LUSID C# SDK
|
Public Member Functions | |
InflationLegAllOf (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), FlowConventions flowConventions=default(FlowConventions), decimal? baseCPI=default(decimal?), string calculationType=default(string), decimal? capRate=default(decimal?), decimal? floorRate=default(decimal?), InflationIndexConventions inflationIndexConventions=default(InflationIndexConventions), decimal notional=default(decimal), string payReceive=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
Initializes a new instance of the InflationLegAllOf 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 (InflationLegAllOf input) |
Returns true if InflationLegAllOf instances are equal More... | |
override int | GetHashCode () |
Gets the hash code More... | |
Protected Member Functions | |
InflationLegAllOf () | |
Initializes a new instance of the InflationLegAllOf class. More... | |
Properties | |
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, FlexibleLoan More... | |
DateTimeOffset | StartDate [get, set] |
The start date of the instrument. This is normally synonymous with the trade-date. More... | |
DateTimeOffset | MaturityDate [get, set] |
The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. More... | |
FlowConventions | FlowConventions [get, set] |
Gets or Sets FlowConventions More... | |
decimal? | BaseCPI [get, set] |
Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate). This should not be required for standard inflation swaps. More... | |
string | CalculationType [get, set] |
The calculation type. ZeroCoupon is used for CPILegs where there is a single payment at maturity of Notional * (CPI(T) / CPI(T0) - 1) where CPI(T0) is the BaseCPI of this leg YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(t-1) - 1) If a cap and floor is added to this it becomes an LPI swap leg. Compounded is used for inflation swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(T0) - 1) i.e. the BaseCPI is used every year. These swaps are not as common as CPI or Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded]. More... | |
decimal? | CapRate [get, set] |
Optional cap, needed for LPI Legs or CPI Legs with Caps More... | |
decimal? | FloorRate [get, set] |
Optional floor, needed for LPI Legs or CPI Legs with Floors. More... | |
InflationIndexConventions | InflationIndexConventions [get, set] |
Gets or Sets InflationIndexConventions More... | |
decimal | Notional [get, set] |
The notional More... | |
string | PayReceive [get, set] |
PayReceive flag for the inflation leg. This field is optional and defaults to Pay. Supported string (enumeration) values are: [Pay, Receive]. More... | |
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, FlexibleLoan
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, FlexibleLoan
Enumerator | |
---|---|
QuotedSecurity | Enum QuotedSecurity for value: QuotedSecurity |
InterestRateSwap | Enum InterestRateSwap for value: InterestRateSwap |
FxForward | |
Future | |
ExoticInstrument | Enum ExoticInstrument for value: ExoticInstrument |
FxOption | |
CreditDefaultSwap | Enum CreditDefaultSwap for value: CreditDefaultSwap |
InterestRateSwaption | Enum InterestRateSwaption for value: InterestRateSwaption |
Bond | |
EquityOption | Enum EquityOption for value: EquityOption |
FixedLeg | |
FloatingLeg | Enum FloatingLeg for value: FloatingLeg |
BespokeCashFlowsLeg | Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg |
Unknown | Enum Unknown for value: Unknown |
TermDeposit | Enum TermDeposit for value: TermDeposit |
ContractForDifference | Enum ContractForDifference for value: ContractForDifference |
EquitySwap | Enum EquitySwap for value: EquitySwap |
CashPerpetual | Enum CashPerpetual for value: CashPerpetual |
CapFloor | |
CashSettled | Enum CashSettled for value: CashSettled |
CdsIndex | |
Basket | |
FundingLeg | Enum FundingLeg for value: FundingLeg |
FxSwap | |
ForwardRateAgreement | Enum ForwardRateAgreement for value: ForwardRateAgreement |
SimpleInstrument | Enum SimpleInstrument for value: SimpleInstrument |
Repo | |
Equity | |
ExchangeTradedOption | Enum ExchangeTradedOption for value: ExchangeTradedOption |
ReferenceInstrument | Enum ReferenceInstrument for value: ReferenceInstrument |
ComplexBond | Enum ComplexBond for value: ComplexBond |
InflationLinkedBond | Enum InflationLinkedBond for value: InflationLinkedBond |
InflationSwap | Enum InflationSwap for value: InflationSwap |
SimpleCashFlowLoan | Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan |
TotalReturnSwap | Enum TotalReturnSwap for value: TotalReturnSwap |
InflationLeg | Enum InflationLeg for value: InflationLeg |
FundShareClass | Enum FundShareClass for value: FundShareClass |
FlexibleLoan | Enum FlexibleLoan for value: FlexibleLoan |
|
inlineprotected |
Initializes a new instance of the InflationLegAllOf class.
|
inline |
Initializes a new instance of the InflationLegAllOf class.
startDate | The start date of the instrument. This is normally synonymous with the trade-date. (required). |
maturityDate | The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required). |
flowConventions | flowConventions (required). |
baseCPI | Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate). This should not be required for standard inflation swaps.. |
calculationType | The calculation type. ZeroCoupon is used for CPILegs where there is a single payment at maturity of Notional * (CPI(T) / CPI(T0) - 1) where CPI(T0) is the BaseCPI of this leg YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(t-1) - 1) If a cap and floor is added to this it becomes an LPI swap leg. Compounded is used for inflation swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(T0) - 1) i.e. the BaseCPI is used every year. These swaps are not as common as CPI or Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded]. (required). |
capRate | Optional cap, needed for LPI Legs or CPI Legs with Caps. |
floorRate | Optional floor, needed for LPI Legs or CPI Legs with Floors.. |
inflationIndexConventions | inflationIndexConventions (required). |
notional | The notional (required). |
payReceive | PayReceive flag for the inflation leg. This field is optional and defaults to Pay. Supported string (enumeration) values are: [Pay, Receive].. |
instrumentType | 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, FlexibleLoan (required). |
|
inline |
Returns true if InflationLegAllOf instances are equal
input | Instance of InflationLegAllOf to be compared |
|
inline |
Returns true if objects are equal
input | Object to be compared |
|
inline |
Gets the hash code
|
inlinevirtual |
Returns the JSON string presentation of the object
|
inline |
Returns the string presentation of the object
|
getset |
Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate). This should not be required for standard inflation swaps.
Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate). This should not be required for standard inflation swaps.
|
getset |
The calculation type. ZeroCoupon is used for CPILegs where there is a single payment at maturity of Notional * (CPI(T) / CPI(T0) - 1) where CPI(T0) is the BaseCPI of this leg YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(t-1) - 1) If a cap and floor is added to this it becomes an LPI swap leg. Compounded is used for inflation swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(T0) - 1) i.e. the BaseCPI is used every year. These swaps are not as common as CPI or Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].
The calculation type. ZeroCoupon is used for CPILegs where there is a single payment at maturity of Notional * (CPI(T) / CPI(T0) - 1) where CPI(T0) is the BaseCPI of this leg YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(t-1) - 1) If a cap and floor is added to this it becomes an LPI swap leg. Compounded is used for inflation swap legs where there is a series of annual payments Notional * dayCount * (CPI(t) / CPI(T0) - 1) i.e. the BaseCPI is used every year. These swaps are not as common as CPI or Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].
|
getset |
Optional cap, needed for LPI Legs or CPI Legs with Caps
Optional cap, needed for LPI Legs or CPI Legs with Caps
|
getset |
Optional floor, needed for LPI Legs or CPI Legs with Floors.
Optional floor, needed for LPI Legs or CPI Legs with Floors.
|
getset |
Gets or Sets FlowConventions
|
getset |
Gets or Sets InflationIndexConventions
|
getset |
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, FlexibleLoan
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, FlexibleLoan
|
getset |
The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
|
getset |
The notional
The notional
|
getset |
PayReceive flag for the inflation leg. This field is optional and defaults to Pay. Supported string (enumeration) values are: [Pay, Receive].
PayReceive flag for the inflation leg. This field is optional and defaults to Pay. Supported string (enumeration) values are: [Pay, Receive].
|
getset |
The start date of the instrument. This is normally synonymous with the trade-date.
The start date of the instrument. This is normally synonymous with the trade-date.