Specification object for the valuation schedule, how do we determine which days we wish to perform a valuation upon.
More...
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| DateTimeOrCutLabel | EffectiveFrom [get, set] |
| | If present, the EffectiveFrom and EffectiveAt dates are interpreted as a range of dates for which to perform a valuation. In this case, valuation is calculated for the portfolio(s) for each business day in the given range. More...
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| DateTimeOrCutLabel | EffectiveAt [get, set] |
| | The market data time, i.e. the time to run the valuation request effective of. More...
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| string | Tenor [get, set] |
| | Tenor, e.g "1D", "1M" to be used in generating the date schedule when effectiveFrom and effectiveAt are both given and are not the same. More...
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| string | RollConvention [get, set] |
| | When Tenor is given and is not equal to "1D", there may be cases where "date + tenor" land on non-business days around month end. In that case, the RollConvention, e.g. modified following "MF" would be applied to determine the next GBD. More...
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| List< string > | HolidayCalendars [get, set] |
| | The holiday calendar(s) that should be used in determining the date schedule. Holiday calendar(s) are supplied by their names, for example, "CoppClark". Note that when the calendars are not available (e.g. when the user has insufficient permissions), a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored. More...
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| List< string > | ValuationDateTimes [get, set] |
| | If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given. More...
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Specification object for the valuation schedule, how do we determine which days we wish to perform a valuation upon.
◆ ValuationSchedule() [1/2]
| Lusid.Sdk.Model.ValuationSchedule.ValuationSchedule |
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◆ ValuationSchedule() [2/2]
| Lusid.Sdk.Model.ValuationSchedule.ValuationSchedule |
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DateTimeOrCutLabel |
effectiveFrom = default(DateTimeOrCutLabel), |
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DateTimeOrCutLabel |
effectiveAt = default(DateTimeOrCutLabel), |
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string |
tenor = default(string), |
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string |
rollConvention = default(string), |
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List< string > |
holidayCalendars = default(List<string>), |
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List< string > |
valuationDateTimes = default(List<string>) |
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Initializes a new instance of the ValuationSchedule class.
- Parameters
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| effectiveFrom | If present, the EffectiveFrom and EffectiveAt dates are interpreted as a range of dates for which to perform a valuation. In this case, valuation is calculated for the portfolio(s) for each business day in the given range.. |
| effectiveAt | The market data time, i.e. the time to run the valuation request effective of. (required). |
| tenor | Tenor, e.g "1D", "1M" to be used in generating the date schedule when effectiveFrom and effectiveAt are both given and are not the same.. |
| rollConvention | When Tenor is given and is not equal to "1D", there may be cases where "date + tenor" land on non-business days around month end. In that case, the RollConvention, e.g. modified following "MF" would be applied to determine the next GBD.. |
| holidayCalendars | The holiday calendar(s) that should be used in determining the date schedule. Holiday calendar(s) are supplied by their names, for example, "CoppClark". Note that when the calendars are not available (e.g. when the user has insufficient permissions), a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.. |
| valuationDateTimes | If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given.. |
◆ Equals() [1/2]
| override bool Lusid.Sdk.Model.ValuationSchedule.Equals |
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object |
input | ) |
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Returns true if objects are equal
- Parameters
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| input | Object to be compared |
- Returns
- Boolean
◆ Equals() [2/2]
◆ GetHashCode()
| override int Lusid.Sdk.Model.ValuationSchedule.GetHashCode |
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inline |
Gets the hash code
- Returns
- Hash code
◆ ToJson()
| virtual string Lusid.Sdk.Model.ValuationSchedule.ToJson |
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inlinevirtual |
Returns the JSON string presentation of the object
- Returns
- JSON string presentation of the object
◆ ToString()
| override string Lusid.Sdk.Model.ValuationSchedule.ToString |
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inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
◆ EffectiveAt
The market data time, i.e. the time to run the valuation request effective of.
The market data time, i.e. the time to run the valuation request effective of.
◆ EffectiveFrom
If present, the EffectiveFrom and EffectiveAt dates are interpreted as a range of dates for which to perform a valuation. In this case, valuation is calculated for the portfolio(s) for each business day in the given range.
If present, the EffectiveFrom and EffectiveAt dates are interpreted as a range of dates for which to perform a valuation. In this case, valuation is calculated for the portfolio(s) for each business day in the given range.
◆ HolidayCalendars
| List<string> Lusid.Sdk.Model.ValuationSchedule.HolidayCalendars |
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getset |
The holiday calendar(s) that should be used in determining the date schedule. Holiday calendar(s) are supplied by their names, for example, "CoppClark". Note that when the calendars are not available (e.g. when the user has insufficient permissions), a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.
The holiday calendar(s) that should be used in determining the date schedule. Holiday calendar(s) are supplied by their names, for example, "CoppClark". Note that when the calendars are not available (e.g. when the user has insufficient permissions), a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.
◆ RollConvention
| string Lusid.Sdk.Model.ValuationSchedule.RollConvention |
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getset |
When Tenor is given and is not equal to "1D", there may be cases where "date + tenor" land on non-business days around month end. In that case, the RollConvention, e.g. modified following "MF" would be applied to determine the next GBD.
When Tenor is given and is not equal to "1D", there may be cases where "date + tenor" land on non-business days around month end. In that case, the RollConvention, e.g. modified following "MF" would be applied to determine the next GBD.
◆ Tenor
| string Lusid.Sdk.Model.ValuationSchedule.Tenor |
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getset |
Tenor, e.g "1D", "1M" to be used in generating the date schedule when effectiveFrom and effectiveAt are both given and are not the same.
Tenor, e.g "1D", "1M" to be used in generating the date schedule when effectiveFrom and effectiveAt are both given and are not the same.
◆ ValuationDateTimes
| List<string> Lusid.Sdk.Model.ValuationSchedule.ValuationDateTimes |
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getset |
If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given.
If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given.
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/ValuationSchedule.cs
