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

FxForwardModelOptions More...

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

enum class  ForwardRateObservableTypeEnum {
  ForwardPoints = 1 , ForwardRate = 2 , RatesCurve = 3 , FxForwardCurve = 4 ,
  Invalid = 5
}
 The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid More...
 
enum class  DiscountingMethodEnum { Standard = 1 , ConstantTimeValueOfMoney = 2 , Invalid = 3 }
 The available values are: Standard, ConstantTimeValueOfMoney, Invalid More...
 
- Public Types inherited from Lusid.Sdk.Model.ModelOptions
enum class  ModelOptionsTypeEnum {
  Invalid = 1 , OpaqueModelOptions = 2 , EmptyModelOptions = 3 , IndexModelOptions = 4 ,
  FxForwardModelOptions = 5 , FundingLegModelOptions = 6 , EquityModelOptions = 7
}
 The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions More...
 

Public Member Functions

 FxForwardModelOptions (ForwardRateObservableTypeEnum forwardRateObservableType=default(ForwardRateObservableTypeEnum), DiscountingMethodEnum discountingMethod=default(DiscountingMethodEnum), bool convertToReportCcy=default(bool), ModelOptionsTypeEnum modelOptionsType=default(ModelOptionsTypeEnum))
 Initializes a new instance of the FxForwardModelOptions 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 (FxForwardModelOptions input)
 Returns true if FxForwardModelOptions instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 
- Public Member Functions inherited from Lusid.Sdk.Model.ModelOptions
 ModelOptions (ModelOptionsTypeEnum modelOptionsType=default(ModelOptionsTypeEnum))
 Initializes a new instance of the ModelOptions 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 (ModelOptions input)
 Returns true if ModelOptions instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 FxForwardModelOptions ()
 Initializes a new instance of the FxForwardModelOptions 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.ModelOptions
 ModelOptions ()
 Initializes a new instance of the ModelOptions class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 

Properties

ForwardRateObservableTypeEnum ForwardRateObservableType [get, set]
 The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid More...
 
DiscountingMethodEnum DiscountingMethod [get, set]
 The available values are: Standard, ConstantTimeValueOfMoney, Invalid More...
 
bool ConvertToReportCcy [get, set]
 Convert all FX flows to the report currency By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base. More...
 
- Properties inherited from Lusid.Sdk.Model.ModelOptions
ModelOptionsTypeEnum ModelOptionsType [get, set]
 The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions More...
 

Detailed Description

FxForwardModelOptions

Member Enumeration Documentation

◆ DiscountingMethodEnum

The available values are: Standard, ConstantTimeValueOfMoney, Invalid

The available values are: Standard, ConstantTimeValueOfMoney, Invalid

Enumerator
Standard 

Enum Standard for value: Standard

ConstantTimeValueOfMoney 

Enum ConstantTimeValueOfMoney for value: ConstantTimeValueOfMoney

Invalid 

Enum Invalid for value: Invalid

◆ ForwardRateObservableTypeEnum

The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid

The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid

Enumerator
ForwardPoints 

Enum ForwardPoints for value: ForwardPoints

ForwardRate 

Enum ForwardRate for value: ForwardRate

RatesCurve 

Enum RatesCurve for value: RatesCurve

FxForwardCurve 

Enum FxForwardCurve for value: FxForwardCurve

Invalid 

Enum Invalid for value: Invalid

Constructor & Destructor Documentation

◆ FxForwardModelOptions() [1/2]

Lusid.Sdk.Model.FxForwardModelOptions.FxForwardModelOptions ( )
inlineprotected

Initializes a new instance of the FxForwardModelOptions class.

◆ FxForwardModelOptions() [2/2]

Lusid.Sdk.Model.FxForwardModelOptions.FxForwardModelOptions ( ForwardRateObservableTypeEnum  forwardRateObservableType = default(ForwardRateObservableTypeEnum),
DiscountingMethodEnum  discountingMethod = default(DiscountingMethodEnum),
bool  convertToReportCcy = default(bool),
ModelOptionsTypeEnum  modelOptionsType = default(ModelOptionsTypeEnum) 
)
inline

Initializes a new instance of the FxForwardModelOptions class.

Parameters
forwardRateObservableTypeThe available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid (required).
discountingMethodThe available values are: Standard, ConstantTimeValueOfMoney, Invalid (required).
convertToReportCcyConvert all FX flows to the report currency By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base. (required).
modelOptionsTypeThe available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions (required) (default to "FxForwardModelOptions").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if FxForwardModelOptions instances are equal

Parameters
inputInstance of FxForwardModelOptions to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FxForwardModelOptions.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.ModelOptions.

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ ConvertToReportCcy

bool Lusid.Sdk.Model.FxForwardModelOptions.ConvertToReportCcy
getset

Convert all FX flows to the report currency By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base.

Convert all FX flows to the report currency By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base.

◆ DiscountingMethod

DiscountingMethodEnum Lusid.Sdk.Model.FxForwardModelOptions.DiscountingMethod
getset

The available values are: Standard, ConstantTimeValueOfMoney, Invalid

The available values are: Standard, ConstantTimeValueOfMoney, Invalid

◆ ForwardRateObservableType

ForwardRateObservableTypeEnum Lusid.Sdk.Model.FxForwardModelOptions.ForwardRateObservableType
getset

The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid

The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid


The documentation for this class was generated from the following file: