Classes
class	A2BBreakdown
	A2B Breakdown - Shows the total, and each sub-element within an A2B Category More...

class	A2BCategory
	A2B Category - one of the five major categories in the A2BDataRecord More...

class	A2BDataRecord
	A2B Record - shows values on, and changes between two dates: A and B More...

class	A2BMovementRecord
	A2B Movement Record - shows A2B category based changes relating to a specific movement More...

class	Abor
	An Abor entity. More...

class	AborConfiguration
	An AborConfiguration entity. More...

class	AborConfigurationProperties
	AborConfigurationProperties More...

class	AborConfigurationRequest
	The request used to create an AborConfiguration. More...

class	AborProperties
	AborProperties More...

class	AborRequest
	The request used to create an Abor. More...

class	AbstractOpenAPISchema
	Abstract base class for oneOf, anyOf schemas in the OpenAPI specification More...

class	AccessControlledAction
	AccessControlledAction More...

class	AccessControlledResource
	AccessControlledResource More...

class	AccessMetadataOperation
	AccessMetadataOperation More...

class	AccessMetadataValue
	An access control value. Provider should only be used if you are a service provide licensing data. In that case the provider value must match your domain. More...

class	Account
	An account More...

class	AccountProperties
	AccountProperties More...

class	AccountsUpsertResponse
	The upsert accounts response More...

class	AccumulationEvent
	Accumulation dividend More...

class	AccumulationEventAllOf
	AccumulationEventAllOf More...

class	ActionId
	ActionId More...

class	AddBusinessDaysToDateRequest
	AddBusinessDaysToDateRequest More...

class	AddBusinessDaysToDateResponse
	The date that is the requested number of business days after the given start date More...

class	AdditionalPayment
	Record describing additional payment entity. More...

class	AddressDefinition
	AddressDefinition More...

class	AddressKeyComplianceParameter
	AddressKeyComplianceParameter More...

class	AddressKeyComplianceParameterAllOf
	AddressKeyComplianceParameterAllOf More...

class	AddressKeyDefinition
	AddressKeyDefinition More...

class	AddressKeyFilter
	Class specifying a filtering operation More...

class	AddressKeyList
	AddressKeyList More...

class	AddressKeyListAllOf
	AddressKeyListAllOf More...

class	AddressKeyListComplianceParameter
	AddressKeyListComplianceParameter More...

class	AddressKeyListComplianceParameterAllOf
	AddressKeyListComplianceParameterAllOf More...

class	AddressKeyOptionDefinition
	The definition of an Address Key Option More...

class	AdjustHolding
	AdjustHolding More...

class	AdjustHoldingForDateRequest
	This request specifies target holdings. i.e. holding data that the system should match. When processed by the movement engine, it will create 'true-up' adjustments on the fly. More...

class	AdjustHoldingRequest
	This request specifies target holdings. i.e. holding data that the system should match. When processed by the movement engine, it will create 'true-up' adjustments on the fly. More...

class	AggregatedReturn
	A list of Aggregated Returns. More...

class	AggregatedReturnsDispersionRequest
	The request used in the AggregatedReturnsDispersionMetric. More...

class	AggregatedReturnsRequest
	The request used in the AggregatedReturns. More...

class	AggregatedReturnsResponse
	AggregatedReturnsResponse More...

class	AggregatedTransactionsRequest
	AggregatedTransactionsRequest More...

class	AggregateSpec
	AggregateSpec More...

class	AggregationContext
	Aggregation context node. Whilst the market and pricing nodes concern themselves with which models are used and where the market data comes from, the aggregation context determines how data is aggregated together. This controls the behaviour of the grouping and sql-like engine at the back of the valuation. For instance, it controls conversion of currencies and whether the sql-like engine behaves more like ANSI or MySql SQL. More...

class	AggregationMeasureFailureDetail
	AggregationMeasureFailureDetail More...

class	AggregationOptions
	Options for controlling the default aspects and behaviour of the aggregation. More...

class	AggregationQuery
	AggregationQuery More...

class	Allocation
	An Allocation of a certain quantity of a specific instrument against an originating Order. More...

class	AllocationRequest
	A request to create or update an Allocation. More...

class	AllocationServiceRunResponse
	AllocationServiceRunResponse More...

class	AllocationSetRequest
	A request to create or update multiple Allocations. More...

class	AmortisationEvent
	Definition of an Amortisation event. This is an event that describes the occurence of amortisation. More...

class	AmortisationEventAllOf
	AmortisationEventAllOf More...

class	AmortisationRule
	AmortisationRule More...

class	AmortisationRuleSet
	AmortisationRuleSet More...

class	AnnulQuotesResponse
	AnnulQuotesResponse More...

class	AnnulSingleStructuredDataResponse
	The response to a request to annul (delete) a set of structured data from Lusid. This might have been for market data or some other structured entity. More...

class	AnnulStructuredDataResponse
	The response to a request to annul (delete) a set of structured data from Lusid. This might have been for market data or some other structured entity. More...

class	AssetLeg
	The underlying instrument representing one side of the TRS and its pay-receive direction. More...

class	Barrier
	Barrier class for exotic FxOption More...

class	Basket
	LUSID representation of a basket of instruments. More...

class	BasketAllOf
	BasketAllOf More...

class	BasketIdentifier
	Descriptive information that describes a particular basket of instruments. Most commonly required with a CDS Index or similarly defined instrument. More...

class	BatchAdjustHoldingsResponse
	BatchAdjustHoldingsResponse More...

class	BatchUpsertInstrumentPropertiesResponse
	BatchUpsertInstrumentPropertiesResponse More...

class	BatchUpsertPortfolioTransactionsResponse
	BatchUpsertPortfolioTransactionsResponse More...

class	BatchUpsertPropertyDefinitionPropertiesResponse
	BatchUpsertPropertyDefinitionPropertiesResponse More...

class	Block
	A block of orders for the same instrument, intended to record for example a trader's aggregation of outstanding orders at a given time. More...

class	BlockAndOrderIdRequest
	BlockAndOrderIdRequest More...

class	BlockAndOrders
	BlockAndOrders More...

class	BlockAndOrdersCreateRequest
	BlockAndOrdersCreateRequest More...

class	BlockAndOrdersRequest
	BlockAndOrdersRequest More...

class	BlockedOrderRequest
	BlockedOrderRequest More...

class	BlockRequest
	A request to create or update an Order. More...

class	BlockSetRequest
	A request to create or update multiple Blocks. More...

class	Bond
	LUSID representation of a Vanilla Fixed Rate Bond. More...

class	BondAllOf
	BondAllOf More...

class	BondCouponEvent
	Definition of a Bond Coupon Event This is an event that describes the occurence of a cashflow due to a fixed rate bond coupon payment. More...

class	BondCouponEventAllOf
	BondCouponEventAllOf More...

class	BondDefaultEvent
	Indicates when an issuer has defaulted on an obligation due to technical default, missed payments, or bankruptcy filing. More...

class	BondDefaultEventAllOf
	BondDefaultEventAllOf More...

class	BondPrincipalEvent
	Definition of a Bond Principal Event This is an event that describes the occurence of a cashflow due to the principal payment. More...

class	BondPrincipalEventAllOf
	BondPrincipalEventAllOf More...

class	BookTransactionsRequest
	BookTransactionsRequest More...

class	BookTransactionsResponse
	BookTransactionsResponse More...

class	BoolComplianceParameter
	BoolComplianceParameter More...

class	BoolComplianceParameterAllOf
	BoolComplianceParameterAllOf More...

class	BoolListComplianceParameter
	BoolListComplianceParameter More...

class	BranchStep
	BranchStep More...

class	BranchStepAllOf
	BranchStepAllOf More...

class	BucketedCashFlowRequest
	Specification class consisting of parameters for BucketedCashFlow endpoint. More...

class	BucketedCashFlowResponse
	BucketedCashFlowResponse More...

class	BucketingSchedule
	A schedule for dates More...

class	CalculationInfo
	CalculationInfo More...

class	Calendar
	Calendar More...

class	CalendarDate
	CalendarDate More...

class	CalendarDependency
	For indicating a dependency upon calendar codes More...

class	CalendarDependencyAllOf
	CalendarDependencyAllOf More...

class	CapFloor
	LUSID representation of Cap, Floor, or Collar. More...

class	CapFloorAllOf
	CapFloorAllOf More...

class	CashDependency
	For indicating a dependency upon a currency. E.g. A Bond will declare a CashDependency for its domestic currency. More...

class	CashDependencyAllOf
	CashDependencyAllOf More...

class	CashDividendEvent
	A cash distribution paid out to shareholders. More...

class	CashDividendEventAllOf
	CashDividendEventAllOf More...

class	CashElection
	Cash election for Events that result in a cash payment. More...

class	CashFlowEvent
	Definition of a CashFlow event. This is an event that describes the occurence of a cashflow and associated information. More...

class	CashFlowEventAllOf
	CashFlowEventAllOf More...

class	CashFlowLineage
	Lineage for cash flow value More...

class	CashFlowValue
	Result class for a cash flow value More...

class	CashFlowValueAllOf
	CashFlowValueAllOf More...

class	CashFlowValueSet
	Result value for a collection of cash flow values More...

class	CashFlowValueSetAllOf
	CashFlowValueSetAllOf More...

class	CashLadderRecord
	CashLadderRecord More...

class	CashPerpetual
	LUSID representation of a Perpetual Cash Flow. More...

class	CashPerpetualAllOf
	CashPerpetualAllOf More...

class	CdsFlowConventions
	CdsFlowConventions More...

class	CdsIndex
	LUSID representation of a Credit Default Swap Index (CDX). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| ProtectionLeg \| Payments made by the protection seller in the case of default across all CDS instruments in the index. \| \| 2 \| PremiumLeg \| The premium payments made by the protection buyer across all CDS instruments in the index. \| More...

class	CdsIndexAllOf
	CdsIndexAllOf More...

class	CdsProtectionDetailSpecification
	CDSs generally conform to fairly standard definitions, but can be tweaked in a number of different ways. This class gathers a number of common features which may deviate. These will default to the market standard when no overrides are provided. More...

class	Change
	The time an entity was modified (amendment and/or historical correction). More...

class	ChangeHistory
	A group of changes made by the same person at the same time. More...

class	ChangeItem
	Information about a change to a field / property. At least one of 'PreviousValue' or 'NewValue' will be set. More...

class	ChartOfAccounts
	A chart of account. More...

class	ChartOfAccountsProperties
	ChartOfAccountsProperties More...

class	ChartOfAccountsRequest
	The request used to create a chart of account. More...

class	CheckStep
	CheckStep More...

class	CheckStepAllOf
	CheckStepAllOf More...

class	CleardownModuleDetails
	A Cleardown Module request definition More...

class	CleardownModuleRequest
	A Cleardown Module request definition More...

class	CleardownModuleResponse
	A Cleardown Module definition More...

class	CleardownModuleRule
	A Cleardown rule More...

class	CleardownModuleRulesUpdatedResponse
	A Cleardown Module rules update response More...

class	CloseEvent
	The termination of an instrument. In some cases termination can happen over a range of dates e.g. american option exercise. In most cases the startDate == endDate More...

class	CloseEventAllOf
	CloseEventAllOf More...

class	ClosePeriodDiaryEntryRequest
	A definition for the period you wish to close More...

class	CompletePortfolio
	CompletePortfolio More...

class	CompleteRelation
	Representation of a relation containing details of source and target entities, and both outward and inward descriptions. More...

class	CompleteRelationship
	Representation of a relationship containing details of source and target entities, and both outward and inward descriptions. More...

class	ComplexBond
	LUSID representation of a Complex Bond. Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities. More...

class	ComplexBondAllOf
	ComplexBondAllOf More...

class	ComplexMarketData
	Base class for representing complex market data in LUSID. Generally speaking, market data is complex when it cannot be represented as a single quote. Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics. This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class. More...

class	ComplexMarketDataId
	An identifier that uniquely describes an item of complex market data such as an interest rate curve or volatility surface. More...

class	ComplianceBreachedOrderInfo
	ComplianceBreachedOrderInfo More...

class	ComplianceParameter
	ComplianceParameter More...

class	ComplianceRule
	ComplianceRule More...

class	ComplianceRuleBreakdown
	ComplianceRuleBreakdown More...

class	ComplianceRuleBreakdownRequest
	ComplianceRuleBreakdownRequest More...

class	ComplianceRuleResponse
	ComplianceRuleResponse More...

class	ComplianceRuleResult
	ComplianceRuleResult More...

class	ComplianceRuleResultDetail
	ComplianceRuleResultDetail More...

class	ComplianceRuleResultPortfolioDetail
	ComplianceRuleResultPortfolioDetail More...

class	ComplianceRuleResultV2
	ComplianceRuleResultV2 More...

class	ComplianceRuleUpsertRequest
	ComplianceRuleUpsertRequest More...

class	ComplianceRuleUpsertResponse
	ComplianceRuleUpsertResponse More...

class	ComplianceRunInfo
	ComplianceRunInfo More...

class	ComplianceRunInfoV2
	ComplianceRunInfoV2 More...

class	ComplianceStep
	ComplianceStep More...

class	ComplianceSummaryRuleResult
	ComplianceSummaryRuleResult More...

class	ComplianceSummaryRuleResultRequest
	ComplianceSummaryRuleResultRequest More...

class	ComplianceTemplate
	ComplianceTemplate More...

class	ComplianceTemplateParameter
	ComplianceTemplateParameter More...

class	ComplianceTemplateVariation
	ComplianceTemplateVariation More...

class	ComponentTransaction
	ComponentTransaction More...

class	CompositeBreakdown
	A list of Composite Breakdowns. More...

class	CompositeBreakdownRequest
	The request used in the GetCompositeBreakdown. More...

class	CompositeBreakdownResponse
	CompositeBreakdownResponse More...

class	CompositeDispersion
	A list of Dispersion calculations for the given years. More...

class	CompositeDispersionResponse
	CompositeDispersionResponse More...

class	Compounding
	The compounding settings used on interest rate. More...

class	ConfigurationRecipe
	The Configuration or Calculation Recipe controls how LUSID processes a given request. This can be used to change where market data used in pricing is loaded from and in what order, or which model is used to price a given instrument as well as how aggregation will process the produced results. More...

class	ConstantVolatilitySurface
	Market Data required to build a volatility surface for pricing. Single constant volatility point. More...

class	ConstantVolatilitySurfaceAllOf
	ConstantVolatilitySurfaceAllOf More...

class	ConstituentsAdjustmentHeader
	ConstituentsAdjustmentHeader More...

class	ContractForDifference
	LUSID representation of a Contract for Difference. More...

class	ContractForDifferenceAllOf
	ContractForDifferenceAllOf More...

class	CorporateAction
	A corporate action More...

class	CorporateActionSource
	A corporate action source More...

class	CorporateActionTransition
	A 'transition' within a corporate action, representing a set of output movements paired to a single input position More...

class	CorporateActionTransitionComponent
	A single transition component, when grouped with other components a corporate action transition is formed. More...

class	CorporateActionTransitionComponentRequest
	A single transition component request, when grouped with other transition component requests a corporate action transition request is formed. More...

class	CorporateActionTransitionRequest
	A 'transition' within a corporate action, representing a set of output movements paired to a single input position More...

class	CounterpartyAgreement
	Represents the legal agreement between two parties engaged in an OTC transaction. A typical example would be a 2002 ISDA Master Agreement, signed by two legal entities on a given date. More...

class	CounterpartyRiskInformation
	In the event that the legal entity is a counterparty to an OTC transaction (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement), this information would be needed for calculations such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc). More...

class	CounterpartySignatory
	The counterpartyAgreement is signed by two parties, one of which is implicitly the LUSID user. The CounterpartySignatory represents the 'other side' of the agreement. It comprises a name and identifier for a Legal Entity in LUSID. More...

class	CreateAddressKeyDefinitionRequest
	CreateAddressKeyDefinitionRequest More...

class	CreateAmortisationRuleSetRequest
	CreateAmortisationRuleSetRequest More...

class	CreateCalendarRequest
	CreateCalendarRequest More...

class	CreateCorporateActionSourceRequest
	CreateCorporateActionSourceRequest More...

class	CreateCustomEntityTypeRequest
	CreateCustomEntityTypeRequest More...

class	CreateCutLabelDefinitionRequest
	This request specifies a new Cut Label Definition More...

class	CreateDataMapRequest
	Request to create a new data map More...

class	CreateDataTypeRequest
	CreateDataTypeRequest More...

class	CreateDateRequest
	CreateDateRequest More...

class	CreateDerivedPropertyDefinitionRequest
	CreateDerivedPropertyDefinitionRequest More...

class	CreateDerivedTransactionPortfolioRequest
	CreateDerivedTransactionPortfolioRequest More...

class	CreatePortfolioDetails
	CreatePortfolioDetails More...

class	CreatePortfolioGroupRequest
	CreatePortfolioGroupRequest More...

class	CreatePropertyDefinitionRequest
	CreatePropertyDefinitionRequest More...

class	CreateRecipeRequest
	Specification class to request for the creation/supplementing of a configuration recipe More...

class	CreateReconciliationRequest
	CreateReconciliationRequest More...

class	CreateReferencePortfolioRequest
	CreateReferencePortfolioRequest More...

class	CreateRelationDefinitionRequest
	CreateRelationDefinitionRequest More...

class	CreateRelationRequest
	CreateRelationRequest More...

class	CreateRelationshipDefinitionRequest
	CreateRelationshipDefinitionRequest More...

class	CreateRelationshipRequest
	CreateRelationshipRequest More...

class	CreateSequenceRequest
	CreateSequenceRequest More...

class	CreateStagingRuleSetRequest
	CreateStagingRuleSetRequest More...

class	CreateTaxRuleSetRequest
	CreateTaxRuleSetRequest More...

class	CreateTradeTicketsResponse
	Batch trade ticket creation response More...

class	CreateTransactionPortfolioRequest
	CreateTransactionPortfolioRequest More...

class	CreateUnitDefinition
	CreateUnitDefinition More...

class	CreditDefaultSwap
	LUSID representation of a Credit Default Swap (CDS). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| ProtectionLeg \| Cash flows occurring in the case of default. \| \| 2 \| PremiumLeg \| The premium payments made by the protection buyer. \| More...

class	CreditDefaultSwapAllOf
	CreditDefaultSwapAllOf More...

class	CreditRating
	Object describing a credit rating, which assesses the stability and credit worthiness of a legal entity and hence its likelihood of defaulting on its outstanding obligations (typically debt). More...

class	CreditSpreadCurveData
	A credit spread curve matching tenors against par spread quotes More...

class	CreditSpreadCurveDataAllOf
	CreditSpreadCurveDataAllOf More...

class	CreditSupportAnnex
	Entity to capture the calculable and queryable methods and practices of determining and transferring collateral to a counterparty as part of margining of transactions. These typically come from a particular ISDA agreement that is in place between the two counterparties. More...

class	CurrencyAndAmount
	An amount of a specific currency, specifying a value and an associated unit More...

class	CurveOptions
	Options for configuring how ComplexMarketData representing a 'curve' is interpreted. More...

class	CurveOptionsAllOf
	CurveOptionsAllOf More...

class	CustodianAccount
	CustodianAccount More...

class	CustodianAccountProperties
	CustodianAccountProperties More...

class	CustodianAccountRequest
	CustodianAccountRequest More...

class	CustodianAccountsUpsertResponse
	The upsert accounts response More...

class	CustomEntityDefinition
	Representation of Custom Entity Definition on LUSID API More...

class	CustomEntityDefinitionRequest
	CustomEntityDefinitionRequest More...

class	CustomEntityField
	CustomEntityField More...

class	CustomEntityFieldDefinition
	CustomEntityFieldDefinition More...

class	CustomEntityId
	CustomEntityId More...

class	CustomEntityRequest
	CustomEntityRequest More...

class	CustomEntityResponse
	CustomEntityResponse More...

class	CustomEntityType
	Representation of a Custom Entity Type on the LUSID API More...

class	CutLabelDefinition
	CutLabelDefinition More...

class	CutLocalTime
	CutLocalTime More...

class	DataDefinition
	When importing data from an external data source, in order for it to be reliable queryable, LUSID needs to know something about it. A data definition tells LUSID, what a given external data item is, what type it is and whether it in some way identifies items of data. Consider presenting LUSID with a list of dictionaries where each dictionary contains the same set of keys (names). Each data item pointed to by a key would be expected to be of the same type (integer, string, decimal etc.). To identify a particular dictionary from the list, a tuple of one or more of the items in the dictionary would make it unique. If only a single item is required then the More...

class	DataMapKey
	DataMapKey More...

class	DataMapping
	When importing data from an external source there are essentially three levels of interaction with LUSID. (1) The data is a raw document that LUSID does not understand. You can store and retrieve it but it does not full interact with other documents inside LUSID (2) The data has a map from fields and paths to 'properties' in LUSID. In essence, LUSID can then treat the data as weakly typed (decimal, string) data that can be returned through queries and where various aggregation requests will then work. (3) The data is fully translatable into LUSID and understood, in some sense, natively. This means that it can be used for context sensitive calculations such as pricing or risk calculations. The data map object is designed to allow data to transition from step 1 to 2 and in some cases as an alternative for step 2 to 3. More...

class	DataScope
	DataScope More...

class	DataType
	DataType More...

class	DataTypeSummary
	DataTypeSummary More...

class	DateAttributes
	DateAttributes More...

class	DateOrDiaryEntry
	DateOrDiaryEntry More...

class	DateRange
	DateRange More...

class	DateTimeComplianceParameter
	DateTimeComplianceParameter More...

class	DateTimeComplianceParameterAllOf
	DateTimeComplianceParameterAllOf More...

class	DateTimeListComplianceParameter
	DateTimeListComplianceParameter More...

class	DayMonth
	DayMonth More...

class	DecimalComplianceParameter
	DecimalComplianceParameter More...

class	DecimalComplianceParameterAllOf
	DecimalComplianceParameterAllOf More...

class	DecimalList
	DecimalList More...

class	DecimalListAllOf
	DecimalListAllOf More...

class	DecimalListComplianceParameter
	DecimalListComplianceParameter More...

class	DecoratedComplianceRunSummary
	DecoratedComplianceRunSummary More...

class	DeleteAccountsResponse
	The delete accounts response More...

class	DeleteCustodianAccountsResponse
	The delete custodian accounts response More...

class	DeletedEntityResponse
	DeletedEntityResponse More...

class	DeleteInstrumentPropertiesResponse
	DeleteInstrumentPropertiesResponse More...

class	DeleteInstrumentResponse
	DeleteInstrumentResponse More...

class	DeleteInstrumentsResponse
	DeleteInstrumentsResponse More...

class	DeleteRelationRequest
	DeleteRelationRequest More...

class	DeleteRelationshipRequest
	DeleteRelationshipRequest More...

class	DependencySourceFilter
	Encapsulates parts of a market data rule relating not to the nature of the market data requested, but rather the nature of the thing (instrument/model) that is requesting it. In the first instance, this includes the instrument type, asset class, and the currency of the underlying instrument. This can be used to differentiate requests for market data according to the source of the request. See MarketDataSpecificRule. More...

class	DescribedAddressKey
	An address key with additional data describing what this key is for. More...

class	Dialect
	The language/format of a translatable entity. Entities can be LUSID native or external and the Dialect describes 1) the system that understands the entity and 2) applicable validation for the entity, in the form of a schema. More...

class	DialectId
	Unique identifier of a given Dialect More...

class	DialectSchema
	A schema that a given document must obey. A representation of the validation of a particular Dialect, in a given language. More...

class	DiaryEntry
	DiaryEntry More...

class	DiaryEntryRequest
	The request to add a diary entry More...

class	DiscountFactorCurveData
	A curve containing discount factors and dates to which they apply More...

class	DiscountFactorCurveDataAllOf
	DiscountFactorCurveDataAllOf More...

class	DiscountingDependency
	For indicating a dependency on discounting for a given currency. E.g Valuing a Bond with the Discounting model will declare a DiscountingDependency for the domestic currency of the bond to account for the time-value of the future cashFlows of the bond. More...

class	DiscountingDependencyAllOf
	DiscountingDependencyAllOf More...

class	DividendOptionEvent
	DVOP More...

class	DividendOptionEventAllOf
	DividendOptionEventAllOf More...

class	DividendReinvestmentEvent
	Event for dividend reinvestments. Elections for cash or the associated security. More...

class	DividendReinvestmentEventAllOf
	DividendReinvestmentEventAllOf More...

class	EconomicDependency
	Base class for representing economic dependencies. Economic dependencies are a way of indicating how one concept depends upon another. For example, when pricing an instrument with a particular model, that model will declare that it has an EconomicDependency for each bit of market data that it needs to complete the calculation. Concretely, a pricing an FxForward will declare a dependency on the exchange rate between the two currencies at the forward date. Another example is when data is included in a data-structure only by reference. Concretely, an object depending on a FlowConvention that is referenced only semantically via a FlowConventionName will declare a FlowConventionDependency so that the full data-structure of the referenced FlowConvention can be retrieved. For deserialization purposes, this class contains a discriminator EconomicDependencyType to indicate the derived type. More...

class	EconomicDependencyWithComplexMarketData
	Container class pairing economic dependency and complex market data (i.e. discounting curves, etc.) More...

class	EconomicDependencyWithQuote
	Container class pairing economic dependencies and quote data More...

class	ElectionSpecification
	ElectionSpecification More...

class	EligibilityCalculation
	EligibilityCalculation More...

class	EmptyModelOptions
	EmptyModelOptions More...

class	EmptyModelOptionsAllOf
	EmptyModelOptionsAllOf More...

class	EntityIdentifier
	Dto to expose mapped keys to new standardised format More...

class	Equity
	LUSID representation of an Equity. More...

class	EquityAllOf
	EquityAllOf More...

class	EquityAllOfIdentifiers
	External market codes and identifiers for the equity, e.g. IBM More...

class	EquityCurveByPricesData
	Contains data (i.e. dates and prices + metadata) for building Equity curves More...

class	EquityCurveByPricesDataAllOf
	EquityCurveByPricesDataAllOf More...

class	EquityCurveDependency
	For indicating a dependency on an EquityCurve. E.g. When pricing an EquitySwap one may want to make predictions about the price of the underlying equity at future dates. If so, that model would declare an EquityCurve dependency so that it could obtain predictions from the EquityCurve. More...

class	EquityCurveDependencyAllOf
	EquityCurveDependencyAllOf More...

class	EquityModelOptions
	Model options for equity related pricing. More...

class	EquityModelOptionsAllOf
	EquityModelOptionsAllOf More...

class	EquityOption
	LUSID representation of a plain vanilla OTC Equity Option. More...

class	EquityOptionAllOf
	EquityOptionAllOf More...

class	EquitySwap
	LUSID representation of an Equity Swap. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| EquityLeg \| Cash flows relating to the performance of the underlying equity. \| \| 2 \| FundingLeg \| The funding leg of the swap. \| \| 3 \| EquityDividendLeg \| Cash flows relating to dividend payments on the underlying equity (optional). \| More...

class	EquitySwapAllOf
	EquitySwapAllOf More...

class	EquityVolDependency
	Economic dependency required to price Equity derivative products that contain optionality. Equity Vol surface is a grid of implied volatilities for an array of strikes and tenors, derived from vanilla option prices in the market. More...

class	EquityVolDependencyAllOf
	EquityVolDependencyAllOf More...

class	EquityVolSurfaceData
	Market Data for an equity vol surface, represented by a list of instruments and corresponding market quotes More...

class	EquityVolSurfaceDataAllOf
	EquityVolSurfaceDataAllOf More...

class	ErrorDetail
	ErrorDetail More...

class	EventDateRange
	A standard representation of the effective date range for the event, used for display, filtering and windowing use cases. The start and end values for the eventDateRange are mapped from the particular dates contained within the specific InstrumentEvent schema. Note that the start and end values may be identical for some types of events. More...

class	ExchangeTradedOption
	LUSID representation of an Exchange Traded Option. Including, but not limited to, Equity Options, Bond Options, Index Options, Future Options, and Interest Rate Options. More...

class	ExchangeTradedOptionAllOf
	ExchangeTradedOptionAllOf More...

class	ExchangeTradedOptionContractDetails
	Most, if not all, information about contracts is standardised. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv. There is a lot of overlap with this and FuturesContractDetails but as that is an established DTO we must duplicate a number of fields here More...

class	ExDividendConfiguration
	Configure the ex-dividend periods for the instrument. More...

class	Execution
	The record of a number of executions against a single Placement (directly analogous to a partial or full fill against a street order). More...

class	ExecutionRequest
	A request to create or update a Execution. More...

class	ExecutionSetRequest
	A request to create or update multiple Executions. More...

class	ExerciseEvent
	Definition of an exercise event. This is an event that occurs on transformation of an instrument owing to exercise. e.g. an option of some type into its underlying. More...

class	ExerciseEventAllOf
	ExerciseEventAllOf More...

class	ExoticInstrument
	LUSID representation of a generic OTC Exotic Instrument that is not fully defined within other LUSID models. More...

class	ExoticInstrumentAllOf
	ExoticInstrumentAllOf More...

class	ExpandedGroup
	ExpandedGroup More...

class	ExpiryEvent
	Definition of an Expiry Event This is an event that describes the expiry of the instrument. More...

class	ExpiryEventAllOf
	ExpiryEventAllOf More...

class	FeeRule
	FeeRule More...

class	FeeRuleUpsertRequest
	FeeRuleUpsertRequest More...

class	FeeRuleUpsertResponse
	FeeRuleUpsertResponse More...

class	FieldDefinition
	FieldDefinition More...

class	FieldSchema
	FieldSchema More...

class	FieldValue
	FieldValue More...

class	FileResponse
	Allows a file (represented as a stream) to be returned from an Api call More...

class	FilterPredicateComplianceParameter
	FilterPredicateComplianceParameter More...

class	FilterPredicateComplianceParameterAllOf
	FilterPredicateComplianceParameterAllOf More...

class	FilterStep
	FilterStep More...

class	FixedLeg
	LUSID representation of a Fixed Rate Leg. More...

class	FixedLegAllOf
	FixedLegAllOf More...

class	FixedLegAllOfOverrides
	Any overriding data for notionals, spreads or rates that would affect generation of a leg. This supports the case where an amortisation schedule is given but otherwise generation is allowed as usual. More...

class	FixedSchedule
	Schedule for fixed coupon payments More...

class	FixedScheduleAllOf
	FixedScheduleAllOf More...

class	FlexibleLoan
	LUSID flexible loan instrument. Represents the basic building block of a more complex loan structure that can handle deferred interest payments. More...

class	FlexibleLoanAllOf
	FlexibleLoanAllOf More...

class	FloatingLeg
	LUSID representation of a Floating Rate Leg. More...

class	FloatingLegAllOf
	FloatingLegAllOf More...

class	FloatSchedule
	Schedule for fixed coupon payments More...

class	FloatScheduleAllOf
	FloatScheduleAllOf More...

class	FlowConventionName
	Representation of an abstract definition of a flow convention set consisting of currency, tenor and an index name (arbitrary string but likely something like "IBOR"). More...

class	FlowConventions
	A flow convention defines the specification for generation of the date schedule for a leg or set of cashflows. It determines the tenor of these and, how to map the unadjusted set of dates to dates which are 'good business days'. For example, if an unadjusted date falls on a Saturday or a bank holiday, should it be rolled forward or backward to obtain the adjusted date. For more information, see https://support.lusid.com/knowledgebase/article/KA-02055/ More...

class	ForwardRateAgreement
	LUSID representation of a Forward Rate Agreement. More...

class	ForwardRateAgreementAllOf
	ForwardRateAgreementAllOf More...

class	FromRecipe
	FromRecipe More...

class	Fund
	A Fund entity. More...

class	FundingLeg
	LUSID representation of a Funding Leg with variable notional. This Funding Leg is a hybrid between a single leg swap and a loan facility; the notional is not fixed and can vary within a reset period. The model can be used to represent the funding leg of a basket of instruments (e.g. equities) where the contents of the basket can change over time. The actual notional history is stored in the FundingLegHistory object. The actual notional history is stored in the FundingLegHistory object. The main analytic calculated for this instrument is Accrual rather than PV. More...

class	FundingLegAllOf
	FundingLegAllOf More...

class	FundingLegOptions
	FundingLegOptions More...

class	FundingLegOptionsAllOf
	FundingLegOptionsAllOf More...

class	FundProperties
	FundProperties More...

class	FundRequest
	The request used to create a Fund. More...

class	FundShareClass
	LUSID representation of a FundShareClass. A ShareClass represents a pool of shares, held by investors, within a fund. A ShareClass can represent a differing investment approach by either Fees, Income, Currency Risk and Investor type. More...

class	FundShareClassAllOf
	FundShareClassAllOf More...

class	Future
	LUSID representation of a Future. Including, but not limited to, Equity Futures, Bond Futures, Index Futures, Currency Futures, and Interest Rate Futures. More...

class	FutureAllOf
	FutureAllOf More...

class	FuturesContractDetails
	Most, if not all, information about contracts is standardized. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv. More...

class	FxConventions
	The conventions for the calculation of FX fixings, where the fixing rate is expected to be the amount of DomCcy per unit of FgnCcy. As an example, assume the required fixing is the WM/R 4pm mid closing rate for the USD amount per 1 EUR. This is published with RIC EURUSDFIXM=WM, which would be the FixingReference, with FgnCcy EUR and DomCcy USD. More...

class	FxDependency
	For indicating a dependency on an fx rate. For example domestic-foreign for USD-JPY means that 1 unit (dollar) of domestic currency will buy you "X" units of foreign (Yen) currency; currently somewhere around 100. This is equivalently denoted as USDJPY and USD/JPY On the assumption that you wish to convert an amount in the domestic currency to the foreign, you would want the (dom,fgn) dependency; domfgn currency pair. On the assumption that you wish to convert an amount in the foreign currency to the domestic, you would want the (fgn,dom) dependency; fgndom currency pair. NB: There alternate descriptions for currency pairs that seem to vary between different banks and sectors of the industry, e.g. base and contract In pricing we are taking the convention that we will convert from FGN to DOM by DIVIDING through by the DOMFGN spot rate. More...

class	FxDependencyAllOf
	FxDependencyAllOf More...

class	FxForward
	LUSID representation of an FX Forward. Including FX Spot and Non-Deliverable Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| DomesticLeg \| Cash flows in the domestic currency of the forward. \| \| 2 \| ForeignLeg \| Cash flows in the foreign currency of the forward (not present for non-deliverable forwards). \| More...

class	FxForwardAllOf
	FxForwardAllOf More...

class	FxForwardCurveByQuoteReference
	Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on) More...

class	FxForwardCurveByQuoteReferenceAllOf
	FxForwardCurveByQuoteReferenceAllOf More...

class	FxForwardCurveData
	Contains data (i.e. dates and rates + metadata) for building fx forward curves More...

class	FxForwardCurveDataAllOf
	FxForwardCurveDataAllOf More...

class	FxForwardModelOptions
	FxForwardModelOptions More...

class	FxForwardModelOptionsAllOf
	FxForwardModelOptionsAllOf More...

class	FxForwardPipsCurveData
	Contains data (i.e. dates and pips + metadata) for building fx forward curves (when combined with a spot rate to build on) More...

class	FxForwardPipsCurveDataAllOf
	FxForwardPipsCurveDataAllOf More...

class	FxForwardsDependency
	Indicates a dependency on an FxForwardCurve. Identical to Fx dependencies in the meaning of domestic and foreign currencies, but describes a set of fx rates. These rates are quoted rates for fx forwards, which can be used to interpolate the forward rate at a specific time in the future. In the case of pips, the absolute rates can be expressed as rate = spotFx + pips / pipsPerUnit More...

class	FxForwardsDependencyAllOf
	FxForwardsDependencyAllOf More...

class	FxForwardSettlementEvent
	Settlement for FX Forward, including NDF and deliverable. More...

class	FxForwardSettlementEventAllOf
	FxForwardSettlementEventAllOf More...

class	FxForwardTenorCurveData
	Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on) More...

class	FxForwardTenorCurveDataAllOf
	FxForwardTenorCurveDataAllOf More...

class	FxForwardTenorPipsCurveData
	Contains data (i.e. tenors and pips + metadata) for building fx forward curves (when combined with a spot rate and a date to build on) More...

class	FxForwardTenorPipsCurveDataAllOf
	FxForwardTenorPipsCurveDataAllOf More...

class	FxLinkedNotionalSchedule
	Schedule for notional changes based on the change in FX rate. Used in the representation of a resettable cross currency interest rate swap. More...

class	FxLinkedNotionalScheduleAllOf
	FxLinkedNotionalScheduleAllOf More...

class	FxOption
	LUSID representation of an FX Option. Including Vanilla, American, European, and Digital (Binary) options. More...

class	FxOptionAllOf
	FxOptionAllOf More...

class	FxRateSchedule
	Schedule to define fx conversion of cashflows on complex bonds. If an fx schedule is defined then on payment schedule generation the coupon and principal payoffs will be wrapped in an fx rate payoff method. Either the fx rate is predefined (fixed) or relies on fx resets (floating). Used in representation of dual currency bond. More...

class	FxRateScheduleAllOf
	FxRateScheduleAllOf More...

class	FxSwap
	LUSID representation of an FX Swap. Composed of two FX Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| FarDomesticLeg \| Cash flows in the domestic currency for the far forward. \| \| 2 \| FarForeignLeg \| Cash flows in the foreign currency for the far forward (not present for non-deliverable forwards). \| \| 3 \| NearDomesticLeg \| Cash flows in the domestic currency for the near forward. \| \| 4 \| NearForeignLeg \| Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). \| More...

class	FxSwapAllOf
	FxSwapAllOf More...

class	FxTenorConvention
	A wrapper of conventions that should be used when interpreting tenors in the context of FX. For instance, can be used to control how tenors are interpreted on an FxForwardTenorCurveData instance. More...

class	FxVolDependency
	Economic dependency required to price FX derivative products that contain optionality. FX Vol surface is a grid of implied volatilities for an array of strikes and tenors, derived from vanilla option prices in the market. More...

class	FxVolDependencyAllOf
	FxVolDependencyAllOf More...

class	FxVolSurfaceData
	Market Data for an fx vol surface, represented by a list of fx options and corresponding market quotes More...

class	GeneralLedgerProfileMapping
	GeneralLedgerProfileMapping More...

class	GeneralLedgerProfileRequest
	A General Ledger Profile Definition. More...

class	GeneralLedgerProfileResponse
	A General Ledger Profile Definition. More...

class	GetCdsFlowConventionsResponse
	GetCdsFlowConventionsResponse More...

class	GetComplexMarketDataResponse
	GetComplexMarketDataResponse More...

class	GetCounterpartyAgreementResponse
	GetCounterpartyAgreementResponse More...

class	GetCreditSupportAnnexResponse
	GetCreditSupportAnnexResponse More...

class	GetDataMapResponse
	GetDataMapResponse More...

class	GetFlowConventionsResponse
	GetFlowConventionsResponse More...

class	GetIndexConventionResponse
	GetIndexConventionResponse More...

class	GetInstrumentsResponse
	GetInstrumentsResponse More...

class	GetQuotesResponse
	GetQuotesResponse More...

class	GetRecipeComposerResponse
	GetRecipeComposerResponse More...

class	GetRecipeResponse
	GetRecipeResponse More...

class	GetReferencePortfolioConstituentsResponse
	GetReferencePortfolioConstituentsResponse More...

class	GetStructuredResultDataResponse
	GetStructuredResultDataResponse More...

class	GetVirtualDocumentResponse
	GetVirtualDocumentResponse More...

class	GroupBySelectorComplianceParameter
	GroupBySelectorComplianceParameter More...

class	GroupByStep
	GroupByStep More...

class	GroupedResultOfAddressKey
	Holder class for a group of results. It consists of a list of columns and values for that column. More...

class	GroupFilterPredicateComplianceParameter
	GroupFilterPredicateComplianceParameter More...

class	GroupFilterStep
	GroupFilterStep More...

class	GroupOfMarketDataKeyRules
	Represents a collection of MarketDataKeyRules that should be resolved together when resolving market data. That is, market data resolution will always attempt to resolve with all rules in the group before deciding what market data to return. More...

class	HoldingAdjustment
	The target holdings. More...

class	HoldingAdjustmentWithDate
	HoldingAdjustmentWithDate More...

class	HoldingContext
	Holding context node. Contains settings that control how LUSID handles holdings within portfolios. More...

class	HoldingContributor
	A list of transactions contributed to a holding. More...

class	HoldingsAdjustment
	Full content of a holdings adjustment for a single portfolio and effective date. More...

class	HoldingsAdjustmentHeader
	A record of holdings adjustments made on the transaction portfolio. More...

class	IdentifierPartSchema
	IdentifierPartSchema More...

class	IdSelectorDefinition
	IdSelectorDefinition More...

class	IndexConvention
	A set of conventions that describe the conventions for calculation of payments made on rates interbank lending and similar. Based on ISDA 2006 conventions and similar documentation. Please see the knowledge base for further documentation. More...

class	IndexModelOptions
	IndexModelOptions More...

class	IndexModelOptionsAllOf
	IndexModelOptionsAllOf More...

class	IndexProjectionDependency
	Represents either a dependency on projections of an index. E.g. If the interest leg of a swap is a FloatingLeg, then it will declare an IndexProjectionDependency upon pricing. This is to indicate that pricing the floating leg requires predictions of future fixings of the index. More...

class	IndexProjectionDependencyAllOf
	IndexProjectionDependencyAllOf More...

class	IndustryClassifier
	Object describing a particular industry classifier, which comprises a classification code and the name of the classification system to which the code belongs. More...

class	InflationFixingDependency
	For indicating a dependency upon an inflation fixing More...

class	InflationFixingDependencyAllOf
	InflationFixingDependencyAllOf More...

class	InflationIndexConventions
	A set of conventions that describe the conventions for an inflation index. More...

class	InflationLeg
	LUSID representation of an Inflation Leg. This leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument. The implementation supports the following inflation leg types: * Zero Coupon inflation leg (CPI Leg), with a single payment at maturity. * Year on Year inflation leg * LPI Swap Leg (capped and floored YoY) More...

class	InflationLegAllOf
	InflationLegAllOf More...

class	InflationLinkedBond
	Inflation Linked Bond. More...

class	InflationLinkedBondAllOf
	InflationLinkedBondAllOf More...

class	InflationSwap
	LUSID representation of an Inflation Swap. The implementation supports the following swap types: * Zero Coupon inflation swap, with a single payment at maturity. * LPI Swap (capped and floored) * Year on Year inflation swap This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| InflationLeg \| Cash flows with a rate relating to an underlying inflation index. \| \| 2 \| FixedLeg \| Cash flows with a fixed rate. \| More...

class	InflationSwapAllOf
	InflationSwapAllOf More...

class	InformationalErrorEvent
	Event holder containing error information More...

class	InformationalErrorEventAllOf
	InformationalErrorEventAllOf More...

class	InformationalEvent
	A generic event derived from the economic definition of an instrument. This should be considered purely informational; any data provided by this event is not guaranteed to be processable by LUSID. More...

class	InformationalEventAllOf
	InformationalEventAllOf More...

class	InlineValuationRequest
	Specification object for the parameters of an inline valuation More...

class	InlineValuationsReconciliationRequest
	Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a inline set of instruments using an inline aggregation request. The results of this can then be compared to each other. The difference, which is effectively a risk based difference allows comparison of the effects of changing a recipe, valuation date, or (though it may or may not make logical sense) a set of instruments. More...

class	InputTransition
	The input 'transition' within a corporate action, representing the singular input position More...

class	Instrument
	A list of instruments. More...

class	InstrumentCapabilities
	Instrument capabilities containing useful information about the instrument and the model. This includes - features corresponding to the instrument i.e. Optionality:American, Other:InflationLinked - supported addresses (if model provided) i.e. Valuation/Pv, Valuation/DirtyPriceKey, Valuation/Accrued - economic dependencies (if model provided) i.e. Cash:USD, Fx:GBP.USD, Rates:GBP.GBPOIS More...

class	InstrumentCashFlow
	The details for the cashflow associated with an instrument from a given portfolio. More...

class	InstrumentDefinition
	InstrumentDefinition More...

class	InstrumentDefinitionFormat
	What is the provenance of an instrument. This defines who creates/owns it, what format it is in (e.g. a proprietary format or a common and known one) and what the version of that is. More...

class	InstrumentEvent
	Base class for representing instrument events in LUSID, such as dividends, stock splits, and option exercises. This base class should not be directly instantiated; each supported InstrumentEventType has a corresponding inherited class. More...

class	InstrumentEventConfiguration
	InstrumentEventConfiguration More...

class	InstrumentEventHolder
	An instrument event equipped with additional metadata. More...

class	InstrumentIdTypeDescriptor
	The description of an allowable instrument identifier. More...

class	InstrumentIdValue
	InstrumentIdValue More...

class	InstrumentLeg
	Base class for representing instrument legs in LUSID. An instrument leg describes a set of cashflows that are paid at a set of points in time according to some set of conventions. This base class should not be directly instantiated; only its inheritors should be used. More...

class	InstrumentLegAllOf
	InstrumentLegAllOf More...

class	InstrumentList
	InstrumentList More...

class	InstrumentListAllOf
	InstrumentListAllOf More...

class	InstrumentListComplianceParameter
	InstrumentListComplianceParameter More...

class	InstrumentMatch
	A collection of instrument search results More...

class	InstrumentModels
	Supported pricing models for an instrument. More...

class	InstrumentPaymentDiary
	A payment diary containing all the cashflows on a single instrument. More...

class	InstrumentPaymentDiaryLeg
	A leg containing a set of cashflows. More...

class	InstrumentPaymentDiaryRow
	An individual row containing details of a single cashflow in the diary. More...

class	InstrumentProperties
	InstrumentProperties More...

class	InstrumentResolutionDetail
	InstrumentResolutionDetail More...

class	InstrumentSearchProperty
	InstrumentSearchProperty More...

class	InterestRateSwap
	LUSID representation of an Interest Rate Swap, including: * Vanilla (single currency fixed-float non-amortising) * CrossCurrency (>1 currency is used by the swap legs) * Basis (single currency, floating-floating legs of different tenors) * Amortising (the swap has 1+ leg with amortised notional) This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| Pay/Receive \| Cash flows representing the pay/receive leg. \| \| 2 \| Receive/Pay \| Cash flows representing the receive/pay leg. \| \| 3 \| AdditionalPayments \| Cash flows relating to any additional payments (optional). \| More...

class	InterestRateSwapAllOf
	InterestRateSwapAllOf More...

class	InterestRateSwaption
	LUSID representation of an Interest Rate Swaption. More...

class	InterestRateSwaptionAllOf
	InterestRateSwaptionAllOf More...

class	IntermediateComplianceStep
	IntermediateComplianceStep More...

class	IntermediateComplianceStepAllOf
	IntermediateComplianceStepAllOf More...

class	IrVolCubeData
	Market Data required to build a volatility cube for swaption pricing, represented by a list of instruments and corresponding market quotes More...

class	IrVolCubeDataAllOf
	IrVolCubeDataAllOf More...

class	IrVolDependency
	Economic dependency required to price interest rate products that contain optionality, for example swaptions. For example, can indicate a dependency on an IrVolCubeData. More...

class	IrVolDependencyAllOf
	IrVolDependencyAllOf More...

class	IsBusinessDayResponse
	Whether or not a DateTimeOffset is a business DateTime More...

class	IUnitDefinitionDto
	IUnitDefinitionDto More...

class	JournalEntryLine
	A Journal Entry line entity. More...

class	JournalEntryLinesQueryParameters
	JournalEntryLinesQueryParameters More...

class	LabelValueSet
	The set of string labels in a multi-value property. More...

class	LegalEntity
	Representation of Legal Entity on LUSID API More...

class	LegDefinition
	Definition of the set of flow and index conventions along with other miscellaneous information required to generate an instrument leg. More...

class	LevelStep
	Item which is stepped in level/quantity. More...

class	LifeCycleEventLineage
	The lineage of the event value More...

class	LifeCycleEventValue
	The instrument life cycle event result value type More...

class	LifeCycleEventValueAllOf
	LifeCycleEventValueAllOf More...

class	LineageMember
	LineageMember More...

class	Link
	Link More...

class	ListAggregationReconciliation
	ListAggregationReconciliation More...

class	ListAggregationResponse
	ListAggregationResponse More...

class	ListComplexMarketDataWithMetaDataResponse
	Wraps a Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketData object with information that was retrieved from storage with it. In particular, the scope that the data was stored in, and a <seealso cref="T:Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketDataId" /> object identifying the market data in that scope. More...

class	LoanPeriod
	LoanPeriod More...

class	LockPeriodDiaryEntryRequest
	A definition for the period you wish to lock More...

class	LusidInstrument
	Base class in the hierarchy for representing the full economic definition of instruments in LUSID. These definitions are used to provide instrument analytics such as PV, accrual, cash flows, and risk. This base class should not be directly instantiated; each supported InstrumentType has a corresponding inherited class. More...

class	LusidProblemDetails
	LusidProblemDetails More...

class	LusidTradeTicket
	A LUSID Trade Ticket comprising an instrument, a transaction, and a counterparty. More...

class	LusidUniqueId
	LusidUniqueId More...

class	LusidValidationProblemDetails
	LusidValidationProblemDetails More...

class	MappedString
	MappedString More...

class	Mapping
	Defines the rule set to be used to determine if entries should be considered as a match. More...

class	MappingRule
	An individual mapping rule, for mapping between a left and right field/property. More...

class	MarketContext
	Market context node. This defines how LUSID processes parts of a request that require resolution of market data such as instrument prices or Fx rates. It controls where the data is loaded from and which sources take precedence. More...

class	MarketContextSuppliers
	It is possible to control which supplier is used for a given asset class. This field is deprecated in favour of market data rules, which subsumes its functionality. More...

class	MarketDataKeyRule
	When performing analytics, instruments and models have dependencies on market data. A market data key rule essentially tells lusid to "resolve dependencies matching the pattern 'X' using data of the form 'Y'". The parameter 'X' is defined by the key of the key rule, and might specify "all USD rates curves" or "all RIC-based prices". The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be. More...

class	MarketDataOptions
	Base class for representing market data options in LUSID. Abstractly, these are any options that one should be able to specify for ComplexMarketData entities. For example, CurveOptions allows one to decide how the data provided in a discountFactorCurve is interpolated. This base class should not be directly instantiated; each supported MarketDataOptionsType has a corresponding inherited class. More...

class	MarketDataOverrides
	Class which holds market data overrides to be used in valuation More...

class	MarketDataSpecificRule
	Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for. For example, a market data rule might instruct all rates curves to be retrieved from a particular scope. This class gives the ability to set different behaviour depending on what is requesting the rates curve. Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps. More...

class	MarketOptions
	The set of options that control miscellaneous and default market resolution behaviour. These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved. For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources according to requirements based on accuracy or timeliness it is not. In more advanced cases the options should largely be ignored and rules specified per source. Be aware that where no specified rule matches the final fallback is on to the logic implied here. More...

class	MarketQuote
	The market quote for an observable which will be used to calibrate the market data, including the format of the quote. e.g. a volatility quote for a specific strike and expiry the par rate of a swap This is a slimmed down version of a full Quote that can be stored in our QuoteStore to remove lineage, price source etc. for ease of use when creating complex market data. More...

class	MatchCriterion
	A condition to be evaluated. Each supported CriterionType has a corresponding schema. More...

class	MaturityEvent
	Definition of a Maturity Event This is an event that describes the maturity of the instrument. More...

class	MaturityEventAllOf
	MaturityEventAllOf More...

class	MetricValue
	MetricValue More...

class	ModelClient
	ModelClient More...

class	ModelOptions
	Base class for representing model options in LUSID, which provide config for instrument analytics. This base class should not be directly instantiated; each supported ModelOptionsType has a corresponding inherited class. More...

class	ModelSelection
	The combination of a library to use and a model in that library that defines which pricing code will evaluate instruments having a particular type/class. This allows us to control the model type and library for a given instrument. More...

class	ModelVersion
	The version metadata. More...

class	MovedOrderToDifferentBlockResponse
	MovedOrderToDifferentBlockResponse More...

class	MoveOrdersToDifferentBlocksRequest
	MoveOrdersToDifferentBlocksRequest More...

class	MultiCurrencyAmounts
	MultiCurrencyAmounts More...

class	NextValueInSequenceResponse
	NextValueInSequenceResponse More...

class	OpaqueDependency
	Represents a dependency that could not be understood as an externally exposed dependency. If this is an unexpected dependency, then please contact support. More...

class	OpaqueDependencyAllOf
	OpaqueDependencyAllOf More...

class	OpaqueMarketData
	A representation of an un-built piece of complex market data, to allow for passing through to the vendor library for building. The market data will usually be in some standard form such as XML or Json, representing a curve or surface. More...

class	OpaqueMarketDataAllOf
	OpaqueMarketDataAllOf More...

class	OpaqueModelOptions
	OpaqueModelOptions More...

class	OpaqueModelOptionsAllOf
	OpaqueModelOptionsAllOf More...

class	OpenEvent
	The opening of an instrument. More...

class	OpenEventAllOf
	OpenEventAllOf More...

class	Operation
	Operation More...

class	OptionalitySchedule
	Optionality Schedule represents a class for creation of schedules for optionality (call, put) More...

class	OptionalityScheduleAllOf
	OptionalityScheduleAllOf More...

class	OptionEntry
	Strike price against par and associated date for a bond call. More...

class	Order
	An Order for a certain quantity of a specific instrument More...

class	OrderBySpec
	OrderBySpec More...

class	OrderFlowConfiguration
	OrderFlowConfiguration More...

class	OrderGraphBlock
	OrderGraphBlock More...

class	OrderGraphBlockAllocationDetail
	OrderGraphBlockAllocationDetail More...

class	OrderGraphBlockAllocationSynopsis
	OrderGraphBlockAllocationSynopsis More...

class	OrderGraphBlockExecutionDetail
	OrderGraphBlockExecutionDetail More...

class	OrderGraphBlockExecutionSynopsis
	OrderGraphBlockExecutionSynopsis More...

class	OrderGraphBlockOrderDetail
	OrderGraphBlockOrderDetail More...

class	OrderGraphBlockOrderSynopsis
	OrderGraphBlockOrderSynopsis More...

class	OrderGraphBlockPlacementDetail
	OrderGraphBlockPlacementDetail More...

class	OrderGraphBlockPlacementSynopsis
	OrderGraphBlockPlacementSynopsis More...

class	OrderGraphBlockTransactionDetail
	OrderGraphBlockTransactionDetail More...

class	OrderGraphBlockTransactionSynopsis
	OrderGraphBlockTransactionSynopsis More...

class	OrderGraphPlacement
	OrderGraphPlacement More...

class	OrderGraphPlacementAllocationDetail
	OrderGraphPlacementAllocationDetail More...

class	OrderGraphPlacementAllocationSynopsis
	OrderGraphPlacementAllocationSynopsis More...

class	OrderGraphPlacementChildPlacementDetail
	OrderGraphPlacementChildPlacementDetail More...

class	OrderGraphPlacementExecutionDetail
	OrderGraphPlacementExecutionDetail More...

class	OrderGraphPlacementExecutionSynopsis
	OrderGraphPlacementExecutionSynopsis More...

class	OrderGraphPlacementOrderDetail
	OrderGraphPlacementOrderDetail More...

class	OrderGraphPlacementOrderSynopsis
	OrderGraphPlacementOrderSynopsis More...

class	OrderGraphPlacementPlacementSynopsis
	OrderGraphPlacementPlacementSynopsis More...

class	OrderInstruction
	Record of an order instruction More...

class	OrderInstructionRequest
	A request to create or update a Order Instruction. More...

class	OrderInstructionSetRequest
	A request to create or update multiple OrderInstructions. More...

class	OrderRequest
	A request to create or update an Order. More...

class	OrderSetRequest
	A request to create or update multiple Orders. More...

class	OtcConfirmation
	For the storage of any information pertinent to the confirmation of an OTC trade. e.g the Counterparty Agreement Code More...

class	OutputTransaction
	A list of output transactions. More...

class	OutputTransition
	A 'transition' within a corporate action, representing an output transition. More...

class	Package
	A structure used to describe the structure of an order or orders that make up a non-trivial trade. More...

class	PackageRequest
	A request to create or update a Package. More...

class	PackageSetRequest
	A request to create or update multiple Packages. More...

class	PagedResourceListOfAbor
	PagedResourceListOfAbor More...

class	PagedResourceListOfAborConfiguration
	PagedResourceListOfAborConfiguration More...

class	PagedResourceListOfAccount
	PagedResourceListOfAccount More...

class	PagedResourceListOfAddressKeyDefinition
	PagedResourceListOfAddressKeyDefinition More...

class	PagedResourceListOfAllocation
	PagedResourceListOfAllocation More...

class	PagedResourceListOfAmortisationRuleSet
	PagedResourceListOfAmortisationRuleSet More...

class	PagedResourceListOfBlock
	PagedResourceListOfBlock More...

class	PagedResourceListOfCalendar
	PagedResourceListOfCalendar More...

class	PagedResourceListOfChartOfAccounts
	PagedResourceListOfChartOfAccounts More...

class	PagedResourceListOfCleardownModuleResponse
	PagedResourceListOfCleardownModuleResponse More...

class	PagedResourceListOfCleardownModuleRule
	PagedResourceListOfCleardownModuleRule More...

class	PagedResourceListOfComplianceRuleResponse
	PagedResourceListOfComplianceRuleResponse More...

class	PagedResourceListOfComplianceRunInfoV2
	PagedResourceListOfComplianceRunInfoV2 More...

class	PagedResourceListOfComplianceTemplate
	PagedResourceListOfComplianceTemplate More...

class	PagedResourceListOfCorporateActionSource
	PagedResourceListOfCorporateActionSource More...

class	PagedResourceListOfCustodianAccount
	PagedResourceListOfCustodianAccount More...

class	PagedResourceListOfCustomEntityDefinition
	PagedResourceListOfCustomEntityDefinition More...

class	PagedResourceListOfCustomEntityResponse
	PagedResourceListOfCustomEntityResponse More...

class	PagedResourceListOfCustomEntityType
	PagedResourceListOfCustomEntityType More...

class	PagedResourceListOfCutLabelDefinition
	PagedResourceListOfCutLabelDefinition More...

class	PagedResourceListOfDataTypeSummary
	PagedResourceListOfDataTypeSummary More...

class	PagedResourceListOfDialectId
	PagedResourceListOfDialectId More...

class	PagedResourceListOfDiaryEntry
	PagedResourceListOfDiaryEntry More...

class	PagedResourceListOfExecution
	PagedResourceListOfExecution More...

class	PagedResourceListOfFund
	PagedResourceListOfFund More...

class	PagedResourceListOfGeneralLedgerProfileResponse
	PagedResourceListOfGeneralLedgerProfileResponse More...

class	PagedResourceListOfInstrument
	PagedResourceListOfInstrument More...

class	PagedResourceListOfInstrumentEventHolder
	PagedResourceListOfInstrumentEventHolder More...

class	PagedResourceListOfLegalEntity
	PagedResourceListOfLegalEntity More...

class	PagedResourceListOfOrder
	PagedResourceListOfOrder More...

class	PagedResourceListOfOrderGraphBlock
	PagedResourceListOfOrderGraphBlock More...

class	PagedResourceListOfOrderGraphPlacement
	PagedResourceListOfOrderGraphPlacement More...

class	PagedResourceListOfOrderInstruction
	PagedResourceListOfOrderInstruction More...

class	PagedResourceListOfPackage
	PagedResourceListOfPackage More...

class	PagedResourceListOfParticipation
	PagedResourceListOfParticipation More...

class	PagedResourceListOfPerson
	PagedResourceListOfPerson More...

class	PagedResourceListOfPlacement
	PagedResourceListOfPlacement More...

class	PagedResourceListOfPortfolioGroup
	PagedResourceListOfPortfolioGroup More...

class	PagedResourceListOfPortfolioGroupSearchResult
	PagedResourceListOfPortfolioGroupSearchResult More...

class	PagedResourceListOfPortfolioSearchResult
	PagedResourceListOfPortfolioSearchResult More...

class	PagedResourceListOfPostingModuleResponse
	PagedResourceListOfPostingModuleResponse More...

class	PagedResourceListOfPostingModuleRule
	PagedResourceListOfPostingModuleRule More...

class	PagedResourceListOfPropertyDefinition
	PagedResourceListOfPropertyDefinition More...

class	PagedResourceListOfPropertyDefinitionSearchResult
	PagedResourceListOfPropertyDefinitionSearchResult More...

class	PagedResourceListOfReconciliation
	PagedResourceListOfReconciliation More...

class	PagedResourceListOfReferenceListResponse
	PagedResourceListOfReferenceListResponse More...

class	PagedResourceListOfRelationshipDefinition
	PagedResourceListOfRelationshipDefinition More...

class	PagedResourceListOfSequenceDefinition
	PagedResourceListOfSequenceDefinition More...

class	PagedResourceListOfStagingRuleSet
	PagedResourceListOfStagingRuleSet More...

class	PagedResourceListOfTransactionTemplate
	PagedResourceListOfTransactionTemplate More...

class	PagedResourceListOfTransactionTemplateSpecification
	PagedResourceListOfTransactionTemplateSpecification More...

class	PagedResourceListOfTranslationScriptId
	PagedResourceListOfTranslationScriptId More...

class	PagedResourceListOfVirtualRow
	PagedResourceListOfVirtualRow More...

class	Participation
	The record an order's participation in a specific placement. More...

class	ParticipationRequest
	A request to create or update a Participation. More...

class	ParticipationSetRequest
	A request to create or update multiple Participations. More...

class	PerformanceReturn
	A list of Returns. More...

class	PerformanceReturnsMetric
	The request used in the AggregatedReturns. More...

class	PeriodDiaryEntriesReopenedResponse
	PeriodDiaryEntriesReopenedResponse More...

class	PerpetualProperty
	PerpetualProperty More...

class	Person
	Person More...

class	PlaceBlocksRequest
	PlaceBlocksRequest More...

class	Placement
	A street order for a quantity of a single instrument placed with a single market entity. More...

class	PlacementRequest
	A request to create or update a Placement. More...

class	PlacementSetRequest
	A request to create or update multiple Placements. More...

class	Portfolio
	A list of portfolios. More...

class	PortfolioCashFlow
	The details for the cashflow for a given portfolio. More...

class	PortfolioCashLadder
	PortfolioCashLadder More...

class	PortfolioDetails
	PortfolioDetails More...

class	PortfolioEntityId
	Specification of a portfolio or portfolio group id, its scope and which it is. More...

class	PortfolioGroup
	PortfolioGroup More...

class	PortfolioGroupIdComplianceParameter
	PortfolioGroupIdComplianceParameter More...

class	PortfolioGroupIdList
	PortfolioGroupIdList More...

class	PortfolioGroupIdListAllOf
	PortfolioGroupIdListAllOf More...

class	PortfolioGroupIdListComplianceParameter
	PortfolioGroupIdListComplianceParameter More...

class	PortfolioGroupProperties
	PortfolioGroupProperties More...

class	PortfolioGroupSearchResult
	PortfolioGroupSearchResult More...

class	PortfolioHolding
	A list of holdings. More...

class	PortfolioIdComplianceParameter
	PortfolioIdComplianceParameter More...

class	PortfolioIdList
	PortfolioIdList More...

class	PortfolioIdListComplianceParameter
	PortfolioIdListComplianceParameter More...

class	PortfolioProperties
	PortfolioProperties More...

class	PortfolioReconciliationRequest
	PortfolioReconciliationRequest More...

class	PortfolioResultDataKeyRule
	PortfolioResultDataKeyRule More...

class	PortfolioResultDataKeyRuleAllOf
	PortfolioResultDataKeyRuleAllOf More...

class	PortfolioReturnBreakdown
	A list of Composite Breakdowns. More...

class	PortfolioSearchResult
	A list of portfolios. More...

class	PortfoliosReconciliationRequest
	PortfoliosReconciliationRequest More...

class	PortfolioTradeTicket
	Response for querying trade tickets More...

class	PostingModuleDetails
	A posting Module request definition More...

class	PostingModuleRequest
	A Posting Module request definition More...

class	PostingModuleResponse
	A Posting Module definition More...

class	PostingModuleRule
	A Posting rule More...

class	PostingModuleRulesUpdatedResponse
	A Posting Module rules update response More...

class	Premium
	A class containing information for a given premium payment. More...

class	PricingContext
	Pricing context node. In order to price an instrument a number of configuration parameters are required to determine which (a) pricing model (ranging from a simple lookup of a market quote/price through to a Monte-Carlo simulation for the behaviour of its cashflows) (b) vendor library (Lusid internal models or those provided through an external Vendor such as Refinitiv (proprietary) or QuantLib (open source) are used in the pricing. In conjunction with these there are a number of parameters that govern the behaviour of these models. For example, in pricing an Fx volatility dependent product such as an Fx option, there are various parameters that affect model behaviour for the smile. In Lusid a distinction is made between those which are understood natively and those which are only held for use with a given vendor-model combination. The problem is that, unlike market quote data, there are few standards around model descriptions. Hence, apparently similar terminology can be mis-leading; for example in SABR models where the basic parameters are agreed upon but most practical models have used an approximation with adjustments where the parameters can have wildly different meanings. To avoid confusion or mis-behaviour in this area, where parameters are not understood to be interchangeable, they are only settable on a per-library per-model basis, essentially as opaque data that will be given to the Vendor library "verbatim" but not used with any other. More...

class	PricingOptions
	Options for controlling the default aspects and behaviour of the pricing engine. More...

class	ProcessedCommand
	The list of commands. More...

class	Property
	Property More...

class	PropertyDefinition
	A list of property definitions. More...

class	PropertyDefinitionSearchResult
	A property definition search result More...

class	PropertyFilter
	PropertyFilter More...

class	PropertyInterval
	PropertyInterval More...

class	PropertyKeyComplianceParameter
	PropertyKeyComplianceParameter More...

class	PropertyKeyComplianceParameterAllOf
	PropertyKeyComplianceParameterAllOf More...

class	PropertyKeyListComplianceParameter
	PropertyKeyListComplianceParameter More...

class	PropertyList
	PropertyList More...

class	PropertyListAllOf
	PropertyListAllOf More...

class	PropertyListComplianceParameter
	PropertyListComplianceParameter More...

class	PropertySchema
	PropertySchema More...

class	PropertyValue
	The value of the property. More...

class	PropertyValueEquals
	A criterion that checks whether a Property Value is equal to the given string value More...

class	PropertyValueEqualsAllOf
	PropertyValueEqualsAllOf More...

class	PropertyValueIn
	A criterion that checks whether a Property Value is equal to one of the given string values More...

class	PropertyValueInAllOf
	PropertyValueInAllOf More...

class	QueryableKey
	QueryableKey More...

class	QueryBucketedCashFlowsRequest
	Query for bucketed cashflows from one or more portfolios. More...

class	QueryCashFlowsRequest
	Query for cashflows from one or more portfolios More...

class	QueryInstrumentEventsRequest
	Instrument event query. More...

class	QueryTradeTicketsRequest
	Query for tradetickets resulting from events on instrument that are taken from one or more portfolios More...

class	Quote
	The quote id, value and lineage of the quotes all keyed by a unique correlation id. More...

class	QuoteAccessMetadataRule
	QuoteAccessMetadataRule More...

class	QuoteAccessMetadataRuleId
	An identifier that uniquely identifies a set of Quote access control metadata. More...

class	QuoteDependency
	For indicating a dependency on the value of an asset at a point in time. If the time is omitted, then the dependency is interpreted as the latest value with respect to anything observing it. E.g. An EquitySwap will declare a dependency on the current price of the underlying equity. More...

class	QuoteDependencyAllOf
	QuoteDependencyAllOf More...

class	QuoteId
	The unique identifier of the quote. More...

class	QuoteSeriesId
	The time invariant unique identifier of the quote. Combined with the effective datetime of the quote this uniquely identifies the quote. This can be thought of as a unique identifier for a time series of quotes. More...

class	RawVendorEvent
	A generic event derived from the economic definition of an instrument. This should be considered purely informational; any data provided by this event is not guaranteed to be processable by LUSID. More...

class	RawVendorEventAllOf
	RawVendorEventAllOf More...

class	RealisedGainLoss
	RealisedGainLoss More...

class	RecipeBlock
	An atomic operation used in Recipe composer to compose a Configuration Recipe More...

class	RecipeComposer
	Recipe composer is an object used to dynamically compose Configuration Recipe from atomic operations. More...

class	RecipeValue
	Recipe value represents a data that is then used to perform an atomic operation which is then used in composition of Configuration Recipe. This object either includes the data itself (in json form or as simple string) or is a reference where the data can be obtained from (from a Configuration Recipe say). Only one field is to be populated. More...

class	RecombineStep
	RecombineStep More...

class	ReconcileDateTimeRule
	Comparison of date time values More...

class	ReconcileDateTimeRuleAllOf
	ReconcileDateTimeRuleAllOf More...

class	ReconciledTransaction
	Information about reconciled transactions. At least one of Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Left and Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Right will be populated. More...

class	ReconcileNumericRule
	ReconcileNumericRule More...

class	ReconcileNumericRuleAllOf
	ReconcileNumericRuleAllOf More...

class	ReconcileStringRule
	Comparison of string values More...

class	ReconcileStringRuleAllOf
	ReconcileStringRuleAllOf More...

class	Reconciliation
	Representation of Reconciliation in LUSID Api More...

class	ReconciliationBreak
	A reconciliation break More...

class	ReconciliationConfiguration
	ReconciliationConfiguration More...

class	ReconciliationId
	ReconciliationId More...

class	ReconciliationLeftRightAddressKeyPair
	ReconciliationLeftRightAddressKeyPair More...

class	ReconciliationLine
	In evaluating a left and right hand side holding or valuation set, two data records result. These are then compared based on a set of rules. This results in either a match or failure to match. If there is a match both left and right will be present, otherwise one will not. A difference will be present if a match was calculated. The options used in comparison may result in elision of results where an exact or tolerable match is made. More...

class	ReconciliationRequest
	Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a portfolio using an aggregation request. The results of this can then be compared to each other. The difference, which is effectively a risk based difference allows comparison of the effects of changing a recipe, valuation date, or (though it may or may not make logical sense) a portfolio. For instance, one might look at the difference in risk caused by the addition of transaction to a portfolio, or through changing the valuation methodology or system. More...

class	ReconciliationResponse
	Class representing the set of comparisons that result from comparing holdings and their valuations between two separate evaluations. More...

class	ReconciliationRule
	Base class for representing reconciliation rules in LUSID. Reconciliation rules describe how a comparison between two items in the reconciliation should be performed and what constitutes equality. This does not influence WHAT constitutes a match, but only whether once a line has been matched whether an item within it matches another item. If a rule is not given for an item, it will default to equality comparison. This base class should not be directly instantiated; each supported ReconciliationRuleType has a corresponding inherited class. More...

class	ReconciliationSideConfiguration
	Specification for one side of a valuations/positions scheduled reconciliation More...

class	ReconciliationTransactions
	Specification for the transactions of a scheduled reconciliation More...

class	ReferenceData
	ReferenceData More...

class	ReferenceInstrument
	LUSID representation of a reference to another instrument that has already been loaded (e.g. a lookthrough to a portfolio). More...

class	ReferenceInstrumentAllOf
	ReferenceInstrumentAllOf More...

class	ReferenceList
	ReferenceList More...

class	ReferenceListRequest
	ReferenceListRequest More...

class	ReferenceListResponse
	ReferenceListResponse More...

class	ReferencePortfolioConstituent
	ReferencePortfolioConstituent More...

class	ReferencePortfolioConstituentRequest
	ReferencePortfolioConstituentRequest More...

class	RelatedEntity
	Information about the other related entity in the relationship More...

class	Relation
	Representation of a Relation between a requested entity with the stated entity as RelationedEntityId More...

class	RelationDefinition
	RelationDefinition More...

class	Relationship
	Representation of a Relationship between a requested entity with the stated entity as RelatedEntityId More...

class	RelationshipDefinition
	RelationshipDefinition More...

class	RelativeDateOffset
	Defines a date offset which is relative to some anchor date. More...

class	ReOpenPeriodDiaryEntryRequest
	A definition for the period you wish to re open More...

class	Repo
	LUSID representation of a sale and repurchase agreement, supporting haircut, margin or repo rate methods. More...

class	RepoAllOf
	RepoAllOf More...

class	ResetEvent
	Definition of a reset event. This is an event that describes a reset or fixing for an instrument such as the floating payment on a swap cash flow. More...

class	ResetEventAllOf
	ResetEventAllOf More...

class	ResourceId
	Identifiers of an entity More...

class	ResourceListOfAccessControlledResource
	ResourceListOfAccessControlledResource More...

class	ResourceListOfAccessMetadataValueOf
	ResourceListOfAccessMetadataValueOf More...

class	ResourceListOfAddressKeyDefinition
	ResourceListOfAddressKeyDefinition More...

class	ResourceListOfAggregatedReturn
	ResourceListOfAggregatedReturn More...

class	ResourceListOfAggregationQuery
	ResourceListOfAggregationQuery More...

class	ResourceListOfAllocation
	ResourceListOfAllocation More...

class	ResourceListOfBlock
	ResourceListOfBlock More...

class	ResourceListOfBlockAndOrders
	ResourceListOfBlockAndOrders More...

class	ResourceListOfCalendarDate
	ResourceListOfCalendarDate More...

class	ResourceListOfChange
	ResourceListOfChange More...

class	ResourceListOfChangeHistory
	ResourceListOfChangeHistory More...

class	ResourceListOfComplianceBreachedOrderInfo
	ResourceListOfComplianceBreachedOrderInfo More...

class	ResourceListOfComplianceRule
	ResourceListOfComplianceRule More...

class	ResourceListOfComplianceRuleResult
	ResourceListOfComplianceRuleResult More...

class	ResourceListOfComplianceRunInfo
	ResourceListOfComplianceRunInfo More...

class	ResourceListOfConstituentsAdjustmentHeader
	ResourceListOfConstituentsAdjustmentHeader More...

class	ResourceListOfCorporateAction
	ResourceListOfCorporateAction More...

class	ResourceListOfDataType
	ResourceListOfDataType More...

class	ResourceListOfExecution
	ResourceListOfExecution More...

class	ResourceListOfFeeRule
	ResourceListOfFeeRule More...

class	ResourceListOfGetCdsFlowConventionsResponse
	ResourceListOfGetCdsFlowConventionsResponse More...

class	ResourceListOfGetCounterpartyAgreementResponse
	ResourceListOfGetCounterpartyAgreementResponse More...

class	ResourceListOfGetCreditSupportAnnexResponse
	ResourceListOfGetCreditSupportAnnexResponse More...

class	ResourceListOfGetFlowConventionsResponse
	ResourceListOfGetFlowConventionsResponse More...

class	ResourceListOfGetIndexConventionResponse
	ResourceListOfGetIndexConventionResponse More...

class	ResourceListOfGetRecipeComposerResponse
	ResourceListOfGetRecipeComposerResponse More...

class	ResourceListOfGetRecipeResponse
	ResourceListOfGetRecipeResponse More...

class	ResourceListOfHoldingsAdjustmentHeader
	ResourceListOfHoldingsAdjustmentHeader More...

class	ResourceListOfInstrumentCashFlow
	ResourceListOfInstrumentCashFlow More...

class	ResourceListOfInstrumentEventHolder
	ResourceListOfInstrumentEventHolder More...

class	ResourceListOfInstrumentIdTypeDescriptor
	ResourceListOfInstrumentIdTypeDescriptor More...

class	ResourceListOfIUnitDefinitionDto
	ResourceListOfIUnitDefinitionDto More...

class	ResourceListOfLegalEntity
	ResourceListOfLegalEntity More...

class	ResourceListOfListComplexMarketDataWithMetaDataResponse
	ResourceListOfListComplexMarketDataWithMetaDataResponse More...

class	ResourceListOfMapping
	ResourceListOfMapping More...

class	ResourceListOfMovedOrderToDifferentBlockResponse
	ResourceListOfMovedOrderToDifferentBlockResponse More...

class	ResourceListOfOrder
	ResourceListOfOrder More...

class	ResourceListOfOrderInstruction
	ResourceListOfOrderInstruction More...

class	ResourceListOfPackage
	ResourceListOfPackage More...

class	ResourceListOfParticipation
	ResourceListOfParticipation More...

class	ResourceListOfPerformanceReturn
	ResourceListOfPerformanceReturn More...

class	ResourceListOfPerson
	ResourceListOfPerson More...

class	ResourceListOfPlacement
	ResourceListOfPlacement More...

class	ResourceListOfPortfolio
	ResourceListOfPortfolio More...

class	ResourceListOfPortfolioCashFlow
	ResourceListOfPortfolioCashFlow More...

class	ResourceListOfPortfolioCashLadder
	ResourceListOfPortfolioCashLadder More...

class	ResourceListOfPortfolioTradeTicket
	ResourceListOfPortfolioTradeTicket More...

class	ResourceListOfProcessedCommand
	ResourceListOfProcessedCommand More...

class	ResourceListOfProperty
	ResourceListOfProperty More...

class	ResourceListOfPropertyDefinition
	ResourceListOfPropertyDefinition More...

class	ResourceListOfPropertyInterval
	ResourceListOfPropertyInterval More...

class	ResourceListOfQueryableKey
	ResourceListOfQueryableKey More...

class	ResourceListOfQuote
	ResourceListOfQuote More...

class	ResourceListOfQuoteAccessMetadataRule
	ResourceListOfQuoteAccessMetadataRule More...

class	ResourceListOfReconciliationBreak
	ResourceListOfReconciliationBreak More...

class	ResourceListOfRelation
	ResourceListOfRelation More...

class	ResourceListOfRelationship
	ResourceListOfRelationship More...

class	ResourceListOfScopeDefinition
	ResourceListOfScopeDefinition More...

class	ResourceListOfSideDefinition
	ResourceListOfSideDefinition More...

class	ResourceListOfString
	ResourceListOfString More...

class	ResourceListOfTaxRuleSet
	ResourceListOfTaxRuleSet More...

class	ResourceListOfTransaction
	ResourceListOfTransaction More...

class	ResourceListOfTransactionType
	ResourceListOfTransactionType More...

class	ResourceListOfValueType
	ResourceListOfValueType More...

class	ResponseMetaData
	Metadata related to an api response More...

class	ResultDataKeyRule
	ResultDataKeyRule More...

class	ResultDataKeyRuleAllOf
	ResultDataKeyRuleAllOf More...

class	ResultDataSchema
	The shape and type of the returned data. The AddressSchema gives information about the requested keys, including the return type, links to further documentation, lifecycle status and removal date if they are deprecated. Note: the NodeValueSchema and PropertySchema fields have been deprecated. Please use the AddressSchema instead. More...

class	ResultKeyRule
	Base class for representing result key rules in LUSID, which describe how to resolve (unit) result data. This base class should not be directly instantiated; each supported ResultKeyRuleType has a corresponding inherited class. More...

class	ResultValue
	Base class for representing result values in LUSID. This base class should not be directly instantiated; each supported ResultValueType has a corresponding inherited class. More...

class	ResultValue0D
	Result value representing a 0D result. These results can be equipped with a unit More...

class	ResultValue0DAllOf
	ResultValue0DAllOf More...

class	ResultValueBool
	A simple result for a boolean value More...

class	ResultValueBoolAllOf
	ResultValueBoolAllOf More...

class	ResultValueCurrency
	A simple result for a currency value More...

class	ResultValueCurrencyAllOf
	ResultValueCurrencyAllOf More...

class	ResultValueDateTimeOffset
	A simple result for a date time value More...

class	ResultValueDateTimeOffsetAllOf
	ResultValueDateTimeOffsetAllOf More...

class	ResultValueDecimal
	A simple result for a decimal value More...

class	ResultValueDecimalAllOf
	ResultValueDecimalAllOf More...

class	ResultValueDictionary
	Result value for a collection of key-value pairs. Used for diagnostics associated to a cash flow, etc. More...

class	ResultValueDictionaryAllOf
	ResultValueDictionaryAllOf More...

class	ResultValueInt
	A simple result type which holds an integer More...

class	ResultValueIntAllOf
	ResultValueIntAllOf More...

class	ResultValueString
	A simple result value holding a string More...

class	ResultValueStringAllOf
	ResultValueStringAllOf More...

class	ReverseStockSplitEvent
	A reverse split in the company's shares. Shareholders have their number of shares reduced based on the terms of the stock split. More...

class	ReverseStockSplitEventAllOf
	ReverseStockSplitEventAllOf More...

class	RoundingConfiguration
	RoundingConfiguration More...

class	RoundingConfigurationComponent
	RoundingConfigurationComponent More...

class	RoundingConvention
	Certain bonds will follow certain rounding conventions. For example, Thai government bonds will round accrued interest and cashflow values 2dp, whereas for French government bonds, the rounding is to 7dp. More...

class	Schedule
	Base class for representing schedules in LUSID. This base class should not be directly instantiated; each supported ScheduleType has a corresponding inherited class. More...

class	Schema
	Schema More...

class	ScopeDefinition
	A list of scopes. More...

class	ScripDividendEvent
	A scrip dividend issued to shareholders. More...

class	ScripDividendEventAllOf
	ScripDividendEventAllOf More...

class	ScriptMapReference
	Provides information about the location of a script map within the configuration store More...

class	SecurityElection
	Security election for Events that result in equity More...

class	SequenceDefinition
	SequenceDefinition More...

class	SetLegalEntityIdentifiersRequest
	SetLegalEntityIdentifiersRequest More...

class	SetLegalEntityPropertiesRequest
	SetLegalEntityPropertiesRequest More...

class	SetPersonIdentifiersRequest
	SetPersonIdentifiersRequest More...

class	SetPersonPropertiesRequest
	SetPersonPropertiesRequest More...

class	SetShareClassInstrumentsRequest
	The request used to create a Fund. More...

class	SetTransactionConfigurationAlias
	SetTransactionConfigurationAlias More...

class	SetTransactionConfigurationSourceRequest
	SetTransactionConfigurationSourceRequest More...

class	SideConfigurationData
	Configuration needed to define a side. Sides are referenced by Label. Beyond that, other properties can be used to reference either transaction fields, or transaction properties. More...

class	SideConfigurationDataRequest
	Configuration needed to define a side. Sides are referenced by Label. Beyond that, other properties can be used to reference either transaction fields, or transaction properties. More...

class	SideDefinition
	SideDefinition More...

class	SideDefinitionRequest
	SideDefinitionRequest More...

class	SidesDefinitionRequest
	SidesDefinitionRequest More...

class	SimpleCashFlowLoan
	LUSID representation of a SimpleCashFlowLoan. This is a simple loan, with interest payments and nationals provided and not calculated. More...

class	SimpleCashFlowLoanAllOf
	SimpleCashFlowLoanAllOf More...

class	SimpleInstrument
	LUSID representation of a Simple Instrument, used as a basic definition of a generic instrument. No analytics can be obtained for this. More...

class	SimpleInstrumentAllOf
	SimpleInstrumentAllOf More...

class	StagingRule
	StagingRule More...

class	StagingRuleApprovalCriteria
	StagingRuleApprovalCriteria More...

class	StagingRuleMatchCriteria
	StagingRuleMatchCriteria More...

class	StagingRuleSet
	StagingRuleSet More...

class	StepSchedule
	Schedule that steps at known dated points in time. Used in representation of a sinking bond, also called amortisation, steps in coupons for fixed bonds and spreads for floating bonds. More...

class	StepScheduleAllOf
	StepScheduleAllOf More...

class	StockDividendEvent
	A payment to shareholders that consists of additional shares rather than cash. More...

class	StockDividendEventAllOf
	StockDividendEventAllOf More...

class	StockSplitEvent
	A split in the company's shares. Shareholders are given additional company shares based on the terms of the stock split. More...

class	StockSplitEventAllOf
	StockSplitEventAllOf More...

class	Stream
	Stream More...

class	StringComplianceParameter
	StringComplianceParameter More...

class	StringList
	StringList More...

class	StringListComplianceParameter
	StringListComplianceParameter More...

class	StructuredResultData
	An item of structured result data that is to be inserted into Lusid. This will typically be a Json or Xml document that contains a set of result data appropriate to a specific entity such as an instrument or potentially an index. More...

class	StructuredResultDataId
	An identifier that uniquely describes an item of structured result data such as the risk to an interest curve or a set of yields or analytics on an index. More...

class	SubHoldingKeyValueEquals
	A criterion that checks whether a SubHoldingKey Value is equal to the given string value More...

class	SubHoldingKeyValueEqualsAllOf
	SubHoldingKeyValueEqualsAllOf More...

class	TargetTaxLot
	Used to specify holdings target amounts at the tax-lot level More...

class	TargetTaxLotRequest
	TargetTaxLotRequest More...

class	TaxRule
	TaxRule More...

class	TaxRuleSet
	TaxRuleSet More...

class	TemplateField
	TemplateField More...

class	TermDeposit
	LUSID representation of a Term Deposit. More...

class	TermDepositAllOf
	TermDepositAllOf More...

class	TotalReturnSwap
	A swap in which one party makes payments based on leg rates (fixed or floating) while the other party makes payments based on the return of an underlying instrument. The underlying instrument can be provided as an inline economic definition or as a reference instrument pointing to an already upserted instrument. A reference instrument in this case would consist of instrument scope, instrument id and instrument id type (ISIN, LUID etc.). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. \| Leg Index \| Leg Identifier \| Description \| \| - – – – – \| - – – – – – – - \| - – – – – – \| \| 1 \| AssetLeg \| Cash flows relating to the returns generated by an underlying bond. \| \| 2 \| FundingLeg \| The funding leg of the swap. \| More...

class	TotalReturnSwapAllOf
	TotalReturnSwapAllOf More...

class	Touch
	Touch class for exotic FxOption More...

class	TradeTicket
	The base class for representing a Trade Ticket in LUSID. More...

class	Transaction
	A list of transactions. More...

class	TransactionConfigurationData
	TransactionConfigurationData More...

class	TransactionConfigurationDataRequest
	TransactionConfigurationDataRequest More...

class	TransactionConfigurationMovementData
	TransactionConfigurationMovementData More...

class	TransactionConfigurationMovementDataRequest
	TransactionConfigurationMovementDataRequest More...

class	TransactionConfigurationTypeAlias
	TransactionConfigurationTypeAlias More...

class	TransactionCurrencyAndAmount
	TransactionCurrencyAndAmount More...

class	TransactionFieldMap
	TransactionFieldMap More...

class	TransactionPrice
	TransactionPrice More...

class	TransactionPriceAndType
	TransactionPriceAndType More...

class	TransactionPropertyMap
	TransactionPropertyMap More...

class	TransactionPropertyMapping
	TransactionPropertyMapping More...

class	TransactionPropertyMappingRequest
	TransactionPropertyMappingRequest More...

class	TransactionQueryParameters
	TransactionQueryParameters More...

class	TransactionReconciliationRequest
	Specifies the parameter to be use when performing a Transaction Reconciliation. More...

class	TransactionReconciliationRequestV2
	Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of transactions from a portfolio The results of this can then be compared to each other. More...

class	TransactionRequest
	TransactionRequest More...

class	TransactionSetConfigurationData
	A collection of the data required to configure transaction types.. More...

class	TransactionSetConfigurationDataRequest
	A bundle of requests to configure a set of transaction types. More...

class	TransactionsReconciliationsResponse
	TransactionsReconciliationsResponse More...

class	TransactionTemplate
	TransactionTemplate More...

class	TransactionTemplateRequest
	TransactionTemplateRequest More...

class	TransactionTemplateSpecification
	TransactionTemplateSpecification More...

class	TransactionType
	TransactionType More...

class	TransactionTypeAlias
	TransactionTypeAlias More...

class	TransactionTypeCalculation
	TransactionTypeCalculation More...

class	TransactionTypeMovement
	TransactionTypeMovement More...

class	TransactionTypePropertyMapping
	TransactionTypePropertyMapping More...

class	TransactionTypeRequest
	TransactionTypeRequest More...

class	TransitionEvent
	A 'transition' within a corporate action, representing a set of output movements paired to a single input position More...

class	TransitionEventAllOf
	TransitionEventAllOf More...

class	TranslateEntitiesInlinedRequest
	Request to translate financial entities with a given script body. The output of the translation is validated against a schema specified in the request. More...

class	TranslateEntitiesRequest
	Request to translate financial entities with a specified script stored in LUSID, specified in the request by its id. The output of the translation is validated against a dialect stored in LUSID, again specified in the request by its id. More...

class	TranslateEntitiesResponse
	TranslateEntitiesResponse More...

class	TranslateInstrumentDefinitionsRequest
	A collection of instruments to translate, along with the target dialect to translate into. More...

class	TranslateInstrumentDefinitionsResponse
	A response from a request to translate a collection of instruments to a given target dialect. More...

class	TranslateTradeTicketRequest
	A collection of instruments to translate, along with the target dialect to translate into. More...

class	TranslateTradeTicketsResponse
	A response from a request to translate a collection of instruments to a given target dialect. More...

class	TranslationContext
	Options for overriding default scripted translation configuration. More...

class	TranslationInput
	The input to a translation script. More...

class	TranslationResult
	The result of invoking a translation script. More...

class	TranslationScript
	TranslationScript More...

class	TranslationScriptId
	Id of the Translation Script. More...

class	TrialBalance
	A TrialBalance entity. More...

class	TrialBalanceQueryParameters
	TrialBalanceQueryParameters More...

class	TriggerEvent
	Definition of a trigger event. This is an event that occurs on transformation of an option instrument being triggered by a barrier/touch price level being hit by the underlying asset. More...

class	TriggerEventAllOf
	TriggerEventAllOf More...

class	TypedResourceId
	Represents the user-defined identifier for a Legal Entity or Person. Users can define their own, scoped identifiers for Legal Entities and Persons using identifier properties. For example, when used to identify a Person, the identifier defined by Person/myScope/username would be represented as { "idTypeScope": "myScope", "idTypeCode": "username", "code": "john_doe_001" } More...

class	UnitsRatio
	The number of units you have after the event (output) for a given number of units you have prior to the event (input). More...

class	UpdateAmortisationRuleSetDetailsRequest
	UpdateAmortisationRuleSetDetailsRequest More...

class	UpdateCalendarRequest
	UpdateCalendarRequest More...

class	UpdateCustomEntityDefinitionRequest
	UpdateCustomEntityDefinitionRequest More...

class	UpdateCustomEntityTypeRequest
	UpdateCustomEntityTypeRequest More...

class	UpdateCutLabelDefinitionRequest
	This request specifies a new Cut Label Definition More...

class	UpdateDataTypeRequest
	UpdateDataTypeRequest More...

class	UpdateDerivedPropertyDefinitionRequest
	UpdateDerivedPropertyDefinitionRequest More...

class	UpdateInstrumentIdentifierRequest
	UpdateInstrumentIdentifierRequest More...

class	UpdatePortfolioGroupRequest
	UpdatePortfolioGroupRequest More...

class	UpdatePortfolioRequest
	UpdatePortfolioRequest More...

class	UpdatePropertyDefinitionRequest
	UpdatePropertyDefinitionRequest More...

class	UpdateReconciliationRequest
	UpdateReconciliationRequest More...

class	UpdateRelationshipDefinitionRequest
	UpdateRelationshipDefinitionRequest More...

class	UpdateStagingRuleSetRequest
	UpdateStagingRuleSetRequest More...

class	UpdateTaxRuleSetRequest
	UpdateTaxRuleSetRequest More...

class	UpdateUnitRequest
	UpdateUnitRequest More...

class	UpsertCdsFlowConventionsRequest
	CDS Flow convention that is to be stored in the convention data store. Only one of these must be present. More...

class	UpsertComplexMarketDataRequest
	The details of the complex market data item to upsert into Lusid. More...

class	UpsertComplianceRuleRequest
	UpsertComplianceRuleRequest More...

class	UpsertComplianceRunSummaryRequest
	UpsertComplianceRunSummaryRequest More...

class	UpsertComplianceRunSummaryResult
	UpsertComplianceRunSummaryResult More...

class	UpsertCorporateActionRequest
	UpsertCorporateActionRequest More...

class	UpsertCorporateActionsResponse
	UpsertCorporateActionsResponse More...

class	UpsertCounterpartyAgreementRequest
	Counterparty Agreement that is to be stored in the convention data store. There must be only one of these present. More...

class	UpsertCreditSupportAnnexRequest
	Credit Support Annex information. The interaction in terms of margining requirements between a set of trades for a given counterparty. More...

class	UpsertCustomEntitiesResponse
	UpsertCustomEntitiesResponse More...

class	UpsertCustomEntityAccessMetadataRequest
	UpsertCustomEntityAccessMetadataRequest More...

class	UpsertDialectRequest
	UpsertDialectRequest More...

class	UpsertFlowConventionsRequest
	Flow conventions that is to be stored in the convention data store. Only one of these must be present. More...

class	UpsertIndexConventionRequest
	Index convention that is to be stored in the convention data store. Only one of these must be present. More...

class	UpsertInstrumentEventRequest
	UpsertInstrumentEventRequest More...

class	UpsertInstrumentEventsResponse
	UpsertInstrumentEventsResponse More...

class	UpsertInstrumentPropertiesResponse
	UpsertInstrumentPropertiesResponse More...

class	UpsertInstrumentPropertyRequest
	UpsertInstrumentPropertyRequest More...

class	UpsertInstrumentsResponse
	UpsertInstrumentsResponse More...

class	UpsertLegalEntitiesResponse
	UpsertLegalEntitiesResponse More...

class	UpsertLegalEntityAccessMetadataRequest
	UpsertLegalEntityAccessMetadataRequest More...

class	UpsertLegalEntityRequest
	Request to create or update an legal entity More...

class	UpsertPersonAccessMetadataRequest
	UpsertPersonAccessMetadataRequest More...

class	UpsertPersonRequest
	UpsertPersonRequest More...

class	UpsertPortfolioAccessMetadataRequest
	UpsertPortfolioAccessMetadataRequest More...

class	UpsertPortfolioGroupAccessMetadataRequest
	UpsertPortfolioGroupAccessMetadataRequest More...

class	UpsertPortfolioTransactionsResponse
	UpsertPortfolioTransactionsResponse More...

class	UpsertQuoteAccessMetadataRuleRequest
	UpsertQuoteAccessMetadataRuleRequest More...

class	UpsertQuoteRequest
	The details of the quote including its unique identifier, value and lineage. Please note the Unit field on MetricValue is nullable on the upsert but there is validation within the quote store to make sure this field is populated. In the absence of a real unit then we recommend putting something in line with the data in QuoteId.QuoteSeriesId.quoteType e.g. InterestRate. More...

class	UpsertQuotesResponse
	UpsertQuotesResponse More...

class	UpsertRecipeComposerRequest
	A recipe composer that is to be stored in the recipe composer data store or used for inline resolving. More...

class	UpsertRecipeRequest
	A recipe that is to be stored in the recipe structured data store. Only one of these must be present. More...

class	UpsertReferencePortfolioConstituentsRequest
	UpsertReferencePortfolioConstituentsRequest More...

class	UpsertReferencePortfolioConstituentsResponse
	UpsertReferencePortfolioConstituentsResponse More...

class	UpsertResultValuesDataRequest
	UpsertResultValuesDataRequest More...

class	UpsertReturnsResponse
	Response from upserting Returns More...

class	UpsertSingleStructuredDataResponse
	Response from upserting structured data document More...

class	UpsertStructuredDataResponse
	Response from upserting structured data document More...

class	UpsertStructuredResultDataRequest
	The details of the structured unit result data item to upsert into Lusid. More...

class	UpsertTransactionPropertiesResponse
	UpsertTransactionPropertiesResponse More...

class	UpsertTranslationScriptRequest
	UpsertTranslationScriptRequest More...

class	UpsertValuationPointRequest
	A definition for the period you wish to close More...

class	User
	The unique id of the user that issued the command. More...

class	ValuationPointDataQueryParameters
	The parameters used in getting the ValuationPointData. More...

class	ValuationPointDataRequest
	The ValuationPointDataRequest. More...

class	ValuationPointDataResponse
	The Valuation Point Data Response for the Fund and specified date. More...

class	ValuationRequest
	Specification object for the parameters of a valuation More...

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

class	ValuationsReconciliationRequest
	Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a portfolio using an aggregation request. The results of this can then be compared to each other. The difference, which is effectively a risk based difference allows comparison of the effects of changing a recipe, valuation date, or (though it may or may not make logical sense) a portfolio. For instance, one might look at the difference in risk caused by the addition of transaction to a portfolio, or through changing the valuation methodology or system. More...

class	VendorDependency
	For indicating a dependency on some opaque market data requested by an outside vendor More...

class	VendorDependencyAllOf
	VendorDependencyAllOf More...

class	VendorModelRule
	A rule that identifies the set of preferences to be used for a given library, model and instrument type. There can be many such rules, though only the first found for a given combination would be used. More...

class	VersionedResourceListOfA2BDataRecord
	VersionedResourceListOfA2BDataRecord More...

class	VersionedResourceListOfA2BMovementRecord
	VersionedResourceListOfA2BMovementRecord More...

class	VersionedResourceListOfHoldingContributor
	VersionedResourceListOfHoldingContributor More...

class	VersionedResourceListOfJournalEntryLine
	VersionedResourceListOfJournalEntryLine More...

class	VersionedResourceListOfOutputTransaction
	VersionedResourceListOfOutputTransaction More...

class	VersionedResourceListOfPortfolioHolding
	VersionedResourceListOfPortfolioHolding More...

class	VersionedResourceListOfTransaction
	VersionedResourceListOfTransaction More...

class	VersionedResourceListOfTrialBalance
	VersionedResourceListOfTrialBalance More...

class	VersionedResourceListWithWarningsOfPortfolioHolding
	VersionedResourceListWithWarningsOfPortfolioHolding More...

class	VersionSummaryDto
	VersionSummaryDto More...

class	VirtualDocument
	Virtual document consists of (potentially several) upserted documents. The documents get parsed according to the provided data map on upsert, the collection of resulting values in aggregated in a virtual document More...

class	VirtualDocumentRow
	Rows identified by the composite id, based on the data maps More...

class	VirtualRow
	Rows identified by the composite id, based on the data maps More...

class	Warning
	Warning More...

class	WeekendMask
	WeekendMask More...

class	WeightedInstrument
	Specification for a holding or quantity of (weight for) an instrument on a given date. More...

class	WeightedInstrumentInLineLookupIdentifiers
	External market codes and identifiers for the equity, e.g. IBM. Required for valuation via SimpleStatic (look-up pricing). Valuation will not succeed without a matching quote. More...

class	WeightedInstruments
	Class that models a set of instruments of which each has some quantity and can be identified by a unique label. More...

class	YieldCurveData
	Market data for a yield curve, represented by a list of instruments and corresponding market quotes More...

class	YieldCurveDataAllOf
	YieldCurveDataAllOf More...

Enumerations
enum class	AccountingMethod { Default = 1 , AverageCost = 2 , FirstInFirstOut = 3 , LastInFirstOut = 4 , HighestCostFirst = 5 , LowestCostFirst = 6 }
	Defines AccountingMethod More...

enum class	AggregationOp { Sum = 1 , Proportion = 2 , Average = 3 , Count = 4 , Min = 5 , Max = 6 , Value = 7 , SumOfPositiveValues = 8 , SumOfNegativeValues = 9 , SumOfAbsoluteValues = 10 , ProportionOfAbsoluteValues = 11 , SumCumulativeInAdvance = 12 , SumCumulativeInArrears = 13 }
	Defines AggregationOp More...

enum class	AggregationType { String = 1 , Int = 2 , Decimal = 3 , DateTime = 4 , Boolean = 5 , ResultValue = 6 , Result0D = 7 , Json = 8 }
	A list of types, that define the expected output types found from an aggregation request in its result. More...

enum class	AssetClass { InterestRates = 1 , FX = 2 , Inflation = 3 , Equities = 4 , Credit = 5 , Commodities = 6 , Money = 7 , Unknown = 8 }
	Defines AssetClass More...

enum class	ChangeHistoryAction { Create = 1 , Update = 2 , Delete = 3 }
	Defines ChangeHistoryAction More...

enum class	ComplianceParameterType { BoolComplianceParameter = 1 , StringComplianceParameter = 2 , DecimalComplianceParameter = 3 , DateTimeComplianceParameter = 4 , PropertyKeyComplianceParameter = 5 , AddressKeyComplianceParameter = 6 , PortfolioIdComplianceParameter = 7 , PortfolioGroupIdComplianceParameter = 8 , StringListComplianceParameter = 9 , BoolListComplianceParameter = 10 , DateTimeListComplianceParameter = 11 , DecimalListComplianceParameter = 12 , PropertyKeyListComplianceParameter = 13 , AddressKeyListComplianceParameter = 14 , PortfolioIdListComplianceParameter = 15 , PortfolioGroupIdListComplianceParameter = 16 , InstrumentListComplianceParameter = 17 , FilterPredicateComplianceParameter = 18 , GroupFilterPredicateComplianceParameter = 19 , GroupBySelectorComplianceParameter = 20 , PropertyListComplianceParameter = 21 }
	Defines ComplianceParameterType More...

enum class	ComplianceStepType { FilterStep = 1 , GroupByStep = 2 , GroupFilterStep = 3 , BranchStep = 4 , RecombineStep = 5 , CheckStep = 6 }
	Defines ComplianceStepType More...

enum class	CriterionType { PropertyValueEquals = 1 , PropertyValueIn = 2 , SubHoldingKeyValueEquals = 3 }
	Discriminator for MatchCriterion. More...

enum class	DataTypeValueRange { Open = 1 , Closed = 2 }
	This class indicates what the range of data acceptable by a data type More...

enum class	DateTimeComparisonType { Exact = 1 , AbsoluteDifference = 2 }
	Comparison types for date time data More...

enum class	DayOfWeek { Sunday = 1 , Monday = 2 , Tuesday = 3 , Wednesday = 4 , Thursday = 5 , Friday = 6 , Saturday = 7 }
	Defines DayOfWeek More...

enum class	DeleteModes { Soft = 1 , Hard = 2 }
	Defines DeleteModes More...

enum class	DiscountingMethod { Standard = 1 , ConstantTimeValueOfMoney = 2 , Invalid = 3 }
	Defines DiscountingMethod More...

enum class	EconomicDependencyType { OpaqueDependency = 1 , CashDependency = 2 , DiscountingDependency = 3 , EquityCurveDependency = 4 , EquityVolDependency = 5 , FxDependency = 6 , FxForwardsDependency = 7 , FxVolDependency = 8 , IndexProjectionDependency = 9 , IrVolDependency = 10 , QuoteDependency = 11 , Vendor = 12 , CalendarDependency = 13 , InflationFixingDependency = 14 }
	Discriminator for EconomicDependency. More...

enum class	InstrumentDeleteModes { Soft = 1 , Hard = 2 }
	Defines InstrumentDeleteModes More...

enum class	InstrumentEventType { TransitionEvent = 1 , InformationalEvent = 2 , OpenEvent = 3 , CloseEvent = 4 , StockSplitEvent = 5 , BondDefaultEvent = 6 , CashDividendEvent = 7 , AmortisationEvent = 8 , CashFlowEvent = 9 , ExerciseEvent = 10 , ResetEvent = 11 , TriggerEvent = 12 , RawVendorEvent = 13 , InformationalErrorEvent = 14 , BondCouponEvent = 15 , DividendReinvestmentEvent = 16 , AccumulationEvent = 17 , BondPrincipalEvent = 18 , DividendOptionEvent = 19 , MaturityEvent = 20 , FxForwardSettlementEvent = 21 , ExpiryEvent = 22 , ScripDividendEvent = 23 , StockDividendEvent = 24 , ReverseStockSplitEvent = 25 }
	The individual event types. More...

enum class	InstrumentType { 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 }
	Defines InstrumentType More...

enum class	MarketDataOptionsType { CurveOptions = 1 }
	The type of MarketDataOptions provided More...

enum class	MarketDataType { 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 format of the complex market data stored. Complex market data is used to store any data which requires more context than just a simple single point as is the case with a quote. Examples of such complex market data are Discount Curve and Volatility Surfaces. More...

enum class	MarketObservableType { ForwardPoints = 1 , ForwardRate = 2 , RatesCurve = 3 , FxForwardCurve = 4 , Invalid = 5 }
	Defines MarketObservableType More...

enum class	ModelOptionsType { Invalid = 1 , OpaqueModelOptions = 2 , EmptyModelOptions = 3 , IndexModelOptions = 4 , FxForwardModelOptions = 5 , FundingLegModelOptions = 6 , EquityModelOptions = 7 }
	Defines ModelOptionsType More...

enum class	MovementType { Settlement = 1 , Traded = 2 , StockMovement = 3 , FutureCash = 4 , Commitment = 5 , Receivable = 6 , CashSettlement = 7 , CashForward = 8 , CashCommitment = 9 , CashReceivable = 10 , Accrual = 11 , CashAccrual = 12 , ForwardFx = 13 , CashFxForward = 14 , UnsettledCashTypes = 15 , Carry = 16 , CarryAsPnl = 17 , VariationMargin = 18 , Capital = 19 , Fee = 20 }
	Defines MovementType More...

enum class	NumericComparisonType { Exact = 1 , AbsoluteDifference = 2 , RelativeDifference = 3 }
	Comparison types for numerical data More...

enum class	OperandType { Absolute = 1 , Property = 2 }
	Defines OperandType More...

enum class	OperationType { Add = 1 }
	Defines OperationType More...

enum class	Operator { Equals = 1 , NotEquals = 2 , GreaterThan = 3 , GreaterThanOrEqualTo = 4 , LessThan = 5 , LessThanOrEqualTo = 6 , In = 7 }
	Defines Operator More...

enum class	PeriodType { Daily = 1 , Weekly = 2 , Monthly = 3 , Quarterly = 4 , Annually = 5 }
	Defines PeriodType More...

enum class	PerpetualEntityState { Active = 1 , Inactive = 2 , Deleted = 3 }
	Defines PerpetualEntityState More...

enum class	PortfolioType { Transaction = 1 , Reference = 2 , DerivedTransaction = 3 }
	Defines PortfolioType More...

enum class	PricingModel { SimpleStatic = 1 , Discounting = 2 , VendorDefault = 3 , BlackScholes = 4 , ConstantTimeValueOfMoney = 5 , Bachelier = 6 , ForwardWithPoints = 7 , ForwardWithPointsUndiscounted = 8 , ForwardSpecifiedRate = 9 , ForwardSpecifiedRateUndiscounted = 10 , IndexNav = 11 , IndexPrice = 12 , InlinedIndex = 13 , ForwardFromCurve = 14 , ForwardFromCurveUndiscounted = 15 , BlackScholesDigital = 16 , BjerksundStensland1993 = 17 , BondLookupPricer = 18 , FlexibleLoanPricer = 19 }
	Defines PricingModel More...

enum class	PropertyDefinitionType { ValueProperty = 1 , DerivedDefinition = 2 }
	Defines PropertyDefinitionType More...

enum class	PropertyDomain { NotDefined = 1 , Transaction = 2 , Portfolio = 3 , Holding = 4 , ReferenceHolding = 5 , TransactionConfiguration = 6 , Instrument = 7 , CutLabelDefinition = 8 , Analytic = 9 , PortfolioGroup = 10 , Person = 11 , AccessMetadata = 12 , Order = 13 , UnitResult = 14 , MarketData = 15 , ConfigurationRecipe = 16 , Allocation = 17 , Calendar = 18 , LegalEntity = 19 , Placement = 20 , Execution = 21 , Block = 22 , Participation = 23 , Package = 24 , OrderInstruction = 25 , NextBestAction = 26 , CustomEntity = 27 , InstrumentEvent = 28 , Account = 29 , ChartOfAccounts = 30 , CustodianAccount = 31 , Abor = 32 , AborConfiguration = 33 , Fund = 34 , Reconciliation = 35 , PropertyDefinition = 36 , Compliance = 37 , DiaryEntry = 38 , Leg = 39 , DerivedValuation = 40 }
	See https://wiki.finbourne.com/information/domain-model-properties Each domain refers to a logical set of properties which reside within it. More...

enum class	PropertyLifeTime { Perpetual = 1 , TimeVariant = 2 }
	Defines PropertyLifeTime More...

enum class	PropertyType { Label = 1 , Metric = 2 , Information = 3 }
	See https://wiki.finbourne.com/information/domain-model-properties More...

enum class	QuoteInstrumentIdType { LusidInstrumentId = 1 , Figi = 2 , RIC = 3 , QuotePermId = 4 , Isin = 5 , CurrencyPair = 6 , ClientInternal = 7 , Sedol = 8 , Cusip = 9 }
	Defines QuoteInstrumentIdType More...

enum class	QuoteType { Price = 1 , Spread = 2 , Rate = 3 , LogNormalVol = 4 , NormalVol = 5 , ParSpread = 6 , IsdaSpread = 7 , Upfront = 8 , Index = 9 , Ratio = 10 , Delta = 11 , PoolFactor = 12 , InflationAssumption = 13 , DirtyPrice = 14 }
	Defines QuoteType More...

enum class	ReconciliationRuleType { ReconcileNumericRule = 1 , ReconcileDateTimeRule = 2 , ReconcileStringRule = 3 , ReconcileExact = 4 }
	Types of available reconciliation rule. More...

enum class	ReferenceListType { PortfolioGroupIdList = 1 , PortfolioIdList = 2 , AddressKeyList = 3 , StringList = 4 , InstrumentList = 5 , DecimalList = 6 , PropertyList = 7 }
	Defines ReferenceListType More...

enum class	ReferencePortfolioWeightType { Static = 1 , Floating = 2 , Periodical = 3 }
	Defines ReferencePortfolioWeightType More...

enum class	ResultKeyRuleType { Invalid = 1 , ResultDataKeyRule = 2 , PortfolioResultDataKeyRule = 3 }
	Defines ResultKeyRuleType More...

enum class	ResultValueType { ResultValue = 1 , ResultValueDictionary = 2 , ResultValue0D = 3 , ResultValueDecimal = 4 , ResultValueInt = 5 , ResultValueString = 6 , ResultValueBool = 7 , ResultValueCurrency = 8 , CashFlowValue = 9 , CashFlowValueSet = 10 , ResultValueLifeCycleEventValue = 11 , ResultValueDateTimeOffset = 12 }
	Enum of possible result value type. Used discriminate the result values More...

enum class	ScalingMethodology { Sum = 1 , AbsoluteSum = 2 , Unity = 3 }
	Defines ScalingMethodology More...

enum class	ScheduleType { FixedSchedule = 1 , FloatSchedule = 2 , OptionalitySchedule = 3 , StepSchedule = 4 , Exercise = 5 , FxRateSchedule = 6 , FxLinkedNotionalSchedule = 7 , Invalid = 8 }
	Defines ScheduleType More...

enum class	SortOrder { Ascending = 1 , Descending = 2 }
	Defines SortOrder More...

enum class	StringComparisonType { Exact = 1 , Contains = 2 , CaseInsensitive = 3 , ContainsAnyCase = 4 , IsOneOf = 5 }
	Comparison types for strings More...

enum class	TradeTicketType { LusidTradeTicket = 1 , ExternalTradeTicket = 2 }
	Defines TradeTicketType More...

enum class	TransactionPriceType { Price = 1 , Yield = 2 , Spread = 3 , CashFlowPerUnit = 4 }
	Defines TransactionPriceType More...

enum class	TransactionQueryMode { TradeDate = 1 , SettleDate = 2 }
	Defines TransactionQueryMode More...

enum class	TransactionRoles { None = 1 , LongLonger = 2 , LongShorter = 3 , ShortShorter = 4 , Shorter = 5 , ShortLonger = 6 , Longer = 7 , AllRoles = 8 }
	Defines TransactionRoles More...

enum class	TransactionStatus { Active = 1 , Amended = 2 , Cancelled = 3 }
	Defines TransactionStatus More...

enum class	UnitSchema { NoUnits = 1 , Basic = 2 , Iso4217Currency = 3 }
	Defines UnitSchema More...

enum class	UnmatchedHoldingMethod { PositionToZero = 1 , KeepTheSame = 2 }
	When holdings adjustments are specified for a single effective date, any holdings for the portfolio not included in the adjustments are adjusted according to this value. More...

enum class	ValueType { String = 1 , Int = 2 , Decimal = 3 , DateTime = 4 , Boolean = 5 , Map = 6 , List = 7 , PropertyArray = 8 , Percentage = 9 , Code = 10 , Id = 11 , Uri = 12 , CurrencyAndAmount = 13 , TradePrice = 14 , Currency = 15 , MetricValue = 16 , ResourceId = 17 , ResultValue = 18 , CutLocalTime = 19 , DateOrCutLabel = 20 , UnindexedText = 21 }
	A list of types, familiar to the Ui, that define the expected input or output types on a piece of data More...

enum class	VendorLibrary { Lusid = 1 , RefinitivQps = 2 , RefinitivTracsWeb = 3 , VolMaster = 4 , IsdaCds = 5 , YieldBook = 6 , LusidCalc = 7 }
	Defines VendorLibrary More...

Enumeration Type Documentation

◆ AccountingMethod

enum Lusid.Sdk.Model.AccountingMethod

strong

Defines AccountingMethod

Enumerator
Default	Enum Default for value: Default
AverageCost	Enum AverageCost for value: AverageCost
FirstInFirstOut	Enum FirstInFirstOut for value: FirstInFirstOut
LastInFirstOut	Enum LastInFirstOut for value: LastInFirstOut
HighestCostFirst	Enum HighestCostFirst for value: HighestCostFirst
LowestCostFirst	Enum LowestCostFirst for value: LowestCostFirst

◆ AggregationOp

enum Lusid.Sdk.Model.AggregationOp

strong

Defines AggregationOp

Enumerator
Sum	Enum Sum for value: Sum
Proportion	Enum Proportion for value: Proportion
Average	Enum Average for value: Average
Count	Enum Count for value: Count
Min	Enum Min for value: Min
Max	Enum Max for value: Max
Value	Enum Value for value: Value
SumOfPositiveValues	Enum SumOfPositiveValues for value: SumOfPositiveValues
SumOfNegativeValues	Enum SumOfNegativeValues for value: SumOfNegativeValues
SumOfAbsoluteValues	Enum SumOfAbsoluteValues for value: SumOfAbsoluteValues
ProportionOfAbsoluteValues	Enum ProportionOfAbsoluteValues for value: ProportionOfAbsoluteValues
SumCumulativeInAdvance	Enum SumCumulativeInAdvance for value: SumCumulativeInAdvance
SumCumulativeInArrears	Enum SumCumulativeInArrears for value: SumCumulativeInArrears

◆ AggregationType

enum Lusid.Sdk.Model.AggregationType

strong

A list of types, that define the expected output types found from an aggregation request in its result.

Enumerator
String	Enum String for value: String
Int	Enum Int for value: Int
Decimal	Enum Decimal for value: Decimal
DateTime	Enum DateTime for value: DateTime
Boolean	Enum Boolean for value: Boolean
ResultValue	Enum ResultValue for value: ResultValue
Result0D	Enum Result0D for value: Result0D
Json	Enum Json for value: Json

◆ AssetClass

enum Lusid.Sdk.Model.AssetClass

strong

Defines AssetClass

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

◆ ChangeHistoryAction

enum Lusid.Sdk.Model.ChangeHistoryAction

strong

Defines ChangeHistoryAction

Enumerator
Create	Enum Create for value: Create
Update	Enum Update for value: Update
Delete	Enum Delete for value: Delete

◆ ComplianceParameterType

enum Lusid.Sdk.Model.ComplianceParameterType

strong

Defines ComplianceParameterType

◆ ComplianceStepType

enum Lusid.Sdk.Model.ComplianceStepType

strong

Defines ComplianceStepType

Enumerator
FilterStep	Enum FilterStep for value: FilterStep
GroupByStep	Enum GroupByStep for value: GroupByStep
GroupFilterStep	Enum GroupFilterStep for value: GroupFilterStep
BranchStep	Enum BranchStep for value: BranchStep
RecombineStep	Enum RecombineStep for value: RecombineStep
CheckStep	Enum CheckStep for value: CheckStep

◆ CriterionType

enum Lusid.Sdk.Model.CriterionType

strong

Discriminator for MatchCriterion.

Enumerator
PropertyValueEquals	Enum PropertyValueEquals for value: PropertyValueEquals
PropertyValueIn	Enum PropertyValueIn for value: PropertyValueIn
SubHoldingKeyValueEquals	Enum SubHoldingKeyValueEquals for value: SubHoldingKeyValueEquals

◆ DataTypeValueRange

enum Lusid.Sdk.Model.DataTypeValueRange

strong

This class indicates what the range of data acceptable by a data type

Enumerator
Open	Enum Open for value: Open
Closed	Enum Closed for value: Closed

◆ DateTimeComparisonType

enum Lusid.Sdk.Model.DateTimeComparisonType

strong

Comparison types for date time data

Enumerator
Exact	Enum Exact for value: Exact
AbsoluteDifference	Enum AbsoluteDifference for value: AbsoluteDifference

◆ DayOfWeek

enum Lusid.Sdk.Model.DayOfWeek

strong

Defines DayOfWeek

Enumerator
Sunday	Enum Sunday for value: Sunday
Monday	Enum Monday for value: Monday
Tuesday	Enum Tuesday for value: Tuesday
Wednesday	Enum Wednesday for value: Wednesday
Thursday	Enum Thursday for value: Thursday
Friday	Enum Friday for value: Friday
Saturday	Enum Saturday for value: Saturday

◆ DeleteModes

enum Lusid.Sdk.Model.DeleteModes

strong

Defines DeleteModes

Enumerator
Soft	Enum Soft for value: soft
Hard	Enum Hard for value: hard

◆ DiscountingMethod

enum Lusid.Sdk.Model.DiscountingMethod

strong

Defines DiscountingMethod

Enumerator
Standard	Enum Standard for value: Standard
ConstantTimeValueOfMoney	Enum ConstantTimeValueOfMoney for value: ConstantTimeValueOfMoney
Invalid	Enum Invalid for value: Invalid

◆ EconomicDependencyType

enum Lusid.Sdk.Model.EconomicDependencyType

strong

Discriminator for EconomicDependency.

Enumerator
OpaqueDependency	Enum OpaqueDependency for value: OpaqueDependency
CashDependency	Enum CashDependency for value: CashDependency
DiscountingDependency	Enum DiscountingDependency for value: DiscountingDependency
EquityCurveDependency	Enum EquityCurveDependency for value: EquityCurveDependency
EquityVolDependency	Enum EquityVolDependency for value: EquityVolDependency
FxDependency	Enum FxDependency for value: FxDependency
FxForwardsDependency	Enum FxForwardsDependency for value: FxForwardsDependency
FxVolDependency	Enum FxVolDependency for value: FxVolDependency
IndexProjectionDependency	Enum IndexProjectionDependency for value: IndexProjectionDependency
IrVolDependency	Enum IrVolDependency for value: IrVolDependency
QuoteDependency	Enum QuoteDependency for value: QuoteDependency
Vendor	Enum Vendor for value: Vendor
CalendarDependency	Enum CalendarDependency for value: CalendarDependency
InflationFixingDependency	Enum InflationFixingDependency for value: InflationFixingDependency

◆ InstrumentDeleteModes

enum Lusid.Sdk.Model.InstrumentDeleteModes

strong

Defines InstrumentDeleteModes

Enumerator
Soft	Enum Soft for value: soft
Hard	Enum Hard for value: hard

◆ InstrumentEventType

enum Lusid.Sdk.Model.InstrumentEventType

strong

The individual event types.

Enumerator
TransitionEvent	Enum TransitionEvent for value: TransitionEvent
InformationalEvent	Enum InformationalEvent for value: InformationalEvent
OpenEvent	Enum OpenEvent for value: OpenEvent
CloseEvent	Enum CloseEvent for value: CloseEvent
StockSplitEvent	Enum StockSplitEvent for value: StockSplitEvent
BondDefaultEvent	Enum BondDefaultEvent for value: BondDefaultEvent
CashDividendEvent	Enum CashDividendEvent for value: CashDividendEvent
AmortisationEvent	Enum AmortisationEvent for value: AmortisationEvent
CashFlowEvent	Enum CashFlowEvent for value: CashFlowEvent
ExerciseEvent	Enum ExerciseEvent for value: ExerciseEvent
ResetEvent	Enum ResetEvent for value: ResetEvent
TriggerEvent	Enum TriggerEvent for value: TriggerEvent
RawVendorEvent	Enum RawVendorEvent for value: RawVendorEvent
InformationalErrorEvent	Enum InformationalErrorEvent for value: InformationalErrorEvent
BondCouponEvent	Enum BondCouponEvent for value: BondCouponEvent
DividendReinvestmentEvent	Enum DividendReinvestmentEvent for value: DividendReinvestmentEvent
AccumulationEvent	Enum AccumulationEvent for value: AccumulationEvent
BondPrincipalEvent	Enum BondPrincipalEvent for value: BondPrincipalEvent
DividendOptionEvent	Enum DividendOptionEvent for value: DividendOptionEvent
MaturityEvent	Enum MaturityEvent for value: MaturityEvent
FxForwardSettlementEvent	Enum FxForwardSettlementEvent for value: FxForwardSettlementEvent
ExpiryEvent	Enum ExpiryEvent for value: ExpiryEvent
ScripDividendEvent	Enum ScripDividendEvent for value: ScripDividendEvent
StockDividendEvent	Enum StockDividendEvent for value: StockDividendEvent
ReverseStockSplitEvent	Enum ReverseStockSplitEvent for value: ReverseStockSplitEvent

◆ InstrumentType

enum Lusid.Sdk.Model.InstrumentType

strong

Defines InstrumentType

Enumerator
QuotedSecurity	Enum QuotedSecurity for value: QuotedSecurity
InterestRateSwap	Enum InterestRateSwap for value: InterestRateSwap
FxForward	Enum FxForward for value: FxForward
Future	Enum Future for value: Future
ExoticInstrument	Enum ExoticInstrument for value: ExoticInstrument
FxOption	Enum FxOption for value: FxOption
CreditDefaultSwap	Enum CreditDefaultSwap for value: CreditDefaultSwap
InterestRateSwaption	Enum InterestRateSwaption for value: InterestRateSwaption
Bond	Enum Bond for value: Bond
EquityOption	Enum EquityOption for value: EquityOption
FixedLeg	Enum FixedLeg for value: FixedLeg
FloatingLeg	Enum FloatingLeg for value: FloatingLeg
BespokeCashFlowsLeg	Enum BespokeCashFlowsLeg for value: BespokeCashFlowsLeg
Unknown	Enum Unknown for value: Unknown
TermDeposit	Enum TermDeposit for value: TermDeposit
ContractForDifference	Enum ContractForDifference for value: ContractForDifference
EquitySwap	Enum EquitySwap for value: EquitySwap
CashPerpetual	Enum CashPerpetual for value: CashPerpetual
CapFloor	Enum CapFloor for value: CapFloor
CashSettled	Enum CashSettled for value: CashSettled
CdsIndex	Enum CdsIndex for value: CdsIndex
Basket	Enum Basket for value: Basket
FundingLeg	Enum FundingLeg for value: FundingLeg
FxSwap	Enum FxSwap for value: FxSwap
ForwardRateAgreement	Enum ForwardRateAgreement for value: ForwardRateAgreement
SimpleInstrument	Enum SimpleInstrument for value: SimpleInstrument
Repo	Enum Repo for value: Repo
Equity	Enum Equity for value: Equity
ExchangeTradedOption	Enum ExchangeTradedOption for value: ExchangeTradedOption
ReferenceInstrument	Enum ReferenceInstrument for value: ReferenceInstrument
ComplexBond	Enum ComplexBond for value: ComplexBond
InflationLinkedBond	Enum InflationLinkedBond for value: InflationLinkedBond
InflationSwap	Enum InflationSwap for value: InflationSwap
SimpleCashFlowLoan	Enum SimpleCashFlowLoan for value: SimpleCashFlowLoan
TotalReturnSwap	Enum TotalReturnSwap for value: TotalReturnSwap
InflationLeg	Enum InflationLeg for value: InflationLeg
FundShareClass	Enum FundShareClass for value: FundShareClass
FlexibleLoan	Enum FlexibleLoan for value: FlexibleLoan

◆ MarketDataOptionsType

enum Lusid.Sdk.Model.MarketDataOptionsType

strong

The type of MarketDataOptions provided

Enumerator
CurveOptions	Enum CurveOptions for value: CurveOptions

◆ MarketDataType

enum Lusid.Sdk.Model.MarketDataType

strong

The format of the complex market data stored. Complex market data is used to store any data which requires more context than just a simple single point as is the case with a quote. Examples of such complex market data are Discount Curve and Volatility Surfaces.

Enumerator
DiscountFactorCurveData	Enum DiscountFactorCurveData for value: DiscountFactorCurveData
EquityVolSurfaceData	Enum EquityVolSurfaceData for value: EquityVolSurfaceData
FxVolSurfaceData	Enum FxVolSurfaceData for value: FxVolSurfaceData
IrVolCubeData	Enum IrVolCubeData for value: IrVolCubeData
OpaqueMarketData	Enum OpaqueMarketData for value: OpaqueMarketData
YieldCurveData	Enum YieldCurveData for value: YieldCurveData
FxForwardCurveData	Enum FxForwardCurveData for value: FxForwardCurveData
FxForwardPipsCurveData	Enum FxForwardPipsCurveData for value: FxForwardPipsCurveData
FxForwardTenorCurveData	Enum FxForwardTenorCurveData for value: FxForwardTenorCurveData
FxForwardTenorPipsCurveData	Enum FxForwardTenorPipsCurveData for value: FxForwardTenorPipsCurveData
FxForwardCurveByQuoteReference	Enum FxForwardCurveByQuoteReference for value: FxForwardCurveByQuoteReference
CreditSpreadCurveData	Enum CreditSpreadCurveData for value: CreditSpreadCurveData
EquityCurveByPricesData	Enum EquityCurveByPricesData for value: EquityCurveByPricesData
ConstantVolatilitySurface	Enum ConstantVolatilitySurface for value: ConstantVolatilitySurface

◆ MarketObservableType

enum Lusid.Sdk.Model.MarketObservableType

strong

Defines MarketObservableType

Enumerator
ForwardPoints	Enum ForwardPoints for value: ForwardPoints
ForwardRate	Enum ForwardRate for value: ForwardRate
RatesCurve	Enum RatesCurve for value: RatesCurve
FxForwardCurve	Enum FxForwardCurve for value: FxForwardCurve
Invalid	Enum Invalid for value: Invalid

◆ ModelOptionsType

enum Lusid.Sdk.Model.ModelOptionsType

strong

Defines ModelOptionsType

Enumerator
Invalid	Enum Invalid for value: Invalid
OpaqueModelOptions	Enum OpaqueModelOptions for value: OpaqueModelOptions
EmptyModelOptions	Enum EmptyModelOptions for value: EmptyModelOptions
IndexModelOptions	Enum IndexModelOptions for value: IndexModelOptions
FxForwardModelOptions	Enum FxForwardModelOptions for value: FxForwardModelOptions
FundingLegModelOptions	Enum FundingLegModelOptions for value: FundingLegModelOptions
EquityModelOptions	Enum EquityModelOptions for value: EquityModelOptions

◆ MovementType

enum Lusid.Sdk.Model.MovementType

strong

Defines MovementType

Enumerator
Settlement	Enum Settlement for value: Settlement
Traded	Enum Traded for value: Traded
StockMovement	Enum StockMovement for value: StockMovement
FutureCash	Enum FutureCash for value: FutureCash
Commitment	Enum Commitment for value: Commitment
Receivable	Enum Receivable for value: Receivable
CashSettlement	Enum CashSettlement for value: CashSettlement
CashForward	Enum CashForward for value: CashForward
CashCommitment	Enum CashCommitment for value: CashCommitment
CashReceivable	Enum CashReceivable for value: CashReceivable
Accrual	Enum Accrual for value: Accrual
CashAccrual	Enum CashAccrual for value: CashAccrual
ForwardFx	Enum ForwardFx for value: ForwardFx
CashFxForward	Enum CashFxForward for value: CashFxForward
UnsettledCashTypes	Enum UnsettledCashTypes for value: UnsettledCashTypes
Carry	Enum Carry for value: Carry
CarryAsPnl	Enum CarryAsPnl for value: CarryAsPnl
VariationMargin	Enum VariationMargin for value: VariationMargin
Capital	Enum Capital for value: Capital
Fee	Enum Fee for value: Fee

◆ NumericComparisonType

enum Lusid.Sdk.Model.NumericComparisonType

strong

Comparison types for numerical data

Enumerator
Exact	Enum Exact for value: Exact
AbsoluteDifference	Enum AbsoluteDifference for value: AbsoluteDifference
RelativeDifference	Enum RelativeDifference for value: RelativeDifference

◆ OperandType

enum Lusid.Sdk.Model.OperandType

strong

Defines OperandType

Enumerator
Absolute	Enum Absolute for value: Absolute
Property	Enum Property for value: Property

◆ OperationType

enum Lusid.Sdk.Model.OperationType

strong

Defines OperationType

Enumerator
Add	Enum Add for value: add

◆ Operator

enum Lusid.Sdk.Model.Operator

strong

Defines Operator

Enumerator
Equals	Enum Equals for value: Equals
NotEquals	Enum NotEquals for value: NotEquals
GreaterThan	Enum GreaterThan for value: GreaterThan
GreaterThanOrEqualTo	Enum GreaterThanOrEqualTo for value: GreaterThanOrEqualTo
LessThan	Enum LessThan for value: LessThan
LessThanOrEqualTo	Enum LessThanOrEqualTo for value: LessThanOrEqualTo
In	Enum In for value: In

◆ PeriodType

enum Lusid.Sdk.Model.PeriodType

strong

Defines PeriodType

Enumerator
Daily	Enum Daily for value: Daily
Weekly	Enum Weekly for value: Weekly
Monthly	Enum Monthly for value: Monthly
Quarterly	Enum Quarterly for value: Quarterly
Annually	Enum Annually for value: Annually

◆ PerpetualEntityState

enum Lusid.Sdk.Model.PerpetualEntityState

strong

Defines PerpetualEntityState

Enumerator
Active	Enum Active for value: Active
Inactive	Enum Inactive for value: Inactive
Deleted	Enum Deleted for value: Deleted

◆ PortfolioType

enum Lusid.Sdk.Model.PortfolioType

strong

Defines PortfolioType

Enumerator
Transaction	Enum Transaction for value: Transaction
Reference	Enum Reference for value: Reference
DerivedTransaction	Enum DerivedTransaction for value: DerivedTransaction

◆ PricingModel

enum Lusid.Sdk.Model.PricingModel

strong

Defines PricingModel

Enumerator
SimpleStatic	Enum SimpleStatic for value: SimpleStatic
Discounting	Enum Discounting for value: Discounting
VendorDefault	Enum VendorDefault for value: VendorDefault
BlackScholes	Enum BlackScholes for value: BlackScholes
ConstantTimeValueOfMoney	Enum ConstantTimeValueOfMoney for value: ConstantTimeValueOfMoney
Bachelier	Enum Bachelier for value: Bachelier
ForwardWithPoints	Enum ForwardWithPoints for value: ForwardWithPoints
ForwardWithPointsUndiscounted	Enum ForwardWithPointsUndiscounted for value: ForwardWithPointsUndiscounted
ForwardSpecifiedRate	Enum ForwardSpecifiedRate for value: ForwardSpecifiedRate
ForwardSpecifiedRateUndiscounted	Enum ForwardSpecifiedRateUndiscounted for value: ForwardSpecifiedRateUndiscounted
IndexNav	Enum IndexNav for value: IndexNav
IndexPrice	Enum IndexPrice for value: IndexPrice
InlinedIndex	Enum InlinedIndex for value: InlinedIndex
ForwardFromCurve	Enum ForwardFromCurve for value: ForwardFromCurve
ForwardFromCurveUndiscounted	Enum ForwardFromCurveUndiscounted for value: ForwardFromCurveUndiscounted
BlackScholesDigital	Enum BlackScholesDigital for value: BlackScholesDigital
BjerksundStensland1993	Enum BjerksundStensland1993 for value: BjerksundStensland1993
BondLookupPricer	Enum BondLookupPricer for value: BondLookupPricer
FlexibleLoanPricer	Enum FlexibleLoanPricer for value: FlexibleLoanPricer

◆ PropertyDefinitionType

enum Lusid.Sdk.Model.PropertyDefinitionType

strong

Defines PropertyDefinitionType

Enumerator
ValueProperty	Enum ValueProperty for value: ValueProperty
DerivedDefinition	Enum DerivedDefinition for value: DerivedDefinition

◆ PropertyDomain

enum Lusid.Sdk.Model.PropertyDomain

strong

See https://wiki.finbourne.com/information/domain-model-properties Each domain refers to a logical set of properties which reside within it.

Enumerator
NotDefined	Enum NotDefined for value: NotDefined
Transaction	Enum Transaction for value: Transaction
Portfolio	Enum Portfolio for value: Portfolio
Holding	Enum Holding for value: Holding
ReferenceHolding	Enum ReferenceHolding for value: ReferenceHolding
TransactionConfiguration	Enum TransactionConfiguration for value: TransactionConfiguration
Instrument	Enum Instrument for value: Instrument
CutLabelDefinition	Enum CutLabelDefinition for value: CutLabelDefinition
Analytic	Enum Analytic for value: Analytic
PortfolioGroup	Enum PortfolioGroup for value: PortfolioGroup
Person	Enum Person for value: Person
AccessMetadata	Enum AccessMetadata for value: AccessMetadata
Order	Enum Order for value: Order
UnitResult	Enum UnitResult for value: UnitResult
MarketData	Enum MarketData for value: MarketData
ConfigurationRecipe	Enum ConfigurationRecipe for value: ConfigurationRecipe
Allocation	Enum Allocation for value: Allocation
Calendar	Enum Calendar for value: Calendar
LegalEntity	Enum LegalEntity for value: LegalEntity
Placement	Enum Placement for value: Placement
Execution	Enum Execution for value: Execution
Block	Enum Block for value: Block
Participation	Enum Participation for value: Participation
Package	Enum Package for value: Package
OrderInstruction	Enum OrderInstruction for value: OrderInstruction
NextBestAction	Enum NextBestAction for value: NextBestAction
CustomEntity	Enum CustomEntity for value: CustomEntity
InstrumentEvent	Enum InstrumentEvent for value: InstrumentEvent
Account	Enum Account for value: Account
ChartOfAccounts	Enum ChartOfAccounts for value: ChartOfAccounts
CustodianAccount	Enum CustodianAccount for value: CustodianAccount
Abor	Enum Abor for value: Abor
AborConfiguration	Enum AborConfiguration for value: AborConfiguration
Fund	Enum Fund for value: Fund
Reconciliation	Enum Reconciliation for value: Reconciliation
PropertyDefinition	Enum PropertyDefinition for value: PropertyDefinition
Compliance	Enum Compliance for value: Compliance
DiaryEntry	Enum DiaryEntry for value: DiaryEntry
Leg	Enum Leg for value: Leg
DerivedValuation	Enum DerivedValuation for value: DerivedValuation

◆ PropertyLifeTime

enum Lusid.Sdk.Model.PropertyLifeTime

strong

Defines PropertyLifeTime

Enumerator
Perpetual	Enum Perpetual for value: Perpetual
TimeVariant	Enum TimeVariant for value: TimeVariant

◆ PropertyType

enum Lusid.Sdk.Model.PropertyType

strong

See https://wiki.finbourne.com/information/domain-model-properties

Enumerator
Label	Enum Label for value: Label
Metric	Enum Metric for value: Metric
Information	Enum Information for value: Information

◆ QuoteInstrumentIdType

enum Lusid.Sdk.Model.QuoteInstrumentIdType

strong

Defines QuoteInstrumentIdType

Enumerator
LusidInstrumentId	Enum LusidInstrumentId for value: LusidInstrumentId
Figi	Enum Figi for value: Figi
RIC	Enum RIC for value: RIC
QuotePermId	Enum QuotePermId for value: QuotePermId
Isin	Enum Isin for value: Isin
CurrencyPair	Enum CurrencyPair for value: CurrencyPair
ClientInternal	Enum ClientInternal for value: ClientInternal
Sedol	Enum Sedol for value: Sedol
Cusip	Enum Cusip for value: Cusip

◆ QuoteType

enum Lusid.Sdk.Model.QuoteType

strong

Defines QuoteType

Enumerator
Price	Enum Price for value: Price
Spread	Enum Spread for value: Spread
Rate	Enum Rate for value: Rate
LogNormalVol	Enum LogNormalVol for value: LogNormalVol
NormalVol	Enum NormalVol for value: NormalVol
ParSpread	Enum ParSpread for value: ParSpread
IsdaSpread	Enum IsdaSpread for value: IsdaSpread
Upfront	Enum Upfront for value: Upfront
Index	Enum Index for value: Index
Ratio	Enum Ratio for value: Ratio
Delta	Enum Delta for value: Delta
PoolFactor	Enum PoolFactor for value: PoolFactor
InflationAssumption	Enum InflationAssumption for value: InflationAssumption
DirtyPrice	Enum DirtyPrice for value: DirtyPrice

◆ ReconciliationRuleType

enum Lusid.Sdk.Model.ReconciliationRuleType

strong

Types of available reconciliation rule.

Enumerator
ReconcileNumericRule	Enum ReconcileNumericRule for value: ReconcileNumericRule
ReconcileDateTimeRule	Enum ReconcileDateTimeRule for value: ReconcileDateTimeRule
ReconcileStringRule	Enum ReconcileStringRule for value: ReconcileStringRule
ReconcileExact	Enum ReconcileExact for value: ReconcileExact

◆ ReferenceListType

enum Lusid.Sdk.Model.ReferenceListType

strong

Defines ReferenceListType

Enumerator
PortfolioGroupIdList	Enum PortfolioGroupIdList for value: PortfolioGroupIdList
PortfolioIdList	Enum PortfolioIdList for value: PortfolioIdList
AddressKeyList	Enum AddressKeyList for value: AddressKeyList
StringList	Enum StringList for value: StringList
InstrumentList	Enum InstrumentList for value: InstrumentList
DecimalList	Enum DecimalList for value: DecimalList
PropertyList	Enum PropertyList for value: PropertyList

◆ ReferencePortfolioWeightType

enum Lusid.Sdk.Model.ReferencePortfolioWeightType

strong

Defines ReferencePortfolioWeightType

Enumerator
Static	Enum Static for value: Static
Floating	Enum Floating for value: Floating
Periodical	Enum Periodical for value: Periodical

◆ ResultKeyRuleType

enum Lusid.Sdk.Model.ResultKeyRuleType

strong

Defines ResultKeyRuleType

Enumerator
Invalid	Enum Invalid for value: Invalid
ResultDataKeyRule	Enum ResultDataKeyRule for value: ResultDataKeyRule
PortfolioResultDataKeyRule	Enum PortfolioResultDataKeyRule for value: PortfolioResultDataKeyRule

◆ ResultValueType

enum Lusid.Sdk.Model.ResultValueType

strong

Enum of possible result value type. Used discriminate the result values

Enumerator
ResultValue	Enum ResultValue for value: ResultValue
ResultValueDictionary	Enum ResultValueDictionary for value: ResultValueDictionary
ResultValue0D	Enum ResultValue0D for value: ResultValue0D
ResultValueDecimal	Enum ResultValueDecimal for value: ResultValueDecimal
ResultValueInt	Enum ResultValueInt for value: ResultValueInt
ResultValueString	Enum ResultValueString for value: ResultValueString
ResultValueBool	Enum ResultValueBool for value: ResultValueBool
ResultValueCurrency	Enum ResultValueCurrency for value: ResultValueCurrency
CashFlowValue	Enum CashFlowValue for value: CashFlowValue
CashFlowValueSet	Enum CashFlowValueSet for value: CashFlowValueSet
ResultValueLifeCycleEventValue	Enum ResultValueLifeCycleEventValue for value: ResultValueLifeCycleEventValue
ResultValueDateTimeOffset	Enum ResultValueDateTimeOffset for value: ResultValueDateTimeOffset

◆ ScalingMethodology

enum Lusid.Sdk.Model.ScalingMethodology

strong

Defines ScalingMethodology

Enumerator
Sum	Enum Sum for value: Sum
AbsoluteSum	Enum AbsoluteSum for value: AbsoluteSum
Unity	Enum Unity for value: Unity

◆ ScheduleType

enum Lusid.Sdk.Model.ScheduleType

strong

Defines ScheduleType

Enumerator
FixedSchedule	Enum FixedSchedule for value: FixedSchedule
FloatSchedule	Enum FloatSchedule for value: FloatSchedule
OptionalitySchedule	Enum OptionalitySchedule for value: OptionalitySchedule
StepSchedule	Enum StepSchedule for value: StepSchedule
Exercise	Enum Exercise for value: Exercise
FxRateSchedule	Enum FxRateSchedule for value: FxRateSchedule
FxLinkedNotionalSchedule	Enum FxLinkedNotionalSchedule for value: FxLinkedNotionalSchedule
Invalid	Enum Invalid for value: Invalid

◆ SortOrder

enum Lusid.Sdk.Model.SortOrder

strong

Defines SortOrder

Enumerator
Ascending	Enum Ascending for value: Ascending
Descending	Enum Descending for value: Descending

◆ StringComparisonType

enum Lusid.Sdk.Model.StringComparisonType

strong

Comparison types for strings

Enumerator
Exact	Enum Exact for value: Exact
Contains	Enum Contains for value: Contains
CaseInsensitive	Enum CaseInsensitive for value: CaseInsensitive
ContainsAnyCase	Enum ContainsAnyCase for value: ContainsAnyCase
IsOneOf	Enum IsOneOf for value: IsOneOf

◆ TradeTicketType

enum Lusid.Sdk.Model.TradeTicketType

strong

Defines TradeTicketType

Enumerator
LusidTradeTicket	Enum LusidTradeTicket for value: LusidTradeTicket
ExternalTradeTicket	Enum ExternalTradeTicket for value: ExternalTradeTicket

◆ TransactionPriceType

enum Lusid.Sdk.Model.TransactionPriceType

strong

Defines TransactionPriceType

Enumerator
Price	Enum Price for value: Price
Yield	Enum Yield for value: Yield
Spread	Enum Spread for value: Spread
CashFlowPerUnit	Enum CashFlowPerUnit for value: CashFlowPerUnit

◆ TransactionQueryMode

enum Lusid.Sdk.Model.TransactionQueryMode

strong

Defines TransactionQueryMode

Enumerator
TradeDate	Enum TradeDate for value: TradeDate
SettleDate	Enum SettleDate for value: SettleDate

◆ TransactionRoles

enum Lusid.Sdk.Model.TransactionRoles

strong

Defines TransactionRoles

Enumerator
None	Enum None for value: None
LongLonger	Enum LongLonger for value: LongLonger
LongShorter	Enum LongShorter for value: LongShorter
ShortShorter	Enum ShortShorter for value: ShortShorter
Shorter	Enum Shorter for value: Shorter
ShortLonger	Enum ShortLonger for value: ShortLonger
Longer	Enum Longer for value: Longer
AllRoles	Enum AllRoles for value: AllRoles

◆ TransactionStatus

enum Lusid.Sdk.Model.TransactionStatus

strong

Defines TransactionStatus

Enumerator
Active	Enum Active for value: Active
Amended	Enum Amended for value: Amended
Cancelled	Enum Cancelled for value: Cancelled

◆ UnitSchema

enum Lusid.Sdk.Model.UnitSchema

strong

Defines UnitSchema

Enumerator
NoUnits	Enum NoUnits for value: NoUnits
Basic	Enum Basic for value: Basic
Iso4217Currency	Enum Iso4217Currency for value: Iso4217Currency

◆ UnmatchedHoldingMethod

enum Lusid.Sdk.Model.UnmatchedHoldingMethod

strong

When holdings adjustments are specified for a single effective date, any holdings for the portfolio not included in the adjustments are adjusted according to this value.

Enumerator
PositionToZero	Enum PositionToZero for value: PositionToZero
KeepTheSame	Enum KeepTheSame for value: KeepTheSame

◆ ValueType

enum Lusid.Sdk.Model.ValueType

strong

A list of types, familiar to the Ui, that define the expected input or output types on a piece of data

Enumerator
String	Enum String for value: String
Int	Enum Int for value: Int
Decimal	Enum Decimal for value: Decimal
DateTime	Enum DateTime for value: DateTime
Boolean	Enum Boolean for value: Boolean
Map	Enum Map for value: Map
List	Enum List for value: List
PropertyArray	Enum PropertyArray for value: PropertyArray
Percentage	Enum Percentage for value: Percentage
Code	Enum Code for value: Code
Id	Enum Id for value: Id
Uri	Enum Uri for value: Uri
CurrencyAndAmount	Enum CurrencyAndAmount for value: CurrencyAndAmount
TradePrice	Enum TradePrice for value: TradePrice
Currency	Enum Currency for value: Currency
MetricValue	Enum MetricValue for value: MetricValue
ResourceId	Enum ResourceId for value: ResourceId
ResultValue	Enum ResultValue for value: ResultValue
CutLocalTime	Enum CutLocalTime for value: CutLocalTime
DateOrCutLabel	Enum DateOrCutLabel for value: DateOrCutLabel
UnindexedText	Enum UnindexedText for value: UnindexedText

◆ VendorLibrary

enum Lusid.Sdk.Model.VendorLibrary

strong

Defines VendorLibrary

Enumerator
Lusid	Enum Lusid for value: Lusid
RefinitivQps	Enum RefinitivQps for value: RefinitivQps
RefinitivTracsWeb	Enum RefinitivTracsWeb for value: RefinitivTracsWeb
VolMaster	Enum VolMaster for value: VolMaster
IsdaCds	Enum IsdaCds for value: IsdaCds
YieldBook	Enum YieldBook for value: YieldBook
LusidCalc	Enum LusidCalc for value: LusidCalc

Enumerator
BoolComplianceParameter	Enum BoolComplianceParameter for value: BoolComplianceParameter
StringComplianceParameter	Enum StringComplianceParameter for value: StringComplianceParameter
DecimalComplianceParameter	Enum DecimalComplianceParameter for value: DecimalComplianceParameter
DateTimeComplianceParameter	Enum DateTimeComplianceParameter for value: DateTimeComplianceParameter
PropertyKeyComplianceParameter	Enum PropertyKeyComplianceParameter for value: PropertyKeyComplianceParameter
AddressKeyComplianceParameter	Enum AddressKeyComplianceParameter for value: AddressKeyComplianceParameter
PortfolioIdComplianceParameter	Enum PortfolioIdComplianceParameter for value: PortfolioIdComplianceParameter
PortfolioGroupIdComplianceParameter	Enum PortfolioGroupIdComplianceParameter for value: PortfolioGroupIdComplianceParameter
StringListComplianceParameter	Enum StringListComplianceParameter for value: StringListComplianceParameter
BoolListComplianceParameter	Enum BoolListComplianceParameter for value: BoolListComplianceParameter
DateTimeListComplianceParameter	Enum DateTimeListComplianceParameter for value: DateTimeListComplianceParameter
DecimalListComplianceParameter	Enum DecimalListComplianceParameter for value: DecimalListComplianceParameter
PropertyKeyListComplianceParameter	Enum PropertyKeyListComplianceParameter for value: PropertyKeyListComplianceParameter
AddressKeyListComplianceParameter	Enum AddressKeyListComplianceParameter for value: AddressKeyListComplianceParameter
PortfolioIdListComplianceParameter	Enum PortfolioIdListComplianceParameter for value: PortfolioIdListComplianceParameter
PortfolioGroupIdListComplianceParameter	Enum PortfolioGroupIdListComplianceParameter for value: PortfolioGroupIdListComplianceParameter
InstrumentListComplianceParameter	Enum InstrumentListComplianceParameter for value: InstrumentListComplianceParameter
FilterPredicateComplianceParameter	Enum FilterPredicateComplianceParameter for value: FilterPredicateComplianceParameter
GroupFilterPredicateComplianceParameter	Enum GroupFilterPredicateComplianceParameter for value: GroupFilterPredicateComplianceParameter
GroupBySelectorComplianceParameter	Enum GroupBySelectorComplianceParameter for value: GroupBySelectorComplianceParameter
PropertyListComplianceParameter	Enum PropertyListComplianceParameter for value: PropertyListComplianceParameter

Classes

Enumerations

Enumeration Type Documentation

◆ AccountingMethod

◆ AggregationOp

◆ AggregationType

◆ AssetClass

◆ ChangeHistoryAction

◆ ComplianceParameterType

◆ ComplianceStepType

◆ CriterionType

◆ DataTypeValueRange

◆ DateTimeComparisonType

◆ DayOfWeek

◆ DeleteModes

◆ DiscountingMethod

◆ EconomicDependencyType

◆ InstrumentDeleteModes

◆ InstrumentEventType

◆ InstrumentType

◆ MarketDataOptionsType

◆ MarketDataType

◆ MarketObservableType

◆ ModelOptionsType

◆ MovementType

◆ NumericComparisonType

◆ OperandType

◆ OperationType

◆ Operator

◆ PeriodType

◆ PerpetualEntityState

◆ PortfolioType

◆ PricingModel

◆ PropertyDefinitionType

◆ PropertyDomain

◆ PropertyLifeTime

◆ PropertyType

◆ QuoteInstrumentIdType

◆ QuoteType

◆ ReconciliationRuleType

◆ ReferenceListType

◆ ReferencePortfolioWeightType

◆ ResultKeyRuleType

◆ ResultValueType

◆ ScalingMethodology

◆ ScheduleType

◆ SortOrder

◆ StringComparisonType

◆ TradeTicketType

◆ TransactionPriceType

◆ TransactionQueryMode

◆ TransactionRoles

◆ TransactionStatus

◆ UnitSchema

◆ UnmatchedHoldingMethod

◆ ValueType

◆ VendorLibrary