Represents either a dependency on projections of an index. E.g. If the interest leg of a swap is a FloatingLeg, then it will declare an IndexProjectionDependency upon pricing. This is to indicate that pricing the floating leg requires predictions of future fixings of the index.
More...
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string | Currency [get, set] |
| The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR More...
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string | Tenor [get, set] |
| The tenor of the corresponding IndexConvention. E.g. this would be "6M" for a convention named USD.6M.LIBOR More...
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string | IndexName [get, set] |
| The IndexName of the corresponding IndexConvention. E.g. this would be "LIBOR" for a convention named USD.6M.LIBOR More...
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DateTimeOffset | Date [get, set] |
| The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. More...
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DependencyTypeEnum | DependencyType [get, set] |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More...
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enum class | DependencyTypeEnum {
OpaqueDependency = 1
, CashDependency = 2
, DiscountingDependency = 3
, EquityCurveDependency = 4
,
EquityVolDependency = 5
, FxDependency = 6
, FxForwardsDependency = 7
, FxVolDependency = 8
,
IndexProjectionDependency = 9
, IrVolDependency = 10
, QuoteDependency = 11
, Vendor = 12
,
CalendarDependency = 13
, InflationFixingDependency = 14
} |
| The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency More...
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Represents either a dependency on projections of an index. E.g. If the interest leg of a swap is a FloatingLeg, then it will declare an IndexProjectionDependency upon pricing. This is to indicate that pricing the floating leg requires predictions of future fixings of the index.
◆ IndexProjectionDependency() [1/2]
Lusid.Sdk.Model.IndexProjectionDependency.IndexProjectionDependency |
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◆ IndexProjectionDependency() [2/2]
Lusid.Sdk.Model.IndexProjectionDependency.IndexProjectionDependency |
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string |
currency = default(string) , |
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string |
tenor = default(string) , |
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string |
indexName = default(string) , |
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DateTimeOffset |
date = default(DateTimeOffset) , |
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DependencyTypeEnum |
dependencyType = default(DependencyTypeEnum) |
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inline |
Initializes a new instance of the IndexProjectionDependency class.
- Parameters
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currency | The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR (required). |
tenor | The tenor of the corresponding IndexConvention. E.g. this would be "6M" for a convention named USD.6M.LIBOR (required). |
indexName | The IndexName of the corresponding IndexConvention. E.g. this would be "LIBOR" for a convention named USD.6M.LIBOR (required). |
date | The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. (required). |
dependencyType | The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency (required) (default to "IndexProjectionDependency"). |
◆ BaseValidate()
IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.IndexProjectionDependency.BaseValidate |
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ValidationContext |
validationContext | ) |
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inlineprotected |
To validate all properties of the instance
- Parameters
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validationContext | Validation context |
- Returns
- Validation Result
◆ Equals() [1/2]
◆ Equals() [2/2]
override bool Lusid.Sdk.Model.IndexProjectionDependency.Equals |
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object |
input | ) |
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inline |
Returns true if objects are equal
- Parameters
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input | Object to be compared |
- Returns
- Boolean
◆ GetHashCode()
override int Lusid.Sdk.Model.IndexProjectionDependency.GetHashCode |
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inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
override string Lusid.Sdk.Model.IndexProjectionDependency.ToJson |
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inlinevirtual |
◆ ToString()
override string Lusid.Sdk.Model.IndexProjectionDependency.ToString |
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inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
◆ Currency
string Lusid.Sdk.Model.IndexProjectionDependency.Currency |
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getset |
The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR
The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR
◆ Date
DateTimeOffset Lusid.Sdk.Model.IndexProjectionDependency.Date |
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getset |
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
◆ IndexName
string Lusid.Sdk.Model.IndexProjectionDependency.IndexName |
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getset |
The IndexName of the corresponding IndexConvention. E.g. this would be "LIBOR" for a convention named USD.6M.LIBOR
The IndexName of the corresponding IndexConvention. E.g. this would be "LIBOR" for a convention named USD.6M.LIBOR
◆ Tenor
string Lusid.Sdk.Model.IndexProjectionDependency.Tenor |
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getset |
The tenor of the corresponding IndexConvention. E.g. this would be "6M" for a convention named USD.6M.LIBOR
The tenor of the corresponding IndexConvention. E.g. this would be "6M" for a convention named USD.6M.LIBOR
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/IndexProjectionDependency.cs