Market Data required to build a volatility cube for swaption pricing, represented by a list of instruments and corresponding market quotes More...

Inheritance diagram for Lusid.Sdk.Model.IrVolCubeData:

[legend]

Public Member Functions
	IrVolCubeData (DateTimeOffset baseDate=default(DateTimeOffset), List< LusidInstrument > instruments=default(List< LusidInstrument >), List< MarketQuote > quotes=default(List< MarketQuote >), string lineage=default(string), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum))
	Initializes a new instance of the IrVolCubeData 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 (IrVolCubeData input)
	Returns true if IrVolCubeData instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Public Member Functions inherited from Lusid.Sdk.Model.ComplexMarketData
	ComplexMarketData (MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum))
	Initializes a new instance of the ComplexMarketData 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 (ComplexMarketData input)
	Returns true if ComplexMarketData instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	IrVolCubeData ()
	Initializes a new instance of the IrVolCubeData 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.ComplexMarketData
	ComplexMarketData ()
	Initializes a new instance of the ComplexMarketData class. More...

IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult >	BaseValidate (ValidationContext validationContext)
	To validate all properties of the instance More...

Properties
DateTimeOffset	BaseDate `[get, set]`
	Base date of the cube - this is the start date of the swaptions on the cube. More...

List< LusidInstrument >	Instruments `[get, set]`
	Retrieve the set of instruments that define the cube. More...

List< MarketQuote >	Quotes `[get, set]`
	Access the set of quotes that define the cube. More...

string	Lineage `[get, set]`
	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. More...

Properties inherited from Lusid.Sdk.Model.ComplexMarketData
MarketDataTypeEnum	MarketDataType `[get, set]`
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

Additional Inherited Members
Public Types inherited from Lusid.Sdk.Model.ComplexMarketData
enum class	MarketDataTypeEnum { DiscountFactorCurveData = 1 , EquityVolSurfaceData = 2 , FxVolSurfaceData = 3 , IrVolCubeData = 4 , OpaqueMarketData = 5 , YieldCurveData = 6 , FxForwardCurveData = 7 , FxForwardPipsCurveData = 8 , FxForwardTenorCurveData = 9 , FxForwardTenorPipsCurveData = 10 , FxForwardCurveByQuoteReference = 11 , CreditSpreadCurveData = 12 , EquityCurveByPricesData = 13 , ConstantVolatilitySurface = 14 }
	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More...

Detailed Description

Market Data required to build a volatility cube for swaption pricing, represented by a list of instruments and corresponding market quotes

Constructor & Destructor Documentation

◆ IrVolCubeData() [1/2]

Lusid.Sdk.Model.IrVolCubeData.IrVolCubeData ( )

inlineprotected

Initializes a new instance of the IrVolCubeData class.

◆ IrVolCubeData() [2/2]

Lusid.Sdk.Model.IrVolCubeData.IrVolCubeData	(	DateTimeOffset	baseDate = `default(DateTimeOffset)`,
		List< LusidInstrument >	instruments = `default(List<LusidInstrument>)`,
		List< MarketQuote >	quotes = `default(List<MarketQuote>)`,
		string	lineage = `default(string)`,
		MarketDataTypeEnum	marketDataType = `default(MarketDataTypeEnum)`
	)

inline

Initializes a new instance of the IrVolCubeData class.

Parameters

baseDate	Base date of the cube - this is the start date of the swaptions on the cube. (required).
instruments	Retrieve the set of instruments that define the cube. (required).
quotes	Access the set of quotes that define the cube. (required).
lineage	Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'..
marketDataType	The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required) (default to "IrVolCubeData").

Member Function Documentation

◆ BaseValidate()

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

inlineprotected

To validate all properties of the instance

Parameters

validationContext Validation context

Returns: Validation Result

◆ Equals() [1/2]

bool Lusid.Sdk.Model.IrVolCubeData.Equals ( IrVolCubeData input )

inline

Returns true if IrVolCubeData instances are equal

Parameters

input Instance of IrVolCubeData to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.IrVolCubeData.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.IrVolCubeData.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

override string Lusid.Sdk.Model.IrVolCubeData.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.ComplexMarketData.

◆ ToString()

override string Lusid.Sdk.Model.IrVolCubeData.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BaseDate

DateTimeOffset Lusid.Sdk.Model.IrVolCubeData.BaseDate

getset

Base date of the cube - this is the start date of the swaptions on the cube.

◆ Instruments

List<LusidInstrument> Lusid.Sdk.Model.IrVolCubeData.Instruments

getset

Retrieve the set of instruments that define the cube.

◆ Lineage

string Lusid.Sdk.Model.IrVolCubeData.Lineage

getset

Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.

◆ Quotes

List<MarketQuote> Lusid.Sdk.Model.IrVolCubeData.Quotes

getset

Access the set of quotes that define the cube.

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/IrVolCubeData.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ IrVolCubeData() [1/2]

◆ IrVolCubeData() [2/2]

Member Function Documentation

◆ BaseValidate()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BaseDate

◆ Instruments

◆ Lineage

◆ Quotes