Indicates a dependency on an FxForwardCurve. Identical to Fx dependencies in the meaning of domestic and foreign currencies, but describes a set of fx rates. These rates are quoted rates for fx forwards, which can be used to interpolate the forward rate at a specific time in the future. In the case of pips, the absolute rates can be expressed as rate = spotFx + pips / pipsPerUnit More...
Public Member Functions | |
| FxForwardsDependency (string domesticCurrency=default(string), string foreignCurrency=default(string), string curveType=default(string), DateTimeOffset date=default(DateTimeOffset), DependencyTypeEnum dependencyType=default(DependencyTypeEnum)) | |
| Initializes a new instance of the FxForwardsDependency 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 (FxForwardsDependency input) |
| Returns true if FxForwardsDependency instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
 Public Member Functions inherited from Lusid.Sdk.Model.EconomicDependency | |
| EconomicDependency (DependencyTypeEnum dependencyType=default(DependencyTypeEnum)) | |
| Initializes a new instance of the EconomicDependency 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 (EconomicDependency input) |
| Returns true if EconomicDependency instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| FxForwardsDependency () | |
| Initializes a new instance of the FxForwardsDependency 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.EconomicDependency | |
| EconomicDependency () | |
| Initializes a new instance of the EconomicDependency class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
Properties | |
| string | DomesticCurrency [get, set] |
| DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency. More... | |
| string | ForeignCurrency [get, set] |
| ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency. More... | |
| string | CurveType [get, set] |
| Used to describe the format in which the curve is expressed e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve. More... | |
| DateTimeOffset | Date [get, set] |
| The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. More... | |
| Properties inherited from Lusid.Sdk.Model.EconomicDependency | |
| DependencyTypeEnum | DependencyType [get, set] |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More... | |
Additional Inherited Members | |
| Public Types inherited from Lusid.Sdk.Model.EconomicDependency | |
| enum class | DependencyTypeEnum { OpaqueDependency = 1 , CashDependency = 2 , DiscountingDependency = 3 , EquityCurveDependency = 4 , EquityVolDependency = 5 , FxDependency = 6 , FxForwardsDependency = 7 , FxVolDependency = 8 , IndexProjectionDependency = 9 , IrVolDependency = 10 , QuoteDependency = 11 , Vendor = 12 , CalendarDependency = 13 , InflationFixingDependency = 14 } |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More... | |
Detailed Description
Indicates a dependency on an FxForwardCurve. Identical to Fx dependencies in the meaning of domestic and foreign currencies, but describes a set of fx rates. These rates are quoted rates for fx forwards, which can be used to interpolate the forward rate at a specific time in the future. In the case of pips, the absolute rates can be expressed as rate = spotFx + pips / pipsPerUnit
Constructor & Destructor Documentation
◆ FxForwardsDependency() [1/2]
|
inlineprotected |
Initializes a new instance of the FxForwardsDependency class.
◆ FxForwardsDependency() [2/2]
|
inline |
Initializes a new instance of the FxForwardsDependency class.
- Parameters
-
domesticCurrency DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency. (required). foreignCurrency ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency. (required). curveType Used to describe the format in which the curve is expressed e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve. (required). date The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. (required). dependencyType The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency (required) (default to "FxForwardsDependency").
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 FxForwardsDependency instances are equal
- Parameters
-
input Instance of FxForwardsDependency 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.EconomicDependency.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ CurveType
|
getset |
Used to describe the format in which the curve is expressed e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve.
Used to describe the format in which the curve is expressed e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve.
◆ Date
|
getset |
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
◆ DomesticCurrency
|
getset |
DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.
DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.
◆ ForeignCurrency
|
getset |
ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.
ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.
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/FxForwardsDependency.cs
