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| enum class | AssetClassEnum {
InterestRates = 1
, FX = 2
, Inflation = 3
, Equities = 4
,
Credit = 5
, Commodities = 6
, Money = 7
, Unknown = 8
} |
| | The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown More...
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| |
| enum class | InstrumentTypeEnum {
QuotedSecurity = 1
, InterestRateSwap = 2
, FxForward = 3
, Future = 4
,
ExoticInstrument = 5
, FxOption = 6
, CreditDefaultSwap = 7
, InterestRateSwaption = 8
,
Bond = 9
, EquityOption = 10
, FixedLeg = 11
, FloatingLeg = 12
,
BespokeCashFlowsLeg = 13
, Unknown = 14
, TermDeposit = 15
, ContractForDifference = 16
,
EquitySwap = 17
, CashPerpetual = 18
, CapFloor = 19
, CashSettled = 20
,
CdsIndex = 21
, Basket = 22
, FundingLeg = 23
, FxSwap = 24
,
ForwardRateAgreement = 25
, SimpleInstrument = 26
, Repo = 27
, Equity = 28
,
ExchangeTradedOption = 29
, ReferenceInstrument = 30
, ComplexBond = 31
, InflationLinkedBond = 32
,
InflationSwap = 33
, SimpleCashFlowLoan = 34
, TotalReturnSwap = 35
, InflationLeg = 36
,
FundShareClass = 37
, FlexibleLoan = 38
} |
| | 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, FundShareClass, FlexibleLoan More...
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| |
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| AssetClassEnum | AssetClass [get, set] |
| | The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown More...
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| |
| 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...
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| |
| string | DomCcy [get, set] |
| | The domestic currency. More...
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| |
| List< string > | FgnCcys [get, set] |
| | The set of foreign currencies, if any (optional). More...
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| |
| string | SimpleInstrumentType [get, set] |
| | The Instrument type of the simple instrument. More...
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| |
| 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, FundShareClass, FlexibleLoan More...
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| |
LUSID representation of a Simple Instrument, used as a basic definition of a generic instrument. No analytics can be obtained for this.
The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown
The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown
| Enumerator |
|---|
| InterestRates | Enum InterestRates for value: InterestRates
|
| FX | Enum FX for value: FX
|
| Inflation | Enum Inflation for value: Inflation
|
| Equities | Enum Equities for value: Equities
|
| Credit | Enum Credit for value: Credit
|
| Commodities | Enum Commodities for value: Commodities
|
| Money | Enum Money for value: Money
|
| Unknown | Enum Unknown for value: Unknown
|
The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown
The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown
| DateTimeOffset Lusid.Sdk.Model.SimpleInstrument.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.
Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument