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

InterestRateSwapAllOf More...

Inheritance diagram for Lusid.Sdk.Model.InterestRateSwapAllOf:
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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 , UnsettledCash = 39 , Cash = 40 ,
  MasteredInstrument = 41 , LoanFacility = 42
}
 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility More...
 

Public Member Functions

 InterestRateSwapAllOf (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), bool isNonDeliverable=default(bool), List< InstrumentLeg > legs=default(List< InstrumentLeg >), string settlementCcy=default(string), List< AdditionalPayment > additionalPayments=default(List< AdditionalPayment >), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the InterestRateSwapAllOf 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 (InterestRateSwapAllOf input)
 Returns true if InterestRateSwapAllOf instances are equal More...
 
override int GetHashCode ()
 Gets the hash code More...
 

Protected Member Functions

 InterestRateSwapAllOf ()
 Initializes a new instance of the InterestRateSwapAllOf 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, UnsettledCash, Cash, MasteredInstrument, LoanFacility 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...
 
bool IsNonDeliverable [get, set]
 Is the contract an IRS of &quot;Non-Deliverable&quot; type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates. More...
 
List< InstrumentLegLegs [get, set]
 The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg. More...
 
string SettlementCcy [get, set]
 Settlement currency if IRS is non-deliverable. More...
 
List< AdditionalPaymentAdditionalPayments [get, set]
 Optional additional payments at a given date e.g. to level off an uneven fixed-floating swap. The dates must be distinct and either all payments are Pay or all payments are receive More...
 

Detailed Description

InterestRateSwapAllOf

Member Enumeration Documentation

◆ InstrumentTypeEnum

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, UnsettledCash, Cash, MasteredInstrument, LoanFacility

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, UnsettledCash, Cash, MasteredInstrument, LoanFacility

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

UnsettledCash 

Enum UnsettledCash for value: UnsettledCash

Cash 

Enum Cash for value: Cash

MasteredInstrument 

Enum MasteredInstrument for value: MasteredInstrument

LoanFacility 

Enum LoanFacility for value: LoanFacility

Constructor & Destructor Documentation

◆ InterestRateSwapAllOf() [1/2]

Lusid.Sdk.Model.InterestRateSwapAllOf.InterestRateSwapAllOf ( )
inlineprotected

Initializes a new instance of the InterestRateSwapAllOf class.

◆ InterestRateSwapAllOf() [2/2]

Lusid.Sdk.Model.InterestRateSwapAllOf.InterestRateSwapAllOf ( DateTimeOffset  startDate = default(DateTimeOffset),
DateTimeOffset  maturityDate = default(DateTimeOffset),
bool  isNonDeliverable = default(bool),
List< InstrumentLeg legs = default(List<InstrumentLeg>),
string  settlementCcy = default(string),
List< AdditionalPayment additionalPayments = default(List<AdditionalPayment>),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the InterestRateSwapAllOf class.

Parameters
startDateThe start date of the instrument. This is normally synonymous with the trade-date. (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).
isNonDeliverableIs the contract an IRS of &quot;Non-Deliverable&quot; type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates..
legsThe set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg. (required).
settlementCcySettlement currency if IRS is non-deliverable..
additionalPaymentsOptional additional payments at a given date e.g. to level off an uneven fixed-floating swap. The dates must be distinct and either all payments are Pay or all payments are receive.
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, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility (required).

Member Function Documentation

◆ Equals() [1/2]

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

Returns true if InterestRateSwapAllOf instances are equal

Parameters
inputInstance of InterestRateSwapAllOf to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.InterestRateSwapAllOf.ToJson ( )
inlinevirtual

Returns the JSON string presentation of the object

Returns
JSON string presentation of the object

◆ ToString()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ AdditionalPayments

List<AdditionalPayment> Lusid.Sdk.Model.InterestRateSwapAllOf.AdditionalPayments
getset

Optional additional payments at a given date e.g. to level off an uneven fixed-floating swap. The dates must be distinct and either all payments are Pay or all payments are receive

Optional additional payments at a given date e.g. to level off an uneven fixed-floating swap. The dates must be distinct and either all payments are Pay or all payments are receive

◆ InstrumentType

InstrumentTypeEnum Lusid.Sdk.Model.InterestRateSwapAllOf.InstrumentType
getset

◆ IsNonDeliverable

bool Lusid.Sdk.Model.InterestRateSwapAllOf.IsNonDeliverable
getset

Is the contract an IRS of &quot;Non-Deliverable&quot; type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates.

Is the contract an IRS of &quot;Non-Deliverable&quot; type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates.

◆ Legs

List<InstrumentLeg> Lusid.Sdk.Model.InterestRateSwapAllOf.Legs
getset

The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.

The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.InterestRateSwapAllOf.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.

◆ SettlementCcy

string Lusid.Sdk.Model.InterestRateSwapAllOf.SettlementCcy
getset

Settlement currency if IRS is non-deliverable.

Settlement currency if IRS is non-deliverable.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.InterestRateSwapAllOf.StartDate
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.


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