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DateTimeOffset | StartDate [get, set] |
| The start date of the instrument. This is normally synonymous with the trade-date. More...
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string | PayOrReceiveFixed [get, set] |
| Pay or Receive the fixed leg of the underlying swap. Supported string (enumeration) values are: [Pay, Receive]. More...
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Premium | Premium [get, set] |
| Gets or Sets Premium More...
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string | DeliveryMethod [get, set] |
| How does the option settle Supported string (enumeration) values are: [Cash, Physical]. More...
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InterestRateSwap | Swap [get, set] |
| Gets or Sets Swap More...
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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, FlexibleDeposit More...
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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
, FlexibleDeposit = 43
} |
| 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, FlexibleDeposit More...
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LUSID representation of an Interest Rate Swaption.