Query for bucketed cashflows from one or more portfolios. More...

Inheritance diagram for Lusid.Sdk.Model.QueryBucketedCashFlowsRequest:

Public Member Functions
	QueryBucketedCashFlowsRequest (DateTimeOffset? asAt=default(DateTimeOffset?), DateTimeOffset windowStart=default(DateTimeOffset), DateTimeOffset windowEnd=default(DateTimeOffset), List< PortfolioEntityId > portfolioEntityIds=default(List< PortfolioEntityId >), DateTimeOffset effectiveAt=default(DateTimeOffset), ResourceId recipeId=default(ResourceId), string roundingMethod=default(string), List< DateTimeOffset > bucketingDates=default(List< DateTimeOffset >), List< string > bucketingTenors=default(List< string >), string reportCurrency=default(string), List< string > groupBy=default(List< string >), List< string > addresses=default(List< string >), bool equipWithSubtotals=default(bool), bool excludeUnsettledTrades=default(bool), string cashFlowType=default(string), BucketingSchedule bucketingSchedule=default(BucketingSchedule), string filter=default(string))
	Initializes a new instance of the QueryBucketedCashFlowsRequest 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 (QueryBucketedCashFlowsRequest input)
	Returns true if QueryBucketedCashFlowsRequest instances are equal More...

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

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

Properties
DateTimeOffset?	AsAt `[get, set]`
	The time of the system at which to query for bucketed cashflows. More...

DateTimeOffset	WindowStart `[get, set]`
	The lower bound effective datetime or cut label (inclusive) from which to retrieve the cashflows. There is no lower bound if this is not specified. More...

DateTimeOffset	WindowEnd `[get, set]`
	The upper bound effective datetime or cut label (inclusive) from which to retrieve the cashflows. The upper bound defaults to 'today' if it is not specified More...

List< PortfolioEntityId >	PortfolioEntityIds `[get, set]`
	The set of portfolios and portfolio groups to which the instrument events must belong. More...

DateTimeOffset	EffectiveAt `[get, set]`
	The valuation (pricing) effective datetime or cut label (inclusive) at which to evaluate the cashflows. This determines whether cashflows are evaluated in a historic or forward looking context and will, for certain models, affect where data is looked up. For example, on a swap if the effectiveAt is in the middle of the window, cashflows before it will be historic and resets assumed to exist where if the effectiveAt is before the start of the range they are forward looking and will be expectations assuming the model supports that. There is evidently a presumption here about availability of data and that the effectiveAt is realistically on or before the real-world today. More...

ResourceId	RecipeId `[get, set]`
	Gets or Sets RecipeId More...

string	RoundingMethod `[get, set]`
	When bucketing, there is not a unique way to allocate the bucket points. RoundingMethod Supported string (enumeration) values are: [RoundDown, RoundUp]. More...

List< DateTimeOffset >	BucketingDates `[get, set]`
	A list of dates to perform cashflow bucketing upon. If this is provided, the list of tenors for bucketing should be empty. More...

List< string >	BucketingTenors `[get, set]`
	A list of tenors to perform cashflow bucketing upon. If this is provided, the list of dates for bucketing should be empty. More...

string	ReportCurrency `[get, set]`
	Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries. More...

List< string >	GroupBy `[get, set]`
	The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out. More...

List< string >	Addresses `[get, set]`
	The set of items that the user wishes to see in the results. If empty, will be defaulted to standard ones. More...

bool	EquipWithSubtotals `[get, set]`
	Flag directing the Valuation call to populate the results with subtotals of aggregates. More...

bool	ExcludeUnsettledTrades `[get, set]`
	Flag directing the Valuation call to exclude cashflows from unsettled trades. If absent or set to false, cashflows will returned based on trade date - more specifically, cashflows from any unsettled trades will be included in the results. If set to true, unsettled trades will be excluded from the result set. More...

string	CashFlowType `[get, set]`
	Indicate the requested cash flow representation InstrumentCashFlows or PortfolioCashFlows (GetCashLadder uses this) Options: [InstrumentCashFlow, PortfolioCashFlow] More...

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

string	Filter `[get, set]`
	Gets or Sets Filter More...

Detailed Description

Query for bucketed cashflows from one or more portfolios.

Constructor & Destructor Documentation

◆ QueryBucketedCashFlowsRequest() [1/2]

Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.QueryBucketedCashFlowsRequest ( )

inlineprotected

Initializes a new instance of the QueryBucketedCashFlowsRequest class.

◆ QueryBucketedCashFlowsRequest() [2/2]

Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.QueryBucketedCashFlowsRequest	(	DateTimeOffset?	asAt = `default(DateTimeOffset?)`,
		DateTimeOffset	windowStart = `default(DateTimeOffset)`,
		DateTimeOffset	windowEnd = `default(DateTimeOffset)`,
		List< PortfolioEntityId >	portfolioEntityIds = `default(List<PortfolioEntityId>)`,
		DateTimeOffset	effectiveAt = `default(DateTimeOffset)`,
		ResourceId	recipeId = `default(ResourceId)`,
		string	roundingMethod = `default(string)`,
		List< DateTimeOffset >	bucketingDates = `default(List<DateTimeOffset>)`,
		List< string >	bucketingTenors = `default(List<string>)`,
		string	reportCurrency = `default(string)`,
		List< string >	groupBy = `default(List<string>)`,
		List< string >	addresses = `default(List<string>)`,
		bool	equipWithSubtotals = `default(bool)`,
		bool	excludeUnsettledTrades = `default(bool)`,
		string	cashFlowType = `default(string)`,
		BucketingSchedule	bucketingSchedule = `default(BucketingSchedule)`,
		string	filter = `default(string)`
	)

inline

Initializes a new instance of the QueryBucketedCashFlowsRequest class.

Parameters

asAt	The time of the system at which to query for bucketed cashflows..
windowStart	The lower bound effective datetime or cut label (inclusive) from which to retrieve the cashflows. There is no lower bound if this is not specified. (required).
windowEnd	The upper bound effective datetime or cut label (inclusive) from which to retrieve the cashflows. The upper bound defaults to 'today' if it is not specified (required).
portfolioEntityIds	The set of portfolios and portfolio groups to which the instrument events must belong. (required).
effectiveAt	The valuation (pricing) effective datetime or cut label (inclusive) at which to evaluate the cashflows. This determines whether cashflows are evaluated in a historic or forward looking context and will, for certain models, affect where data is looked up. For example, on a swap if the effectiveAt is in the middle of the window, cashflows before it will be historic and resets assumed to exist where if the effectiveAt is before the start of the range they are forward looking and will be expectations assuming the model supports that. There is evidently a presumption here about availability of data and that the effectiveAt is realistically on or before the real-world today. (required).
recipeId	recipeId (required).
roundingMethod	When bucketing, there is not a unique way to allocate the bucket points. RoundingMethod Supported string (enumeration) values are: [RoundDown, RoundUp]. (required).
bucketingDates	A list of dates to perform cashflow bucketing upon. If this is provided, the list of tenors for bucketing should be empty..
bucketingTenors	A list of tenors to perform cashflow bucketing upon. If this is provided, the list of dates for bucketing should be empty..
reportCurrency	Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries. (required).
groupBy	The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out..
addresses	The set of items that the user wishes to see in the results. If empty, will be defaulted to standard ones..
equipWithSubtotals	Flag directing the Valuation call to populate the results with subtotals of aggregates..
excludeUnsettledTrades	Flag directing the Valuation call to exclude cashflows from unsettled trades. If absent or set to false, cashflows will returned based on trade date - more specifically, cashflows from any unsettled trades will be included in the results. If set to true, unsettled trades will be excluded from the result set..
cashFlowType	Indicate the requested cash flow representation InstrumentCashFlows or PortfolioCashFlows (GetCashLadder uses this) Options: [InstrumentCashFlow, PortfolioCashFlow].
bucketingSchedule	bucketingSchedule.
filter	filter.

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if QueryBucketedCashFlowsRequest instances are equal

Parameters

input Instance of QueryBucketedCashFlowsRequest to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ Addresses

List<string> Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.Addresses

getset

The set of items that the user wishes to see in the results. If empty, will be defaulted to standard ones.

◆ AsAt

DateTimeOffset? Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.AsAt

getset

The time of the system at which to query for bucketed cashflows.

◆ BucketingDates

List<DateTimeOffset> Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.BucketingDates

getset

A list of dates to perform cashflow bucketing upon. If this is provided, the list of tenors for bucketing should be empty.

◆ BucketingSchedule

BucketingSchedule Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.BucketingSchedule

getset

Gets or Sets BucketingSchedule

◆ BucketingTenors

List<string> Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.BucketingTenors

getset

A list of tenors to perform cashflow bucketing upon. If this is provided, the list of dates for bucketing should be empty.

◆ CashFlowType

string Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.CashFlowType

getset

Indicate the requested cash flow representation InstrumentCashFlows or PortfolioCashFlows (GetCashLadder uses this) Options: [InstrumentCashFlow, PortfolioCashFlow]

◆ EffectiveAt

DateTimeOffset Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.EffectiveAt

getset

The valuation (pricing) effective datetime or cut label (inclusive) at which to evaluate the cashflows. This determines whether cashflows are evaluated in a historic or forward looking context and will, for certain models, affect where data is looked up. For example, on a swap if the effectiveAt is in the middle of the window, cashflows before it will be historic and resets assumed to exist where if the effectiveAt is before the start of the range they are forward looking and will be expectations assuming the model supports that. There is evidently a presumption here about availability of data and that the effectiveAt is realistically on or before the real-world today.

◆ EquipWithSubtotals

bool Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.EquipWithSubtotals

getset

Flag directing the Valuation call to populate the results with subtotals of aggregates.

◆ ExcludeUnsettledTrades

bool Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.ExcludeUnsettledTrades

getset

Flag directing the Valuation call to exclude cashflows from unsettled trades. If absent or set to false, cashflows will returned based on trade date - more specifically, cashflows from any unsettled trades will be included in the results. If set to true, unsettled trades will be excluded from the result set.

◆ Filter

string Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.Filter

getset

Gets or Sets Filter

◆ GroupBy

List<string> Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.GroupBy

getset

The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.

◆ PortfolioEntityIds

List<PortfolioEntityId> Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.PortfolioEntityIds

getset

The set of portfolios and portfolio groups to which the instrument events must belong.

◆ RecipeId

ResourceId Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.RecipeId

getset

Gets or Sets RecipeId

◆ ReportCurrency

string Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.ReportCurrency

getset

Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries.

◆ RoundingMethod

string Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.RoundingMethod

getset

When bucketing, there is not a unique way to allocate the bucket points. RoundingMethod Supported string (enumeration) values are: [RoundDown, RoundUp].

◆ WindowEnd

DateTimeOffset Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.WindowEnd

getset

The upper bound effective datetime or cut label (inclusive) from which to retrieve the cashflows. The upper bound defaults to 'today' if it is not specified

◆ WindowStart

DateTimeOffset Lusid.Sdk.Model.QueryBucketedCashFlowsRequest.WindowStart

getset

The lower bound effective datetime or cut label (inclusive) from which to retrieve the cashflows. There is no lower bound if this is not specified.

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/QueryBucketedCashFlowsRequest.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ QueryBucketedCashFlowsRequest() [1/2]

◆ QueryBucketedCashFlowsRequest() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ Addresses

◆ AsAt

◆ BucketingDates

◆ BucketingSchedule

◆ BucketingTenors

◆ CashFlowType

◆ EffectiveAt

◆ EquipWithSubtotals

◆ ExcludeUnsettledTrades

◆ Filter

◆ GroupBy

◆ PortfolioEntityIds

◆ RecipeId

◆ ReportCurrency

◆ RoundingMethod

◆ WindowEnd

◆ WindowStart