LUSID C# SDK
Classes | Enumerations
Lusid.Sdk.Model Namespace Reference

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  ActionResultOfPortfolio
 ActionResultOfPortfolio 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  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  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  CreateTaxRuleSetRequest
 CreateTaxRuleSetRequest 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  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  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  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  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  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  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 | NearDomesticLeg | Cash flows in the domestic currency for the near forward. | | 2 | NearForeignLeg | Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). | | 3 | FarDomesticLeg | Cash flows in the domestic currency for the far forward. | | 4 | FarForeignLeg | Cash flows in the foreign currency for the far 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  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&#x3D;&quot;T:Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketDataId&quot; /> 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  LookUpPricingModelOptions
 Model options for look up pricing. More...
 
class  LookUpPricingModelOptionsAllOf
 LookUpPricingModelOptionsAllOf 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 &quot;resolve dependencies matching the pattern &#39;X&#39; using data of the form &#39;Y&#39;&quot;. The parameter &#39;X&#39; is defined by the key of the key rule, and might specify &quot;all USD rates curves&quot; or &quot;all RIC-based prices&quot;. The parameter &#39;Y&#39; 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 &#39;crude&#39; 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  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 &#39;transition&#39; 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  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  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  PagedResourceListOfPropertyDefinitionSearchResult
 PagedResourceListOfPropertyDefinitionSearchResult More...
 
class  PagedResourceListOfReconciliation
 PagedResourceListOfReconciliation More...
 
class  PagedResourceListOfReferenceListResponse
 PagedResourceListOfReferenceListResponse More...
 
class  PagedResourceListOfRelationshipDefinition
 PagedResourceListOfRelationshipDefinition More...
 
class  PagedResourceListOfSequenceDefinition
 PagedResourceListOfSequenceDefinition More...
 
class  PagedResourceListOfTranslationScriptId
 PagedResourceListOfTranslationScriptId More...
 
class  PagedResourceListOfVirtualRow
 PagedResourceListOfVirtualRow More...
 
class  Participation
 The record an order&#39;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 &quot;verbatim&quot; 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  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  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  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  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  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  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  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  StockSplitEvent
 A split in the company&#39;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 &#39;transition&#39; 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 { &quot;idTypeScope&quot;: &quot;myScope&quot;, &quot;idTypeCode&quot;: &quot;username&quot;, &quot;code&quot;: &quot;john_doe_001&quot; } 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  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  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  User
 The unique id of the user that issued the command. 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
}
 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
}
 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
}
 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 , LookUpPricingModelOptions = 8
}
 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 , LookUpPricing = 18 , BondLookupPricer = 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 , Reconciliation = 34 , PropertyDefinition = 35 , Compliance = 36 ,
  DiaryEntry = 37 , Leg = 38
}
 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
}
 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

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

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

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

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

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

Defines ChangeHistoryAction

Enumerator
Create 

Enum Create for value: Create

Update 

Enum Update for value: Update

Delete 

Enum Delete for value: Delete

◆ ComplianceParameterType

Defines ComplianceParameterType

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

◆ ComplianceStepType

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

Discriminator for MatchCriterion.

Discriminator for MatchCriterion.

Enumerator
PropertyValueEquals 

Enum PropertyValueEquals for value: PropertyValueEquals

PropertyValueIn 

Enum PropertyValueIn for value: PropertyValueIn

SubHoldingKeyValueEquals 

Enum SubHoldingKeyValueEquals for value: SubHoldingKeyValueEquals

◆ DataTypeValueRange

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

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

Comparison types for date time data

Comparison types for date time data

Enumerator
Exact 

Enum Exact for value: Exact

AbsoluteDifference 

Enum AbsoluteDifference for value: AbsoluteDifference

◆ DayOfWeek

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

Defines DeleteModes

Enumerator
Soft 

Enum Soft for value: soft

Hard 

Enum Hard for value: hard

◆ DiscountingMethod

Defines DiscountingMethod

Enumerator
Standard 

Enum Standard for value: Standard

ConstantTimeValueOfMoney 

Enum ConstantTimeValueOfMoney for value: ConstantTimeValueOfMoney

Invalid 

Enum Invalid for value: Invalid

◆ EconomicDependencyType

Discriminator for EconomicDependency.

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

Defines InstrumentDeleteModes

Enumerator
Soft 

Enum Soft for value: soft

Hard 

Enum Hard for value: hard

◆ InstrumentEventType

The individual event types.

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

◆ InstrumentType

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

◆ MarketDataOptionsType

The type of MarketDataOptions provided

The type of MarketDataOptions provided

Enumerator
CurveOptions 

Enum CurveOptions for value: CurveOptions

◆ MarketDataType

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.

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

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

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

LookUpPricingModelOptions 

Enum LookUpPricingModelOptions for value: LookUpPricingModelOptions

◆ MovementType

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

Comparison types for numerical data

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

Defines OperandType

Enumerator
Absolute 

Enum Absolute for value: Absolute

Property 

Enum Property for value: Property

◆ OperationType

Defines OperationType

Enumerator
Add 

Enum Add for value: add

◆ Operator

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

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

Defines PerpetualEntityState

Enumerator
Active 

Enum Active for value: Active

Inactive 

Enum Inactive for value: Inactive

Deleted 

Enum Deleted for value: Deleted

◆ PortfolioType

Defines PortfolioType

Enumerator
Transaction 

Enum Transaction for value: Transaction

Reference 

Enum Reference for value: Reference

DerivedTransaction 

Enum DerivedTransaction for value: DerivedTransaction

◆ PricingModel

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

LookUpPricing 

Enum LookUpPricing for value: LookUpPricing

BondLookupPricer 

Enum BondLookupPricer for value: BondLookupPricer

◆ PropertyDefinitionType

Defines PropertyDefinitionType

Enumerator
ValueProperty 

Enum ValueProperty for value: ValueProperty

DerivedDefinition 

Enum DerivedDefinition for value: DerivedDefinition

◆ PropertyDomain

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

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

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

◆ PropertyLifeTime

Defines PropertyLifeTime

Enumerator
Perpetual 

Enum Perpetual for value: Perpetual

TimeVariant 

Enum TimeVariant for value: TimeVariant

◆ PropertyType

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

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

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

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

Types of available reconciliation rule.

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

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

◆ ReferencePortfolioWeightType

Defines ReferencePortfolioWeightType

Enumerator
Static 

Enum Static for value: Static

Floating 

Enum Floating for value: Floating

Periodical 

Enum Periodical for value: Periodical

◆ ResultKeyRuleType

Defines ResultKeyRuleType

Enumerator
Invalid 

Enum Invalid for value: Invalid

ResultDataKeyRule 

Enum ResultDataKeyRule for value: ResultDataKeyRule

PortfolioResultDataKeyRule 

Enum PortfolioResultDataKeyRule for value: PortfolioResultDataKeyRule

◆ ResultValueType

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

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

Defines ScalingMethodology

Enumerator
Sum 

Enum Sum for value: Sum

AbsoluteSum 

Enum AbsoluteSum for value: AbsoluteSum

Unity 

Enum Unity for value: Unity

◆ ScheduleType

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

Defines SortOrder

Enumerator
Ascending 

Enum Ascending for value: Ascending

Descending 

Enum Descending for value: Descending

◆ StringComparisonType

Comparison types for strings

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

Defines TradeTicketType

Enumerator
LusidTradeTicket 

Enum LusidTradeTicket for value: LusidTradeTicket

ExternalTradeTicket 

Enum ExternalTradeTicket for value: ExternalTradeTicket

◆ TransactionPriceType

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

Defines TransactionQueryMode

Enumerator
TradeDate 

Enum TradeDate for value: TradeDate

SettleDate 

Enum SettleDate for value: SettleDate

◆ TransactionRoles

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

Defines TransactionStatus

Enumerator
Active 

Enum Active for value: Active

Amended 

Enum Amended for value: Amended

Cancelled 

Enum Cancelled for value: Cancelled

◆ UnitSchema

Defines UnitSchema

Enumerator
NoUnits 

Enum NoUnits for value: NoUnits

Basic 

Enum Basic for value: Basic

Iso4217Currency 

Enum Iso4217Currency for value: Iso4217Currency

◆ UnmatchedHoldingMethod

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.

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

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

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

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