LUSID representation of a Future. Including, but not limited to, Equity Futures, Bond Futures, Index Futures, Currency Futures, and Interest Rate Futures.
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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), 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...
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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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| Future () |
| Initializes a new instance of the Future class. More...
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IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More...
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| LusidInstrument () |
| Initializes a new instance of the LusidInstrument class. More...
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IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance 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. 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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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 More...
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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
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BespokeCashFlowsLeg = 13
, Unknown = 14
, TermDeposit = 15
, ContractForDifference = 16
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EquitySwap = 17
, CashPerpetual = 18
, CapFloor = 19
, CashSettled = 20
,
CdsIndex = 21
, Basket = 22
, FundingLeg = 23
, FxSwap = 24
,
ForwardRateAgreement = 25
, SimpleInstrument = 26
, Repo = 27
, Equity = 28
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ExchangeTradedOption = 29
, ReferenceInstrument = 30
, ComplexBond = 31
, InflationLinkedBond = 32
,
InflationSwap = 33
, SimpleCashFlowLoan = 34
, TotalReturnSwap = 35
, InflationLeg = 36
,
FundShareClass = 37
, FlexibleLoan = 38
, UnsettledCash = 39
, Cash = 40
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MasteredInstrument = 41
, LoanFacility = 42
} |
| 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 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.
◆ Future() [1/2]
Lusid.Sdk.Model.Future.Future |
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Initializes a new instance of the Future class.
◆ Future() [2/2]
Lusid.Sdk.Model.Future.Future |
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DateTimeOffset |
startDate = default(DateTimeOffset) , |
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DateTimeOffset |
maturityDate = default(DateTimeOffset) , |
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Dictionary< string, string > |
identifiers = default(Dictionary<string, string>) , |
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FuturesContractDetails |
contractDetails = default(FuturesContractDetails) , |
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decimal |
contracts = default(decimal) , |
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decimal |
refSpotPrice = default(decimal) , |
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LusidInstrument |
underlying = default(LusidInstrument) , |
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string |
calculationType = default(string) , |
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InstrumentTypeEnum |
instrumentType = default(InstrumentTypeEnum) |
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Initializes a new instance of the Future class.
- Parameters
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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, UnsettledCash, Cash, MasteredInstrument, LoanFacility (required) (default to "Future"). |
◆ BaseValidate()
IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.Future.BaseValidate |
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ValidationContext |
validationContext | ) |
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inlineprotected |
To validate all properties of the instance
- Parameters
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validationContext | Validation context |
- Returns
- Validation Result
◆ Equals() [1/2]
bool Lusid.Sdk.Model.Future.Equals |
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Future |
input | ) |
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Returns true if Future instances are equal
- Parameters
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input | Instance of Future to be compared |
- Returns
- Boolean
◆ Equals() [2/2]
override bool Lusid.Sdk.Model.Future.Equals |
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object |
input | ) |
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inline |
Returns true if objects are equal
- Parameters
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input | Object to be compared |
- Returns
- Boolean
◆ GetHashCode()
override int Lusid.Sdk.Model.Future.GetHashCode |
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Gets the hash code
- Returns
- Hash code
◆ ToJson()
override string Lusid.Sdk.Model.Future.ToJson |
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◆ ToString()
override string Lusid.Sdk.Model.Future.ToString |
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Returns the string presentation of the object
- Returns
- String presentation of the object
◆ CalculationType
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].
◆ ContractDetails
Gets or Sets ContractDetails
◆ Contracts
decimal Lusid.Sdk.Model.Future.Contracts |
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getset |
The number of contracts held.
The number of contracts held.
◆ Identifiers
Dictionary<string, string> Lusid.Sdk.Model.Future.Identifiers |
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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 |
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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.
◆ RefSpotPrice
decimal Lusid.Sdk.Model.Future.RefSpotPrice |
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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 |
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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
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