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

Inheritance diagram for Lusid.Sdk.Model.InterestRateSwaption:

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 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 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

startDate	The start date of the instrument. This is normally synonymous with the trade-date. (required).
payOrReceiveFixed	True if on exercise the holder of the option enters the swap paying fixed, false if floating. Supported string (enumeration) values are: [Pay, Receive]. (required).
premium	premium.
deliveryMethod	How does the option settle Supported string (enumeration) values are: [Cash, Physical]. (required).
swap	swap (required).
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 "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

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

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

inline

Returns true if InterestRateSwaption instances are equal

Parameters

input Instance of InterestRateSwaption 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].

◆ 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].

◆ 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.

◆ Swap

InterestRateSwap Lusid.Sdk.Model.InterestRateSwaption.Swap

getset

Gets or Sets Swap

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/InterestRateSwaption.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ InterestRateSwaption() [1/2]

◆ InterestRateSwaption() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ DeliveryMethod

◆ PayOrReceiveFixed

◆ Premium

◆ StartDate

◆ Swap