Lusid.Sdk.Model.MarketQuote Class Reference

The market quote for an observable which will be used to calibrate the market data, including the format of the quote. e.g. a volatility quote for a specific strike and expiry the par rate of a swap This is a slimmed down version of a full Quote that can be stored in our QuoteStore to remove lineage, price source etc. for ease of use when creating complex market data. More...

Inheritance diagram for Lusid.Sdk.Model.MarketQuote:

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
	MarketQuote (QuoteTypeEnum quoteType=default(QuoteTypeEnum), decimal value=default(decimal))
	Initializes a new instance of the MarketQuote 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 (MarketQuote input)
	Returns true if MarketQuote instances are equal More...
override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	MarketQuote ()
	Initializes a new instance of the MarketQuote 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...
decimal	Value [get, set]
	Numeric value of the quote More...

Detailed Description

The market quote for an observable which will be used to calibrate the market data, including the format of the quote. e.g. a volatility quote for a specific strike and expiry the par rate of a swap This is a slimmed down version of a full Quote that can be stored in our QuoteStore to remove lineage, price source etc. for ease of use when creating complex market data.

Member Enumeration Documentation

QuoteTypeEnum

enum Lusid.Sdk.Model.MarketQuote.QuoteTypeEnum

strong

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

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

MarketQuote() [1/2]

Lusid.Sdk.Model.MarketQuote.MarketQuote ( )

inlineprotected

Initializes a new instance of the MarketQuote class.

MarketQuote() [2/2]

Lusid.Sdk.Model.MarketQuote.MarketQuote ( QuoteTypeEnum  quoteType = default(QuoteTypeEnum), decimal  value = default(decimal)  )

inline

Initializes a new instance of the MarketQuote class.

Parameters

quoteType	The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall (required).
value	Numeric value of the quote (required).

Member Function Documentation

Equals() [1/2]

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

inline

Returns true if MarketQuote instances are equal

Parameters

input

Instance of MarketQuote to be compared

Returns

Boolean

Equals() [2/2]

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

inline

Returns true if objects are equal

Parameters

input

Object to be compared

Returns

Boolean

GetHashCode()

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

inline

Gets the hash code

Returns

Hash code

ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns

JSON string presentation of the object

ToString()

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

inline

Returns the string presentation of the object

Returns

String presentation of the object

Property Documentation

QuoteType

QuoteTypeEnum Lusid.Sdk.Model.MarketQuote.QuoteType

getset

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

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

Value

decimal Lusid.Sdk.Model.MarketQuote.Value

getset

Numeric value of the quote

Numeric value of the quote

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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/MarketQuote.cs