Contains data (i.e. tenors and pips + metadata) for building fx forward curves (when combined with a spot rate and a date to build on) More...
Inheritance diagram for Lusid.Sdk.Model.FxForwardTenorPipsCurveData:
Public Member Functions | |
| FxForwardTenorPipsCurveData (DateTimeOffset baseDate=default(DateTimeOffset), string domCcy=default(string), string fgnCcy=default(string), List< string > tenors=default(List< string >), List< decimal > pipRates=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 FxForwardTenorPipsCurveData 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 (FxForwardTenorPipsCurveData input) |
| Returns true if FxForwardTenorPipsCurveData 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 | |
| FxForwardTenorPipsCurveData () | |
| Initializes a new instance of the FxForwardTenorPipsCurveData 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< string > | Tenors [get, set] |
| Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097 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... | |
| 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... | |
| 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, 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 } |
| The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More... | |
Detailed Description
Contains data (i.e. tenors and pips + metadata) for building fx forward curves (when combined with a spot rate and a date to build on)
Constructor & Destructor Documentation
◆ FxForwardTenorPipsCurveData() [1/2]
|
inlineprotected |
Initializes a new instance of the FxForwardTenorPipsCurveData class.
◆ FxForwardTenorPipsCurveData() [2/2]
|
inline |
Initializes a new instance of the FxForwardTenorPipsCurveData 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). tenors Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097 (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. 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) (default to "FxForwardTenorPipsCurveData").
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 FxForwardTenorPipsCurveData instances are equal
- Parameters
-
input Instance of FxForwardTenorPipsCurveData 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
◆ Calendars
|
getset |
The list of conventions that should be used when interpreting tenors as dates.
The list of conventions that should be used when interpreting tenors as dates.
◆ 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
◆ SpotDaysCalculationType
|
getset |
Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]
Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]
◆ Tenors
|
getset |
Tenors for which the forward rates apply. For more information on tenors, see knowledge base article KA-02097
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/FxForwardTenorPipsCurveData.cs
