FxForwardCurveByQuoteReferenceAllOf More...

Inheritance diagram for Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf:

Public Types
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...

Public Member Functions
	FxForwardCurveByQuoteReferenceAllOf (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 FxForwardCurveByQuoteReferenceAllOf 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 (FxForwardCurveByQuoteReferenceAllOf input)
	Returns true if FxForwardCurveByQuoteReferenceAllOf instances are equal More...

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

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

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

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...

Detailed Description

FxForwardCurveByQuoteReferenceAllOf

Member Enumeration Documentation

◆ MarketDataTypeEnum

enum Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.MarketDataTypeEnum

strong

The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface

Enumerator
DiscountFactorCurveData	Enum DiscountFactorCurveData for value: DiscountFactorCurveData
EquityVolSurfaceData	Enum EquityVolSurfaceData for value: EquityVolSurfaceData
FxVolSurfaceData	Enum FxVolSurfaceData for value: FxVolSurfaceData
IrVolCubeData	Enum IrVolCubeData for value: IrVolCubeData
OpaqueMarketData	Enum OpaqueMarketData for value: OpaqueMarketData
YieldCurveData	Enum YieldCurveData for value: YieldCurveData
FxForwardCurveData	Enum FxForwardCurveData for value: FxForwardCurveData
FxForwardPipsCurveData	Enum FxForwardPipsCurveData for value: FxForwardPipsCurveData
FxForwardTenorCurveData	Enum FxForwardTenorCurveData for value: FxForwardTenorCurveData
FxForwardTenorPipsCurveData	Enum FxForwardTenorPipsCurveData for value: FxForwardTenorPipsCurveData
FxForwardCurveByQuoteReference	Enum FxForwardCurveByQuoteReference for value: FxForwardCurveByQuoteReference
CreditSpreadCurveData	Enum CreditSpreadCurveData for value: CreditSpreadCurveData
EquityCurveByPricesData	Enum EquityCurveByPricesData for value: EquityCurveByPricesData
ConstantVolatilitySurface	Enum ConstantVolatilitySurface for value: ConstantVolatilitySurface

Constructor & Destructor Documentation

◆ FxForwardCurveByQuoteReferenceAllOf() [1/2]

Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.FxForwardCurveByQuoteReferenceAllOf ( )

inlineprotected

Initializes a new instance of the FxForwardCurveByQuoteReferenceAllOf class.

◆ FxForwardCurveByQuoteReferenceAllOf() [2/2]

Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.FxForwardCurveByQuoteReferenceAllOf	(	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 FxForwardCurveByQuoteReferenceAllOf 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).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if FxForwardCurveByQuoteReferenceAllOf instances are equal

Parameters

input Instance of FxForwardCurveByQuoteReferenceAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Calendars

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

getset

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

◆ DomCcy

string Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.DomCcy

getset

Domestic currency of the fx forward

◆ FgnCcy

string Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.FgnCcy

getset

Foreign currency of the fx forward

◆ Lineage

string Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.Lineage

getset

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

◆ MarketDataOptions

MarketDataOptions Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.MarketDataOptions

getset

Gets or Sets MarketDataOptions

◆ MarketDataType

MarketDataTypeEnum Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.MarketDataType

getset

◆ QuoteReferences

List<Dictionary<string, string> > Lusid.Sdk.Model.FxForwardCurveByQuoteReferenceAllOf.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.FxForwardCurveByQuoteReferenceAllOf.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.FxForwardCurveByQuoteReferenceAllOf.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/FxForwardCurveByQuoteReferenceAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ MarketDataTypeEnum

Constructor & Destructor Documentation

◆ FxForwardCurveByQuoteReferenceAllOf() [1/2]

◆ FxForwardCurveByQuoteReferenceAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Calendars

◆ DomCcy

◆ FgnCcy

◆ Lineage

◆ MarketDataOptions

◆ MarketDataType

◆ QuoteReferences

◆ SpotDaysCalculationType

◆ Tenors