Public Member Functions | |
| RepoAllOf (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), string domCcy=default(string), string accrualBasis=default(string), List< LusidInstrument > collateral=default(List< LusidInstrument >), decimal? collateralValue=default(decimal?), decimal? haircut=default(decimal?), decimal? margin=default(decimal?), decimal? purchasePrice=default(decimal?), decimal? repoRate=default(decimal?), decimal? repurchasePrice=default(decimal?), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum)) | |
| Initializes a new instance of the RepoAllOf 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 (RepoAllOf input) |
| Returns true if RepoAllOf instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| RepoAllOf () | |
| Initializes a new instance of the RepoAllOf class. More... | |
Properties | |
| InstrumentTypeEnum | InstrumentType [get, set] |
| The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg More... | |
| DateTimeOffset | StartDate [get, set] |
| The start date of the instrument. This is normally synonymous with the trade-date. More... | |
| DateTimeOffset | MaturityDate [get, set] |
| The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. More... | |
| string | DomCcy [get, set] |
| The domestic currency of the instrument. More... | |
| string | AccrualBasis [get, set] |
| For calculation of interest, the accrual basis to be used. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. More... | |
| List< LusidInstrument > | Collateral [get, set] |
| The actual collateral in the Repo. This property is for informational purposes only, Lusid pricing is not affected. More... | |
| decimal? | CollateralValue [get, set] |
| The full market value of the collateral in domestic currency, before any margin or haircut is applied. More... | |
| decimal? | Haircut [get, set] |
| The haircut (or margin percentage) applied to the collateral, this should be a number between 0 and 1, i.e. for a 5% haircut this should be 0.05. This is defined as (CollateralValue - PurchasePrice) / CollateralValue. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified. More... | |
| decimal? | Margin [get, set] |
| The initial margin (or margin ratio) applied to the collateral, this should be a number greater than or equal to 1.0, i.e. for a 102% margin this should be 1.02. A value of 1.0 means no margin (100%). This is defined as CollateralValue / PurchasePrice. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified. More... | |
| decimal? | PurchasePrice [get, set] |
| The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require collateral value and a margin or haircut. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified. More... | |
| decimal? | RepoRate [get, set] |
| The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity. This field is used to calculate the Repurchase price. While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified. More... | |
| decimal? | RepurchasePrice [get, set] |
| The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated from the PurchasePrice and RepoRate. One, and only one, of the RepoRate and RepurchasePrice must be specified. More... | |
Detailed Description
Member Enumeration Documentation
◆ InstrumentTypeEnum
|
strong |
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg
| Enumerator | |
|---|---|
| QuotedSecurity | Enum QuotedSecurity for value: QuotedSecurity |
| InterestRateSwap | Enum InterestRateSwap for value: InterestRateSwap |
| FxForward | |
| Future | |
| ExoticInstrument | Enum ExoticInstrument for value: ExoticInstrument |
| FxOption | |
| CreditDefaultSwap | Enum CreditDefaultSwap for value: CreditDefaultSwap |
| InterestRateSwaption | Enum InterestRateSwaption for value: InterestRateSwaption |
| Bond | |
| EquityOption | Enum EquityOption for value: EquityOption |
| FixedLeg | |
| FloatingLeg | Enum FloatingLeg for value: FloatingLeg |
| BespokeCashFlowsLeg | Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg |
| Unknown | Enum Unknown for value: Unknown |
| TermDeposit | Enum TermDeposit for value: TermDeposit |
| ContractForDifference | Enum ContractForDifference for value: ContractForDifference |
| EquitySwap | Enum EquitySwap for value: EquitySwap |
| CashPerpetual | Enum CashPerpetual for value: CashPerpetual |
| CapFloor | |
| CashSettled | Enum CashSettled for value: CashSettled |
| CdsIndex | |
| Basket | |
| FundingLeg | Enum FundingLeg for value: FundingLeg |
| FxSwap | |
| ForwardRateAgreement | Enum ForwardRateAgreement for value: ForwardRateAgreement |
| SimpleInstrument | Enum SimpleInstrument for value: SimpleInstrument |
| Repo | |
| Equity | |
| ExchangeTradedOption | Enum ExchangeTradedOption for value: ExchangeTradedOption |
| ReferenceInstrument | Enum ReferenceInstrument for value: ReferenceInstrument |
| ComplexBond | Enum ComplexBond for value: ComplexBond |
| InflationLinkedBond | Enum InflationLinkedBond for value: InflationLinkedBond |
| InflationSwap | Enum InflationSwap for value: InflationSwap |
| SimpleCashFlowLoan | Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan |
| TotalReturnSwap | Enum TotalReturnSwap for value: TotalReturnSwap |
| InflationLeg | Enum InflationLeg for value: InflationLeg |
Constructor & Destructor Documentation
◆ RepoAllOf() [1/2]
|
inlineprotected |
Initializes a new instance of the RepoAllOf class.
◆ RepoAllOf() [2/2]
|
inline |
Initializes a new instance of the RepoAllOf class.
- Parameters
-
startDate The start date of the instrument. This is normally synonymous with the trade-date. (required). maturityDate The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required). domCcy The domestic currency of the instrument. (required). accrualBasis For calculation of interest, the accrual basis to be used. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. (required). collateral The actual collateral in the Repo. This property is for informational purposes only, Lusid pricing is not affected.. collateralValue The full market value of the collateral in domestic currency, before any margin or haircut is applied.. haircut The haircut (or margin percentage) applied to the collateral, this should be a number between 0 and 1, i.e. for a 5% haircut this should be 0.05. This is defined as (CollateralValue - PurchasePrice) / CollateralValue. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.. margin The initial margin (or margin ratio) applied to the collateral, this should be a number greater than or equal to 1.0, i.e. for a 102% margin this should be 1.02. A value of 1.0 means no margin (100%). This is defined as CollateralValue / PurchasePrice. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.. purchasePrice The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require collateral value and a margin or haircut. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.. repoRate The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity. This field is used to calculate the Repurchase price. While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified.. repurchasePrice The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated from the PurchasePrice and RepoRate. One, and only one, of the RepoRate and RepurchasePrice must be specified.. instrumentType The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg (required).
Member Function Documentation
◆ Equals() [1/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
◆ GetHashCode()
|
inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
|
inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ AccrualBasis
|
getset |
For calculation of interest, the accrual basis to be used. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].
For calculation of interest, the accrual basis to be used. For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].
◆ Collateral
|
getset |
◆ CollateralValue
|
getset |
The full market value of the collateral in domestic currency, before any margin or haircut is applied.
The full market value of the collateral in domestic currency, before any margin or haircut is applied.
◆ DomCcy
|
getset |
The domestic currency of the instrument.
The domestic currency of the instrument.
◆ Haircut
|
getset |
The haircut (or margin percentage) applied to the collateral, this should be a number between 0 and 1, i.e. for a 5% haircut this should be 0.05. This is defined as (CollateralValue - PurchasePrice) / CollateralValue. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.
The haircut (or margin percentage) applied to the collateral, this should be a number between 0 and 1, i.e. for a 5% haircut this should be 0.05. This is defined as (CollateralValue - PurchasePrice) / CollateralValue. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.
◆ InstrumentType
|
getset |
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg
The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg
◆ Margin
|
getset |
The initial margin (or margin ratio) applied to the collateral, this should be a number greater than or equal to 1.0, i.e. for a 102% margin this should be 1.02. A value of 1.0 means no margin (100%). This is defined as CollateralValue / PurchasePrice. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.
The initial margin (or margin ratio) applied to the collateral, this should be a number greater than or equal to 1.0, i.e. for a 102% margin this should be 1.02. A value of 1.0 means no margin (100%). This is defined as CollateralValue / PurchasePrice. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.
◆ MaturityDate
|
getset |
The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
◆ PurchasePrice
|
getset |
The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require collateral value and a margin or haircut. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.
The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require collateral value and a margin or haircut. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.
◆ RepoRate
|
getset |
The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity. This field is used to calculate the Repurchase price. While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified.
The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity. This field is used to calculate the Repurchase price. While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified.
◆ RepurchasePrice
|
getset |
The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated from the PurchasePrice and RepoRate. One, and only one, of the RepoRate and RepurchasePrice must be specified.
The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated from the PurchasePrice and RepoRate. One, and only one, of the RepoRate and RepurchasePrice must be specified.
◆ StartDate
|
getset |
The start date of the instrument. This is normally synonymous with the trade-date.
The start date of the instrument. This is normally synonymous with the trade-date.
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/RepoAllOf.cs
