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LUSID C# SDK
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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 | 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 | 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 | 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 | 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 | 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 | BookTransactionsResponse |
| BookTransactionsResponse More... | |
| class | BoolComplianceParameter |
| BoolComplianceParameter More... | |
| class | BoolComplianceParameterAllOf |
| BoolComplianceParameterAllOf More... | |
| class | BoolListComplianceParameter |
| BoolListComplianceParameter More... | |
| class | BucketedCashFlowRequest |
| Specification class consisting of parameters for BucketedCashFlow endpoint. More... | |
| class | BucketedCashFlowResponse |
| BucketedCashFlowResponse 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 | 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). 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 | 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 | 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 | ComplianceRuleUpsertRequest |
| ComplianceRuleUpsertRequest More... | |
| class | ComplianceRuleUpsertResponse |
| ComplianceRuleUpsertResponse More... | |
| class | ComplianceRunInfo |
| ComplianceRunInfo More... | |
| class | ComplianceRunInfoV2 |
| ComplianceRunInfoV2 More... | |
| class | ComplianceRunSummary |
| ComplianceRunSummary More... | |
| class | ComplianceSummaryRuleResult |
| ComplianceSummaryRuleResult More... | |
| class | ComplianceSummaryRuleResultRequest |
| ComplianceSummaryRuleResultRequest More... | |
| class | ComplianceTemplate |
| ComplianceTemplate More... | |
| class | ComplianceTemplateParameter |
| ComplianceTemplateParameter More... | |
| class | ComplianceTemplateVariation |
| ComplianceTemplateVariation 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 | ConfigurationRecipeSnippet |
| If it is desired to have multiple recipes, there is a strong likelihood that they will share various components. A configuration recipe snippet allows a user to define a set of rules that can then be included into a parent recipe. This allows sharing of common blocks of the recipe. For example, a user might define a set of rules for resolving Fx and then include them into every recipe used firm-wide, thereby enforcing consistency. As the rules can be permissioned differently using Shrine, it is possible to enable users to read but not alter such a rule set. The same applies to a set of pricing rules. A configuration snippet must only contain one entry from the available set. Recipes are compiled from the set of snippets through a model that is analogous to inheritance. A recipe can have a set of 'parent' recipes from which it inherits. These are specified in the inheritance section of a recipe. Upon loading, the recipe will fall back on these recipe components for any options or rules that are not explicitly specified in the named recipe for the request. This allows control of pricing to be harmonised across a set of desks within an institution. Suppose that, e.g. there are four desks looking after products under the areas of Fx, Rates, Credit and Exotics. The model and market data for pricing given asset types would potentially be controlled by the appropriate desk; e.g. rules for Fx market data resolution being controlled by the Fx desk. The exotics desk would likely depend upon rules for all the other asset classes as well as, say, correlation rules of its own. It could inherit the market data and model rules from the other desks for finding the appropriate institution-standard data and then overlay that with the correlation rules. Note that permissioning of the store means that one could decide that only a particular desk or control function could update certain rules. That would assist the abilitiy to ensure that pricing is performed consistently and provide an audit of changes made to it along with restricting changes to appropriate authorised functions. 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). 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 | 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 | 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 | 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 | 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. 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 | 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 | 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 | 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 | 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. 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 | 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 | 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. 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 | 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 | GetRecipeResponse |
| GetRecipeResponse More... | |
| class | GetReferencePortfolioConstituentsResponse |
| GetReferencePortfolioConstituentsResponse More... | |
| class | GetStructuredResultDataResponse |
| GetStructuredResultDataResponse More... | |
| class | GetVirtualDocumentResponse |
| GetVirtualDocumentResponse More... | |
| class | GroupedResultOfAddressKey |
| Holder class for a group of results. It consists of a list of columns and values for that column. 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 | 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 | 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 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 | 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) More... | |
| class | InterestRateSwapAllOf |
| InterestRateSwapAllOf More... | |
| class | InterestRateSwaption |
| LUSID representation of an Interest Rate Swaption. More... | |
| class | InterestRateSwaptionAllOf |
| InterestRateSwaptionAllOf 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 | JELines |
| An JELines entity. More... | |
| class | JELinesQueryParameters |
| JELinesQueryParameters 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 | Link |
| Link More... | |
| class | ListAggregationReconciliation |
| ListAggregationReconciliation More... | |
| class | ListAggregationResponse |
| ListAggregationResponse More... | |
| class | ListComplexMarketDataWithMetaDataResponse |
| Wraps a Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketData object with information that was retrieved from storage with it. In particular, the scope that the data was stored in, and a <seealso cref="T:Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketDataId" /> object identifying the market data in that scope. More... | |
| class | LoanPeriod |
| LoanPeriod More... | |
| class | 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 "resolve dependencies matching the pattern 'X' using data of the form 'Y'". The parameter 'X' is defined by the key of the key rule, and might specify "all USD rates curves" or "all RIC-based prices". The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be. More... | |
| class | MarketDataOptions |
| Base class for representing market data options in LUSID. Abstractly, these are any options that one should be able to specify for ComplexMarketData entities. For example, CurveOptions allows one to decide how the data provided in a discountFactorCurve is interpolated. This base class should not be directly instantiated; each supported MarketDataOptionsType has a corresponding inherited class. More... | |
| class | MarketDataOverrides |
| Class which holds market data overrides to be used in valuation More... | |
| class | MarketDataSpecificRule |
| Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for. For example, a market data rule might instruct all rates curves to be retrieved from a particular scope. This class gives the ability to set different behaviour depending on what is requesting the rates curve. Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps. More... | |
| class | MarketOptions |
| The set of options that control miscellaneous and default market resolution behaviour. These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved. For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources according to requirements based on accuracy or timeliness it is not. In more advanced cases the options should largely be ignored and rules specified per source. Be aware that where no specified rule matches the final fallback is on to the logic implied here. More... | |
| class | MarketQuote |
| The market quote for an observable which will be used to calibrate the market data, including the format of the quote. e.g. a volatility quote for a specific strike and expiry the par rate of a swap This is a slimmed down version of a full Quote that can be stored in our QuoteStore to remove lineage, price source etc. for ease of use when creating complex market data. More... | |
| class | MatchCriterion |
| A condition to be evaluated. Each supported CriterionType has a corresponding schema. More... | |
| class | 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 | 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 'transition' within a corporate action, representing an output transition. More... | |
| class | Package |
| A structure used to describe the structure of an order or orders that make up a non-trivial trade. More... | |
| class | PackageRequest |
| A request to create or update a Package. More... | |
| class | PackageSetRequest |
| A request to create or update multiple Packages. More... | |
| class | PagedResourceListOfAbor |
| PagedResourceListOfAbor More... | |
| class | PagedResourceListOfAborConfiguration |
| PagedResourceListOfAborConfiguration More... | |
| class | PagedResourceListOfAccount |
| PagedResourceListOfAccount More... | |
| class | PagedResourceListOfAddressKeyDefinition |
| PagedResourceListOfAddressKeyDefinition More... | |
| class | PagedResourceListOfAllocation |
| PagedResourceListOfAllocation More... | |
| class | PagedResourceListOfBlock |
| PagedResourceListOfBlock More... | |
| class | PagedResourceListOfCalendar |
| PagedResourceListOfCalendar More... | |
| class | PagedResourceListOfChartOfAccounts |
| PagedResourceListOfChartOfAccounts 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 | 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 | PagedResourceListOfReconciliationRun |
| PagedResourceListOfReconciliationRun More... | |
| class | PagedResourceListOfReconciliationRunBreak |
| PagedResourceListOfReconciliationRunBreak 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'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 | PerpetualProperty |
| PerpetualProperty More... | |
| class | Person |
| Person More... | |
| class | Placement |
| A street order for a quantity of a single instrument placed with a single market entity. More... | |
| class | PlacementRequest |
| A request to create or update a Placement. More... | |
| class | PlacementSetRequest |
| A request to create or update multiple Placements. More... | |
| class | Portfolio |
| A list of portfolios. More... | |
| class | PortfolioCashFlow |
| The details for the cashflow for a given portfolio. More... | |
| class | PortfolioCashLadder |
| PortfolioCashLadder More... | |
| class | PortfolioDetails |
| PortfolioDetails More... | |
| class | PortfolioEntityId |
| Specification of a portfolio or portfolio group id, its scope and which it is. More... | |
| class | PortfolioGroup |
| PortfolioGroup More... | |
| class | PortfolioGroupIdComplianceParameter |
| PortfolioGroupIdComplianceParameter More... | |
| class | PortfolioGroupIdList |
| PortfolioGroupIdList More... | |
| class | PortfolioGroupIdListAllOf |
| PortfolioGroupIdListAllOf More... | |
| class | PortfolioGroupIdListComplianceParameter |
| PortfolioGroupIdListComplianceParameter More... | |
| class | PortfolioGroupProperties |
| PortfolioGroupProperties More... | |
| class | PortfolioGroupSearchResult |
| PortfolioGroupSearchResult More... | |
| class | PortfolioHolding |
| A list of holdings. More... | |
| class | PortfolioIdComplianceParameter |
| PortfolioIdComplianceParameter More... | |
| class | PortfolioIdList |
| PortfolioIdList More... | |
| class | PortfolioIdListComplianceParameter |
| PortfolioIdListComplianceParameter More... | |
| class | PortfolioProperties |
| PortfolioProperties More... | |
| class | PortfolioReconciliationRequest |
| PortfolioReconciliationRequest More... | |
| class | PortfolioResultDataKeyRule |
| PortfolioResultDataKeyRule More... | |
| class | PortfolioResultDataKeyRuleAllOf |
| PortfolioResultDataKeyRuleAllOf More... | |
| class | PortfolioReturnBreakdown |
| A list of Composite Breakdowns. More... | |
| class | PortfolioSearchResult |
| A list of portfolios. More... | |
| class | PortfoliosReconciliationRequest |
| PortfoliosReconciliationRequest More... | |
| class | PortfolioTradeTicket |
| Response for querying trade tickets More... | |
| class | PostingModuleDetails |
| A posting Module request definition More... | |
| class | PostingModuleRequest |
| A Posting Module request definition More... | |
| class | PostingModuleResponse |
| A Posting Module definition More... | |
| class | PostingModuleRule |
| A Posting rule More... | |
| class | PostingModuleRulesUpdatedResponse |
| A Posting Module rules update response More... | |
| class | Premium |
| A class containing information for a given premium payment. More... | |
| class | PricingContext |
| Pricing context node. In order to price an instrument a number of configuration parameters are required to determine which (a) pricing model (ranging from a simple lookup of a market quote/price through to a Monte-Carlo simulation for the behaviour of its cashflows) (b) vendor library (Lusid internal models or those provided through an external Vendor such as Refinitiv (proprietary) or QuantLib (open source) are used in the pricing. In conjunction with these there are a number of parameters that govern the behaviour of these models. For example, in pricing an Fx volatility dependent product such as an Fx option, there are various parameters that affect model behaviour for the smile. In Lusid a distinction is made between those which are understood natively and those which are only held for use with a given vendor-model combination. The problem is that, unlike market quote data, there are few standards around model descriptions. Hence, apparently similar terminology can be mis-leading; for example in SABR models where the basic parameters are agreed upon but most practical models have used an approximation with adjustments where the parameters can have wildly different meanings. To avoid confusion or mis-behaviour in this area, where parameters are not understood to be interchangeable, they are only settable on a per-library per-model basis, essentially as opaque data that will be given to the Vendor library "verbatim" but not used with any other. More... | |
| class | PricingOptions |
| Options for controlling the default aspects and behaviour of the pricing engine. More... | |
| class | ProcessedCommand |
| The list of commands. More... | |
| class | Property |
| Property More... | |
| class | PropertyDefinition |
| A list of property definitions. More... | |
| class | PropertyDefinitionSearchResult |
| A property definition search result More... | |
| class | PropertyFilter |
| PropertyFilter More... | |
| class | PropertyInterval |
| PropertyInterval More... | |
| class | PropertyKeyComplianceParameter |
| PropertyKeyComplianceParameter More... | |
| class | PropertyKeyComplianceParameterAllOf |
| PropertyKeyComplianceParameterAllOf More... | |
| class | PropertyKeyListComplianceParameter |
| PropertyKeyListComplianceParameter More... | |
| class | 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 | 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 | ReconciliationBreakId |
| ReconciliationBreakId 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 | ReconciliationRun |
| Representation of a reconciliation run in LUSID Api More... | |
| class | ReconciliationRunBreak |
| ReconciliationRunBreak More... | |
| class | ReconciliationRunId |
| ReconciliationRunId 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 | 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 | 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 | 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 | 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 | 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'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 | StringComplianceParameterAllOf |
| StringComplianceParameterAllOf 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 | TermDeposit |
| LUSID representation of a Term Deposit. More... | |
| class | TermDepositAllOf |
| TermDepositAllOf 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 | TransactionPrice |
| TransactionPrice 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 | TransactionType |
| TransactionType More... | |
| class | TransactionTypeAlias |
| TransactionTypeAlias More... | |
| class | TransactionTypeMovement |
| TransactionTypeMovement More... | |
| class | TransactionTypePropertyMapping |
| TransactionTypePropertyMapping More... | |
| class | TransactionTypeRequest |
| TransactionTypeRequest More... | |
| class | TransitionEvent |
| A 'transition' within a corporate action, representing a set of output movements paired to a single input position More... | |
| class | TransitionEventAllOf |
| TransitionEventAllOf More... | |
| class | TranslateEntitiesInlinedRequest |
| Request to translate financial entities with a given script body. The output of the translation is validated against a schema specified in the request. More... | |
| class | TranslateEntitiesRequest |
| Request to translate financial entities with a specified script stored in LUSID, specified in the request by its id. The output of the translation is validated against a dialect stored in LUSID, again specified in the request by its id. More... | |
| class | TranslateEntitiesResponse |
| TranslateEntitiesResponse More... | |
| class | TranslateInstrumentDefinitionsRequest |
| A collection of instruments to translate, along with the target dialect to translate into. More... | |
| class | TranslateInstrumentDefinitionsResponse |
| A response from a request to translate a collection of instruments to a given target dialect. More... | |
| class | TranslateTradeTicketRequest |
| A collection of instruments to translate, along with the target dialect to translate into. More... | |
| class | TranslateTradeTicketsResponse |
| A response from a request to translate a collection of instruments to a given target dialect. More... | |
| class | 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 | TriggerEvent |
| Definition of a trigger event. This is an event that occurs on transformation of an option instrument being triggered by a barrier/touch price level being hit by the underlying asset. More... | |
| class | TriggerEventAllOf |
| TriggerEventAllOf More... | |
| class | TypedResourceId |
| Represents the user-defined identifier for a Legal Entity or Person. Users can define their own, scoped identifiers for Legal Entities and Persons using identifier properties. For example, when used to identify a Person, the identifier defined by Person/myScope/username would be represented as { "idTypeScope": "myScope", "idTypeCode": "username", "code": "john_doe_001" } More... | |
| class | 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 | 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 | 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. More... | |
| class | UpsertQuotesResponse |
| UpsertQuotesResponse More... | |
| class | UpsertRecipeRequest |
| A recipe or recipe snippet that is to be stored in the recipe structured data store. Only one of these must be present. More... | |
| class | UpsertReconciliationBreakRequest |
| UpsertReconciliationBreakRequest More... | |
| class | UpsertReconciliationRunRequest |
| UpsertReconciliationRunRequest 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 | 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 | VersionedResourceListOfJELines |
| VersionedResourceListOfJELines More... | |
| class | VersionedResourceListOfOutputTransaction |
| VersionedResourceListOfOutputTransaction More... | |
| class | VersionedResourceListOfPortfolioHolding |
| VersionedResourceListOfPortfolioHolding More... | |
| class | VersionedResourceListOfTransaction |
| VersionedResourceListOfTransaction 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 | 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... | |
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Defines AccountingMethod
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Defines AggregationOp
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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 |
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Defines AssetClass
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Defines ComplianceParameterType
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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 |
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Defines DayOfWeek
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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 |
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The individual event types.
The individual event types.
| Enumerator | |
|---|---|
| TransitionEvent | Enum TransitionEvent for value: TransitionEvent |
| InformationalEvent | Enum InformationalEvent for value: InformationalEvent |
| 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 |
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Defines InstrumentType
| Enumerator | |
|---|---|
| QuotedSecurity | Enum QuotedSecurity for value: QuotedSecurity |
| InterestRateSwap | Enum InterestRateSwap for value: InterestRateSwap |
| FxForward | |
| Future | |
| ExoticInstrument | Enum ExoticInstrument for value: ExoticInstrument |
| FxOption | |
| CreditDefaultSwap | Enum CreditDefaultSwap for value: CreditDefaultSwap |
| InterestRateSwaption | Enum InterestRateSwaption for value: InterestRateSwaption |
| Bond | |
| EquityOption | Enum EquityOption for value: EquityOption |
| 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 | |
| CashSettled | Enum CashSettled for value: CashSettled |
| CdsIndex | |
| Basket | |
| FundingLeg | Enum FundingLeg for value: FundingLeg |
| FxSwap | |
| ForwardRateAgreement | Enum ForwardRateAgreement for value: ForwardRateAgreement |
| SimpleInstrument | Enum SimpleInstrument for value: SimpleInstrument |
| Repo | |
| 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 |
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The type of MarketDataOptions provided
The type of MarketDataOptions provided
| Enumerator | |
|---|---|
| CurveOptions | Enum CurveOptions for value: CurveOptions |
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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.
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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 |
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Defines MovementType
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Defines Operator
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Defines PortfolioType
| Enumerator | |
|---|---|
| Transaction | Enum Transaction for value: Transaction |
| Reference | Enum Reference for value: Reference |
| DerivedTransaction | Enum DerivedTransaction for value: DerivedTransaction |
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Defines PricingModel
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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 | |
| 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 | |
| AccessMetadata | Enum AccessMetadata for value: AccessMetadata |
| 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 | |
| LegalEntity | Enum LegalEntity for value: LegalEntity |
| Placement | |
| Execution | |
| Block | |
| Participation | Enum Participation for value: Participation |
| 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 | |
| ChartOfAccounts | Enum ChartOfAccounts for value: ChartOfAccounts |
| CustodianAccount | Enum CustodianAccount for value: CustodianAccount |
| 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 |
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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 |
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Defines QuoteInstrumentIdType
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Defines QuoteType
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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 |
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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 |
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Defines ResultKeyRuleType
| Enumerator | |
|---|---|
| Invalid | Enum Invalid for value: Invalid |
| ResultDataKeyRule | Enum ResultDataKeyRule for value: ResultDataKeyRule |
| PortfolioResultDataKeyRule | Enum PortfolioResultDataKeyRule for value: PortfolioResultDataKeyRule |
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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 |
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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 |
| Invalid | Enum Invalid for value: Invalid |
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Comparison types for strings
Comparison types for strings
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Defines TradeTicketType
| Enumerator | |
|---|---|
| LusidTradeTicket | Enum LusidTradeTicket for value: LusidTradeTicket |
| ExternalTradeTicket | Enum ExternalTradeTicket for value: ExternalTradeTicket |
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Defines TransactionRoles
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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 |
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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 |
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Defines VendorLibrary
1.8.13