LUSID representation of an Inflation Swap. The implementation supports the following swap types: * Zero Coupon inflation swap, with a single payment at maturity. * LPI Swap (capped and floored) * Year on Year inflation swap More...

Inheritance diagram for Lusid.Sdk.Model.InflationSwap:

[legend]

Public Member Functions
	InflationSwap (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), FlowConventions flowConventions=default(FlowConventions), decimal fixedRate=default(decimal), decimal? inflationCap=default(decimal?), decimal? inflationFloor=default(decimal?), string inflationFrequency=default(string), string inflationIndexName=default(string), string inflationInterpolation=default(string), int inflationRollDay=default(int), decimal notional=default(decimal), string observationLag=default(string), string payReceive=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the InflationSwap 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 (InflationSwap input)
	Returns true if InflationSwap 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
	InflationSwap ()
	Initializes a new instance of the InflationSwap 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 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	FixedRate `[get, set]`
	Fixed Rate More...

decimal	InflationCap `[get, set]`
	Optional cap, needed for LPI swaps. Should not be set for ZCIIS. More...

decimal	InflationFloor `[get, set]`
	Optional floor, needed for LPI swaps. Should not be set for ZCIIS. 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. More...

string	InflationIndexName `[get, set]`
	Name of the Inflation Index More...

string	InflationInterpolation `[get, set]`
	Inflation Interpolation flag, defaults to Linear but some older swaps require Flat. Supported string (enumeration) values are: [Linear, Flat]. 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...

decimal	Notional `[get, set]`
	The notional More...

string	ObservationLag `[get, set]`
	Observation Lag, must be a number of Months, typically 3 or 4 but sometimes 8. More...

string	PayReceive `[get, set]`
	PayReceive flag for the inflation leg. This field is optional and defaults to Pay. If set to Pay, this swap pays inflation and receives fixed. Supported string (enumeration) values are: [Pay, Receive]. 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 More...

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

Detailed Description

LUSID representation of an Inflation Swap. The implementation supports the following swap types: * Zero Coupon inflation swap, with a single payment at maturity. * LPI Swap (capped and floored) * Year on Year inflation swap

Constructor & Destructor Documentation

◆ InflationSwap() [1/2]

Lusid.Sdk.Model.InflationSwap.InflationSwap ( )

inlineprotected

Initializes a new instance of the InflationSwap class.

◆ InflationSwap() [2/2]

Lusid.Sdk.Model.InflationSwap.InflationSwap	(	DateTimeOffset	startDate = `default(DateTimeOffset)`,
		DateTimeOffset	maturityDate = `default(DateTimeOffset)`,
		FlowConventions	flowConventions = `default(FlowConventions)`,
		decimal	fixedRate = `default(decimal)`,
		decimal?	inflationCap = `default(decimal?)`,
		decimal?	inflationFloor = `default(decimal?)`,
		string	inflationFrequency = `default(string)`,
		string	inflationIndexName = `default(string)`,
		string	inflationInterpolation = `default(string)`,
		int	inflationRollDay = `default(int)`,
		decimal	notional = `default(decimal)`,
		string	observationLag = `default(string)`,
		string	payReceive = `default(string)`,
		InstrumentTypeEnum	instrumentType = `default(InstrumentTypeEnum)`
	)

inline

Initializes a new instance of the InflationSwap class.

Parameters

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).
fixedRate	Fixed Rate (required).
inflationCap	Optional cap, needed for LPI swaps. Should not be set for ZCIIS..
inflationFloor	Optional floor, needed for LPI swaps. Should not be set for ZCIIS..
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..
inflationIndexName	Name of the Inflation Index (required).
inflationInterpolation	Inflation Interpolation flag, defaults to Linear but some older swaps require Flat. Supported string (enumeration) values are: [Linear, Flat]..
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)..
notional	The notional (required).
observationLag	Observation Lag, must be a number of Months, typically 3 or 4 but sometimes 8. (required).
payReceive	PayReceive flag for the inflation leg. This field is optional and defaults to Pay. If set to Pay, this swap pays inflation and receives fixed. 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 (required) (default to "InflationSwap").

Member Function Documentation

◆ BaseValidate()

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

inlineprotected

To validate all properties of the instance

Parameters

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if InflationSwap instances are equal

Parameters

input Instance of InflationSwap to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ FixedRate

decimal Lusid.Sdk.Model.InflationSwap.FixedRate

getset

Fixed Rate

◆ FlowConventions

FlowConventions Lusid.Sdk.Model.InflationSwap.FlowConventions

getset

Gets or Sets FlowConventions

◆ InflationCap

decimal Lusid.Sdk.Model.InflationSwap.InflationCap

getset

Optional cap, needed for LPI swaps. Should not be set for ZCIIS.

◆ InflationFloor

decimal Lusid.Sdk.Model.InflationSwap.InflationFloor

getset

Optional floor, needed for LPI swaps. Should not be set for ZCIIS.

◆ InflationFrequency

string Lusid.Sdk.Model.InflationSwap.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.

◆ InflationIndexName

string Lusid.Sdk.Model.InflationSwap.InflationIndexName

getset

Name of the Inflation Index

◆ InflationInterpolation

string Lusid.Sdk.Model.InflationSwap.InflationInterpolation

getset

Inflation Interpolation flag, defaults to Linear but some older swaps require Flat. Supported string (enumeration) values are: [Linear, Flat].

◆ InflationRollDay

int Lusid.Sdk.Model.InflationSwap.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).

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.InflationSwap.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.

◆ Notional

decimal Lusid.Sdk.Model.InflationSwap.Notional

getset

The notional

◆ ObservationLag

string Lusid.Sdk.Model.InflationSwap.ObservationLag

getset

Observation Lag, must be a number of Months, typically 3 or 4 but sometimes 8.

◆ PayReceive

string Lusid.Sdk.Model.InflationSwap.PayReceive

getset

PayReceive flag for the inflation leg. This field is optional and defaults to Pay. If set to Pay, this swap pays inflation and receives fixed. Supported string (enumeration) values are: [Pay, Receive].

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.InflationSwap.StartDate

getset

The start date of the instrument. This is normally synonymous with the trade-date.

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/InflationSwap.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ InflationSwap() [1/2]

◆ InflationSwap() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ FixedRate

◆ FlowConventions

◆ InflationCap

◆ InflationFloor

◆ InflationFrequency

◆ InflationIndexName

◆ InflationInterpolation

◆ InflationRollDay

◆ MaturityDate

◆ Notional

◆ ObservationLag

◆ PayReceive

◆ StartDate