LUSID C# SDK
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Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on) More...
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... | |
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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... | |
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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: "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... | |
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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 | |
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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... | |
Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on)
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inlineprotected |
Initializes a new instance of the FxForwardCurveByQuoteReference class.
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inline |
Initializes a new instance of the FxForwardCurveByQuoteReference class.
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: "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"). |
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inlineprotected |
To validate all properties of the instance
validationContext | Validation context |
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inline |
Returns true if FxForwardCurveByQuoteReference instances are equal
input | Instance of FxForwardCurveByQuoteReference to be compared |
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inline |
Returns true if objects are equal
input | Object to be compared |
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inline |
Gets the hash code
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inlinevirtual |
Returns the JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.ComplexMarketData.
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inline |
Returns the string presentation of the object
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getset |
The list of conventions that should be used when interpreting tenors as dates.
The list of conventions that should be used when interpreting tenors as dates.
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getset |
Domestic currency of the fx forward
Domestic currency of the fx forward
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getset |
Foreign currency of the fx forward
Foreign currency of the fx forward
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getset |
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
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getset |
Gets or Sets MarketDataOptions
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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: "quoteReferences": [{"ClientInternal": "SomeIdentifierForFirstTenor"},{"ClientInternal": "SomeIdentifierForSecondTenor"}
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: "quoteReferences": [{"ClientInternal": "SomeIdentifierForFirstTenor"},{"ClientInternal": "SomeIdentifierForSecondTenor"}
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getset |
Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]
Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]
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getset |
Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097
Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097