Query for tradetickets resulting from events on instrument that are taken from one or more portfolios More...

Inheritance diagram for Lusid.Sdk.Model.QueryTradeTicketsRequest:

Public Member Functions
	QueryTradeTicketsRequest (DateTimeOffset? asAt=default(DateTimeOffset?), DateTimeOffset windowStart=default(DateTimeOffset), DateTimeOffset windowEnd=default(DateTimeOffset), List< PortfolioEntityId > portfolioEntityIds=default(List< PortfolioEntityId >), ResourceId recipeId=default(ResourceId), DateTimeOffset effectiveAt=default(DateTimeOffset))
	Initializes a new instance of the QueryTradeTicketsRequest 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 (QueryTradeTicketsRequest input)
	Returns true if QueryTradeTicketsRequest instances are equal More...

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

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

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

DateTimeOffset	WindowStart `[get, set]`
	The start date of the window. More...

DateTimeOffset	WindowEnd `[get, set]`
	The end date of the window. More...

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

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

DateTimeOffset	EffectiveAt `[get, set]`
	The Effective date used in the valuation of the tradetickets. More...

Detailed Description

Query for tradetickets resulting from events on instrument that are taken from one or more portfolios

Constructor & Destructor Documentation

◆ QueryTradeTicketsRequest() [1/2]

Lusid.Sdk.Model.QueryTradeTicketsRequest.QueryTradeTicketsRequest ( )

inlineprotected

Initializes a new instance of the QueryTradeTicketsRequest class.

◆ QueryTradeTicketsRequest() [2/2]

Lusid.Sdk.Model.QueryTradeTicketsRequest.QueryTradeTicketsRequest	(	DateTimeOffset?	asAt = `default(DateTimeOffset?)`,
		DateTimeOffset	windowStart = `default(DateTimeOffset)`,
		DateTimeOffset	windowEnd = `default(DateTimeOffset)`,
		List< PortfolioEntityId >	portfolioEntityIds = `default(List<PortfolioEntityId>)`,
		ResourceId	recipeId = `default(ResourceId)`,
		DateTimeOffset	effectiveAt = `default(DateTimeOffset)`
	)

inline

Initializes a new instance of the QueryTradeTicketsRequest class.

Parameters

asAt	The time of the system at which to query for tradetickets..
windowStart	The start date of the window. (required).
windowEnd	The end date of the window. (required).
portfolioEntityIds	The set of portfolios and portfolio groups to which the instrument events must belong. (required).
recipeId	recipeId (required).
effectiveAt	The Effective date used in the valuation of the tradetickets. (required).

Member Function Documentation

◆ Equals() [1/2]

override bool Lusid.Sdk.Model.QueryTradeTicketsRequest.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.QueryTradeTicketsRequest.Equals ( QueryTradeTicketsRequest input )

inline

Returns true if QueryTradeTicketsRequest instances are equal

Parameters

input Instance of QueryTradeTicketsRequest to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AsAt

DateTimeOffset? Lusid.Sdk.Model.QueryTradeTicketsRequest.AsAt

getset

The time of the system at which to query for tradetickets.

◆ EffectiveAt

DateTimeOffset Lusid.Sdk.Model.QueryTradeTicketsRequest.EffectiveAt

getset

The Effective date used in the valuation of the tradetickets.

◆ PortfolioEntityIds

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

getset

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

◆ RecipeId

ResourceId Lusid.Sdk.Model.QueryTradeTicketsRequest.RecipeId

getset

Gets or Sets RecipeId

◆ WindowEnd

DateTimeOffset Lusid.Sdk.Model.QueryTradeTicketsRequest.WindowEnd

getset

The end date of the window.

◆ WindowStart

DateTimeOffset Lusid.Sdk.Model.QueryTradeTicketsRequest.WindowStart

getset

The start date of the window.

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/QueryTradeTicketsRequest.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ QueryTradeTicketsRequest() [1/2]

◆ QueryTradeTicketsRequest() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AsAt

◆ EffectiveAt

◆ PortfolioEntityIds

◆ RecipeId

◆ WindowEnd

◆ WindowStart