExchangeCode is "ASX" and ContractCode is "XT" set to ASX_10Year - If ExchangeCode is "ASX" and ContractCode is "LT" 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, FlexibleLoan 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 , FlexibleLoan = 38 }
	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, FlexibleLoan 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

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).
identifiers	External market codes and identifiers for the bond, e.g. ISIN. (required).
contractDetails	contractDetails (required).
contracts	The number of contracts held..
refSpotPrice	The reference spot price for the future at which the contract was entered into..
underlying	underlying.
calculationType	Calculation type for some Future instruments which have non-standard methodology. Optional, if not set defaults as follows: - If ExchangeCode is "ASX" and ContractCode is "IR" or "BB" set to ASX_BankBills - If ExchangeCode is "ASX" and ContractCode is "YT" set to ASX_3Year - If ExchangeCode is "ASX" and ContractCode is "VT" set to ASX_5Year - If ExchangeCode is "ASX" and ContractCode is "XT" set to ASX_10Year - If ExchangeCode is "ASX" and ContractCode is "LT" 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]..
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, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (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

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

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

inline

Returns true if Future instances are equal

Parameters

input Instance 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

input Object 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 "ASX" and ContractCode is "IR" or "BB" set to ASX_BankBills - If ExchangeCode is "ASX" and ContractCode is "YT" set to ASX_3Year - If ExchangeCode is "ASX" and ContractCode is "VT" set to ASX_5Year - If ExchangeCode is "ASX" and ContractCode is "XT" set to ASX_10Year - If ExchangeCode is "ASX" and ContractCode is "LT" 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.

◆ Identifiers

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

getset

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.

◆ RefSpotPrice

decimal Lusid.Sdk.Model.Future.RefSpotPrice

getset

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.

◆ Underlying

LusidInstrument Lusid.Sdk.Model.Future.Underlying

getset

Gets or Sets Underlying

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/Future.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Future() [1/2]

◆ Future() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ CalculationType

◆ ContractDetails

◆ Contracts

◆ Identifiers

◆ MaturityDate

◆ RefSpotPrice

◆ StartDate

◆ Underlying