A set of conventions that describe the conventions for calculation of payments made on rates interbank lending and similar. Based on ISDA 2006 conventions and similar documentation. Please see the knowledge base for further documentation. More...
Public Member Functions | |
| IndexConvention (string fixingReference=default(string), int publicationDayLag=default(int), string paymentTenor=default(string), string dayCountConvention=default(string), string currency=default(string), string indexName=default(string), string scope=default(string), string code=default(string)) | |
| Initializes a new instance of the IndexConvention 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 (IndexConvention input) |
| Returns true if IndexConvention instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| IndexConvention () | |
| Initializes a new instance of the IndexConvention class. More... | |
Properties | |
| string | FixingReference [get, set] |
| The reference rate name for fixings. More... | |
| int | PublicationDayLag [get, set] |
| Number of days between spot and publication of the rate. More... | |
| string | PaymentTenor [get, set] |
| The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. For more information on tenors, see knowledge base article KA-02097 More... | |
| string | DayCountConvention [get, set] |
| when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365]. More... | |
| string | Currency [get, set] |
| Currency of the index convention. More... | |
| string | IndexName [get, set] |
| The name of the index for which this represents the conventions of. For instance, "SOFR", "LIBOR", "EURIBOR", etc. Defaults to "INDEX" if not specified. More... | |
| string | Scope [get, set] |
| The scope used when updating or inserting the convention. More... | |
| string | Code [get, set] |
| The code of the convention. More... | |
Detailed Description
A set of conventions that describe the conventions for calculation of payments made on rates interbank lending and similar. Based on ISDA 2006 conventions and similar documentation. Please see the knowledge base for further documentation.
Constructor & Destructor Documentation
◆ IndexConvention() [1/2]
|
inlineprotected |
Initializes a new instance of the IndexConvention class.
◆ IndexConvention() [2/2]
|
inline |
Initializes a new instance of the IndexConvention class.
- Parameters
-
fixingReference The reference rate name for fixings. (required). publicationDayLag Number of days between spot and publication of the rate. (required). paymentTenor The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. For more information on tenors, see knowledge base article KA-02097 (required). dayCountConvention when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365]. (required). currency Currency of the index convention. (required). indexName The name of the index for which this represents the conventions of. For instance, "SOFR", "LIBOR", "EURIBOR", etc. Defaults to "INDEX" if not specified.. scope The scope used when updating or inserting the convention.. code The code of the convention..
Member Function Documentation
◆ Equals() [1/2]
|
inline |
Returns true if IndexConvention instances are equal
- Parameters
-
input Instance of IndexConvention 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
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ Code
|
getset |
The code of the convention.
The code of the convention.
◆ Currency
|
getset |
Currency of the index convention.
Currency of the index convention.
◆ DayCountConvention
|
getset |
when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365].
when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365].
◆ FixingReference
|
getset |
The reference rate name for fixings.
The reference rate name for fixings.
◆ IndexName
|
getset |
The name of the index for which this represents the conventions of. For instance, "SOFR", "LIBOR", "EURIBOR", etc. Defaults to "INDEX" if not specified.
The name of the index for which this represents the conventions of. For instance, "SOFR", "LIBOR", "EURIBOR", etc. Defaults to "INDEX" if not specified.
◆ PaymentTenor
|
getset |
The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. For more information on tenors, see knowledge base article KA-02097
The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. For more information on tenors, see knowledge base article KA-02097
◆ PublicationDayLag
|
getset |
Number of days between spot and publication of the rate.
Number of days between spot and publication of the rate.
◆ Scope
|
getset |
The scope used when updating or inserting the convention.
The scope used when updating or inserting the convention.
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/IndexConvention.cs
