Inheritance diagram for Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf:

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

Public Member Functions
	FxForwardTenorCurveDataAllOf (DateTimeOffset baseDate=default(DateTimeOffset), string domCcy=default(string), string fgnCcy=default(string), List< string > tenors=default(List< string >), List< decimal > rates=default(List< decimal >), 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 FxForwardTenorCurveDataAllOf 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 (FxForwardTenorCurveDataAllOf input)
	Returns true if FxForwardTenorCurveDataAllOf instances are equal More...

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

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

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

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< string >	Tenors `[get, set]`
	Tenors 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...

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

FxForwardTenorCurveDataAllOf

Member Enumeration Documentation

◆ MarketDataTypeEnum

enum Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.MarketDataTypeEnum

strong

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

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

Constructor & Destructor Documentation

◆ FxForwardTenorCurveDataAllOf() [1/2]

Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.FxForwardTenorCurveDataAllOf ( )

inlineprotected

Initializes a new instance of the FxForwardTenorCurveDataAllOf class.

◆ FxForwardTenorCurveDataAllOf() [2/2]

Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.FxForwardTenorCurveDataAllOf	(	DateTimeOffset	baseDate = `default(DateTimeOffset)`,
		string	domCcy = `default(string)`,
		string	fgnCcy = `default(string)`,
		List< string >	tenors = `default(List<string>)`,
		List< decimal >	rates = `default(List<decimal>)`,
		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 FxForwardTenorCurveDataAllOf 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).
tenors	Tenors 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.
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 (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if FxForwardTenorCurveDataAllOf instances are equal

Parameters

input Instance of FxForwardTenorCurveDataAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BaseDate

DateTimeOffset Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.BaseDate

getset

EffectiveAt date of the quoted rates

◆ Calendars

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

getset

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

◆ DomCcy

string Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.DomCcy

getset

Domestic currency of the fx forward

◆ FgnCcy

string Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.FgnCcy

getset

Foreign currency of the fx forward

◆ Lineage

string Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.Lineage

getset

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

◆ MarketDataOptions

MarketDataOptions Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.MarketDataOptions

getset

Gets or Sets MarketDataOptions

◆ MarketDataType

MarketDataTypeEnum Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.MarketDataType

getset

◆ Rates

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

getset

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

◆ SpotDaysCalculationType

string Lusid.Sdk.Model.FxForwardTenorCurveDataAllOf.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.FxForwardTenorCurveDataAllOf.Tenors

getset

Tenors for which the forward rates apply

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/FxForwardTenorCurveDataAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ MarketDataTypeEnum

Constructor & Destructor Documentation

◆ FxForwardTenorCurveDataAllOf() [1/2]

◆ FxForwardTenorCurveDataAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BaseDate

◆ Calendars

◆ DomCcy

◆ FgnCcy

◆ Lineage

◆ MarketDataOptions

◆ MarketDataType

◆ Rates

◆ SpotDaysCalculationType

◆ Tenors