LUSID C# SDK
Public Member Functions | Protected Member Functions | Properties | List of all members
Lusid.Sdk.Model.FxSwap Class Reference

LUSID representation of an FX Swap. Composed of two FX Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | NearDomesticLeg | Cash flows in the domestic currency for the near forward. | | 2 | NearForeignLeg | Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). | | 3 | FarDomesticLeg | Cash flows in the domestic currency for the far forward. | | 4 | FarForeignLeg | Cash flows in the foreign currency for the far forward (not present for non-deliverable forwards). | More...

Inheritance diagram for Lusid.Sdk.Model.FxSwap:
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Public Member Functions

 FxSwap (FxForward nearFxForward=default(FxForward), FxForward farFxForward=default(FxForward), string notionalSymmetry=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the FxSwap 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 (FxSwap input)
 Returns true if FxSwap instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 
- Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
 LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the LusidInstrument 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 (LusidInstrument input)
 Returns true if LusidInstrument instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 FxSwap ()
 Initializes a new instance of the FxSwap 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.LusidInstrument
 LusidInstrument ()
 Initializes a new instance of the LusidInstrument class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 

Properties

FxForward NearFxForward [get, set]
 Gets or Sets NearFxForward More...
 
FxForward FarFxForward [get, set]
 Gets or Sets FarFxForward More...
 
string NotionalSymmetry [get, set]
 The NotionalSymmetry allows for even and uneven FxSwaps to be supported. An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the legs. An uneven FxSwap is one where near and far fx forwards don&#39;t have the same notional on both the domestic and foreign legs. By default NotionalSymmetry will be set as even. Supported string (enumeration) values are: [Even, Uneven]. More...
 
- Properties inherited from Lusid.Sdk.Model.LusidInstrument
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 More...
 

Additional Inherited Members

- Public Types inherited from Lusid.Sdk.Model.LusidInstrument
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
}
 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 More...
 

Detailed Description

LUSID representation of an FX Swap. Composed of two FX Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | NearDomesticLeg | Cash flows in the domestic currency for the near forward. | | 2 | NearForeignLeg | Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). | | 3 | FarDomesticLeg | Cash flows in the domestic currency for the far forward. | | 4 | FarForeignLeg | Cash flows in the foreign currency for the far forward (not present for non-deliverable forwards). |

Constructor & Destructor Documentation

◆ FxSwap() [1/2]

Lusid.Sdk.Model.FxSwap.FxSwap ( )
inlineprotected

Initializes a new instance of the FxSwap class.

◆ FxSwap() [2/2]

Lusid.Sdk.Model.FxSwap.FxSwap ( FxForward  nearFxForward = default(FxForward),
FxForward  farFxForward = default(FxForward),
string  notionalSymmetry = default(string),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the FxSwap class.

Parameters
nearFxForwardnearFxForward (required).
farFxForwardfarFxForward (required).
notionalSymmetryThe NotionalSymmetry allows for even and uneven FxSwaps to be supported. An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the legs. An uneven FxSwap is one where near and far fx forwards don&#39;t have the same notional on both the domestic and foreign legs. By default NotionalSymmetry will be set as even. Supported string (enumeration) values are: [Even, Uneven]..
instrumentTypeThe 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 (required) (default to "FxSwap").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.FxSwap.BaseValidate ( ValidationContext  validationContext)
inlineprotected

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.FxSwap.Equals ( FxSwap  input)
inline

Returns true if FxSwap instances are equal

Parameters
inputInstance of FxSwap to be compared
Returns
Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.FxSwap.Equals ( object  input)
inline

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FxSwap.GetHashCode ( )
inline

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FxSwap.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.LusidInstrument.

◆ ToString()

override string Lusid.Sdk.Model.FxSwap.ToString ( )
inline

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ FarFxForward

FxForward Lusid.Sdk.Model.FxSwap.FarFxForward
getset

Gets or Sets FarFxForward

◆ NearFxForward

FxForward Lusid.Sdk.Model.FxSwap.NearFxForward
getset

Gets or Sets NearFxForward

◆ NotionalSymmetry

string Lusid.Sdk.Model.FxSwap.NotionalSymmetry
getset

The NotionalSymmetry allows for even and uneven FxSwaps to be supported. An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the legs. An uneven FxSwap is one where near and far fx forwards don&#39;t have the same notional on both the domestic and foreign legs. By default NotionalSymmetry will be set as even. Supported string (enumeration) values are: [Even, Uneven].

The NotionalSymmetry allows for even and uneven FxSwaps to be supported. An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the legs. An uneven FxSwap is one where near and far fx forwards don&#39;t have the same notional on both the domestic and foreign legs. By default NotionalSymmetry will be set as even. Supported string (enumeration) values are: [Even, Uneven].


The documentation for this class was generated from the following file: