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LUSID C# SDK
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The combination of a library to use and a model in that library that defines which pricing code will evaluate instruments having a particular type/class. This allows us to control the model type and library for a given instrument. More...

Public Types | |
| enum class | LibraryEnum { Lusid = 1 , RefinitivQps = 2 , RefinitivTracsWeb = 3 , VolMaster = 4 , IsdaCds = 5 , YieldBook = 6 , LusidCalc = 7 } |
| Available values: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc. More... | |
| enum class | ModelEnum { SimpleStatic = 1 , Discounting = 2 , VendorDefault = 3 , BlackScholes = 4 , ConstantTimeValueOfMoney = 5 , Bachelier = 6 , ForwardWithPoints = 7 , ForwardWithPointsUndiscounted = 8 , ForwardSpecifiedRate = 9 , ForwardSpecifiedRateUndiscounted = 10 , IndexNav = 11 , IndexPrice = 12 , InlinedIndex = 13 , ForwardFromCurve = 14 , ForwardFromCurveUndiscounted = 15 , BlackScholesDigital = 16 , BjerksundStensland1993 = 17 , BondLookupPricer = 18 , FlexibleLoanPricer = 19 , CdsLookupPricer = 20 , LoanFacilityPricer = 21 , OverrideOnlyPricer = 22 , FlexibleRepoSimplePricer = 23 } |
| Available values: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer, OverrideOnlyPricer, FlexibleRepoSimplePricer. More... | |
Public Member Functions | |
| ModelSelection (LibraryEnum library=default(LibraryEnum), ModelEnum model=default(ModelEnum)) | |
| Initializes a new instance of the ModelSelection 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 (ModelSelection input) |
| Returns true if ModelSelection instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| ModelSelection () | |
| Initializes a new instance of the ModelSelection class. More... | |
Properties | |
| LibraryEnum | Library [get, set] |
| Available values: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc. More... | |
| ModelEnum | Model [get, set] |
| Available values: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer, OverrideOnlyPricer, FlexibleRepoSimplePricer. More... | |
The combination of a library to use and a model in that library that defines which pricing code will evaluate instruments having a particular type/class. This allows us to control the model type and library for a given instrument.
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strong |
Available values: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc.
Available values: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc.
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strong |
Available values: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer, OverrideOnlyPricer, FlexibleRepoSimplePricer.
Available values: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer, OverrideOnlyPricer, FlexibleRepoSimplePricer.
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inlineprotected |
Initializes a new instance of the ModelSelection class.
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inline |
Initializes a new instance of the ModelSelection class.
| library | Available values: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc. (required). |
| model | Available values: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer, OverrideOnlyPricer, FlexibleRepoSimplePricer. (required). |
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inline |
Returns true if ModelSelection instances are equal
| input | Instance of ModelSelection to be compared |
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inline |
Returns true if objects are equal
| input | Object to be compared |
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inline |
Gets the hash code
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inlinevirtual |
Returns the JSON string presentation of the object
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inline |
Returns the string presentation of the object
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getset |
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getset |
Available values: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer, OverrideOnlyPricer, FlexibleRepoSimplePricer.
Available values: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer, OverrideOnlyPricer, FlexibleRepoSimplePricer.