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), TimeZoneConventions timeZoneConventions=default(TimeZoneConventions), LusidInstrument underlying=default(LusidInstrument), int deliveryDays=default(int), string businessDayConvention=default(string), List< string > settlementCalendars=default(List< string >), 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] |
| Pay or Receive the fixed leg of the underlying swap. 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... | |
| TimeZoneConventions | TimeZoneConventions [get, set] |
| Gets or Sets TimeZoneConventions More... | |
| LusidInstrument | Underlying [get, set] |
| Gets or Sets Underlying More... | |
| int | DeliveryDays [get, set] |
| Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0. More... | |
| string | BusinessDayConvention [get, set] |
| Business day convention for option exercise date to settlement date calculation. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid. More... | |
| List< string > | SettlementCalendars [get, set] |
| Holiday calendars for option exercise date to settlement date calculation. More... | |
| Properties inherited from Lusid.Sdk.Model.LusidInstrument | |
| InstrumentTypeEnum | InstrumentType [get, set] |
| Available values: 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, FlexibleRepo. More... | |
Detailed Description
LUSID representation of an Interest Rate Swaption.
Constructor & Destructor Documentation
◆ InterestRateSwaption() [1/2]
|
inlineprotected |
Initializes a new instance of the InterestRateSwaption class.
◆ InterestRateSwaption() [2/2]
|
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 Pay or Receive the fixed leg of the underlying swap. 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. timeZoneConventions timeZoneConventions. underlying underlying. deliveryDays Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0.. businessDayConvention Business day convention for option exercise date to settlement date calculation. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.. settlementCalendars Holiday calendars for option exercise date to settlement date calculation.. instrumentType Available values: 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, FlexibleRepo. (required) (default to "InterestRateSwaption").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if InterestRateSwaption instances are equal
- Parameters
-
input Instance of InterestRateSwaption 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
Reimplemented from Lusid.Sdk.Model.LusidInstrument.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ BusinessDayConvention
|
getset |
Business day convention for option exercise date to settlement date calculation. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.
Business day convention for option exercise date to settlement date calculation. Default value: F. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.
◆ DeliveryDays
|
getset |
Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0.
Number of business days between exercise date and settlement of the option payoff or underlying. Defaults to 0.
◆ DeliveryMethod
|
getset |
◆ PayOrReceiveFixed
|
getset |
Pay or Receive the fixed leg of the underlying swap. Supported string (enumeration) values are: [Pay, Receive].
Pay or Receive the fixed leg of the underlying swap. Supported string (enumeration) values are: [Pay, Receive].
◆ Premium
◆ SettlementCalendars
|
getset |
Holiday calendars for option exercise date to settlement date calculation.
Holiday calendars for option exercise date to settlement date calculation.
◆ 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
|
getset |
Gets or Sets Swap
◆ TimeZoneConventions
|
getset |
Gets or Sets TimeZoneConventions
◆ Underlying
|
getset |
Gets or Sets Underlying
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
