Market data for a yield curve, represented by a list of instruments and corresponding market quotes More...
Inheritance diagram for Lusid.Sdk.Model.YieldCurveData:
Public Member Functions | |
| YieldCurveData (DateTimeOffset baseDate=default(DateTimeOffset), List< LusidInstrument > instruments=default(List< LusidInstrument >), List< MarketQuote > quotes=default(List< MarketQuote >), string lineage=default(string), MarketDataOptions marketDataOptions=default(MarketDataOptions), MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum)) | |
| Initializes a new instance of the YieldCurveData class. More... | |
| override string | ToString () |
| Returns the string presentation of the object More... | |
| override 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 (YieldCurveData input) |
| Returns true if YieldCurveData instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
 Public Member Functions inherited from Lusid.Sdk.Model.ComplexMarketData | |
| ComplexMarketData (MarketDataTypeEnum marketDataType=default(MarketDataTypeEnum)) | |
| Initializes a new instance of the ComplexMarketData class. More... | |
| override string | ToString () |
| Returns the string presentation of the object More... | |
| override bool | Equals (object input) |
| Returns true if objects are equal More... | |
| bool | Equals (ComplexMarketData input) |
| Returns true if ComplexMarketData instances are equal More... | |
| override int | GetHashCode () |
| Gets the hash code More... | |
Protected Member Functions | |
| YieldCurveData () | |
| Initializes a new instance of the YieldCurveData class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
| Protected Member Functions inherited from Lusid.Sdk.Model.ComplexMarketData | |
| ComplexMarketData () | |
| Initializes a new instance of the ComplexMarketData class. More... | |
| IEnumerable< System.ComponentModel.DataAnnotations.ValidationResult > | BaseValidate (ValidationContext validationContext) |
| To validate all properties of the instance More... | |
Properties | |
| DateTimeOffset | BaseDate [get, set] |
| Base date More... | |
| List< LusidInstrument > | Instruments [get, set] |
| The set of instruments that define the curve. More... | |
| List< MarketQuote > | Quotes [get, set] |
| The market quotes corresponding to the the instruments used to define the curve More... | |
| string | Lineage [get, set] |
| Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. More... | |
| MarketDataOptions | MarketDataOptions [get, set] |
| Gets or Sets MarketDataOptions More... | |
| Properties inherited from Lusid.Sdk.Model.ComplexMarketData | |
| MarketDataTypeEnum | MarketDataType [get, set] |
| The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More... | |
Additional Inherited Members | |
| Public Types inherited from Lusid.Sdk.Model.ComplexMarketData | |
| enum class | MarketDataTypeEnum { DiscountFactorCurveData = 1 , EquityVolSurfaceData = 2 , FxVolSurfaceData = 3 , IrVolCubeData = 4 , OpaqueMarketData = 5 , YieldCurveData = 6 , FxForwardCurveData = 7 , FxForwardPipsCurveData = 8 , FxForwardTenorCurveData = 9 , FxForwardTenorPipsCurveData = 10 , FxForwardCurveByQuoteReference = 11 , CreditSpreadCurveData = 12 , EquityCurveByPricesData = 13 , ConstantVolatilitySurface = 14 } |
| The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface More... | |
Detailed Description
Market data for a yield curve, represented by a list of instruments and corresponding market quotes
Constructor & Destructor Documentation
◆ YieldCurveData() [1/2]
|
inlineprotected |
Initializes a new instance of the YieldCurveData class.
◆ YieldCurveData() [2/2]
|
inline |
Initializes a new instance of the YieldCurveData class.
- Parameters
-
baseDate Base date (required). instruments The set of instruments that define the curve. (required). quotes The market quotes corresponding to the the instruments used to define the curve (required). lineage Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.. marketDataOptions marketDataOptions. marketDataType The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required) (default to "YieldCurveData").
Member Function Documentation
◆ BaseValidate()
|
inlineprotected |
To validate all properties of the instance
- Parameters
-
validationContext Validation context
- Returns
- Validation Result
◆ Equals() [1/2]
|
inline |
Returns true if objects are equal
- Parameters
-
input Object to be compared
- Returns
- Boolean
◆ Equals() [2/2]
|
inline |
Returns true if YieldCurveData instances are equal
- Parameters
-
input Instance of YieldCurveData to be compared
- Returns
- Boolean
◆ 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
Reimplemented from Lusid.Sdk.Model.ComplexMarketData.
◆ ToString()
|
inline |
Returns the string presentation of the object
- Returns
- String presentation of the object
Property Documentation
◆ BaseDate
|
getset |
Base date
Base date
◆ Instruments
|
getset |
The set of instruments that define the curve.
The set of instruments that define the curve.
◆ Lineage
|
getset |
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
◆ MarketDataOptions
|
getset |
Gets or Sets MarketDataOptions
◆ Quotes
|
getset |
The market quotes corresponding to the the instruments used to define the curve
The market quotes corresponding to the the instruments used to define the curve
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/YieldCurveData.cs
