Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for. For example, a market data rule might instruct all rates curves to be retrieved from a particular scope. This class gives the ability to set different behaviour depending on what is requesting the rates curve. Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.
More...
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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
} |
| The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice More...
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| MarketDataSpecificRule (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), DependencySourceFilter dependencySourceFilter=default(DependencySourceFilter), string sourceSystem=default(string)) |
| Initializes a new instance of the MarketDataSpecificRule class. More...
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override string | ToString () |
| Returns the string presentation of the object More...
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virtual string | ToJson () |
| Returns the JSON string presentation of the object More...
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override bool | Equals (object input) |
| Returns true if objects are equal More...
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bool | Equals (MarketDataSpecificRule input) |
| Returns true if MarketDataSpecificRule instances are equal More...
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override int | GetHashCode () |
| Gets the hash code More...
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QuoteTypeEnum | QuoteType [get, set] |
| The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice More...
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string | Key [get, set] |
| The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*) More...
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string | Supplier [get, set] |
| The market data supplier (where the data comes from) More...
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string | DataScope [get, set] |
| The scope in which the data should be found when using this rule. More...
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string | Field [get, set] |
| The conceptual qualification for the field, such as bid, mid, or ask. The field must be one of a defined set for the given supplier, in the same way as it is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId More...
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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), W(eek), M(onth) or Y(ear). More...
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DateTimeOffset? | AsAt [get, set] |
| The AsAt predicate specification. More...
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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...
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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...
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DependencySourceFilter | DependencySourceFilter [get, set] |
| Gets or Sets DependencySourceFilter More...
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string | SourceSystem [get, set] |
| Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to "Lusid". This means that data will be retrieved from the Quotes store and the ComplexMarketData store. These can be populated using the Quotes and ComplexMarketData endpoints. More...
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Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for. For example, a market data rule might instruct all rates curves to be retrieved from a particular scope. This class gives the ability to set different behaviour depending on what is requesting the rates curve. Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.
◆ QuoteTypeEnum
The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice
The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice
Enumerator |
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Price | Enum Price for value: Price
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Spread | Enum Spread for value: Spread
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Rate | Enum Rate for value: Rate
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LogNormalVol | Enum LogNormalVol for value: LogNormalVol
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NormalVol | Enum NormalVol for value: NormalVol
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ParSpread | Enum ParSpread for value: ParSpread
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IsdaSpread | Enum IsdaSpread for value: IsdaSpread
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Upfront | Enum Upfront for value: Upfront
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Index | Enum Index for value: Index
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Ratio | Enum Ratio for value: Ratio
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Delta | Enum Delta for value: Delta
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PoolFactor | Enum PoolFactor for value: PoolFactor
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InflationAssumption | Enum InflationAssumption for value: InflationAssumption
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DirtyPrice | Enum DirtyPrice for value: DirtyPrice
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◆ MarketDataSpecificRule() [1/2]
Lusid.Sdk.Model.MarketDataSpecificRule.MarketDataSpecificRule |
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inlineprotected |
◆ MarketDataSpecificRule() [2/2]
Lusid.Sdk.Model.MarketDataSpecificRule.MarketDataSpecificRule |
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string |
key = default(string) , |
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string |
supplier = default(string) , |
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string |
dataScope = default(string) , |
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QuoteTypeEnum |
quoteType = default(QuoteTypeEnum) , |
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string |
field = default(string) , |
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string |
quoteInterval = default(string) , |
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DateTimeOffset? |
asAt = default(DateTimeOffset?) , |
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string |
priceSource = default(string) , |
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string |
mask = default(string) , |
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DependencySourceFilter |
dependencySourceFilter = default(DependencySourceFilter) , |
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string |
sourceSystem = default(string) |
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) |
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inline |
Initializes a new instance of the MarketDataSpecificRule class.
- Parameters
-
key | The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*) (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 (required). |
field | The conceptual qualification for the field, such as bid, mid, or ask. The field must be one of a defined set for the given supplier, in the same way as it is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId (required). |
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), W(eek), M(onth) or Y(ear).. |
asAt | The AsAt predicate specification.. |
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.. |
dependencySourceFilter | dependencySourceFilter (required). |
sourceSystem | Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to "Lusid". This means that data will be retrieved from the Quotes store and the ComplexMarketData store. These can be populated using the Quotes and ComplexMarketData endpoints.. |
◆ Equals() [1/2]
◆ Equals() [2/2]
override bool Lusid.Sdk.Model.MarketDataSpecificRule.Equals |
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object |
input | ) |
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inline |
Returns true if objects are equal
- Parameters
-
input | Object to be compared |
- Returns
- Boolean
◆ GetHashCode()
override int Lusid.Sdk.Model.MarketDataSpecificRule.GetHashCode |
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inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
virtual string Lusid.Sdk.Model.MarketDataSpecificRule.ToJson |
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inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
◆ ToString()
override string Lusid.Sdk.Model.MarketDataSpecificRule.ToString |
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inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
◆ AsAt
DateTimeOffset? Lusid.Sdk.Model.MarketDataSpecificRule.AsAt |
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getset |
The AsAt predicate specification.
The AsAt predicate specification.
◆ DataScope
string Lusid.Sdk.Model.MarketDataSpecificRule.DataScope |
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getset |
The scope in which the data should be found when using this rule.
The scope in which the data should be found when using this rule.
◆ DependencySourceFilter
◆ Field
string Lusid.Sdk.Model.MarketDataSpecificRule.Field |
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getset |
The conceptual qualification for the field, such as bid, mid, or ask. The field must be one of a defined set for the given supplier, in the same way as it is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId
The conceptual qualification for the field, such as bid, mid, or ask. The field must be one of a defined set for the given supplier, in the same way as it is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId
◆ Key
string Lusid.Sdk.Model.MarketDataSpecificRule.Key |
|
getset |
The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)
The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)
◆ Mask
string Lusid.Sdk.Model.MarketDataSpecificRule.Mask |
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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.
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.MarketDataSpecificRule.PriceSource |
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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
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.MarketDataSpecificRule.QuoteInterval |
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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 <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), W(eek), M(onth) or Y(ear).
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), W(eek), M(onth) or Y(ear).
◆ QuoteType
The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice
The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice
◆ SourceSystem
string Lusid.Sdk.Model.MarketDataSpecificRule.SourceSystem |
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getset |
Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to "Lusid". This means that data will be retrieved from the Quotes store and the ComplexMarketData store. These can be populated using the Quotes and ComplexMarketData endpoints.
Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to "Lusid". This means that data will be retrieved from the Quotes store and the ComplexMarketData store. These can be populated using the Quotes and ComplexMarketData endpoints.
◆ Supplier
string Lusid.Sdk.Model.MarketDataSpecificRule.Supplier |
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getset |
The market data supplier (where the data comes from)
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/MarketDataSpecificRule.cs