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...
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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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QuoteTypeEnum | QuoteType [get, set] |
| The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice More...
|
|
decimal | Value [get, set] |
| Numeric value of the quote More...
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|
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.
◆ 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 |
---|
Price | Enum Price for value: Price
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Spread | Enum Spread for value: Spread
|
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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◆ MarketQuote() [1/2]
Lusid.Sdk.Model.MarketQuote.MarketQuote |
( |
| ) |
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inlineprotected |
◆ MarketQuote() [2/2]
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 (required). |
value | Numeric value of the quote (required). |
◆ Equals() [1/2]
bool Lusid.Sdk.Model.MarketQuote.Equals |
( |
MarketQuote |
input | ) |
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inline |
Returns true if MarketQuote instances are equal
- Parameters
-
- Returns
- Boolean
◆ Equals() [2/2]
override bool Lusid.Sdk.Model.MarketQuote.Equals |
( |
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.MarketQuote.GetHashCode |
( |
| ) |
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inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
virtual string Lusid.Sdk.Model.MarketQuote.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.MarketQuote.ToString |
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| ) |
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inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
◆ 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
◆ Value
decimal Lusid.Sdk.Model.MarketQuote.Value |
|
getset |
Numeric value of the quote
Numeric value of the quote
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