For indicating a dependency on an fx rate. For example domestic-foreign for USD-JPY means that 1 unit (dollar) of domestic currency will buy you "X" units of foreign (Yen) currency; currently somewhere around 100. This is equivalently denoted as USDJPY and USD/JPY On the assumption that you wish to convert an amount in the domestic currency to the foreign, you would want the (dom,fgn) dependency; domfgn currency pair. On the assumption that you wish to convert an amount in the foreign currency to the domestic, you would want the (fgn,dom) dependency; fgndom currency pair. NB: There alternate descriptions for currency pairs that seem to vary between different banks and sectors of the industry, e.g. base and contract In pricing we are taking the convention that we will convert from FGN to DOM by DIVIDING through by the DOMFGN spot rate. More...
Public Member Functions | |
| FxDependency (string domesticCurrency=default(string), string foreignCurrency=default(string), DateTimeOffset date=default(DateTimeOffset), DependencyTypeEnum dependencyType=default(DependencyTypeEnum)) | |
| Initializes a new instance of the FxDependency 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 (FxDependency input) |
| Returns true if FxDependency instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
 Public Member Functions inherited from Lusid.Sdk.Model.EconomicDependency | |
| EconomicDependency (DependencyTypeEnum dependencyType=default(DependencyTypeEnum)) | |
| Initializes a new instance of the EconomicDependency 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 (EconomicDependency input) |
| Returns true if EconomicDependency instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| FxDependency () | |
| Initializes a new instance of the FxDependency 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.EconomicDependency | |
| EconomicDependency () | |
| Initializes a new instance of the EconomicDependency class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
Properties | |
| string | DomesticCurrency [get, set] |
| DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency. More... | |
| string | ForeignCurrency [get, set] |
| ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency. More... | |
| DateTimeOffset | Date [get, set] |
| The effectiveAt of the fx rate. More... | |
| Properties inherited from Lusid.Sdk.Model.EconomicDependency | |
| DependencyTypeEnum | DependencyType [get, set] |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More... | |
Additional Inherited Members | |
| Public Types inherited from Lusid.Sdk.Model.EconomicDependency | |
| enum class | DependencyTypeEnum { OpaqueDependency = 1 , CashDependency = 2 , DiscountingDependency = 3 , EquityCurveDependency = 4 , EquityVolDependency = 5 , FxDependency = 6 , FxForwardsDependency = 7 , FxVolDependency = 8 , IndexProjectionDependency = 9 , IrVolDependency = 10 , QuoteDependency = 11 , Vendor = 12 , CalendarDependency = 13 , InflationFixingDependency = 14 } |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More... | |
Detailed Description
For indicating a dependency on an fx rate. For example domestic-foreign for USD-JPY means that 1 unit (dollar) of domestic currency will buy you "X" units of foreign (Yen) currency; currently somewhere around 100. This is equivalently denoted as USDJPY and USD/JPY On the assumption that you wish to convert an amount in the domestic currency to the foreign, you would want the (dom,fgn) dependency; domfgn currency pair. On the assumption that you wish to convert an amount in the foreign currency to the domestic, you would want the (fgn,dom) dependency; fgndom currency pair. NB: There alternate descriptions for currency pairs that seem to vary between different banks and sectors of the industry, e.g. base and contract In pricing we are taking the convention that we will convert from FGN to DOM by DIVIDING through by the DOMFGN spot rate.
Constructor & Destructor Documentation
◆ FxDependency() [1/2]
|
inlineprotected |
Initializes a new instance of the FxDependency class.
◆ FxDependency() [2/2]
|
inline |
Initializes a new instance of the FxDependency class.
- Parameters
-
domesticCurrency DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency. (required). foreignCurrency ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency. (required). date The effectiveAt of the fx rate. (required). dependencyType The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency (required) (default to "FxDependency").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if FxDependency instances are equal
- Parameters
-
input Instance of FxDependency to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.EconomicDependency.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ Date
|
getset |
The effectiveAt of the fx rate.
The effectiveAt of the fx rate.
◆ DomesticCurrency
|
getset |
DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.
DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.
◆ ForeignCurrency
|
getset |
ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.
ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.
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/FxDependency.cs
