Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on) More...

Inheritance diagram for Lusid.Sdk.Model.FxForwardCurveByQuoteReference:

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Public Member Functions
	FxForwardCurveByQuoteReference (string domCcy=default(string), string fgnCcy=default(string), List< string > tenors=default(List< string >), List< Dictionary< string, string >> quoteReferences=default(List< Dictionary< string, string >>), string lineage=default(string), MarketDataOptions marketDataOptions=default(MarketDataOptions), List< FxTenorConvention > calendars=default(List< FxTenorConvention >), string spotDaysCalculationType=default(string), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum))
	Initializes a new instance of the FxForwardCurveByQuoteReference 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 (FxForwardCurveByQuoteReference input)
	Returns true if FxForwardCurveByQuoteReference instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Public Member Functions inherited from Lusid.Sdk.Model.ComplexMarketData
	ComplexMarketData (MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum))
	Initializes a new instance of the ComplexMarketData 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 (ComplexMarketData input)
	Returns true if ComplexMarketData instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	FxForwardCurveByQuoteReference ()
	Initializes a new instance of the FxForwardCurveByQuoteReference 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.ComplexMarketData
	ComplexMarketData ()
	Initializes a new instance of the ComplexMarketData class. More...

IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult >	BaseValidate (ValidationContext validationContext)
	To validate all properties of the instance More...

Properties
string	DomCcy `[get, set]`
	Domestic currency of the fx forward More...

string	FgnCcy `[get, set]`
	Foreign currency of the fx forward More...

List< string >	Tenors `[get, set]`
	Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097 More...

List< Dictionary< string, string > >	QuoteReferences `[get, set]`
	For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates. Accepts an array of Dictionary<string, string>. The keys of each dictionary must be chosen from the following enumeration: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. For example: <br /> "quoteReferences": [{"ClientInternal": "SomeIdentifierForFirstTenor"},{"ClientInternal": "SomeIdentifierForSecondTenor"} More...

string	Lineage `[get, set]`
	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. More...

MarketDataOptions	MarketDataOptions `[get, set]`
	Gets or Sets MarketDataOptions More...

List< FxTenorConvention >	Calendars `[get, set]`
	The list of conventions that should be used when interpreting tenors as dates. More...

string	SpotDaysCalculationType `[get, set]`
	Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ] More...

Properties inherited from Lusid.Sdk.Model.ComplexMarketData
MarketDataTypeEnum	MarketDataType `[get, set]`
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

Additional Inherited Members
Public Types inherited from Lusid.Sdk.Model.ComplexMarketData
enum class	MarketDataTypeEnum { DiscountFactorCurveData = 1 , EquityVolSurfaceData = 2 , FxVolSurfaceData = 3 , IrVolCubeData = 4 , OpaqueMarketData = 5 , YieldCurveData = 6 , FxForwardCurveData = 7 , FxForwardPipsCurveData = 8 , FxForwardTenorCurveData = 9 , FxForwardTenorPipsCurveData = 10 , FxForwardCurveByQuoteReference = 11 , CreditSpreadCurveData = 12 , EquityCurveByPricesData = 13 , ConstantVolatilitySurface = 14 }
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

Detailed Description

Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on)

Constructor & Destructor Documentation

◆ FxForwardCurveByQuoteReference() [1/2]

Lusid.Sdk.Model.FxForwardCurveByQuoteReference.FxForwardCurveByQuoteReference ( )

inlineprotected

Initializes a new instance of the FxForwardCurveByQuoteReference class.

◆ FxForwardCurveByQuoteReference() [2/2]

Lusid.Sdk.Model.FxForwardCurveByQuoteReference.FxForwardCurveByQuoteReference	(	string	domCcy = `default(string)`,
		string	fgnCcy = `default(string)`,
		List< string >	tenors = `default(List<string>)`,
		List< Dictionary< string, string >>	quoteReferences = `default(List<Dictionary<string, string>>)`,
		string	lineage = `default(string)`,
		MarketDataOptions	marketDataOptions = `default(MarketDataOptions)`,
		List< FxTenorConvention >	calendars = `default(List<FxTenorConvention>)`,
		string	spotDaysCalculationType = `default(string)`,
		MarketDataTypeEnum	marketDataType = `default(MarketDataTypeEnum)`
	)

inline

Initializes a new instance of the FxForwardCurveByQuoteReference class.

Parameters

domCcy	Domestic currency of the fx forward (required).
fgnCcy	Foreign currency of the fx forward (required).
tenors	Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097 (required).
quoteReferences	For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates. Accepts an array of Dictionary<string, string>. The keys of each dictionary must be chosen from the following enumeration: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. For example: <br /> "quoteReferences": [{"ClientInternal": "SomeIdentifierForFirstTenor"},{"ClientInternal": "SomeIdentifierForSecondTenor"} (required).
lineage	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'..
marketDataOptions	marketDataOptions.
calendars	The list of conventions that should be used when interpreting tenors as dates..
spotDaysCalculationType	Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ].
marketDataType	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required) (default to "FxForwardCurveByQuoteReference").

Member Function Documentation

◆ BaseValidate()

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

inlineprotected

To validate all properties of the instance

Parameters

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.FxForwardCurveByQuoteReference.Equals ( FxForwardCurveByQuoteReference input )

inline

Returns true if FxForwardCurveByQuoteReference instances are equal

Parameters

input Instance of FxForwardCurveByQuoteReference to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.FxForwardCurveByQuoteReference.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FxForwardCurveByQuoteReference.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FxForwardCurveByQuoteReference.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.ComplexMarketData.

◆ ToString()

override string Lusid.Sdk.Model.FxForwardCurveByQuoteReference.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Calendars

List<FxTenorConvention> Lusid.Sdk.Model.FxForwardCurveByQuoteReference.Calendars

getset

The list of conventions that should be used when interpreting tenors as dates.

◆ DomCcy

string Lusid.Sdk.Model.FxForwardCurveByQuoteReference.DomCcy

getset

Domestic currency of the fx forward

◆ FgnCcy

string Lusid.Sdk.Model.FxForwardCurveByQuoteReference.FgnCcy

getset

Foreign currency of the fx forward

◆ Lineage

string Lusid.Sdk.Model.FxForwardCurveByQuoteReference.Lineage

getset

Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.

◆ MarketDataOptions

MarketDataOptions Lusid.Sdk.Model.FxForwardCurveByQuoteReference.MarketDataOptions

getset

Gets or Sets MarketDataOptions

◆ QuoteReferences

List<Dictionary<string, string> > Lusid.Sdk.Model.FxForwardCurveByQuoteReference.QuoteReferences

getset

For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates. Accepts an array of Dictionary<string, string>. The keys of each dictionary must be chosen from the following enumeration: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. For example: <br /> "quoteReferences": [{"ClientInternal": "SomeIdentifierForFirstTenor"},{"ClientInternal": "SomeIdentifierForSecondTenor"}

◆ SpotDaysCalculationType

string Lusid.Sdk.Model.FxForwardCurveByQuoteReference.SpotDaysCalculationType

getset

Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]

◆ Tenors

List<string> Lusid.Sdk.Model.FxForwardCurveByQuoteReference.Tenors

getset

Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097

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/FxForwardCurveByQuoteReference.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FxForwardCurveByQuoteReference() [1/2]

◆ FxForwardCurveByQuoteReference() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Calendars

◆ DomCcy

◆ FgnCcy

◆ Lineage

◆ MarketDataOptions

◆ QuoteReferences

◆ SpotDaysCalculationType

◆ Tenors