Inheritance diagram for Lusid.Sdk.Model.FxOptionAllOf:

Public Types
enum class	InstrumentTypeEnum { QuotedSecurity = 1 , InterestRateSwap = 2 , FxForward = 3 , Future = 4 , ExoticInstrument = 5 , FxOption = 6 , CreditDefaultSwap = 7 , InterestRateSwaption = 8 , Bond = 9 , EquityOption = 10 , FixedLeg = 11 , FloatingLeg = 12 , BespokeCashFlowsLeg = 13 , Unknown = 14 , TermDeposit = 15 , ContractForDifference = 16 , EquitySwap = 17 , CashPerpetual = 18 , CapFloor = 19 , CashSettled = 20 , CdsIndex = 21 , Basket = 22 , FundingLeg = 23 , FxSwap = 24 , ForwardRateAgreement = 25 , SimpleInstrument = 26 , Repo = 27 , Equity = 28 , ExchangeTradedOption = 29 , ReferenceInstrument = 30 , ComplexBond = 31 , InflationLinkedBond = 32 , InflationSwap = 33 , SimpleCashFlowLoan = 34 , TotalReturnSwap = 35 , InflationLeg = 36 , FundShareClass = 37 , FlexibleLoan = 38 }
	The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan More...

Public Member Functions
	FxOptionAllOf (DateTimeOffset startDate=default(DateTimeOffset), string domCcy=default(string), decimal? domAmount=default(decimal?), string fgnCcy=default(string), decimal? fgnAmount=default(decimal?), decimal? strike=default(decimal?), List< Barrier > barriers=default(List< Barrier >), string exerciseType=default(string), bool isCallNotPut=default(bool), bool isDeliveryNotCash=default(bool), bool isPayoffDigital=default(bool), DateTimeOffset optionMaturityDate=default(DateTimeOffset), DateTimeOffset optionSettlementDate=default(DateTimeOffset), string payoutStyle=default(string), Premium premium=default(Premium), List< Touch > touches=default(List< Touch >), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the FxOptionAllOf 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 (FxOptionAllOf input)
	Returns true if FxOptionAllOf instances are equal More...

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

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

Properties
InstrumentTypeEnum	InstrumentType `[get, set]`
	The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan More...

DateTimeOffset	StartDate `[get, set]`
	The start date of the instrument. This is normally synonymous with the trade-date. More...

string	DomCcy `[get, set]`
	The domestic currency of the instrument. More...

decimal?	DomAmount `[get, set]`
	The Amount of DomCcy that will be exchanged if the option is exercised. This amount should be a positive number, with the Call/Put flag used to indicate direction. The corresponding amount of FgnCcy that will be exchanged is this amount times the strike. Note there is no rounding performed on this computed value. This is an optional field, if not set the option ContractSize will default to 1. More...

string	FgnCcy `[get, set]`
	The foreign currency of the FX. More...

decimal?	FgnAmount `[get, set]`
	For a vanilla FxOption contract, FgnAmount cannot be set. In case of a digital FxOption (IsPayoffDigital==true) a payoff (if the option is in the money) can be either in domestic or in foreign currency - for the latter FgnAmount must be set. Note: It is invalid to have FgnAmount and DomAmount at the same time. More...

decimal?	Strike `[get, set]`
	The strike of the option. More...

List< Barrier >	Barriers `[get, set]`
	For a barrier option the list should not be empty. Up to two barriers are supported. An option cannot be at the same time barrier- and touch-option. One (or both) of the lists must be empty. More...

string	ExerciseType `[get, set]`
	Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American]. More...

bool	IsCallNotPut `[get, set]`
	True if the option is a call, false if the option is a put. More...

bool	IsDeliveryNotCash `[get, set]`
	True if the option delivers the FX underlying, False if the option is settled in cash. More...

bool	IsPayoffDigital `[get, set]`
	By default IsPayoffDigital is false. If IsPayoffDigital=true, the option is 'digital', and the option payoff is 0 or 1 unit of currency, instead of a vanilla CallPayoff=max(spot-strike,0) or PutPayoff=max(strike-spot,0). More...

DateTimeOffset	OptionMaturityDate `[get, set]`
	The maturity date of the option. More...

DateTimeOffset	OptionSettlementDate `[get, set]`
	The settlement date of the option. More...

string	PayoutStyle `[get, set]`
	PayoutStyle for touch options. For options without touch optionality, payoutStyle should not be set. For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None. Supported string (enumeration) values are: [Deferred, Immediate]. More...

Premium	Premium `[get, set]`
	Gets or Sets Premium More...

List< Touch >	Touches `[get, set]`
	For a touch option the list should not be empty. Up to two touches are supported. An option cannot be at the same time barrier- and touch-option. One (or both) of the lists must be empty. More...

Detailed Description

FxOptionAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

enum Lusid.Sdk.Model.FxOptionAllOf.InstrumentTypeEnum

strong

The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan

Enumerator
QuotedSecurity	Enum QuotedSecurity for value: QuotedSecurity
InterestRateSwap	Enum InterestRateSwap for value: InterestRateSwap
FxForward	Enum FxForward for value: FxForward
Future	Enum Future for value: Future
ExoticInstrument	Enum ExoticInstrument for value: ExoticInstrument
FxOption	Enum FxOption for value: FxOption
CreditDefaultSwap	Enum CreditDefaultSwap for value: CreditDefaultSwap
InterestRateSwaption	Enum InterestRateSwaption for value: InterestRateSwaption
Bond	Enum Bond for value: Bond
EquityOption	Enum EquityOption for value: EquityOption
FixedLeg	Enum FixedLeg for value: FixedLeg
FloatingLeg	Enum FloatingLeg for value: FloatingLeg
BespokeCashFlowsLeg	Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg
Unknown	Enum Unknown for value: Unknown
TermDeposit	Enum TermDeposit for value: TermDeposit
ContractForDifference	Enum ContractForDifference for value: ContractForDifference
EquitySwap	Enum EquitySwap for value: EquitySwap
CashPerpetual	Enum CashPerpetual for value: CashPerpetual
CapFloor	Enum CapFloor for value: CapFloor
CashSettled	Enum CashSettled for value: CashSettled
CdsIndex	Enum CdsIndex for value: CdsIndex
Basket	Enum Basket for value: Basket
FundingLeg	Enum FundingLeg for value: FundingLeg
FxSwap	Enum FxSwap for value: FxSwap
ForwardRateAgreement	Enum ForwardRateAgreement for value: ForwardRateAgreement
SimpleInstrument	Enum SimpleInstrument for value: SimpleInstrument
Repo	Enum Repo for value: Repo
Equity	Enum Equity for value: Equity
ExchangeTradedOption	Enum ExchangeTradedOption for value: ExchangeTradedOption
ReferenceInstrument	Enum ReferenceInstrument for value: ReferenceInstrument
ComplexBond	Enum ComplexBond for value: ComplexBond
InflationLinkedBond	Enum InflationLinkedBond for value: InflationLinkedBond
InflationSwap	Enum InflationSwap for value: InflationSwap
SimpleCashFlowLoan	Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan
TotalReturnSwap	Enum TotalReturnSwap for value: TotalReturnSwap
InflationLeg	Enum InflationLeg for value: InflationLeg
FundShareClass	Enum FundShareClass for value: FundShareClass
FlexibleLoan	Enum FlexibleLoan for value: FlexibleLoan

Constructor & Destructor Documentation

◆ FxOptionAllOf() [1/2]

Lusid.Sdk.Model.FxOptionAllOf.FxOptionAllOf ( )

inlineprotected

Initializes a new instance of the FxOptionAllOf class.

◆ FxOptionAllOf() [2/2]

Lusid.Sdk.Model.FxOptionAllOf.FxOptionAllOf	(	DateTimeOffset	startDate = `default(DateTimeOffset)`,
		string	domCcy = `default(string)`,
		decimal?	domAmount = `default(decimal?)`,
		string	fgnCcy = `default(string)`,
		decimal?	fgnAmount = `default(decimal?)`,
		decimal?	strike = `default(decimal?)`,
		List< Barrier >	barriers = `default(List<Barrier>)`,
		string	exerciseType = `default(string)`,
		bool	isCallNotPut = `default(bool)`,
		bool	isDeliveryNotCash = `default(bool)`,
		bool	isPayoffDigital = `default(bool)`,
		DateTimeOffset	optionMaturityDate = `default(DateTimeOffset)`,
		DateTimeOffset	optionSettlementDate = `default(DateTimeOffset)`,
		string	payoutStyle = `default(string)`,
		Premium	premium = `default(Premium)`,
		List< Touch >	touches = `default(List<Touch>)`,
		InstrumentTypeEnum	instrumentType = `default(InstrumentTypeEnum)`
	)

inline

Initializes a new instance of the FxOptionAllOf class.

Parameters

startDate	The start date of the instrument. This is normally synonymous with the trade-date. (required).
domCcy	The domestic currency of the instrument. (required).
domAmount	The Amount of DomCcy that will be exchanged if the option is exercised. This amount should be a positive number, with the Call/Put flag used to indicate direction. The corresponding amount of FgnCcy that will be exchanged is this amount times the strike. Note there is no rounding performed on this computed value. This is an optional field, if not set the option ContractSize will default to 1..
fgnCcy	The foreign currency of the FX. (required).
fgnAmount	For a vanilla FxOption contract, FgnAmount cannot be set. In case of a digital FxOption (IsPayoffDigital==true) a payoff (if the option is in the money) can be either in domestic or in foreign currency - for the latter FgnAmount must be set. Note: It is invalid to have FgnAmount and DomAmount at the same time..
strike	The strike of the option..
barriers	For a barrier option the list should not be empty. Up to two barriers are supported. An option cannot be at the same time barrier- and touch-option. One (or both) of the lists must be empty..
exerciseType	Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American]..
isCallNotPut	True if the option is a call, false if the option is a put. (required).
isDeliveryNotCash	True if the option delivers the FX underlying, False if the option is settled in cash. (required).
isPayoffDigital	By default IsPayoffDigital is false. If IsPayoffDigital=true, the option is 'digital', and the option payoff is 0 or 1 unit of currency, instead of a vanilla CallPayoff=max(spot-strike,0) or PutPayoff=max(strike-spot,0)..
optionMaturityDate	The maturity date of the option. (required).
optionSettlementDate	The settlement date of the option. (required).
payoutStyle	PayoutStyle for touch options. For options without touch optionality, payoutStyle should not be set. For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None. Supported string (enumeration) values are: [Deferred, Immediate]..
premium	premium.
touches	For a touch option the list should not be empty. Up to two touches are supported. An option cannot be at the same time barrier- and touch-option. One (or both) of the lists must be empty..
instrumentType	The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if FxOptionAllOf instances are equal

Parameters

input Instance of FxOptionAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Barriers

List<Barrier> Lusid.Sdk.Model.FxOptionAllOf.Barriers

getset

For a barrier option the list should not be empty. Up to two barriers are supported. An option cannot be at the same time barrier- and touch-option. One (or both) of the lists must be empty.

◆ DomAmount

decimal? Lusid.Sdk.Model.FxOptionAllOf.DomAmount

getset

The Amount of DomCcy that will be exchanged if the option is exercised. This amount should be a positive number, with the Call/Put flag used to indicate direction. The corresponding amount of FgnCcy that will be exchanged is this amount times the strike. Note there is no rounding performed on this computed value. This is an optional field, if not set the option ContractSize will default to 1.

◆ DomCcy

string Lusid.Sdk.Model.FxOptionAllOf.DomCcy

getset

The domestic currency of the instrument.

◆ ExerciseType

string Lusid.Sdk.Model.FxOptionAllOf.ExerciseType

getset

Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American].

◆ FgnAmount

decimal? Lusid.Sdk.Model.FxOptionAllOf.FgnAmount

getset

For a vanilla FxOption contract, FgnAmount cannot be set. In case of a digital FxOption (IsPayoffDigital==true) a payoff (if the option is in the money) can be either in domestic or in foreign currency - for the latter FgnAmount must be set. Note: It is invalid to have FgnAmount and DomAmount at the same time.

◆ FgnCcy

string Lusid.Sdk.Model.FxOptionAllOf.FgnCcy

getset

The foreign currency of the FX.

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.FxOptionAllOf.InstrumentType

getset

The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan

◆ IsCallNotPut

bool Lusid.Sdk.Model.FxOptionAllOf.IsCallNotPut

getset

True if the option is a call, false if the option is a put.

◆ IsDeliveryNotCash

bool Lusid.Sdk.Model.FxOptionAllOf.IsDeliveryNotCash

getset

True if the option delivers the FX underlying, False if the option is settled in cash.

◆ IsPayoffDigital

bool Lusid.Sdk.Model.FxOptionAllOf.IsPayoffDigital

getset

By default IsPayoffDigital is false. If IsPayoffDigital=true, the option is 'digital', and the option payoff is 0 or 1 unit of currency, instead of a vanilla CallPayoff=max(spot-strike,0) or PutPayoff=max(strike-spot,0).

◆ OptionMaturityDate

DateTimeOffset Lusid.Sdk.Model.FxOptionAllOf.OptionMaturityDate

getset

The maturity date of the option.

◆ OptionSettlementDate

DateTimeOffset Lusid.Sdk.Model.FxOptionAllOf.OptionSettlementDate

getset

The settlement date of the option.

◆ PayoutStyle

string Lusid.Sdk.Model.FxOptionAllOf.PayoutStyle

getset

PayoutStyle for touch options. For options without touch optionality, payoutStyle should not be set. For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None. Supported string (enumeration) values are: [Deferred, Immediate].

◆ Premium

Premium Lusid.Sdk.Model.FxOptionAllOf.Premium

getset

Gets or Sets Premium

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.FxOptionAllOf.StartDate

getset

The start date of the instrument. This is normally synonymous with the trade-date.

◆ Strike

decimal? Lusid.Sdk.Model.FxOptionAllOf.Strike

getset

The strike of the option.

◆ Touches

List<Touch> Lusid.Sdk.Model.FxOptionAllOf.Touches

getset

For a touch option the list should not be empty. Up to two touches are supported. An option cannot be at the same time barrier- and touch-option. One (or both) of the lists must be empty.

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/FxOptionAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ InstrumentTypeEnum

Constructor & Destructor Documentation

◆ FxOptionAllOf() [1/2]

◆ FxOptionAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Barriers

◆ DomAmount

◆ DomCcy

◆ ExerciseType

◆ FgnAmount

◆ FgnCcy

◆ InstrumentType

◆ IsCallNotPut

◆ IsDeliveryNotCash

◆ IsPayoffDigital

◆ OptionMaturityDate

◆ OptionSettlementDate

◆ PayoutStyle

◆ Premium

◆ StartDate

◆ Strike

◆ Touches