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

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...

Inheritance diagram for Lusid.Sdk.Model.IndexConvention:
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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. 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]

Lusid.Sdk.Model.IndexConvention.IndexConvention ( )
inlineprotected

Initializes a new instance of the IndexConvention class.

◆ IndexConvention() [2/2]

Lusid.Sdk.Model.IndexConvention.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) 
)
inline

Initializes a new instance of the IndexConvention class.

Parameters
fixingReferenceThe reference rate name for fixings. (required).
publicationDayLagNumber of days between spot and publication of the rate. (required).
paymentTenorThe 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. (required).
dayCountConventionwhen 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).
currencyCurrency of the index convention. (required).
indexNameThe name of the index for which this represents the conventions of. For instance, "SOFR", "LIBOR", "EURIBOR", etc. Defaults to "INDEX" if not specified..
scopeThe scope used when updating or inserting the convention..
codeThe code of the convention..

Member Function Documentation

◆ Equals() [1/2]

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

Returns true if IndexConvention instances are equal

Parameters
inputInstance of IndexConvention to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.IndexConvention.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ Code

string Lusid.Sdk.Model.IndexConvention.Code
getset

The code of the convention.

The code of the convention.

◆ Currency

string Lusid.Sdk.Model.IndexConvention.Currency
getset

Currency of the index convention.

Currency of the index convention.

◆ DayCountConvention

string Lusid.Sdk.Model.IndexConvention.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

string Lusid.Sdk.Model.IndexConvention.FixingReference
getset

The reference rate name for fixings.

The reference rate name for fixings.

◆ IndexName

string Lusid.Sdk.Model.IndexConvention.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

string Lusid.Sdk.Model.IndexConvention.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.

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.

◆ PublicationDayLag

int Lusid.Sdk.Model.IndexConvention.PublicationDayLag
getset

Number of days between spot and publication of the rate.

Number of days between spot and publication of the rate.

◆ Scope

string Lusid.Sdk.Model.IndexConvention.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: