LUSID C# SDK
Public Member Functions | Protected Member Functions | Properties | List of all members
Lusid.Sdk.Model.InterestRateSwaption Class Reference

LUSID representation of an Interest Rate Swaption. More...

Inheritance diagram for Lusid.Sdk.Model.InterestRateSwaption:
Inheritance graph
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Public Member Functions

 InterestRateSwaption (DateTimeOffset startDate=default(DateTimeOffset), string payOrReceiveFixed=default(string), Premium premium=default(Premium), string deliveryMethod=default(string), InterestRateSwap swap=default(InterestRateSwap), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
 Initializes a new instance of the InterestRateSwaption 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 (InterestRateSwaption input)
 Returns true if InterestRateSwaption 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

 InterestRateSwaption ()
 Initializes a new instance of the InterestRateSwaption 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...
 
string PayOrReceiveFixed [get, set]
 True if on exercise the holder of the option enters the swap paying fixed, false if floating. Supported string (enumeration) values are: [Pay, Receive]. More...
 
Premium Premium [get, set]
 Gets or Sets Premium More...
 
string DeliveryMethod [get, set]
 How does the option settle Supported string (enumeration) values are: [Cash, Physical]. More...
 
InterestRateSwap Swap [get, set]
 Gets or Sets Swap 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, TotalReturnSwap, InflationLeg, FundShareClass More...
 

Additional Inherited Members

- Public Types inherited from Lusid.Sdk.Model.LusidInstrument
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
}
 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 More...
 

Detailed Description

LUSID representation of an Interest Rate Swaption.

Constructor & Destructor Documentation

◆ InterestRateSwaption() [1/2]

Lusid.Sdk.Model.InterestRateSwaption.InterestRateSwaption ( )
inlineprotected

Initializes a new instance of the InterestRateSwaption class.

◆ InterestRateSwaption() [2/2]

Lusid.Sdk.Model.InterestRateSwaption.InterestRateSwaption ( DateTimeOffset  startDate = default(DateTimeOffset),
string  payOrReceiveFixed = default(string),
Premium  premium = default(Premium),
string  deliveryMethod = default(string),
InterestRateSwap  swap = default(InterestRateSwap),
InstrumentTypeEnum  instrumentType = default(InstrumentTypeEnum) 
)
inline

Initializes a new instance of the InterestRateSwaption class.

Parameters
startDateThe start date of the instrument. This is normally synonymous with the trade-date. (required).
payOrReceiveFixedTrue if on exercise the holder of the option enters the swap paying fixed, false if floating. Supported string (enumeration) values are: [Pay, Receive]. (required).
premiumpremium.
deliveryMethodHow does the option settle Supported string (enumeration) values are: [Cash, Physical]. (required).
swapswap (required).
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 (required) (default to "InterestRateSwaption").

Member Function Documentation

◆ BaseValidate()

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

To validate all properties of the instance

Parameters
validationContextValidation context
Returns
Validation Result

◆ Equals() [1/2]

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

Returns true if InterestRateSwaption instances are equal

Parameters
inputInstance of InterestRateSwaption to be compared
Returns
Boolean

◆ Equals() [2/2]

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

Returns true if objects are equal

Parameters
inputObject to be compared
Returns
Boolean

◆ GetHashCode()

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

Gets the hash code

Returns
Hash code

◆ ToJson()

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

Returns the string presentation of the object

Returns
String presentation of the object

Property Documentation

◆ DeliveryMethod

string Lusid.Sdk.Model.InterestRateSwaption.DeliveryMethod
getset

How does the option settle Supported string (enumeration) values are: [Cash, Physical].

How does the option settle Supported string (enumeration) values are: [Cash, Physical].

◆ PayOrReceiveFixed

string Lusid.Sdk.Model.InterestRateSwaption.PayOrReceiveFixed
getset

True if on exercise the holder of the option enters the swap paying fixed, false if floating. Supported string (enumeration) values are: [Pay, Receive].

True if on exercise the holder of the option enters the swap paying fixed, false if floating. Supported string (enumeration) values are: [Pay, Receive].

◆ Premium

Premium Lusid.Sdk.Model.InterestRateSwaption.Premium
getset

Gets or Sets Premium

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.InterestRateSwaption.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.

◆ Swap

InterestRateSwap Lusid.Sdk.Model.InterestRateSwaption.Swap
getset

Gets or Sets Swap


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