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| enum | AssetClassEnum {
AssetClassEnum.InterestRates = 1,
AssetClassEnum.FX = 2,
AssetClassEnum.Inflation = 3,
AssetClassEnum.Equities = 4,
AssetClassEnum.Credit = 5,
AssetClassEnum.Commodities = 6,
AssetClassEnum.Money = 7,
AssetClassEnum.Unknown = 8
} |
| | The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown More...
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| |
| enum | InstrumentTypeEnum {
InstrumentTypeEnum.QuotedSecurity = 1,
InstrumentTypeEnum.InterestRateSwap = 2,
InstrumentTypeEnum.FxForward = 3,
InstrumentTypeEnum.Future = 4,
InstrumentTypeEnum.ExoticInstrument = 5,
InstrumentTypeEnum.FxOption = 6,
InstrumentTypeEnum.CreditDefaultSwap = 7,
InstrumentTypeEnum.InterestRateSwaption = 8,
InstrumentTypeEnum.Bond = 9,
InstrumentTypeEnum.EquityOption = 10,
InstrumentTypeEnum.FixedLeg = 11,
InstrumentTypeEnum.FloatingLeg = 12,
InstrumentTypeEnum.BespokeCashFlowsLeg = 13,
InstrumentTypeEnum.Unknown = 14,
InstrumentTypeEnum.TermDeposit = 15,
InstrumentTypeEnum.ContractForDifference = 16,
InstrumentTypeEnum.EquitySwap = 17,
InstrumentTypeEnum.CashPerpetual = 18,
InstrumentTypeEnum.CapFloor = 19,
InstrumentTypeEnum.CashSettled = 20,
InstrumentTypeEnum.CdsIndex = 21,
InstrumentTypeEnum.Basket = 22,
InstrumentTypeEnum.FundingLeg = 23,
InstrumentTypeEnum.FxSwap = 24,
InstrumentTypeEnum.ForwardRateAgreement = 25,
InstrumentTypeEnum.SimpleInstrument = 26,
InstrumentTypeEnum.Repo = 27,
InstrumentTypeEnum.Equity = 28,
InstrumentTypeEnum.ExchangeTradedOption = 29,
InstrumentTypeEnum.ReferenceInstrument = 30,
InstrumentTypeEnum.ComplexBond = 31,
InstrumentTypeEnum.InflationLinkedBond = 32,
InstrumentTypeEnum.InflationSwap = 33,
InstrumentTypeEnum.SimpleCashFlowLoan = 34
} |
| | 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 More...
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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 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
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| FX | Enum FX for value: FX
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| Inflation | Enum Inflation for value: Inflation
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| Equities | Enum Equities for value: Equities
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| Credit | Enum Credit for value: Credit
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| Commodities | Enum Commodities for value: Commodities
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| Money | Enum Money for value: Money
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| Unknown | Enum Unknown for value: Unknown
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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