LUSID representation of an FX Forward. Including FX Spot and Non-Deliverable Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | DomesticLeg | Cash flows in the domestic currency of the forward. | | 2 | ForeignLeg | Cash flows in the foreign currency of the forward (not present for non-deliverable forwards). | More...
Public Member Functions | |
| FxForward (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), decimal domAmount=default(decimal), string domCcy=default(string), decimal fgnAmount=default(decimal), string fgnCcy=default(string), decimal refSpotRate=default(decimal), bool isNdf=default(bool), DateTimeOffset fixingDate=default(DateTimeOffset), string settlementCcy=default(string), bool bookedAsSpot=default(bool), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the FxForward 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 (FxForward input) |
| Returns true if FxForward 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 | |
| FxForward () | |
| Initializes a new instance of the FxForward 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... | |
| decimal | DomAmount [get, set] |
| The amount that is to be paid in the domestic currency on the maturity date. More... | |
| string | DomCcy [get, set] |
| The domestic currency of the instrument. More... | |
| decimal | FgnAmount [get, set] |
| The amount that is to be paid in the foreign currency on the maturity date. More... | |
| string | FgnCcy [get, set] |
| The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio. More... | |
| decimal | RefSpotRate [get, set] |
| The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time). More... | |
| bool | IsNdf [get, set] |
| Is the contract an Fx-Forward of "Non-Deliverable" type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used. More... | |
| DateTimeOffset | FixingDate [get, set] |
| The fixing date. More... | |
| string | SettlementCcy [get, set] |
| The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards. More... | |
| bool | BookedAsSpot [get, set] |
| Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided. For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors. 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... | |
Detailed Description
LUSID representation of an FX Forward. Including FX Spot and Non-Deliverable Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | DomesticLeg | Cash flows in the domestic currency of the forward. | | 2 | ForeignLeg | Cash flows in the foreign currency of the forward (not present for non-deliverable forwards). |
Constructor & Destructor Documentation
◆ FxForward() [1/2]
|
inlineprotected |
Initializes a new instance of the FxForward class.
◆ FxForward() [2/2]
|
inline |
Initializes a new instance of the FxForward 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). domAmount The amount that is to be paid in the domestic currency on the maturity date. (required). domCcy The domestic currency of the instrument. (required). fgnAmount The amount that is to be paid in the foreign currency on the maturity date. (required). fgnCcy The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio. (required). refSpotRate The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).. isNdf Is the contract an Fx-Forward of "Non-Deliverable" type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used.. fixingDate The fixing date.. settlementCcy The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.. bookedAsSpot Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided. For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.. 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 "FxForward").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
◆ 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.LusidInstrument.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ BookedAsSpot
|
getset |
Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided. For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.
Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided. For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.
◆ DomAmount
|
getset |
The amount that is to be paid in the domestic currency on the maturity date.
The amount that is to be paid in the domestic currency on the maturity date.
◆ DomCcy
|
getset |
The domestic currency of the instrument.
The domestic currency of the instrument.
◆ FgnAmount
|
getset |
The amount that is to be paid in the foreign currency on the maturity date.
The amount that is to be paid in the foreign currency on the maturity date.
◆ FgnCcy
|
getset |
The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio.
The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio.
◆ FixingDate
|
getset |
The fixing date.
The fixing date.
◆ IsNdf
|
getset |
Is the contract an Fx-Forward of "Non-Deliverable" type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used.
Is the contract an Fx-Forward of "Non-Deliverable" type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used.
◆ 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.
◆ RefSpotRate
|
getset |
The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).
The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).
◆ SettlementCcy
|
getset |
The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.
The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.
◆ 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.
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/FxForward.cs
