Contains data (i.e. dates and pips + metadata) for building fx forward curves (when combined with a spot rate to build on) More...
Inheritance diagram for Lusid.Sdk.Model.FxForwardPipsCurveData:
Public Member Functions | |
| FxForwardPipsCurveData (DateTimeOffset baseDate=default(DateTimeOffset), string domCcy=default(string), string fgnCcy=default(string), List< DateTimeOffset > dates=default(List< DateTimeOffset >), List< decimal > pipRates=default(List< decimal >), string lineage=default(string), MarketDataOptions marketDataOptions=default(MarketDataOptions), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum)) | |
| Initializes a new instance of the FxForwardPipsCurveData 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 (FxForwardPipsCurveData input) |
| Returns true if FxForwardPipsCurveData 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 | |
| FxForwardPipsCurveData () | |
| Initializes a new instance of the FxForwardPipsCurveData 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 pip 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 > | PipRates [get, set] |
| Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips 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... | |
| 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 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 } |
| The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData More... | |
Detailed Description
Contains data (i.e. dates and pips + metadata) for building fx forward curves (when combined with a spot rate to build on)
Constructor & Destructor Documentation
◆ FxForwardPipsCurveData() [1/2]
|
inlineprotected |
Initializes a new instance of the FxForwardPipsCurveData class.
◆ FxForwardPipsCurveData() [2/2]
|
inline |
Initializes a new instance of the FxForwardPipsCurveData class.
- Parameters
-
baseDate EffectiveAt date of the quoted pip 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). pipRates Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips (required). lineage Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.. marketDataOptions marketDataOptions. marketDataType The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData (required) (default to "FxForwardPipsCurveData").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if FxForwardPipsCurveData instances are equal
- Parameters
-
input Instance of FxForwardPipsCurveData to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
Reimplemented from Lusid.Sdk.Model.ComplexMarketData.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ BaseDate
|
getset |
EffectiveAt date of the quoted pip rates
EffectiveAt date of the quoted pip rates
◆ Dates
|
getset |
Dates for which the forward rates apply
Dates for which the forward rates apply
◆ DomCcy
|
getset |
Domestic currency of the fx forward
Domestic currency of the fx forward
◆ FgnCcy
|
getset |
Foreign currency of the fx forward
Foreign currency of the fx forward
◆ Lineage
|
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'.
◆ MarketDataOptions
|
getset |
Gets or Sets MarketDataOptions
◆ PipRates
|
getset |
Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips
Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips
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/FxForwardPipsCurveData.cs
