LUSID C# SDK
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Lusid.Sdk.Model.FxForward Class Reference

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...

Inheritance diagram for Lusid.Sdk.Model.FxForward:
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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 &quot;Non-Deliverable&quot; 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 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
}
 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 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]

Lusid.Sdk.Model.FxForward.FxForward ( )
inlineprotected

Initializes a new instance of the FxForward class.

◆ FxForward() [2/2]

Lusid.Sdk.Model.FxForward.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) 
)
inline

Initializes a new instance of the FxForward class.

Parameters
startDateThe start date of the instrument. This is normally synonymous with the trade-date. (required).
maturityDateThe 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).
domAmountThe amount that is to be paid in the domestic currency on the maturity date. (required).
domCcyThe domestic currency of the instrument. (required).
fgnAmountThe amount that is to be paid in the foreign currency on the maturity date. (required).
fgnCcyThe 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).
refSpotRateThe reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time)..
isNdfIs the contract an Fx-Forward of &quot;Non-Deliverable&quot; type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used..
fixingDateThe fixing date..
settlementCcyThe settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards..
bookedAsSpotBoolean 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..
instrumentTypeThe 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 (required) (default to "FxForward").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.FxForward.BaseValidate ( ValidationContext  validationContext)
inlineprotected

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.FxForward.Equals ( FxForward  input)
inline

Returns true if FxForward instances are equal

Parameters
inputInstance of FxForward to be compared
Returns
Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.FxForward.Equals ( object  input)
inline

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FxForward.GetHashCode ( )
inline

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FxForward.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.FxForward.ToString ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ BookedAsSpot

bool Lusid.Sdk.Model.FxForward.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

decimal Lusid.Sdk.Model.FxForward.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

string Lusid.Sdk.Model.FxForward.DomCcy
getset

The domestic currency of the instrument.

The domestic currency of the instrument.

◆ FgnAmount

decimal Lusid.Sdk.Model.FxForward.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

string Lusid.Sdk.Model.FxForward.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

DateTimeOffset Lusid.Sdk.Model.FxForward.FixingDate
getset

The fixing date.

The fixing date.

◆ IsNdf

bool Lusid.Sdk.Model.FxForward.IsNdf
getset

Is the contract an Fx-Forward of &quot;Non-Deliverable&quot; 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 &quot;Non-Deliverable&quot; type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used.

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.FxForward.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

decimal Lusid.Sdk.Model.FxForward.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

string Lusid.Sdk.Model.FxForward.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

DateTimeOffset Lusid.Sdk.Model.FxForward.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: