Inheritance diagram for Lusid.Sdk.Model.InflationLinkedBondAllOf:

Public Types
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 , FlexibleLoan = 38 }
	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...

Public Member Functions
	InflationLinkedBondAllOf (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 InflationLinkedBondAllOf 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 (InflationLinkedBondAllOf input)
	Returns true if InflationLinkedBondAllOf instances are equal More...

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

Protected Member Functions
	InflationLinkedBondAllOf ()
	Initializes a new instance of the InflationLinkedBondAllOf 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 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 `Standard`. Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil, StandardAccruedOnly, RatioAccruedOnly, StandardWithCappedAccruedInterest]. 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< RoundingConvention >	RoundingConventions `[get, set]`
	Rounding conventions for analytics, if any. More...

Detailed Description

InflationLinkedBondAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

enum Lusid.Sdk.Model.InflationLinkedBondAllOf.InstrumentTypeEnum

strong

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	Enum FxForward for value: FxForward
Future	Enum Future for value: Future
ExoticInstrument	Enum ExoticInstrument for value: ExoticInstrument
FxOption	Enum FxOption for value: FxOption
CreditDefaultSwap	Enum CreditDefaultSwap for value: CreditDefaultSwap
InterestRateSwaption	Enum InterestRateSwaption for value: InterestRateSwaption
Bond	Enum Bond for value: Bond
EquityOption	Enum EquityOption for value: EquityOption
FixedLeg	Enum FixedLeg for value: 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	Enum CapFloor for value: CapFloor
CashSettled	Enum CashSettled for value: CashSettled
CdsIndex	Enum CdsIndex for value: CdsIndex
Basket	Enum Basket for value: Basket
FundingLeg	Enum FundingLeg for value: FundingLeg
FxSwap	Enum FxSwap for value: FxSwap
ForwardRateAgreement	Enum ForwardRateAgreement for value: ForwardRateAgreement
SimpleInstrument	Enum SimpleInstrument for value: SimpleInstrument
Repo	Enum Repo for value: Repo
Equity	Enum Equity for value: 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

Constructor & Destructor Documentation

◆ InflationLinkedBondAllOf() [1/2]

Lusid.Sdk.Model.InflationLinkedBondAllOf.InflationLinkedBondAllOf ( )

inlineprotected

Initializes a new instance of the InflationLinkedBondAllOf class.

◆ InflationLinkedBondAllOf() [2/2]

Lusid.Sdk.Model.InflationLinkedBondAllOf.InflationLinkedBondAllOf	(	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 InflationLinkedBondAllOf class.

Parameters

startDate	The start date of the bond. (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).
inflationIndexConventions	inflationIndexConventions (required).
couponRate	Simple coupon rate. (required).
identifiers	External market codes and identifiers for the bond, e.g. ISIN..
baseCPI	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	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	The calculation type applied to the bond coupon and principal amount. The default CalculationType is `Standard`. Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil, StandardAccruedOnly, RatioAccruedOnly, StandardWithCappedAccruedInterest]..
exDividendDays	Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend..
indexPrecision	Number of decimal places used to round IndexRatio. This defaults to 5 if not set..
principal	The face-value or principal for the bond at outset. (required).
principalProtection	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%..
stubType	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]..
roundingConventions	Rounding conventions for analytics, if any..
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).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if InflationLinkedBondAllOf instances are equal

Parameters

input Instance of InflationLinkedBondAllOf to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BaseCPI

decimal? Lusid.Sdk.Model.InflationLinkedBondAllOf.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.

◆ BaseCPIDate

DateTimeOffset? Lusid.Sdk.Model.InflationLinkedBondAllOf.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.

◆ CalculationType

string Lusid.Sdk.Model.InflationLinkedBondAllOf.CalculationType

getset

The calculation type applied to the bond coupon and principal amount. The default CalculationType is `Standard`. Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil, StandardAccruedOnly, RatioAccruedOnly, StandardWithCappedAccruedInterest].

◆ CouponRate

decimal Lusid.Sdk.Model.InflationLinkedBondAllOf.CouponRate

getset

Simple coupon rate.

◆ ExDividendDays

int? Lusid.Sdk.Model.InflationLinkedBondAllOf.ExDividendDays

getset

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

◆ FlowConventions

FlowConventions Lusid.Sdk.Model.InflationLinkedBondAllOf.FlowConventions

getset

Gets or Sets FlowConventions

◆ Identifiers

Dictionary<string, string> Lusid.Sdk.Model.InflationLinkedBondAllOf.Identifiers

getset

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

◆ IndexPrecision

int Lusid.Sdk.Model.InflationLinkedBondAllOf.IndexPrecision

getset

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

◆ InflationIndexConventions

InflationIndexConventions Lusid.Sdk.Model.InflationLinkedBondAllOf.InflationIndexConventions

getset

Gets or Sets InflationIndexConventions

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.InflationLinkedBondAllOf.InstrumentType

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

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.InflationLinkedBondAllOf.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.

◆ Principal

decimal Lusid.Sdk.Model.InflationLinkedBondAllOf.Principal

getset

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

◆ PrincipalProtection

bool Lusid.Sdk.Model.InflationLinkedBondAllOf.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%.

◆ RoundingConventions

List<RoundingConvention> Lusid.Sdk.Model.InflationLinkedBondAllOf.RoundingConventions

getset

Rounding conventions for analytics, if any.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.InflationLinkedBondAllOf.StartDate

getset

The start date of the bond.

◆ StubType

string Lusid.Sdk.Model.InflationLinkedBondAllOf.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].

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/InflationLinkedBondAllOf.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ InstrumentTypeEnum

Constructor & Destructor Documentation

◆ InflationLinkedBondAllOf() [1/2]

◆ InflationLinkedBondAllOf() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BaseCPI

◆ BaseCPIDate

◆ CalculationType

◆ CouponRate

◆ ExDividendDays

◆ FlowConventions

◆ Identifiers

◆ IndexPrecision

◆ InflationIndexConventions

◆ InstrumentType

◆ MaturityDate

◆ Principal

◆ PrincipalProtection

◆ RoundingConventions

◆ StartDate

◆ StubType