The set of options that control miscellaneous and default market resolution behaviour. A default scope entered here will cause duplicate ("default") rules to be created across all asset types, pointing at that scope. These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved. For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources according to requirements based on accuracy or timeliness it is not recommended. In more advanced cases the options should largely be ignored and rules specified per source. If no default scope is supplied, no default rules are created. Where a default scope is supplied, a default rule is constructed per asset type, pointing at that scope, and appended after all specified rules so it is only tried as a last resort. Each default rule is wild-carded within its asset type (for example Quote.{instrumentCodeType}.* or Fx.*.*) rather than being a single fully wild-carded rule, and one (two for Rates) is generated per asset type. Consequently, where no specified rule matches a dependency, the failure reported is this constructed default rule in the provided default scope. It is not recommended to rely on this behaviour, as these rules match a wide range of data and are likely to be slow to resolve. It is better to specify rules for the data you require in the MarketRules of the MarketContext. More...

Inheritance diagram for Lusid.Sdk.Model.MarketOptions:

[legend]

Public Member Functions
	MarketOptions (string defaultSupplier=default(string), string defaultInstrumentCodeType=default(string), string defaultScope=default(string), bool attemptToInferMissingFx=default(bool), string calendarScope=default(string), string conventionScope=default(string))
	Initializes a new instance of the MarketOptions 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 (MarketOptions input)
	Returns true if MarketOptions instances are equal More...

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

Properties
string	DefaultSupplier `[get, set]`
	The default supplier of data. This controls which 'dialect' is used to find particular market data. e.g. one supplier might address data by RIC, another by PermId More...

string	DefaultInstrumentCodeType `[get, set]`
	When instrument quotes are searched for, what identifier should be used by default More...

string	DefaultScope `[get, set]`
	The scope in which to search for data when applying default rules. This is optional: if omitted, no default rules are created and market data is resolved only via the explicitly specified market data key rules. More...

bool	AttemptToInferMissingFx `[get, set]`
	if true will calculate a missing Fx pair (e.g. THBJPY) from the inverse JPYTHB or from standardised pairs against USD, e.g. THBUSD and JPYUSD More...

string	CalendarScope `[get, set]`
	The scope in which holiday calendars stored More...

string	ConventionScope `[get, set]`
	The scope in which conventions stored More...

Detailed Description

The set of options that control miscellaneous and default market resolution behaviour. A default scope entered here will cause duplicate ("default") rules to be created across all asset types, pointing at that scope. These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved. For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources according to requirements based on accuracy or timeliness it is not recommended. In more advanced cases the options should largely be ignored and rules specified per source. If no default scope is supplied, no default rules are created. Where a default scope is supplied, a default rule is constructed per asset type, pointing at that scope, and appended after all specified rules so it is only tried as a last resort. Each default rule is wild-carded within its asset type (for example Quote.{instrumentCodeType}.* or Fx.*.*) rather than being a single fully wild-carded rule, and one (two for Rates) is generated per asset type. Consequently, where no specified rule matches a dependency, the failure reported is this constructed default rule in the provided default scope. It is not recommended to rely on this behaviour, as these rules match a wide range of data and are likely to be slow to resolve. It is better to specify rules for the data you require in the MarketRules of the MarketContext.

Constructor & Destructor Documentation

◆ MarketOptions()

Lusid.Sdk.Model.MarketOptions.MarketOptions	(	string	defaultSupplier = `default(string)`,
		string	defaultInstrumentCodeType = `default(string)`,
		string	defaultScope = `default(string)`,
		bool	attemptToInferMissingFx = `default(bool)`,
		string	calendarScope = `default(string)`,
		string	conventionScope = `default(string)`
	)

inline

Initializes a new instance of the MarketOptions class.

Parameters

defaultSupplier	The default supplier of data. This controls which 'dialect' is used to find particular market data. e.g. one supplier might address data by RIC, another by PermId.
defaultInstrumentCodeType	When instrument quotes are searched for, what identifier should be used by default.
defaultScope	The scope in which to search for data when applying default rules. This is optional: if omitted, no default rules are created and market data is resolved only via the explicitly specified market data key rules..
attemptToInferMissingFx	if true will calculate a missing Fx pair (e.g. THBJPY) from the inverse JPYTHB or from standardised pairs against USD, e.g. THBUSD and JPYUSD.
calendarScope	The scope in which holiday calendars stored.
conventionScope	The scope in which conventions stored.

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if MarketOptions instances are equal

Parameters

input Instance of MarketOptions to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AttemptToInferMissingFx

bool Lusid.Sdk.Model.MarketOptions.AttemptToInferMissingFx

getset

if true will calculate a missing Fx pair (e.g. THBJPY) from the inverse JPYTHB or from standardised pairs against USD, e.g. THBUSD and JPYUSD

◆ CalendarScope

string Lusid.Sdk.Model.MarketOptions.CalendarScope

getset

The scope in which holiday calendars stored

◆ ConventionScope

string Lusid.Sdk.Model.MarketOptions.ConventionScope

getset

The scope in which conventions stored

◆ DefaultInstrumentCodeType

string Lusid.Sdk.Model.MarketOptions.DefaultInstrumentCodeType

getset

When instrument quotes are searched for, what identifier should be used by default

◆ DefaultScope

string Lusid.Sdk.Model.MarketOptions.DefaultScope

getset

The scope in which to search for data when applying default rules. This is optional: if omitted, no default rules are created and market data is resolved only via the explicitly specified market data key rules.

◆ DefaultSupplier

string Lusid.Sdk.Model.MarketOptions.DefaultSupplier

getset

The default supplier of data. This controls which 'dialect' is used to find particular market data. e.g. one supplier might address data by RIC, another by PermId

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/MarketOptions.cs

Public Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ MarketOptions()

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AttemptToInferMissingFx

◆ CalendarScope

◆ ConventionScope

◆ DefaultInstrumentCodeType

◆ DefaultScope

◆ DefaultSupplier