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 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 "Non-Deliverable" type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates. More... | |
| List< InstrumentLeg > | Legs [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< AdditionalPayment > | AdditionalPayments [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
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
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 |
Constructor & Destructor Documentation
◆ InterestRateSwapAllOf() [1/2]
|
inlineprotected |
Initializes a new instance of the InterestRateSwapAllOf class.
◆ InterestRateSwapAllOf() [2/2]
|
inline |
Initializes a new instance of the InterestRateSwapAllOf 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). isNonDeliverable Is the contract an IRS of "Non-Deliverable" type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates.. legs The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg. (required). settlementCcy Settlement currency if IRS is non-deliverable.. additionalPayments 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 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]
|
inline |
Returns true if InterestRateSwapAllOf instances are equal
- Parameters
-
input Instance of InterestRateSwapAllOf to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ 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
|
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
◆ IsNonDeliverable
|
getset |
Is the contract an IRS of "Non-Deliverable" 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 "Non-Deliverable" type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates.
◆ 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
|
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
|
getset |
Settlement currency if IRS is non-deliverable.
Settlement currency if IRS is non-deliverable.
◆ 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:
- /home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp/checkouts/latest/sdk/Lusid.Sdk/Model/InterestRateSwapAllOf.cs
