LUSID C# SDK
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Lusid.Sdk.Model.InflationLinkedBond Class Reference

Inflation Linked Bond. More...

Inheritance diagram for Lusid.Sdk.Model.InflationLinkedBond:
Inheritance graph
[legend]

Public Member Functions

 InflationLinkedBond (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), FlowConventions flowConventions=default(FlowConventions), InflationIndexConventions inflationIndexConventions=default(InflationIndexConventions), decimal couponRate=default(decimal), Dictionary< string, string > identifiers=default(Dictionary< string, string >), decimal? baseCPI=default(decimal?), DateTimeOffset? baseCPIDate=default(DateTimeOffset?), string calculationType=default(string), int? exDividendDays=default(int?), int indexPrecision=default(int), decimal principal=default(decimal), bool principalProtection=default(bool), string stubType=default(string), List< RoundingConvention > roundingConventions=default(List< RoundingConvention >), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the InflationLinkedBond class. More...
 
override string ToString ()
 Returns the string presentation of the object More...
 
override 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 (InflationLinkedBond input)
 Returns true if InflationLinkedBond instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 
- Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
 LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the LusidInstrument class. More...
 
override string ToString ()
 Returns the string presentation of the object More...
 
override bool Equals (object input)
 Returns true if objects are equal More...
 
bool Equals (LusidInstrument input)
 Returns true if LusidInstrument instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 InflationLinkedBond ()
 Initializes a new instance of the InflationLinkedBond class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 
- Protected Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
 LusidInstrument ()
 Initializes a new instance of the LusidInstrument class. More...
 
IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > BaseValidate (ValidationContext validationContext)
 To validate all properties of the instance More...
 

Properties

DateTimeOffset StartDate [get, set]
 The start date of the bond. 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...
 
InflationIndexConventions InflationIndexConventions [get, set]
 Gets or Sets InflationIndexConventions More...
 
decimal CouponRate [get, set]
 Simple coupon rate. More...
 
Dictionary< string, string > Identifiers [get, set]
 External market codes and identifiers for the bond, e.g. ISIN. More...
 
decimal? BaseCPI [get, set]
 BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate, if that too is not present the StartDate will be used. If provided then this value will always set the BaseCPI on this bond. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the BaseCPIDate. More...
 
DateTimeOffset? BaseCPIDate [get, set]
 BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for. Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will be applied to this date when calculating the CPI. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the actual BaseCPI. More...
 
string CalculationType [get, set]
 The calculation type applied to the bond coupon and principal amount. The default CalculationType is &#x60;Standard&#x60;. Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil]. More...
 
int? ExDividendDays [get, set]
 Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend. More...
 
int IndexPrecision [get, set]
 Number of decimal places used to round IndexRatio. This defaults to 5 if not set. More...
 
decimal Principal [get, set]
 The face-value or principal for the bond at outset. More...
 
bool PrincipalProtection [get, set]
 If true then the principal is protected in that the redemption amount will be at least the face value (Principal). This is typically set to true for inflation linked bonds issued by the United States and France (for example). This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005). For other sovereigns this can vary from issue to issue. If not set this property defaults to true. This is sometimes referred to as Deflation protection or an inflation floor of 0%. More...
 
string StubType [get, set]
 StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases with a long front stub LongFront should be selected. StubType Both is not supported for InflationLinkedBonds. Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both]. More...
 
List< RoundingConventionRoundingConventions [get, set]
 Rounding conventions for analytics, if any. More...
 
- Properties inherited from Lusid.Sdk.Model.LusidInstrument
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 More...
 

Additional Inherited Members

- Public Types inherited from Lusid.Sdk.Model.LusidInstrument
enum class  InstrumentTypeEnum {
  QuotedSecurity = 1 , InterestRateSwap = 2 , FxForward = 3 , Future = 4 ,
  ExoticInstrument = 5 , FxOption = 6 , CreditDefaultSwap = 7 , InterestRateSwaption = 8 ,
  Bond = 9 , EquityOption = 10 , FixedLeg = 11 , FloatingLeg = 12 ,
  BespokeCashFlowsLeg = 13 , Unknown = 14 , TermDeposit = 15 , ContractForDifference = 16 ,
  EquitySwap = 17 , CashPerpetual = 18 , CapFloor = 19 , CashSettled = 20 ,
  CdsIndex = 21 , Basket = 22 , FundingLeg = 23 , FxSwap = 24 ,
  ForwardRateAgreement = 25 , SimpleInstrument = 26 , Repo = 27 , Equity = 28 ,
  ExchangeTradedOption = 29 , ReferenceInstrument = 30 , ComplexBond = 31 , InflationLinkedBond = 32 ,
  InflationSwap = 33 , SimpleCashFlowLoan = 34 , TotalReturnSwap = 35 , InflationLeg = 36 ,
  FundShareClass = 37
}
 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 More...
 

Detailed Description

Inflation Linked Bond.

Constructor & Destructor Documentation

◆ InflationLinkedBond() [1/2]

Lusid.Sdk.Model.InflationLinkedBond.InflationLinkedBond ( )
inlineprotected

Initializes a new instance of the InflationLinkedBond class.

◆ InflationLinkedBond() [2/2]

Lusid.Sdk.Model.InflationLinkedBond.InflationLinkedBond ( DateTimeOffset  startDate = default(DateTimeOffset),
DateTimeOffset  maturityDate = default(DateTimeOffset),
FlowConventions  flowConventions = default(FlowConventions),
InflationIndexConventions  inflationIndexConventions = default(InflationIndexConventions),
decimal  couponRate = default(decimal),
Dictionary< string, string >  identifiers = default(Dictionary<string, string>),
decimal?  baseCPI = default(decimal?),
DateTimeOffset?  baseCPIDate = default(DateTimeOffset?),
string  calculationType = default(string),
int?  exDividendDays = default(int?),
int  indexPrecision = default(int),
decimal  principal = default(decimal),
bool  principalProtection = default(bool),
string  stubType = default(string),
List< RoundingConvention roundingConventions = default(List<RoundingConvention>),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the InflationLinkedBond class.

Parameters
startDateThe start date of the bond. (required).
maturityDateThe 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).
flowConventionsflowConventions (required).
inflationIndexConventionsinflationIndexConventions (required).
couponRateSimple coupon rate. (required).
identifiersExternal market codes and identifiers for the bond, e.g. ISIN..
baseCPIBaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate, if that too is not present the StartDate will be used. If provided then this value will always set the BaseCPI on this bond. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the BaseCPIDate..
baseCPIDateBaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for. Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will be applied to this date when calculating the CPI. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the actual BaseCPI..
calculationTypeThe calculation type applied to the bond coupon and principal amount. The default CalculationType is &#x60;Standard&#x60;. Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil]..
exDividendDaysNumber of Good Business Days before the next coupon payment, in which the bond goes ex-dividend..
indexPrecisionNumber of decimal places used to round IndexRatio. This defaults to 5 if not set..
principalThe face-value or principal for the bond at outset. (required).
principalProtectionIf true then the principal is protected in that the redemption amount will be at least the face value (Principal). This is typically set to true for inflation linked bonds issued by the United States and France (for example). This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005). For other sovereigns this can vary from issue to issue. If not set this property defaults to true. This is sometimes referred to as Deflation protection or an inflation floor of 0%..
stubTypeStubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases with a long front stub LongFront should be selected. StubType Both is not supported for InflationLinkedBonds. Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both]..
roundingConventionsRounding conventions for analytics, if any..
instrumentTypeThe 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 (required) (default to "InflationLinkedBond").

Member Function Documentation

◆ BaseValidate()

IEnumerable<System.ComponentModel.DataAnnotations.ValidationResult> Lusid.Sdk.Model.InflationLinkedBond.BaseValidate ( ValidationContext  validationContext)
inlineprotected

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if InflationLinkedBond instances are equal

Parameters
inputInstance of InflationLinkedBond to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

override string Lusid.Sdk.Model.InflationLinkedBond.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.LusidInstrument.

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ BaseCPI

decimal? Lusid.Sdk.Model.InflationLinkedBond.BaseCPI
getset

BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate, if that too is not present the StartDate will be used. If provided then this value will always set the BaseCPI on this bond. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the BaseCPIDate.

BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate, if that too is not present the StartDate will be used. If provided then this value will always set the BaseCPI on this bond. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the BaseCPIDate.

◆ BaseCPIDate

DateTimeOffset? Lusid.Sdk.Model.InflationLinkedBond.BaseCPIDate
getset

BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for. Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will be applied to this date when calculating the CPI. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the actual BaseCPI.

BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for. Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will be applied to this date when calculating the CPI. The BaseCPI of an inflation linked bond is calculated using the following logic: - If a BaseCPI value is provided, this is used. - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used. - Otherwise, the CPI for the StartDate is calculated and used. Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate will be ignored but can still be added for informative purposes. Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this case the value should be provided here or with the actual BaseCPI.

◆ CalculationType

string Lusid.Sdk.Model.InflationLinkedBond.CalculationType
getset

The calculation type applied to the bond coupon and principal amount. The default CalculationType is &#x60;Standard&#x60;. Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil].

The calculation type applied to the bond coupon and principal amount. The default CalculationType is &#x60;Standard&#x60;. Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil].

◆ CouponRate

decimal Lusid.Sdk.Model.InflationLinkedBond.CouponRate
getset

Simple coupon rate.

Simple coupon rate.

◆ ExDividendDays

int? Lusid.Sdk.Model.InflationLinkedBond.ExDividendDays
getset

Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.

Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.

◆ FlowConventions

FlowConventions Lusid.Sdk.Model.InflationLinkedBond.FlowConventions
getset

Gets or Sets FlowConventions

◆ Identifiers

Dictionary<string, string> Lusid.Sdk.Model.InflationLinkedBond.Identifiers
getset

External market codes and identifiers for the bond, e.g. ISIN.

External market codes and identifiers for the bond, e.g. ISIN.

◆ IndexPrecision

int Lusid.Sdk.Model.InflationLinkedBond.IndexPrecision
getset

Number of decimal places used to round IndexRatio. This defaults to 5 if not set.

Number of decimal places used to round IndexRatio. This defaults to 5 if not set.

◆ InflationIndexConventions

InflationIndexConventions Lusid.Sdk.Model.InflationLinkedBond.InflationIndexConventions
getset

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.InflationLinkedBond.MaturityDate
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.

◆ Principal

decimal Lusid.Sdk.Model.InflationLinkedBond.Principal
getset

The face-value or principal for the bond at outset.

The face-value or principal for the bond at outset.

◆ PrincipalProtection

bool Lusid.Sdk.Model.InflationLinkedBond.PrincipalProtection
getset

If true then the principal is protected in that the redemption amount will be at least the face value (Principal). This is typically set to true for inflation linked bonds issued by the United States and France (for example). This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005). For other sovereigns this can vary from issue to issue. If not set this property defaults to true. This is sometimes referred to as Deflation protection or an inflation floor of 0%.

If true then the principal is protected in that the redemption amount will be at least the face value (Principal). This is typically set to true for inflation linked bonds issued by the United States and France (for example). This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005). For other sovereigns this can vary from issue to issue. If not set this property defaults to true. This is sometimes referred to as Deflation protection or an inflation floor of 0%.

◆ RoundingConventions

List<RoundingConvention> Lusid.Sdk.Model.InflationLinkedBond.RoundingConventions
getset

Rounding conventions for analytics, if any.

Rounding conventions for analytics, if any.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.InflationLinkedBond.StartDate
getset

The start date of the bond.

The start date of the bond.

◆ StubType

string Lusid.Sdk.Model.InflationLinkedBond.StubType
getset

StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases with a long front stub LongFront should be selected. StubType Both is not supported for InflationLinkedBonds. Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].

StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases with a long front stub LongFront should be selected. StubType Both is not supported for InflationLinkedBonds. Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].


The documentation for this class was generated from the following file: