Schedule to define fx conversion of cashflows on complex bonds. If an fx schedule is defined then on payment schedule generation the coupon and principal payoffs will be wrapped in an fx rate payoff method. Either the fx rate is predefined (fixed) or relies on fx resets (floating). Used in representation of dual currency bond. More...
Public Member Functions | |
| FxRateSchedule (FlowConventions flowConventions=default(FlowConventions), List< string > fxConversionTypes=default(List< string >), decimal rate=default(decimal), string toCurrency=default(string), ScheduleTypeEnum scheduleType=default(ScheduleTypeEnum)) | |
| Initializes a new instance of the FxRateSchedule 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 (FxRateSchedule input) |
| Returns true if FxRateSchedule instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
 Public Member Functions inherited from Lusid.Sdk.Model.Schedule | |
| Schedule (ScheduleTypeEnum scheduleType=default(ScheduleTypeEnum)) | |
| Initializes a new instance of the Schedule 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 (Schedule input) |
| Returns true if Schedule instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| FxRateSchedule () | |
| Initializes a new instance of the FxRateSchedule 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.Schedule | |
| Schedule () | |
| Initializes a new instance of the Schedule class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
Properties | |
| FlowConventions | FlowConventions [get, set] |
| Gets or Sets FlowConventions More... | |
| List< string > | FxConversionTypes [get, set] |
| List of flags to indicate if coupon payments, principal payments or both are converted More... | |
| decimal | Rate [get, set] |
| FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate More... | |
| string | ToCurrency [get, set] |
| Currency that payments are converted to More... | |
| Properties inherited from Lusid.Sdk.Model.Schedule | |
| ScheduleTypeEnum | ScheduleType [get, set] |
| The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid More... | |
Additional Inherited Members | |
| Public Types inherited from Lusid.Sdk.Model.Schedule | |
| enum class | ScheduleTypeEnum { FixedSchedule = 1 , FloatSchedule = 2 , OptionalitySchedule = 3 , StepSchedule = 4 , Exercise = 5 , FxRateSchedule = 6 , FxLinkedNotionalSchedule = 7 , BondConversionSchedule = 8 , Invalid = 9 } |
| The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid More... | |
Detailed Description
Schedule to define fx conversion of cashflows on complex bonds. If an fx schedule is defined then on payment schedule generation the coupon and principal payoffs will be wrapped in an fx rate payoff method. Either the fx rate is predefined (fixed) or relies on fx resets (floating). Used in representation of dual currency bond.
Constructor & Destructor Documentation
◆ FxRateSchedule() [1/2]
|
inlineprotected |
Initializes a new instance of the FxRateSchedule class.
◆ FxRateSchedule() [2/2]
|
inline |
Initializes a new instance of the FxRateSchedule class.
- Parameters
-
flowConventions flowConventions. fxConversionTypes List of flags to indicate if coupon payments, principal payments or both are converted. rate FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate. toCurrency Currency that payments are converted to. scheduleType The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid (required) (default to "FxRateSchedule").
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 FxRateSchedule instances are equal
- Parameters
-
input Instance of FxRateSchedule 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.Schedule.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ FlowConventions
|
getset |
Gets or Sets FlowConventions
◆ FxConversionTypes
|
getset |
List of flags to indicate if coupon payments, principal payments or both are converted
List of flags to indicate if coupon payments, principal payments or both are converted
◆ Rate
|
getset |
FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate
FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate
◆ ToCurrency
|
getset |
Currency that payments are converted to
Currency that payments are converted to
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/FxRateSchedule.cs
