Specification object for the valuation schedule, how do we determine which days we wish to perform a valuation upon. More...

Inheritance diagram for Lusid.Sdk.Model.ValuationSchedule:

[legend]

Public Member Functions
	ValuationSchedule (DateTimeOrCutLabel effectiveFrom=default(DateTimeOrCutLabel), DateTimeOrCutLabel effectiveAt=default(DateTimeOrCutLabel), string tenor=default(string), string rollConvention=default(string), List< string > holidayCalendars=default(List< string >), List< string > valuationDateTimes=default(List< string >), string businessDayConvention=default(string))
	Initializes a new instance of the ValuationSchedule 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 (ValuationSchedule input)
	Returns true if ValuationSchedule instances are equal More...

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

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

Properties
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...

DateTimeOrCutLabel	EffectiveAt `[get, set]`
	The market data time, i.e. the time to run the valuation request effective of. More...

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...

string	RollConvention `[get, set]`
	When Tenor is given and is "1M" or longer, this specifies the rule which should be used to generate the date schedule. For example, "EndOfMonth" to generate end of month dates, or "1" to specify the first day of the applicable month. More...

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...

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...

string	BusinessDayConvention `[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 BusinessDayConvention, e.g. modified following "MF" would be applied to determine the next GBD. More...

Detailed Description

Specification object for the valuation schedule, how do we determine which days we wish to perform a valuation upon.

Constructor & Destructor Documentation

◆ ValuationSchedule() [1/2]

Lusid.Sdk.Model.ValuationSchedule.ValuationSchedule ( )

inlineprotected

Initializes a new instance of the ValuationSchedule class.

◆ ValuationSchedule() [2/2]

Lusid.Sdk.Model.ValuationSchedule.ValuationSchedule	(	DateTimeOrCutLabel	effectiveFrom = `default(DateTimeOrCutLabel)`,
		DateTimeOrCutLabel	effectiveAt = `default(DateTimeOrCutLabel)`,
		string	tenor = `default(string)`,
		string	rollConvention = `default(string)`,
		List< string >	holidayCalendars = `default(List<string>)`,
		List< string >	valuationDateTimes = `default(List<string>)`,
		string	businessDayConvention = `default(string)`
	)

inline

Initializes a new instance of the ValuationSchedule class.

Parameters

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 "1M" or longer, this specifies the rule which should be used to generate the date schedule. For example, "EndOfMonth" to generate end of month dates, or "1" to specify the first day of the applicable month..
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..
businessDayConvention	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 BusinessDayConvention, e.g. modified following "MF" would be applied to determine the next GBD..

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if ValuationSchedule instances are equal

Parameters

input Instance of ValuationSchedule to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ BusinessDayConvention

string Lusid.Sdk.Model.ValuationSchedule.BusinessDayConvention

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 BusinessDayConvention, e.g. modified following "MF" would be applied to determine the next GBD.

◆ EffectiveAt

DateTimeOrCutLabel Lusid.Sdk.Model.ValuationSchedule.EffectiveAt

getset

The market data time, i.e. the time to run the valuation request effective of.

◆ EffectiveFrom

DateTimeOrCutLabel Lusid.Sdk.Model.ValuationSchedule.EffectiveFrom

getset

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

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.

◆ RollConvention

string Lusid.Sdk.Model.ValuationSchedule.RollConvention

getset

When Tenor is given and is "1M" or longer, this specifies the rule which should be used to generate the date schedule. For example, "EndOfMonth" to generate end of month dates, or "1" to specify the first day of the applicable month.

◆ Tenor

string Lusid.Sdk.Model.ValuationSchedule.Tenor

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.

◆ ValuationDateTimes

List<string> Lusid.Sdk.Model.ValuationSchedule.ValuationDateTimes

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.

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

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ ValuationSchedule() [1/2]

◆ ValuationSchedule() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ BusinessDayConvention

◆ EffectiveAt

◆ EffectiveFrom

◆ HolidayCalendars

◆ RollConvention

◆ Tenor

◆ ValuationDateTimes