When performing analytics, instruments and models have dependencies on market data. A market data key rule essentially tells lusid to "resolve dependencies matching the pattern 'X' using data of the form 'Y'". The parameter 'X' is defined by the key of the key rule, and might specify "all USD rates curves" or "all RIC-based prices". The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be. More...

Inheritance diagram for Lusid.Sdk.Model.MarketDataKeyRule:

[legend]

Public Types
enum class	QuoteTypeEnum { Price = 1 , Spread = 2 , Rate = 3 , LogNormalVol = 4 , NormalVol = 5 , ParSpread = 6 , IsdaSpread = 7 , Upfront = 8 , Index = 9 , Ratio = 10 , Delta = 11 , PoolFactor = 12 , InflationAssumption = 13 , DirtyPrice = 14 , PrincipalWriteOff = 15 , InterestDeferred = 16 , InterestShortfall = 17 }
	The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall More...

Public Member Functions
	MarketDataKeyRule (string key=default(string), string supplier=default(string), string dataScope=default(string), QuoteTypeEnum quoteType=default(QuoteTypeEnum), string field=default(string), string quoteInterval=default(string), DateTimeOffset? asAt=default(DateTimeOffset?), string priceSource=default(string), string mask=default(string), string sourceSystem=default(string), bool fallThroughOnAccessDenied=default(bool))
	Initializes a new instance of the MarketDataKeyRule 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 (MarketDataKeyRule input)
	Returns true if MarketDataKeyRule instances are equal More...

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

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

Properties
QuoteTypeEnum	QuoteType `[get, set]`
	The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall More...

string	Key `[get, set]`
	A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: "Quote.{CodeType}." e.g. "Quote.RIC." refers to 'any RIC quote' Fx rates: "Fx.CurrencyPair.", which refers to 'any FX rate' Discounting curves: "Rates.{Currency}.{Currency}OIS e.g. "Rates.USD.USDOIS" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character ''. e.g. "Rates.." matches any dependency on a discounting curve. More...

string	Supplier `[get, set]`
	The market data supplier (where the data comes from) More...

string	DataScope `[get, set]`
	The scope in which the data should be found when using this rule. More...

string	Field `[get, set]`
	The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data. More...

string	QuoteInterval `[get, set]`
	Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of "1Bd" would behave as "3D", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window. More...

DateTimeOffset?	AsAt `[get, set]`
	Deprecated field which no longer has any effect on market data resolution. More...

string	PriceSource `[get, set]`
	The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote More...

string	Mask `[get, set]`
	Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.). e.g. for Rates curve 'EUR.' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule. More...

string	SourceSystem `[get, set]`
	If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to "Lusid". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to "MarketDataOverrides" if Supplier is set to "Client". More...

bool	FallThroughOnAccessDenied `[get, set]`
	When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false. More...

Detailed Description

When performing analytics, instruments and models have dependencies on market data. A market data key rule essentially tells lusid to "resolve dependencies matching the pattern 'X' using data of the form 'Y'". The parameter 'X' is defined by the key of the key rule, and might specify "all USD rates curves" or "all RIC-based prices". The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be.

Member Enumeration Documentation

◆ QuoteTypeEnum

enum Lusid.Sdk.Model.MarketDataKeyRule.QuoteTypeEnum

strong

The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall

Enumerator
Price	Enum Price for value: Price
Spread	Enum Spread for value: Spread
Rate	Enum Rate for value: Rate
LogNormalVol	Enum LogNormalVol for value: LogNormalVol
NormalVol	Enum NormalVol for value: NormalVol
ParSpread	Enum ParSpread for value: ParSpread
IsdaSpread	Enum IsdaSpread for value: IsdaSpread
Upfront	Enum Upfront for value: Upfront
Index	Enum Index for value: Index
Ratio	Enum Ratio for value: Ratio
Delta	Enum Delta for value: Delta
PoolFactor	Enum PoolFactor for value: PoolFactor
InflationAssumption	Enum InflationAssumption for value: InflationAssumption
DirtyPrice	Enum DirtyPrice for value: DirtyPrice
PrincipalWriteOff	Enum PrincipalWriteOff for value: PrincipalWriteOff
InterestDeferred	Enum InterestDeferred for value: InterestDeferred
InterestShortfall	Enum InterestShortfall for value: InterestShortfall

Constructor & Destructor Documentation

◆ MarketDataKeyRule() [1/2]

Lusid.Sdk.Model.MarketDataKeyRule.MarketDataKeyRule ( )

inlineprotected

Initializes a new instance of the MarketDataKeyRule class.

◆ MarketDataKeyRule() [2/2]

Lusid.Sdk.Model.MarketDataKeyRule.MarketDataKeyRule	(	string	key = `default(string)`,
		string	supplier = `default(string)`,
		string	dataScope = `default(string)`,
		QuoteTypeEnum	quoteType = `default(QuoteTypeEnum)`,
		string	field = `default(string)`,
		string	quoteInterval = `default(string)`,
		DateTimeOffset?	asAt = `default(DateTimeOffset?)`,
		string	priceSource = `default(string)`,
		string	mask = `default(string)`,
		string	sourceSystem = `default(string)`,
		bool	fallThroughOnAccessDenied = `default(bool)`
	)

inline

Initializes a new instance of the MarketDataKeyRule class.

Parameters

key	A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: "Quote.{CodeType}." e.g. "Quote.RIC." refers to 'any RIC quote' Fx rates: "Fx.CurrencyPair.", which refers to 'any FX rate' Discounting curves: "Rates.{Currency}.{Currency}OIS e.g. "Rates.USD.USDOIS" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character ''. e.g. "Rates.." matches any dependency on a discounting curve. (required).
supplier	The market data supplier (where the data comes from) (required).
dataScope	The scope in which the data should be found when using this rule. (required).
quoteType	The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall (required).
field	The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data..
quoteInterval	Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of "1Bd" would behave as "3D", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window..
asAt	Deprecated field which no longer has any effect on market data resolution..
priceSource	The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote.
mask	Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.). e.g. for Rates curve 'EUR.' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule..
sourceSystem	If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to "Lusid". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to "MarketDataOverrides" if Supplier is set to "Client"..
fallThroughOnAccessDenied	When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false..

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if MarketDataKeyRule instances are equal

Parameters

input Instance of MarketDataKeyRule to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AsAt

DateTimeOffset? Lusid.Sdk.Model.MarketDataKeyRule.AsAt

getset

Deprecated field which no longer has any effect on market data resolution.

◆ DataScope

string Lusid.Sdk.Model.MarketDataKeyRule.DataScope

getset

The scope in which the data should be found when using this rule.

◆ FallThroughOnAccessDenied

bool Lusid.Sdk.Model.MarketDataKeyRule.FallThroughOnAccessDenied

getset

When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false.

◆ Field

string Lusid.Sdk.Model.MarketDataKeyRule.Field

getset

The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.

◆ Key

string Lusid.Sdk.Model.MarketDataKeyRule.Key

getset

A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: "Quote.{CodeType}.*" e.g. "Quote.RIC.*" refers to 'any RIC quote' Fx rates: "Fx.CurrencyPair.*", which refers to 'any FX rate' Discounting curves: "Rates.{Currency}.{Currency}OIS e.g. "Rates.USD.USDOIS" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character ''. e.g. "Rates..*" matches any dependency on a discounting curve.

◆ Mask

string Lusid.Sdk.Model.MarketDataKeyRule.Mask

getset

Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.

◆ PriceSource

string Lusid.Sdk.Model.MarketDataKeyRule.PriceSource

getset

The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote

◆ QuoteInterval

string Lusid.Sdk.Model.MarketDataKeyRule.QuoteInterval

getset

Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is intchar.intchar, where char is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of "1Bd" would behave as "3D", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.

◆ QuoteType

QuoteTypeEnum Lusid.Sdk.Model.MarketDataKeyRule.QuoteType

getset

The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall

◆ SourceSystem

string Lusid.Sdk.Model.MarketDataKeyRule.SourceSystem

getset

If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to "Lusid". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to "MarketDataOverrides" if Supplier is set to "Client".

◆ Supplier

string Lusid.Sdk.Model.MarketDataKeyRule.Supplier

getset

The market data supplier (where the data comes from)

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/MarketDataKeyRule.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ QuoteTypeEnum

Constructor & Destructor Documentation

◆ MarketDataKeyRule() [1/2]

◆ MarketDataKeyRule() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AsAt

◆ DataScope

◆ FallThroughOnAccessDenied

◆ Field

◆ Key

◆ Mask

◆ PriceSource

◆ QuoteInterval

◆ QuoteType

◆ SourceSystem

◆ Supplier