Contains data (i.e. dates and rates + metadata) for building fx forward curves More...

Inheritance diagram for Lusid.Sdk.Model.FxForwardCurveData:

[legend]

Public Member Functions
	FxForwardCurveData (DateTimeOffset baseDate=default(DateTimeOffset), string domCcy=default(string), string fgnCcy=default(string), List< DateTimeOffset > dates=default(List< DateTimeOffset >), List< decimal > rates=default(List< decimal >), string lineage=default(string), MarketDataOptions marketDataOptions=default(MarketDataOptions), ModelVersion varVersion=default(ModelVersion), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum))
	Initializes a new instance of the FxForwardCurveData 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 (FxForwardCurveData input)
	Returns true if FxForwardCurveData 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
	FxForwardCurveData ()
	Initializes a new instance of the FxForwardCurveData 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
DateTimeOffset	BaseDate `[get, set]`
	EffectiveAt date of the quoted rates More...

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

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

List< DateTimeOffset >	Dates `[get, set]`
	Dates for which the forward rates apply More...

List< decimal >	Rates `[get, set]`
	Rates provided for the fx forward (price in FgnCcy per unit of DomCcy) 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...

ModelVersion	VarVersion `[get, set]`
	Gets or Sets VarVersion More...

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

Detailed Description

Contains data (i.e. dates and rates + metadata) for building fx forward curves

Constructor & Destructor Documentation

◆ FxForwardCurveData() [1/2]

Lusid.Sdk.Model.FxForwardCurveData.FxForwardCurveData ( )

inlineprotected

Initializes a new instance of the FxForwardCurveData class.

◆ FxForwardCurveData() [2/2]

Lusid.Sdk.Model.FxForwardCurveData.FxForwardCurveData	(	DateTimeOffset	baseDate = `default(DateTimeOffset)`,
		string	domCcy = `default(string)`,
		string	fgnCcy = `default(string)`,
		List< DateTimeOffset >	dates = `default(List<DateTimeOffset>)`,
		List< decimal >	rates = `default(List<decimal>)`,
		string	lineage = `default(string)`,
		MarketDataOptions	marketDataOptions = `default(MarketDataOptions)`,
		ModelVersion	varVersion = `default(ModelVersion)`,
		MarketDataTypeEnum	marketDataType = `default(MarketDataTypeEnum)`
	)

inline

Initializes a new instance of the FxForwardCurveData class.

Parameters

baseDate	EffectiveAt date of the quoted rates (required).
domCcy	Domestic currency of the fx forward (required).
fgnCcy	Foreign currency of the fx forward (required).
dates	Dates for which the forward rates apply (required).
rates	Rates provided for the fx forward (price in FgnCcy per unit of DomCcy) (required).
lineage	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'..
marketDataOptions	marketDataOptions.
varVersion	varVersion.
marketDataType	Available values: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface. (required) (default to "FxForwardCurveData").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.FxForwardCurveData.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.FxForwardCurveData.Equals ( FxForwardCurveData input )

inline

Returns true if FxForwardCurveData instances are equal

Parameters

input Instance of FxForwardCurveData to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BaseDate

DateTimeOffset Lusid.Sdk.Model.FxForwardCurveData.BaseDate

getset

EffectiveAt date of the quoted rates

◆ Dates

List<DateTimeOffset> Lusid.Sdk.Model.FxForwardCurveData.Dates

getset

Dates for which the forward rates apply

◆ DomCcy

string Lusid.Sdk.Model.FxForwardCurveData.DomCcy

getset

Domestic currency of the fx forward

◆ FgnCcy

string Lusid.Sdk.Model.FxForwardCurveData.FgnCcy

getset

Foreign currency of the fx forward

◆ Lineage

string Lusid.Sdk.Model.FxForwardCurveData.Lineage

getset

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

◆ MarketDataOptions

MarketDataOptions Lusid.Sdk.Model.FxForwardCurveData.MarketDataOptions

getset

Gets or Sets MarketDataOptions

◆ Rates

List<decimal> Lusid.Sdk.Model.FxForwardCurveData.Rates

getset

Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)

◆ VarVersion

ModelVersion Lusid.Sdk.Model.FxForwardCurveData.VarVersion

getset

Gets or Sets VarVersion

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/FxForwardCurveData.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FxForwardCurveData() [1/2]

◆ FxForwardCurveData() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BaseDate

◆ Dates

◆ DomCcy

◆ FgnCcy

◆ Lineage

◆ MarketDataOptions

◆ Rates

◆ VarVersion