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| | 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), MarkToMarketConventions markToMarketConventions=default(MarkToMarketConventions), decimal refSpotPrice=default(decimal), LusidInstrument underlying=default(LusidInstrument), string calculationType=default(string), TradingConventions tradingConventions=default(TradingConventions), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) |
| | Initializes a new instance of the Future class. More...
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| override string | ToString () |
| | Returns the string presentation of the object More...
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| override string | ToJson () |
| | Returns the JSON string presentation of the object More...
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| override bool | Equals (object input) |
| | Returns true if objects are equal More...
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| bool | Equals (Future input) |
| | Returns true if Future instances are equal More...
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| override int | GetHashCode () |
| | Gets the hash code More...
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| | LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) |
| | Initializes a new instance of the LusidInstrument class. More...
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| override string | ToString () |
| | Returns the string presentation of the object More...
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| override bool | Equals (object input) |
| | Returns true if objects are equal More...
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| bool | Equals (LusidInstrument input) |
| | Returns true if LusidInstrument instances are equal More...
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| override int | GetHashCode () |
| | Gets the hash code More...
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| DateTimeOffset | StartDate [get, set] |
| | The start date of the instrument. This is normally synonymous with the trade-date. More...
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| 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...
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| Dictionary< string, string > | Identifiers [get, set] |
| | External market codes and identifiers for the bond, e.g. ISIN. More...
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| FuturesContractDetails | ContractDetails [get, set] |
| | Gets or Sets ContractDetails More...
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| decimal | Contracts [get, set] |
| | The number of contracts held. This is optional and will default to 1 if not set. Instrument events will only work when this field is 1. We recommend not using this field and instead relying on the number of holdings to represent the number of futures contracts. More...
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| MarkToMarketConventions | MarkToMarketConventions [get, set] |
| | Gets or Sets MarkToMarketConventions More...
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| decimal | RefSpotPrice [get, set] |
| | The reference spot price for the future at which the contract was entered into. More...
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| LusidInstrument | Underlying [get, set] |
| | Gets or Sets Underlying More...
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| 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...
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| TradingConventions | TradingConventions [get, set] |
| | Gets or Sets TradingConventions More...
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| 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit More...
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| enum class | InstrumentTypeEnum {
QuotedSecurity = 1
, InterestRateSwap = 2
, FxForward = 3
, Future = 4
,
ExoticInstrument = 5
, FxOption = 6
, CreditDefaultSwap = 7
, InterestRateSwaption = 8
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Bond = 9
, EquityOption = 10
, FixedLeg = 11
, FloatingLeg = 12
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BespokeCashFlowsLeg = 13
, Unknown = 14
, TermDeposit = 15
, ContractForDifference = 16
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EquitySwap = 17
, CashPerpetual = 18
, CapFloor = 19
, CashSettled = 20
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CdsIndex = 21
, Basket = 22
, FundingLeg = 23
, FxSwap = 24
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ForwardRateAgreement = 25
, SimpleInstrument = 26
, Repo = 27
, Equity = 28
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ExchangeTradedOption = 29
, ReferenceInstrument = 30
, ComplexBond = 31
, InflationLinkedBond = 32
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InflationSwap = 33
, SimpleCashFlowLoan = 34
, TotalReturnSwap = 35
, InflationLeg = 36
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FundShareClass = 37
, FlexibleLoan = 38
, UnsettledCash = 39
, Cash = 40
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MasteredInstrument = 41
, LoanFacility = 42
, FlexibleDeposit = 43
} |
| | 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit More...
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LUSID representation of a Future. Including, but not limited to, Equity Futures, Bond Futures, Index Futures, Currency Futures, and Interest Rate Futures.
| string Lusid.Sdk.Model.Future.CalculationType |
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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].
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].
| DateTimeOffset Lusid.Sdk.Model.Future.MaturityDate |
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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.
Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument