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...

Inheritance diagram for Lusid.Sdk.Model.MarketDataSpecificRule:

[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 , ConstituentWeightFactor = 18 }
	Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor. More...

Public Member Functions
	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), bool fallThroughOnAccessDenied=default(bool))
	Initializes a new instance of the MarketDataSpecificRule 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 (MarketDataSpecificRule input)
	Returns true if MarketDataSpecificRule instances are equal More...

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

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

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

string	Key `[get, set]`
	The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*) 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, 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 Quotes.QuoteSeriesId" 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), W(eek), M(onth) or Y(ear). 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...

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

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...

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

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.

Member Enumeration Documentation

◆ QuoteTypeEnum

enum Lusid.Sdk.Model.MarketDataSpecificRule.QuoteTypeEnum

strong

Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor.

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
ConstituentWeightFactor	Enum ConstituentWeightFactor for value: ConstituentWeightFactor

Constructor & Destructor Documentation

◆ MarketDataSpecificRule() [1/2]

Lusid.Sdk.Model.MarketDataSpecificRule.MarketDataSpecificRule ( )

inlineprotected

Initializes a new instance of the MarketDataSpecificRule class.

◆ MarketDataSpecificRule() [2/2]

Lusid.Sdk.Model.MarketDataSpecificRule.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)`,
		bool	fallThroughOnAccessDenied = `default(bool)`
	)

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	Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor. (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 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	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..
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..
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.MarketDataSpecificRule.Equals ( MarketDataSpecificRule input )

inline

Returns true if MarketDataSpecificRule instances are equal

Parameters

input Instance of MarketDataSpecificRule to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AsAt

DateTimeOffset? Lusid.Sdk.Model.MarketDataSpecificRule.AsAt

getset

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

◆ DataScope

string Lusid.Sdk.Model.MarketDataSpecificRule.DataScope

getset

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

◆ DependencySourceFilter

DependencySourceFilter Lusid.Sdk.Model.MarketDataSpecificRule.DependencySourceFilter

getset

Gets or Sets DependencySourceFilter

◆ FallThroughOnAccessDenied

bool Lusid.Sdk.Model.MarketDataSpecificRule.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.MarketDataSpecificRule.Field

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 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.*)

◆ Mask

string Lusid.Sdk.Model.MarketDataSpecificRule.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.MarketDataSpecificRule.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.MarketDataSpecificRule.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), W(eek), M(onth) or Y(ear).

◆ QuoteType

QuoteTypeEnum Lusid.Sdk.Model.MarketDataSpecificRule.QuoteType

getset

Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor.

◆ SourceSystem

string Lusid.Sdk.Model.MarketDataSpecificRule.SourceSystem

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.

◆ Supplier

string Lusid.Sdk.Model.MarketDataSpecificRule.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/MarketDataSpecificRule.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ QuoteTypeEnum

Constructor & Destructor Documentation

◆ MarketDataSpecificRule() [1/2]

◆ MarketDataSpecificRule() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AsAt

◆ DataScope

◆ DependencySourceFilter

◆ FallThroughOnAccessDenied

◆ Field

◆ Key

◆ Mask

◆ PriceSource

◆ QuoteInterval

◆ QuoteType

◆ SourceSystem

◆ Supplier