LUSID C# SDK
Public Types | Public Member Functions | Protected Member Functions | Properties | List of all members
Lusid.Sdk.Model.FxForwardAllOf Class Reference

FxForwardAllOf More...

Inheritance diagram for Lusid.Sdk.Model.FxForwardAllOf:
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Public Types

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 , FlexibleLoan = 38
}
 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...
 

Public Member Functions

 FxForwardAllOf (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 FxForwardAllOf class. More...
 
override string ToString ()
 Returns the string presentation of the object More...
 
virtual 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 (FxForwardAllOf input)
 Returns true if FxForwardAllOf instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 FxForwardAllOf ()
 Initializes a new instance of the FxForwardAllOf class. More...
 

Properties

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...
 
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. 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...
 

Detailed Description

FxForwardAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

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

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

Enumerator
QuotedSecurity 

Enum QuotedSecurity for value: QuotedSecurity

InterestRateSwap 

Enum InterestRateSwap for value: InterestRateSwap

FxForward 

Enum FxForward for value: FxForward

Future 

Enum Future for value: Future

ExoticInstrument 

Enum ExoticInstrument for value: ExoticInstrument

FxOption 

Enum FxOption for value: FxOption

CreditDefaultSwap 

Enum CreditDefaultSwap for value: CreditDefaultSwap

InterestRateSwaption 

Enum InterestRateSwaption for value: InterestRateSwaption

Bond 

Enum Bond for value: Bond

EquityOption 

Enum EquityOption for value: EquityOption

FixedLeg 

Enum FixedLeg for value: FixedLeg

FloatingLeg 

Enum FloatingLeg for value: FloatingLeg

BespokeCashFlowsLeg 

Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg

Unknown 

Enum Unknown for value: Unknown

TermDeposit 

Enum TermDeposit for value: TermDeposit

ContractForDifference 

Enum ContractForDifference for value: ContractForDifference

EquitySwap 

Enum EquitySwap for value: EquitySwap

CashPerpetual 

Enum CashPerpetual for value: CashPerpetual

CapFloor 

Enum CapFloor for value: CapFloor

CashSettled 

Enum CashSettled for value: CashSettled

CdsIndex 

Enum CdsIndex for value: CdsIndex

Basket 

Enum Basket for value: Basket

FundingLeg 

Enum FundingLeg for value: FundingLeg

FxSwap 

Enum FxSwap for value: FxSwap

ForwardRateAgreement 

Enum ForwardRateAgreement for value: ForwardRateAgreement

SimpleInstrument 

Enum SimpleInstrument for value: SimpleInstrument

Repo 

Enum Repo for value: Repo

Equity 

Enum Equity for value: Equity

ExchangeTradedOption 

Enum ExchangeTradedOption for value: ExchangeTradedOption

ReferenceInstrument 

Enum ReferenceInstrument for value: ReferenceInstrument

ComplexBond 

Enum ComplexBond for value: ComplexBond

InflationLinkedBond 

Enum InflationLinkedBond for value: InflationLinkedBond

InflationSwap 

Enum InflationSwap for value: InflationSwap

SimpleCashFlowLoan 

Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan

TotalReturnSwap 

Enum TotalReturnSwap for value: TotalReturnSwap

InflationLeg 

Enum InflationLeg for value: InflationLeg

FundShareClass 

Enum FundShareClass for value: FundShareClass

FlexibleLoan 

Enum FlexibleLoan for value: FlexibleLoan

Constructor & Destructor Documentation

◆ FxForwardAllOf() [1/2]

Lusid.Sdk.Model.FxForwardAllOf.FxForwardAllOf ( )
inlineprotected

Initializes a new instance of the FxForwardAllOf class.

◆ FxForwardAllOf() [2/2]

Lusid.Sdk.Model.FxForwardAllOf.FxForwardAllOf ( 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 FxForwardAllOf 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. (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 "Non-Deliverable" 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, FlexibleLoan (required).

Member Function Documentation

◆ Equals() [1/2]

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

Returns true if FxForwardAllOf instances are equal

Parameters
inputInstance of FxForwardAllOf to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.FxForwardAllOf.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ BookedAsSpot

bool Lusid.Sdk.Model.FxForwardAllOf.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.FxForwardAllOf.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.FxForwardAllOf.DomCcy
getset

The domestic currency of the instrument.

The domestic currency of the instrument.

◆ FgnAmount

decimal Lusid.Sdk.Model.FxForwardAllOf.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.FxForwardAllOf.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.

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.

◆ FixingDate

DateTimeOffset Lusid.Sdk.Model.FxForwardAllOf.FixingDate
getset

The fixing date.

The fixing date.

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.FxForwardAllOf.InstrumentType
getset

◆ IsNdf

bool Lusid.Sdk.Model.FxForwardAllOf.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

DateTimeOffset Lusid.Sdk.Model.FxForwardAllOf.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.FxForwardAllOf.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.FxForwardAllOf.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.FxForwardAllOf.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: