Definition of the set of flow and index conventions along with other miscellaneous information required to generate an instrument leg. More...

Inheritance diagram for Lusid.Sdk.Model.LegDefinition:

[legend]

Public Member Functions
	LegDefinition (FlowConventionName conventionName=default(FlowConventionName), FlowConventions conventions=default(FlowConventions), IndexConvention indexConvention=default(IndexConvention), FlowConventionName indexConventionName=default(FlowConventionName), string notionalExchangeType=default(string), string payReceive=default(string), decimal rateOrSpread=default(decimal), string resetConvention=default(string), string stubType=default(string), Compounding compounding=default(Compounding), StepSchedule amortisation=default(StepSchedule), DateTimeOffset? firstRegularPaymentDate=default(DateTimeOffset?), string firstCouponType=default(string), DateTimeOffset? lastRegularPaymentDate=default(DateTimeOffset?), string lastCouponType=default(string), FxLinkedNotionalSchedule fxLinkedNotionalSchedule=default(FxLinkedNotionalSchedule), bool? intermediateNotionalExchange=default(bool?))
	Initializes a new instance of the LegDefinition class. More...

override string	ToString ()
	Returns the string presentation of the object More...

virtual 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 (LegDefinition input)
	Returns true if LegDefinition instances are equal More...

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

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

Properties
FlowConventionName	ConventionName `[get, set]`
	Gets or Sets ConventionName More...

FlowConventions	Conventions `[get, set]`
	Gets or Sets Conventions More...

IndexConvention	IndexConvention `[get, set]`
	Gets or Sets IndexConvention More...

FlowConventionName	IndexConventionName `[get, set]`
	Gets or Sets IndexConventionName More...

string	NotionalExchangeType `[get, set]`
	what type of notional exchange does the leg have Supported string (enumeration) values are: [None, Initial, Final, Both]. More...

string	PayReceive `[get, set]`
	Is the leg to be paid or received Supported string (enumeration) values are: [Pay, Receive]. More...

decimal	RateOrSpread `[get, set]`
	Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg. More...

string	ResetConvention `[get, set]`
	Control how resets are generated relative to swap payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears]. More...

string	StubType `[get, set]`
	If a stub is required should it be at the front or back of the leg. Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both]. More...

Compounding	Compounding `[get, set]`
	Gets or Sets Compounding More...

StepSchedule	Amortisation `[get, set]`
	Gets or Sets Amortisation More...

DateTimeOffset?	FirstRegularPaymentDate `[get, set]`
	Optional payment date of the first regular coupon. Must be greater than the StartDate. If set, the regular coupon schedule will be built such that the first regular coupon will end on this date. The start date of this coupon will be calculated as normal and a stub coupon will be created from the StartDate to the start of the first regular coupon. More...

string	FirstCouponType `[get, set]`
	Optional coupon type setting for the first coupon, can be used with Stub coupons. If set to "ProRata" (the default), the coupon year fraction is calculated as normal, however if set to "Full" the year fraction is overwritten with the standard year fraction for a regular ful" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25). Supported string (enumeration) values are: [ProRata, Full]. More...

DateTimeOffset?	LastRegularPaymentDate `[get, set]`
	Optional payment date of the last regular coupon. Must be less than the Maturity date. If set, the regular coupon schedule will be built up to this date and the final coupon will be a stub between this date and the Maturity date. More...

string	LastCouponType `[get, set]`
	Optional coupon type setting for the last coupon, can be used with Stub coupons. If set to "ProRata" (the default), the coupon year fraction is calculated as normal, however if set to "Full" the year fraction is overwritten with the standard year fraction for a regular ful" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25). Supported string (enumeration) values are: [ProRata, Full]. More...

FxLinkedNotionalSchedule	FxLinkedNotionalSchedule `[get, set]`
	Gets or Sets FxLinkedNotionalSchedule More...

bool?	IntermediateNotionalExchange `[get, set]`
	Indicates whether there are intermediate notional exchanges. More...

Detailed Description

Definition of the set of flow and index conventions along with other miscellaneous information required to generate an instrument leg.

Constructor & Destructor Documentation

◆ LegDefinition() [1/2]

Lusid.Sdk.Model.LegDefinition.LegDefinition ( )

inlineprotected

Initializes a new instance of the LegDefinition class.

◆ LegDefinition() [2/2]

Lusid.Sdk.Model.LegDefinition.LegDefinition	(	FlowConventionName	conventionName = `default(FlowConventionName)`,
		FlowConventions	conventions = `default(FlowConventions)`,
		IndexConvention	indexConvention = `default(IndexConvention)`,
		FlowConventionName	indexConventionName = `default(FlowConventionName)`,
		string	notionalExchangeType = `default(string)`,
		string	payReceive = `default(string)`,
		decimal	rateOrSpread = `default(decimal)`,
		string	resetConvention = `default(string)`,
		string	stubType = `default(string)`,
		Compounding	compounding = `default(Compounding)`,
		StepSchedule	amortisation = `default(StepSchedule)`,
		DateTimeOffset?	firstRegularPaymentDate = `default(DateTimeOffset?)`,
		string	firstCouponType = `default(string)`,
		DateTimeOffset?	lastRegularPaymentDate = `default(DateTimeOffset?)`,
		string	lastCouponType = `default(string)`,
		FxLinkedNotionalSchedule	fxLinkedNotionalSchedule = `default(FxLinkedNotionalSchedule)`,
		bool?	intermediateNotionalExchange = `default(bool?)`
	)

inline

Initializes a new instance of the LegDefinition class.

Parameters

conventionName	conventionName.
conventions	conventions.
indexConvention	indexConvention.
indexConventionName	indexConventionName.
notionalExchangeType	what type of notional exchange does the leg have Supported string (enumeration) values are: [None, Initial, Final, Both]. (required).
payReceive	Is the leg to be paid or received Supported string (enumeration) values are: [Pay, Receive]. (required).
rateOrSpread	Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg. (required).
resetConvention	Control how resets are generated relative to swap payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears]..
stubType	If a stub is required should it be at the front or back of the leg. Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both]. (required).
compounding	compounding.
amortisation	amortisation.
firstRegularPaymentDate	Optional payment date of the first regular coupon. Must be greater than the StartDate. If set, the regular coupon schedule will be built such that the first regular coupon will end on this date. The start date of this coupon will be calculated as normal and a stub coupon will be created from the StartDate to the start of the first regular coupon..
firstCouponType	Optional coupon type setting for the first coupon, can be used with Stub coupons. If set to "ProRata" (the default), the coupon year fraction is calculated as normal, however if set to "Full" the year fraction is overwritten with the standard year fraction for a regular ful" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25). Supported string (enumeration) values are: [ProRata, Full]..
lastRegularPaymentDate	Optional payment date of the last regular coupon. Must be less than the Maturity date. If set, the regular coupon schedule will be built up to this date and the final coupon will be a stub between this date and the Maturity date..
lastCouponType	Optional coupon type setting for the last coupon, can be used with Stub coupons. If set to "ProRata" (the default), the coupon year fraction is calculated as normal, however if set to "Full" the year fraction is overwritten with the standard year fraction for a regular ful" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25). Supported string (enumeration) values are: [ProRata, Full]..
fxLinkedNotionalSchedule	fxLinkedNotionalSchedule.
intermediateNotionalExchange	Indicates whether there are intermediate notional exchanges..

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if LegDefinition instances are equal

Parameters

input Instance of LegDefinition to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.LegDefinition.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Amortisation

StepSchedule Lusid.Sdk.Model.LegDefinition.Amortisation

getset

Gets or Sets Amortisation

◆ Compounding

Compounding Lusid.Sdk.Model.LegDefinition.Compounding

getset

Gets or Sets Compounding

◆ ConventionName

FlowConventionName Lusid.Sdk.Model.LegDefinition.ConventionName

getset

Gets or Sets ConventionName

◆ Conventions

FlowConventions Lusid.Sdk.Model.LegDefinition.Conventions

getset

Gets or Sets Conventions

◆ FirstCouponType

string Lusid.Sdk.Model.LegDefinition.FirstCouponType

getset

Optional coupon type setting for the first coupon, can be used with Stub coupons. If set to "ProRata" (the default), the coupon year fraction is calculated as normal, however if set to "Full" the year fraction is overwritten with the standard year fraction for a regular ful" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25). Supported string (enumeration) values are: [ProRata, Full].

◆ FirstRegularPaymentDate

DateTimeOffset? Lusid.Sdk.Model.LegDefinition.FirstRegularPaymentDate

getset

Optional payment date of the first regular coupon. Must be greater than the StartDate. If set, the regular coupon schedule will be built such that the first regular coupon will end on this date. The start date of this coupon will be calculated as normal and a stub coupon will be created from the StartDate to the start of the first regular coupon.

◆ FxLinkedNotionalSchedule

FxLinkedNotionalSchedule Lusid.Sdk.Model.LegDefinition.FxLinkedNotionalSchedule

getset

Gets or Sets FxLinkedNotionalSchedule

◆ IndexConvention

IndexConvention Lusid.Sdk.Model.LegDefinition.IndexConvention

getset

Gets or Sets IndexConvention

◆ IndexConventionName

FlowConventionName Lusid.Sdk.Model.LegDefinition.IndexConventionName

getset

Gets or Sets IndexConventionName

◆ IntermediateNotionalExchange

bool? Lusid.Sdk.Model.LegDefinition.IntermediateNotionalExchange

getset

Indicates whether there are intermediate notional exchanges.

◆ LastCouponType

string Lusid.Sdk.Model.LegDefinition.LastCouponType

getset

Optional coupon type setting for the last coupon, can be used with Stub coupons. If set to "ProRata" (the default), the coupon year fraction is calculated as normal, however if set to "Full" the year fraction is overwritten with the standard year fraction for a regular ful" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25). Supported string (enumeration) values are: [ProRata, Full].

◆ LastRegularPaymentDate

DateTimeOffset? Lusid.Sdk.Model.LegDefinition.LastRegularPaymentDate

getset

Optional payment date of the last regular coupon. Must be less than the Maturity date. If set, the regular coupon schedule will be built up to this date and the final coupon will be a stub between this date and the Maturity date.

◆ NotionalExchangeType

string Lusid.Sdk.Model.LegDefinition.NotionalExchangeType

getset

what type of notional exchange does the leg have Supported string (enumeration) values are: [None, Initial, Final, Both].

◆ PayReceive

string Lusid.Sdk.Model.LegDefinition.PayReceive

getset

Is the leg to be paid or received Supported string (enumeration) values are: [Pay, Receive].

◆ RateOrSpread

decimal Lusid.Sdk.Model.LegDefinition.RateOrSpread

getset

Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg.

◆ ResetConvention

string Lusid.Sdk.Model.LegDefinition.ResetConvention

getset

Control how resets are generated relative to swap payment convention(s). Supported string (enumeration) values are: [InAdvance, InArrears].

◆ StubType

string Lusid.Sdk.Model.LegDefinition.StubType

getset

If a stub is required should it be at the front or back of the leg. Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both].

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/LegDefinition.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ LegDefinition() [1/2]

◆ LegDefinition() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Amortisation

◆ Compounding

◆ ConventionName

◆ Conventions

◆ FirstCouponType

◆ FirstRegularPaymentDate

◆ FxLinkedNotionalSchedule

◆ IndexConvention

◆ IndexConventionName

◆ IntermediateNotionalExchange

◆ LastCouponType

◆ LastRegularPaymentDate

◆ NotionalExchangeType

◆ PayReceive

◆ RateOrSpread

◆ ResetConvention

◆ StubType