A set of conventions that describe the conventions for an inflation index. More...

Inheritance diagram for Lusid.Sdk.Model.InflationIndexConventions:

Public Member Functions
	InflationIndexConventions (string inflationIndexName=default(string), string currency=default(string), string observationLag=default(string), string inflationInterpolation=default(string), string inflationFrequency=default(string), int inflationRollDay=default(int))
	Initializes a new instance of the InflationIndexConventions 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 (InflationIndexConventions input)
	Returns true if InflationIndexConventions instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	InflationIndexConventions ()
	Initializes a new instance of the InflationIndexConventions class. More...

Properties
string	InflationIndexName `[get, set]`
	Name of the index, e.g. UKRPI. More...

string	Currency `[get, set]`
	Currency of the inflation index convention. More...

string	ObservationLag `[get, set]`
	Observation lag. This is a string that must have units of Month. This field is typically 3 or 4 months, but can vary, older bonds and swaps have 8 months lag. For Bonds with a calculation type of Ratio, this property, if set, must be 0Invalid. For more information on tenors, see knowledge base article KA-02097 More...

string	InflationInterpolation `[get, set]`
	Inflation Interpolation. This is optional and defaults to Linear if not set. Supported string (enumeration) values are: [Linear, Flat]. More...

string	InflationFrequency `[get, set]`
	Frequency of inflation updated. Optional and defaults to Monthly which is the most common. However both Australian and New Zealand inflation is published Quarterly. Only tenors of 1M or 3M are supported. For more information on tenors, see knowledge base article KA-02097 More...

int	InflationRollDay `[get, set]`
	Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is the typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th and some LatAm bonds which roll on the 15th). More...

Detailed Description

A set of conventions that describe the conventions for an inflation index.

Constructor & Destructor Documentation

◆ InflationIndexConventions() [1/2]

Lusid.Sdk.Model.InflationIndexConventions.InflationIndexConventions ( )

inlineprotected

Initializes a new instance of the InflationIndexConventions class.

◆ InflationIndexConventions() [2/2]

Lusid.Sdk.Model.InflationIndexConventions.InflationIndexConventions	(	string	inflationIndexName = `default(string)`,
		string	currency = `default(string)`,
		string	observationLag = `default(string)`,
		string	inflationInterpolation = `default(string)`,
		string	inflationFrequency = `default(string)`,
		int	inflationRollDay = `default(int)`
	)

inline

Initializes a new instance of the InflationIndexConventions class.

Parameters

inflationIndexName	Name of the index, e.g. UKRPI. (required).
currency	Currency of the inflation index convention. (required).
observationLag	Observation lag. This is a string that must have units of Month. This field is typically 3 or 4 months, but can vary, older bonds and swaps have 8 months lag. For Bonds with a calculation type of Ratio, this property, if set, must be 0Invalid. For more information on tenors, see knowledge base article KA-02097 (required).
inflationInterpolation	Inflation Interpolation. This is optional and defaults to Linear if not set. Supported string (enumeration) values are: [Linear, Flat]..
inflationFrequency	Frequency of inflation updated. Optional and defaults to Monthly which is the most common. However both Australian and New Zealand inflation is published Quarterly. Only tenors of 1M or 3M are supported. For more information on tenors, see knowledge base article KA-02097.
inflationRollDay	Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is the typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th and some LatAm bonds which roll on the 15th)..

Member Function Documentation

◆ Equals() [1/2]

bool Lusid.Sdk.Model.InflationIndexConventions.Equals ( InflationIndexConventions input )

inline

Returns true if InflationIndexConventions instances are equal

Parameters

input Instance of InflationIndexConventions to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.InflationIndexConventions.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.InflationIndexConventions.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.InflationIndexConventions.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

override string Lusid.Sdk.Model.InflationIndexConventions.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Currency

string Lusid.Sdk.Model.InflationIndexConventions.Currency

getset

Currency of the inflation index convention.

◆ InflationFrequency

string Lusid.Sdk.Model.InflationIndexConventions.InflationFrequency

getset

Frequency of inflation updated. Optional and defaults to Monthly which is the most common. However both Australian and New Zealand inflation is published Quarterly. Only tenors of 1M or 3M are supported. For more information on tenors, see knowledge base article KA-02097

◆ InflationIndexName

string Lusid.Sdk.Model.InflationIndexConventions.InflationIndexName

getset

Name of the index, e.g. UKRPI.

◆ InflationInterpolation

string Lusid.Sdk.Model.InflationIndexConventions.InflationInterpolation

getset

Inflation Interpolation. This is optional and defaults to Linear if not set. Supported string (enumeration) values are: [Linear, Flat].

◆ InflationRollDay

int Lusid.Sdk.Model.InflationIndexConventions.InflationRollDay

getset

Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is the typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th and some LatAm bonds which roll on the 15th).

◆ ObservationLag

string Lusid.Sdk.Model.InflationIndexConventions.ObservationLag

getset

Observation lag. This is a string that must have units of Month. This field is typically 3 or 4 months, but can vary, older bonds and swaps have 8 months lag. For Bonds with a calculation type of Ratio, this property, if set, must be 0Invalid. For more information on tenors, see knowledge base article KA-02097

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/InflationIndexConventions.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ InflationIndexConventions() [1/2]

◆ InflationIndexConventions() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Currency

◆ InflationFrequency

◆ InflationIndexName

◆ InflationInterpolation

◆ InflationRollDay

◆ ObservationLag