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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 | AcceptEstimateValuationPointResponse |
| The Valuation Point Data Response for AcceptEstimate called on the Fund and specified date. 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 provider licensing data. In that case the provider value must match your domain. More... | |
| class | Account |
| An account More... | |
| class | AccountedTransaction |
| The Valuation Point Data Response for the Fund and specified date. More... | |
| class | AccountHolder |
| An Account Holder of an Investment Account. More... | |
| class | AccountHolderIdentifier |
| AccountHolderIdentifier More... | |
| class | AccountProperties |
| AccountProperties More... | |
| class | AccountsUpsertResponse |
| The upsert accounts response More... | |
| class | AccumulationEvent |
| Accumulation dividend More... | |
| class | ActionId |
| ActionId More... | |
| class | AddBusinessDaysToDateRequest |
| AddBusinessDaysToDateRequest More... | |
| class | AddBusinessDaysToDateResponse |
| The date that is the requested number of business days after the given start date More... | |
| class | AdditionalPayment |
| Record describing additional payment entity. More... | |
| class | AddressDefinition |
| AddressDefinition More... | |
| class | AddressKeyComplianceParameter |
| AddressKeyComplianceParameter More... | |
| class | AddressKeyDefinition |
| AddressKeyDefinition More... | |
| class | AddressKeyFilter |
| Class specifying a filtering operation More... | |
| class | AddressKeyList |
| AddressKeyList More... | |
| class | AddressKeyListComplianceParameter |
| AddressKeyListComplianceParameter More... | |
| class | AddressKeyOptionDefinition |
| The definition of an Address Key Option More... | |
| class | AdjustGlobalCommitmentEvent |
| Event to adjust the limit/balance of a LoanFacility. Used to initially set up the facility, but also used to increase/reduce the associated limit and balance. 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 | Alias |
| Alias More... | |
| class | Allocation |
| An Allocation of a certain quantity of a specific instrument against an originating Order. More... | |
| class | AllocationGroup |
| AllocationGroup More... | |
| class | AllocationGroupClass |
| AllocationGroupClass More... | |
| class | AllocationGroupClassDefinition |
| AllocationGroupClassDefinition More... | |
| class | AllocationGroupDefinition |
| AllocationGroupDefinition 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 | AmortisationRule |
| AmortisationRule More... | |
| class | AmortisationRuleSet |
| AmortisationRuleSet More... | |
| class | Amount |
| Amount 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 | AppendComplexMarketDataRequest |
| The details of the point to be appended to a complex market data item. More... | |
| class | AppendFxForwardCurveByQuoteReference |
| Used to append a new point to an FX curve defined using `FxForwardCurveByQuoteReference`. More... | |
| class | AppendFxForwardCurveData |
| Used to append a new point to an FX curve defined using `FxForwardCurveData`. More... | |
| class | AppendFxForwardPipsCurveData |
| Used to append a new point to an FX curve defined using `FxForwardPipsCurveData`. More... | |
| class | AppendFxForwardTenorCurveData |
| Used to append a new point to an FX curve defined using `FxForwardTenorCurveData`. More... | |
| class | AppendFxForwardTenorPipsCurveData |
| Used to append a new point to an FX curve defined using `FxForwardTenorPipsCurveData`. More... | |
| class | AppendMarketData |
| Base class for types containing required data to append to complex market data. More... | |
| class | ApplicableEntity |
| ApplicableEntity More... | |
| class | ApplicableEntityTypes |
| ApplicableEntityTypes More... | |
| class | ApplicableInstrumentEvent |
| Represents applicable instrument event. More... | |
| class | ApportionmentMethodProperty |
| ApportionmentMethodProperty More... | |
| class | AssetLeg |
| The underlying instrument representing one side of the TRS and its pay-receive direction. Note that TRS currently only supports an asset of Bond or ComplexBond, no other instruments are allowed. Support for additional instrument types will be added in the future. More... | |
| class | Barrier |
| Barrier class for exotic FxOption More... | |
| class | Basket |
| LUSID representation of a basket of instruments. 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 | BatchAmendCustomDataModelMembershipResponse |
| BatchAmendCustomDataModelMembershipResponse More... | |
| class | BatchAmendTransactionSettlementInstructionResponse |
| BatchAmendTransactionSettlementInstructionResponse More... | |
| class | BatchDeleteRelationalDataResponse |
| BatchDeleteRelationalDataResponse More... | |
| class | BatchUpdateUserReviewForComparisonResultRequest |
| BatchUpdateUserReviewForComparisonResultRequest More... | |
| class | BatchUpdateUserReviewForComparisonResultResponse |
| BatchUpdateUserReviewForComparisonResultResponse More... | |
| class | BatchUpsertDatesForCalendarResponse |
| BatchUpsertDatesForCalendarResponse More... | |
| class | BatchUpsertInstrumentPropertiesResponse |
| BatchUpsertInstrumentPropertiesResponse More... | |
| class | BatchUpsertPortfolioAccessMetadataRequest |
| BatchUpsertPortfolioAccessMetadataRequest More... | |
| class | BatchUpsertPortfolioAccessMetadataResponse |
| BatchUpsertPortfolioAccessMetadataResponse More... | |
| class | BatchUpsertPortfolioAccessMetadataResponseItem |
| BatchUpsertPortfolioAccessMetadataResponseItem More... | |
| class | BatchUpsertPortfolioTransactionsResponse |
| BatchUpsertPortfolioTransactionsResponse More... | |
| class | BatchUpsertPropertyDefinitionPropertiesResponse |
| BatchUpsertPropertyDefinitionPropertiesResponse More... | |
| class | BatchUpsertRelationalDatasetsResponse |
| BatchUpsertRelationalDatasetsResponse More... | |
| class | BatchUpsertTransactionSettlementInstructionResponse |
| BatchUpsertTransactionSettlementInstructionResponse More... | |
| class | Block |
| A block of orders for the same instrument, intended to record for example a trader's aggregation of outstanding orders at a given time. More... | |
| class | BlockAndOrderIdRequest |
| BlockAndOrderIdRequest More... | |
| class | BlockAndOrders |
| BlockAndOrders More... | |
| class | BlockAndOrdersCreateRequest |
| BlockAndOrdersCreateRequest More... | |
| class | BlockAndOrdersRequest |
| BlockAndOrdersRequest More... | |
| class | BlockedOrderRequest |
| BlockedOrderRequest More... | |
| class | BlockRequest |
| A request to create or update a Block. More... | |
| class | BlockSetRequest |
| A request to create or update multiple Blocks. More... | |
| class | Bond |
| LUSID representation of a Vanilla Fixed Rate Bond. More... | |
| class | BondConversionEntry |
| Information required to specify a conversion event for a convertible bond. More... | |
| class | BondConversionSchedule |
| A BondConversionSchedule object represents a class containing the information required for the creation of convertible features in a ComplexBond More... | |
| class | BondCouponEvent |
| Definition of a Bond Coupon Event This is an event that describes the occurence of a cashflow due to a fixed rate bond coupon payment. More... | |
| class | BondDefaultEvent |
| Indicates when an issuer has defaulted on an obligation due to technical default, missed payments, or bankruptcy filing. More... | |
| class | BondPrincipalEvent |
| Definition of a Bond Principal Event This is an event that describes the occurence of a cashflow due to the principal payment. More... | |
| class | BonusIssueEvent |
| Representation of a Bonus Issue corporate action. More... | |
| class | BookTransactionsRequest |
| BookTransactionsRequest More... | |
| class | BookTransactionsResponse |
| BookTransactionsResponse More... | |
| class | BoolComplianceParameter |
| BoolComplianceParameter More... | |
| class | BoolListComplianceParameter |
| BoolListComplianceParameter More... | |
| class | BranchStep |
| BranchStep More... | |
| class | BranchStepRequest |
| BranchStepRequest More... | |
| class | BreakCodeSource |
| BreakCodeSource More... | |
| class | Bucket |
| Bucket More... | |
| class | BucketedCashFlowRequest |
| Specification class consisting of parameters for BucketedCashFlow endpoint. More... | |
| class | BucketedCashFlowResponse |
| BucketedCashFlowResponse More... | |
| class | BucketingSchedule |
| A schedule for dates More... | |
| class | CalculateOrderDatesRequest |
| CalculateOrderDatesRequest More... | |
| class | CalculateOrderDatesResponse |
| CalculateOrderDatesResponse More... | |
| class | CalculationInfo |
| CalculationInfo More... | |
| class | Calendar |
| Calendar More... | |
| class | CalendarDate |
| CalendarDate More... | |
| class | CalendarDependency |
| For indicating a dependency upon calendar codes More... | |
| class | CallOnIntermediateSecuritiesEvent |
| CallOnIntermediateSecuritiesEvent event (EXRI), representing an exercise on intermediate securities resulting from an intermediate securities distribution. More... | |
| class | CancelledOrderResult |
| CancelledOrderResult More... | |
| class | CancelledPlacementResult |
| CancelledPlacementResult More... | |
| class | CancelOrderAndMoveRemainingResult |
| CancelOrderAndMoveRemainingResult More... | |
| class | CancelOrdersAndMoveRemainingRequest |
| A request to create or update a Order. More... | |
| class | CancelOrdersAndMoveRemainingResponse |
| CancelOrdersAndMoveRemainingResponse More... | |
| class | CancelOrdersResponse |
| CancelOrdersResponse More... | |
| class | CancelPlacementsResponse |
| CancelPlacementsResponse More... | |
| class | CancelSingleHoldingAdjustmentRequest |
| This request specifies single target holding. i.e. holding data that the system should match. And deletes previous adjustment made to that holding More... | |
| class | CapFloor |
| LUSID representation of Cap, Floor, or Collar. More... | |
| class | CapitalDistributionEvent |
| A capital distribution paid out to shareholders. More... | |
| class | CapitalGainsDistributionEvent |
| Capital Gains Distribution event (CAPG). Distributes realised capital gains from a fund's asset sales as a gross cash rate per eligible unit. Supports a currency-choice variant (CHOS) under MandatoryWithChoices participation. More... | |
| class | CapletFloorletCashFlowEvent |
| Definition of a cap or floor (or collar) cash flow event. This is an event that describes the occurence of a caplet or floorlet payment. More... | |
| class | Cash |
| LUSID representation of Cash which is the sum of one or more cashflows from the past. More... | |
| class | CashAndSecurityOfferElection |
| Election for events that result in both cash and equity via a merger or acquisition More... | |
| class | CashDependency |
| For indicating a dependency upon a currency. E.g. A Bond will declare a CashDependency for its domestic currency. More... | |
| class | CashDividendEvent |
| A cash distribution paid out to shareholders. More... | |
| class | CashElection |
| Cash election for Events that result in a cash payment. More... | |
| class | CashFlowEvent |
| Definition of a CashFlow event. This is an event that describes the occurence of a cashflow and associated information. More... | |
| class | CashFlowLineage |
| Lineage for cash flow value More... | |
| class | CashFlowValue |
| Result class for a cash flow value More... | |
| class | CashFlowValueSet |
| Result value for a collection of cash flow values More... | |
| class | CashLadderRecord |
| CashLadderRecord More... | |
| class | CashOfferElection |
| Election for events that result in cash via a merger or acquisition More... | |
| class | CashPerpetual |
| LUSID representation of a Perpetual Cash Flow. More... | |
| class | CategorySettlementStatus |
| CategorySettlementStatus More... | |
| class | CdsCreditEvent |
| Definition of a credit event for credit default swap (CDS) instruments. More... | |
| class | CdsFlowConventions |
| CdsFlowConventions More... | |
| class | CdsIndex |
| LUSID representation of a Credit Default Swap Index (CDX). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. | | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). | More... | |
| class | CdsModelOptions |
| Model options for credit default instrument. 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 | CdxCreditEvent |
| Definition of a credit event for credit default swap index (CDX) instruments. 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 | ChangeInterval |
| Defines a change that occured for an entity More... | |
| class | ChangeIntervalWithOrderManagementDetail |
| Defines a change that occured for an entity, with extra detail about the change 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 | CheckDefinition |
| CheckDefinition More... | |
| class | CheckDefinitionDatasetSchema |
| CheckDefinitionDatasetSchema More... | |
| class | CheckDefinitionRule |
| CheckDefinitionRule More... | |
| class | CheckDefinitionRuleSet |
| CheckDefinitionRuleSet More... | |
| class | CheckStep |
| CheckStep More... | |
| class | CheckStepRequest |
| CheckStepRequest More... | |
| class | CleardownModuleDetails |
| A Cleardown Module request definition More... | |
| class | CleardownModuleRequest |
| A Cleardown Module request definition More... | |
| class | CleardownModuleResponse |
| A Cleardown Module definition More... | |
| class | CleardownModuleRule |
| A Cleardown rule More... | |
| class | CleardownModuleRulesUpdatedResponse |
| A Cleardown Module rules update response More... | |
| class | ClosedPeriod |
| ClosedPeriod 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 | ClosePeriodDiaryEntryRequest |
| A definition for the period you wish to close More... | |
| class | Collateral |
| Representation of the collateral of a repurchase agreement, along with related details of the agreement. More... | |
| class | CollateralInstrument |
| Wrapper for one instrument in a larger collateral basket, as part of a repurchase agreement modelled as a FlexibleRepo. More... | |
| class | ComparisonAttributeValuePair |
| ComparisonAttributeValuePair 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 | ComplexMarketData |
| Base class for representing complex market data in LUSID. Generally speaking, market data is complex when it cannot be represented as a single quote. Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics. This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class. More... | |
| class | ComplexMarketDataId |
| An identifier that uniquely describes an item of complex market data such as an interest rate curve or volatility surface. More... | |
| class | ComplianceBreachedOrderInfo |
| ComplianceBreachedOrderInfo More... | |
| class | ComplianceParameter |
| ComplianceParameter More... | |
| class | ComplianceRule |
| ComplianceRule More... | |
| class | ComplianceRuleBreakdown |
| ComplianceRuleBreakdown More... | |
| class | ComplianceRuleBreakdownRequest |
| ComplianceRuleBreakdownRequest More... | |
| class | ComplianceRuleResponse |
| ComplianceRuleResponse More... | |
| class | ComplianceRuleResult |
| ComplianceRuleResult More... | |
| class | ComplianceRuleResultDetail |
| ComplianceRuleResultDetail More... | |
| class | ComplianceRuleResultPortfolioDetail |
| ComplianceRuleResultPortfolioDetail More... | |
| class | ComplianceRuleResultV2 |
| ComplianceRuleResultV2 More... | |
| class | ComplianceRuleTemplate |
| ComplianceRuleTemplate More... | |
| class | ComplianceRuleUpsertRequest |
| ComplianceRuleUpsertRequest More... | |
| class | ComplianceRuleUpsertResponse |
| ComplianceRuleUpsertResponse More... | |
| class | ComplianceRunConfiguration |
| Specification object for the configuration parameters of a compliance run More... | |
| class | ComplianceRunInfo |
| ComplianceRunInfo More... | |
| class | ComplianceRunInfoV2 |
| ComplianceRunInfoV2 More... | |
| class | ComplianceStep |
| ComplianceStep More... | |
| class | ComplianceStepRequest |
| ComplianceStepRequest More... | |
| class | ComplianceSummaryRuleResult |
| ComplianceSummaryRuleResult More... | |
| class | ComplianceSummaryRuleResultRequest |
| ComplianceSummaryRuleResultRequest More... | |
| class | ComplianceTemplate |
| ComplianceTemplate More... | |
| class | ComplianceTemplateParameter |
| ComplianceTemplateParameter More... | |
| class | ComplianceTemplateVariation |
| ComplianceTemplateVariation More... | |
| class | ComplianceTemplateVariationDto |
| ComplianceTemplateVariationDto More... | |
| class | ComplianceTemplateVariationRequest |
| ComplianceTemplateVariationRequest More... | |
| class | ComponentFilter |
| ComponentFilter More... | |
| class | ComponentTransaction |
| ComponentTransaction More... | |
| class | CompositeBreakdown |
| A list of Composite Breakdowns. More... | |
| class | CompositeBreakdownRequest |
| The request used in the GetCompositeBreakdown. More... | |
| class | CompositeBreakdownResponse |
| CompositeBreakdownResponse More... | |
| class | CompositeDispersion |
| A list of Dispersion calculations for the given years. More... | |
| class | CompositeDispersionResponse |
| CompositeDispersionResponse More... | |
| class | Compounding |
| The compounding settings used on interest rate. More... | |
| class | ConfigurationRecipe |
| The Configuration or Calculation Recipe controls how LUSID processes a given request. This can be used to change where market data used in pricing is loaded from and in what order, or which model is used to price a given instrument as well as how aggregation will process the produced results. More... | |
| class | ConsentEvent |
| Consent Event (CONS) — a voluntary corporate action where an issuer seeks approval from security holders to amend the terms of an outstanding instrument. More... | |
| class | ConstantVolatilitySurface |
| Market Data required to build a volatility surface for pricing. Single constant volatility point. More... | |
| class | ConstituentsAdjustmentHeader |
| ConstituentsAdjustmentHeader More... | |
| class | ContractDetails |
| Set of identifiers of an existing FlexibleLoan contract. More... | |
| class | ContractForDifference |
| LUSID representation of a Contract for Difference. More... | |
| class | ContractInitialisationEvent |
| Event to initialise a contract with a given limit against a LoanFacility. More... | |
| class | ContributionToNonPassingRuleDetail |
| ContributionToNonPassingRuleDetail More... | |
| class | ConversionEvent |
| Conversion Event (CONV) - Conversion of securities (generally convertible bonds or preferred shares) into another form of securities (usually common shares) at a pre-stated price/ratio. More... | |
| class | CorporateAction |
| A corporate action More... | |
| class | CorporateActionSource |
| A corporate action source More... | |
| class | CorporateActionTransition |
| A 'transition' within a corporate action, representing a set of output movements paired to a single input position More... | |
| class | CorporateActionTransitionComponent |
| A single transition component, when grouped with other components a corporate action transition is formed. More... | |
| class | CorporateActionTransitionComponentRequest |
| A single transition component request, when grouped with other transition component requests a corporate action transition request is formed. More... | |
| class | CorporateActionTransitionRequest |
| A 'transition' within a corporate action, representing a set of output movements paired to a single input position More... | |
| class | CounterpartyAgreement |
| Represents the legal agreement between two parties engaged in an OTC transaction. A typical example would be a 2002 ISDA Master Agreement, signed by two legal entities on a given date. More... | |
| class | CounterpartyRiskInformation |
| In the event that the legal entity is a counterparty to an OTC transaction (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement), this information would be needed for calculations such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc). More... | |
| class | CounterpartySignatory |
| The counterpartyAgreement is signed by two parties, one of which is implicitly the LUSID user. The CounterpartySignatory represents the 'other side' of the agreement. It comprises a name and identifier for a Legal Entity in LUSID. More... | |
| class | CreateAddressKeyDefinitionRequest |
| CreateAddressKeyDefinitionRequest More... | |
| class | CreateAmortisationRuleSetRequest |
| CreateAmortisationRuleSetRequest More... | |
| class | CreateCalendarRequest |
| CreateCalendarRequest More... | |
| class | CreateCheckDefinitionRequest |
| CreateCheckDefinitionRequest More... | |
| class | CreateClosedPeriodRequest |
| CreateClosedPeriodRequest More... | |
| class | CreateComplianceTemplateRequest |
| CreateComplianceTemplateRequest More... | |
| class | CreateCorporateActionSourceRequest |
| CreateCorporateActionSourceRequest More... | |
| class | CreateCustomDataModelRequest |
| CreateCustomDataModelRequest 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 | CreateGroupReconciliationComparisonRulesetRequest |
| CreateGroupReconciliationComparisonRulesetRequest More... | |
| class | CreateGroupReconciliationDefinitionRequest |
| CreateGroupReconciliationDefinitionRequest More... | |
| class | CreateIdentifierDefinitionRequest |
| CreateIdentifierDefinitionRequest 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 | CreateRelationalDatasetDefinitionRequest |
| CreateRelationalDatasetDefinitionRequest More... | |
| class | CreateRelationDefinitionRequest |
| CreateRelationDefinitionRequest More... | |
| class | CreateRelationRequest |
| CreateRelationRequest More... | |
| class | CreateRelationshipDefinitionRequest |
| CreateRelationshipDefinitionRequest More... | |
| class | CreateRelationshipRequest |
| CreateRelationshipRequest More... | |
| class | CreateSequenceRequest |
| CreateSequenceRequest More... | |
| class | CreateSeriesIdentifierField |
| CreateSeriesIdentifierField More... | |
| class | CreateSimplePositionPortfolioRequest |
| CreateSimplePositionPortfolioRequest More... | |
| class | CreateStagingRuleSetRequest |
| CreateStagingRuleSetRequest More... | |
| class | CreateTaxRuleSetRequest |
| CreateTaxRuleSetRequest More... | |
| class | CreateTimelineRequest |
| CreateTimelineRequest More... | |
| class | CreateTradeTicketsResponse |
| Batch trade ticket creation response More... | |
| class | CreateTransactionFeeTypeRequest |
| CreateTransactionFeeTypeRequest More... | |
| class | CreateTransactionPortfolioRequest |
| CreateTransactionPortfolioRequest More... | |
| class | CreateUnitDefinition |
| CreateUnitDefinition More... | |
| class | CreateValuationPointRequest |
| A definition for the period you wish to close. More... | |
| class | CreditDefaultSwap |
| LUSID representation of a Credit Default Swap (CDS). This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | ProtectionLeg | Cash flows occurring in the case of default. | | 2 | PremiumLeg | The premium payments made by the protection buyer. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). | More... | |
| class | CreditPremiumCashFlowEvent |
| Definition of a credit premium cash flow event. This event describes a premium cashflow for credit default instruments (CDS or CDX). 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 | 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 | CustodianAccount |
| CustodianAccount More... | |
| class | CustodianAccountProperties |
| CustodianAccountProperties More... | |
| class | CustodianAccountRequest |
| CustodianAccountRequest More... | |
| class | CustodianAccountsUpsertResponse |
| The upsert accounts response More... | |
| class | CustomDataModel |
| CustomDataModel More... | |
| class | CustomDataModelCriteria |
| CustomDataModelCriteria More... | |
| class | CustomDataModelIdentifierTypeSpecification |
| CustomDataModelIdentifierTypeSpecification More... | |
| class | CustomDataModelIdentifierTypeSpecificationWithDisplayName |
| CustomDataModelIdentifierTypeSpecificationWithDisplayName More... | |
| class | CustomDataModelPropertySpecification |
| CustomDataModelPropertySpecification More... | |
| class | CustomDataModelPropertySpecificationWithDisplayName |
| CustomDataModelPropertySpecificationWithDisplayName More... | |
| class | CustomEntityDefinition |
| Representation of Custom Entity Definition on LUSID API More... | |
| class | CustomEntityDefinitionRequest |
| CustomEntityDefinitionRequest More... | |
| class | CustomEntityEntity |
| CustomEntityEntity More... | |
| class | CustomEntityField |
| CustomEntityField More... | |
| class | CustomEntityFieldDefinition |
| CustomEntityFieldDefinition More... | |
| class | CustomEntityId |
| CustomEntityId More... | |
| class | CustomEntityProperties |
| CustomEntityProperties More... | |
| class | CustomEntityRequest |
| CustomEntityRequest More... | |
| class | CustomEntityResponse |
| CustomEntityResponse More... | |
| class | CustomEntityType |
| Representation of a Custom Entity Type on the LUSID API More... | |
| class | CustomSortBy |
| CustomSortBy 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 | DataModelMembership |
| DataModelMembership More... | |
| class | DataModelSummary |
| DataModelSummary More... | |
| class | DataPointVersion |
| The version metadata for DataPoints. More... | |
| class | DataQualityCheckResult |
| Represents the result of a data quality check operation More... | |
| class | DataScope |
| DataScope More... | |
| class | DataSeries |
| DataSeries More... | |
| class | DataType |
| DataType More... | |
| class | DataTypeEntity |
| DataTypeEntity More... | |
| class | DataTypeSummary |
| DataTypeSummary More... | |
| class | DateAttributes |
| DateAttributes More... | |
| class | DateOrDiaryEntry |
| DateOrDiaryEntry More... | |
| class | DateRange |
| DateRange More... | |
| class | DateTimeComplianceParameter |
| DateTimeComplianceParameter More... | |
| class | DateTimeListComplianceParameter |
| DateTimeListComplianceParameter More... | |
| class | DayMonth |
| DayMonth More... | |
| class | DecimalComplianceParameter |
| DecimalComplianceParameter More... | |
| class | DecimalList |
| DecimalList More... | |
| class | DecimalListComplianceParameter |
| DecimalListComplianceParameter More... | |
| class | DecoratedComplianceRunSummary |
| DecoratedComplianceRunSummary More... | |
| class | DeleteAccountsResponse |
| The delete accounts response More... | |
| class | DeleteCustodianAccountsResponse |
| The delete custodian accounts response More... | |
| class | DeleteDataQualityRule |
| DeleteDataQualityRule More... | |
| class | DeletedEntityResponse |
| DeletedEntityResponse More... | |
| class | DeleteInstrumentPropertiesResponse |
| DeleteInstrumentPropertiesResponse More... | |
| class | DeleteInstrumentResponse |
| DeleteInstrumentResponse More... | |
| class | DeleteInstrumentsResponse |
| DeleteInstrumentsResponse More... | |
| class | DeleteRelationalDataPointRequest |
| DeleteRelationalDataPointRequest 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 | DepositCloseEvent |
| Event to trigger the termination of a deposit. More... | |
| class | DepositInterestPaymentEvent |
| Event to signify the repayment of interest accrued against a deposit holding. More... | |
| class | DepositRollEvent |
| Event used to represent a roll on a FlexibleDeposit instrument. More... | |
| class | DerivationFormulaExplainRequest |
| DerivationFormulaExplainRequest More... | |
| class | DerivedPropertyComponent |
| DerivedPropertyComponent 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 | 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 | DividendOptionEvent |
| DVOP More... | |
| class | DividendReinvestmentEvent |
| Event for dividend reinvestments. Elections for cash or the associated security. More... | |
| class | DrawdownEvent |
| Event to draw down balance from a LoanFacility to a FlexLoan contract holding. More... | |
| class | DrawingEvent |
| Mandatory partial bond redemption (DRAW) where the issuer lottery-selects specific bonds for early redemption. The affected face amount (AFFB) is pre-determined externally from the vendor notification and supplied on the event. More... | |
| class | EarlyCloseOutEvent |
| Early close out event - Ending an OTC instrument early. More... | |
| class | EarlyRedemptionElection |
| EarlyRedemptionElection for EarlyRedemptionEvent More... | |
| class | EarlyRedemptionEvent |
| Early redemption as a consequence of a bond being called or putted. 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 | Economics |
| Economics More... | |
| class | EffectiveRange |
| EffectiveRange More... | |
| class | ElectionSpecification |
| ElectionSpecification More... | |
| class | EligibilityCalculation |
| EligibilityCalculation More... | |
| class | EmptyModelOptions |
| EmptyModelOptions More... | |
| class | EntityIdentifier |
| Dto to expose mapped keys to new standardised format More... | |
| class | Equity |
| LUSID representation of an Equity. 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 | 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 | EquityModelOptions |
| Model options for equity related pricing. More... | |
| class | EquityOption |
| LUSID representation of a plain vanilla OTC Equity Option. More... | |
| class | EquitySwap |
| LUSID representation of an Equity Swap. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | EquityLeg | Cash flows relating to the performance of the underlying equity. | | 2 | FundingLeg | The funding leg of the swap. | | 3 | EquityDividendLeg | Cash flows relating to dividend payments on the underlying equity (optional). | | 4 | AdditionalPayments | Cash flows relating to any additional payments (optional). | 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 | EquityVolSurfaceData |
| Market Data for an equity vol surface, represented by a list of instruments and corresponding market quotes More... | |
| class | ErrorDetail |
| ErrorDetail More... | |
| class | EstimateVariant |
| EstimateVariant 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 | 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 | ExoticInstrument |
| LUSID representation of a generic OTC Exotic Instrument that is not fully defined within other LUSID models. More... | |
| class | ExpandedGroup |
| ExpandedGroup More... | |
| class | ExpiryEvent |
| Definition of an Expiry Event This is an event that describes the expiry of the instrument. More... | |
| class | ExternalFeeComponentFilter |
| ExternalFeeComponentFilter More... | |
| class | Fee |
| Fee More... | |
| class | FeeAccrual |
| FeeAccrual More... | |
| class | FeeCalculationRequest |
| FeeCalculationRequest More... | |
| class | FeeProperties |
| FeeProperties More... | |
| class | FeeRequest |
| FeeRequest More... | |
| class | FeeRule |
| FeeRule More... | |
| class | FeeRuleUpsertRequest |
| FeeRuleUpsertRequest More... | |
| class | FeeRuleUpsertResponse |
| FeeRuleUpsertResponse More... | |
| class | FeeTransactionTemplateSpecification |
| FeeTransactionTemplateSpecification More... | |
| class | FeeType |
| FeeType More... | |
| class | FeeTypeRequest |
| FeeTypeRequest 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 | FilteredFundIdList |
| FilteredFundIdList More... | |
| class | FilterPredicateComplianceParameter |
| FilterPredicateComplianceParameter More... | |
| class | FilterStep |
| FilterStep More... | |
| class | FilterStepRequest |
| FilterStepRequest More... | |
| class | FinalisedValuationPoint |
| FinalisedValuationPoint More... | |
| class | FixedLeg |
| LUSID representation of a Fixed Rate Leg. 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 | FlexibleDeposit |
| LUSID flexible deposit instrument. Represents the basic building block of a bank account structure that can handle deferred interest payments. More... | |
| class | FlexibleLoan |
| LUSID flexible loan instrument. Represents the basic building block of a more complex loan structure that can handle deferred interest payments. More... | |
| class | FlexibleRepo |
| Lusid representation of a repurchase agreement, where one party sells some collateral and agrees to re-buy it at a later date for some given price. More... | |
| class | FlexibleRepoCashFlowEvent |
| Definition of FlexibleRepoCashFlowEvent which represents a cash transfer as part of a repo contract modelled as a FlexibleRepo, either as part of the purchase leg or repurchase leg, or any early closure. More... | |
| class | FlexibleRepoCollateralEvent |
| Definition of FlexibleRepoCollateralEvent which represents a single collateral transfer as part of a repo contract modelled as a FlexibleRepo, either as part of the purchase leg or repurchase leg, or any early closure. More... | |
| class | FlexibleRepoFullClosureEvent |
| Event to trigger the full closure of a repurchase agreement booked as a FlexibleRepo. Specific to a FlexibleRepo instrument. More... | |
| class | FlexibleRepoInterestPaymentEvent |
| Definition of FlexibleRepoInterestPaymentEvent, which represents the regular interest payments associated with an open repo contract modelled as a FlexibleRepo. More... | |
| class | FlexibleRepoPartialClosureEvent |
| Event representing the partial closure of a repurchase agreement. Each event reduces the outstanding notional and generates a corresponding receive-leg cashflow. The final maturity cashflow is adjusted accordingly. If multiple events are created, their effects compound. Once the total repaid amount reaches the original purchase price, no further receive-leg cashflows are generated. Any event exceeding the remaining notional is marked with a diagnostic to indicate it is invalid due to excessive repayment. For example, for a repo with a 5% rate, 1% haircut and collateral value of 100 (purchase price = 99), a partial closure of cash amount 10 followed by one of 100 results in only the first event producing a cashflow. The second, exceeding the remaining balance, is ignored and flagged with a diagnostic. The remaining balance is settled at maturity of the repurchase agreement. Specific to a FlexibleRepo instrument. More... | |
| class | FloatingLeg |
| LUSID representation of a Floating Rate Leg. More... | |
| class | FloatSchedule |
| Schedule for floating rate coupon payments. 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 | FromRecipe |
| FromRecipe More... | |
| class | Fund |
| A Fund entity. More... | |
| class | FundA2BDataRecord |
| Fund A2B Data Record - shows values on, and changes between two dates: A and B More... | |
| class | FundA2BMovementRecord |
| Fund A2B Movement Record - shows A2B category based changes relating to a specific movement within a Fund More... | |
| class | FundAmount |
| FundAmount More... | |
| class | FundBookmark |
| FundBookmark More... | |
| class | FundCalendarEntries |
| FundCalendarEntries More... | |
| class | FundCalendarEntry |
| FundCalendarEntry More... | |
| class | FundCashStatementRow |
| A single row in a Fund Cash Statement report. Each row represents a settled cash movement with running balance, cost basis, average rate, and realised FX PnL. More... | |
| class | FundConfiguration |
| FundConfiguration More... | |
| class | FundConfigurationProperties |
| FundConfigurationProperties More... | |
| class | FundConfigurationRequest |
| FundConfigurationRequest More... | |
| class | FundDefinitionRequest |
| The request used to create a Fund. More... | |
| class | FundDetails |
| The details of a Fund. More... | |
| class | FundEstimateValuationPoint |
| FundEstimateValuationPoint More... | |
| class | FundIdList |
| FundIdList 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 | FundingLegOptions |
| FundingLegOptions More... | |
| class | FundJournalEntryLine |
| A Journal Entry line entity specifically for fund valuation point lines. More... | |
| class | FundPnlBreakdown |
| The breakdown of PnL for a Fund on a specified date. More... | |
| class | FundPreviousNAV |
| FundPreviousNAV More... | |
| class | FundProperties |
| FundProperties More... | |
| class | FundRequest |
| The request used to create a Fund. More... | |
| class | FundShareClass |
| LUSID representation of a FundShareClass. A ShareClass represents a pool of shares, held by investors, within a fund. A ShareClass can represent a differing investment approach by either Fees, Income, Currency Risk and Investor type. More... | |
| class | FundValuationPointData |
| The Valuation Point Data for a Fund on a specified date. More... | |
| class | FundValuationRequest |
| Specification object for the parameters of a valuation More... | |
| class | FundValuationSchedule |
| Specification object for the valuation schedule, how do we determine which days we wish to perform a valuation upon. 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 | FutureExpiryEvent |
| Definition of a Future Expiry Event. This is an event that describes the expiry of a Future instrument. More... | |
| class | FutureMarkToMarketEvent |
| Definition of a Future Mark to Market Event. Represents 'Mark to Market' daily settlement of Future instruments. More... | |
| class | FuturesContractDetails |
| Most, if not all, information about contracts is standardized. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv. More... | |
| class | FxConventions |
| The conventions for the calculation of FX fixings, where the fixing rate is expected to be the amount of DomCcy per unit of FgnCcy. As an example, assume the required fixing is the WM/R 4pm mid closing rate for the USD amount per 1 EUR. This is published with RIC EURUSDFIXM=WM, which would be the FixingReference, with FgnCcy EUR and DomCcy USD. More... | |
| class | FxDependency |
| For indicating a dependency on an fx rate. For example domestic-foreign for USD-JPY means that 1 unit (dollar) of domestic currency will buy you "X" units of foreign (Yen) currency; currently somewhere around 100. This is equivalently denoted as USDJPY and USD/JPY On the assumption that you wish to convert an amount in the domestic currency to the foreign, you would want the (dom,fgn) dependency; domfgn currency pair. On the assumption that you wish to convert an amount in the foreign currency to the domestic, you would want the (fgn,dom) dependency; fgndom currency pair. NB: There alternate descriptions for currency pairs that seem to vary between different banks and sectors of the industry, e.g. base and contract In pricing we are taking the convention that we will convert from FGN to DOM by DIVIDING through by the DOMFGN spot rate. More... | |
| class | FxForward |
| LUSID representation of an FX Forward. Including FX Spot and Non-Deliverable Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | DomesticLeg | Cash flows in the domestic currency of the forward. | | 2 | ForeignLeg | Cash flows in the foreign currency of the forward (not present for non-deliverable forwards). | More... | |
| class | FxForwardCurveByQuoteReference |
| Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on) More... | |
| class | FxForwardCurveData |
| Contains data (i.e. dates and rates + metadata) for building fx forward curves More... | |
| class | FxForwardModelOptions |
| FxForwardModelOptions 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 | 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 | FxForwardSettlementEvent |
| Settlement for FX Forward, including NDF and deliverable. 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 | 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 | FxLinkedNotionalSchedule |
| Schedule for notional changes based on the change in FX rate. Used in the representation of a resettable cross currency interest rate swap. More... | |
| class | FxOption |
| LUSID representation of an FX Option. Including Vanilla, American, European, and Digital (Binary) options. 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 | FxSwap |
| LUSID representation of an FX Swap. Composed of two FX Forwards. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | FarDomesticLeg | Cash flows in the domestic currency for the far forward. | | 2 | FarForeignLeg | Cash flows in the foreign currency for the far forward (not present for non-deliverable forwards). | | 3 | NearDomesticLeg | Cash flows in the domestic currency for the near forward. | | 4 | NearForeignLeg | Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). | More... | |
| class | 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 | FxVolSurfaceData |
| Market Data for an fx vol surface, represented by a list of fx options and corresponding market quotes More... | |
| class | GeneralLedgerProfileMapping |
| GeneralLedgerProfileMapping More... | |
| class | GeneralLedgerProfileRequest |
| A General Ledger Profile Definition. More... | |
| class | GeneralLedgerProfileResponse |
| A General Ledger Profile Definition. More... | |
| class | GeneratedEventDiagnostics |
| Represents a set of diagnostics per generatedEvent, where applicable. More... | |
| class | GetCdsFlowConventionsResponse |
| GetCdsFlowConventionsResponse More... | |
| class | GetComplexMarketDataResponse |
| GetComplexMarketDataResponse More... | |
| class | GetCounterpartyAgreementResponse |
| GetCounterpartyAgreementResponse More... | |
| class | GetCreditSupportAnnexResponse |
| GetCreditSupportAnnexResponse More... | |
| class | GetDataMapResponse |
| GetDataMapResponse More... | |
| class | GetFlowConventionsResponse |
| GetFlowConventionsResponse More... | |
| class | GetIndexConventionResponse |
| GetIndexConventionResponse More... | |
| class | GetInstrumentsResponse |
| GetInstrumentsResponse More... | |
| class | GetQuotesResponse |
| GetQuotesResponse More... | |
| class | GetRecipeComposerResponse |
| GetRecipeComposerResponse More... | |
| class | GetRecipeResponse |
| GetRecipeResponse More... | |
| class | GetReferencePortfolioConstituentsResponse |
| GetReferencePortfolioConstituentsResponse More... | |
| class | GetStructuredResultDataResponse |
| GetStructuredResultDataResponse More... | |
| class | GetVirtualDocumentResponse |
| GetVirtualDocumentResponse More... | |
| class | GroupBySelectorComplianceParameter |
| GroupBySelectorComplianceParameter More... | |
| class | GroupByStep |
| GroupByStep More... | |
| class | GroupByStepRequest |
| GroupByStepRequest More... | |
| class | GroupCalculationComplianceParameter |
| GroupCalculationComplianceParameter More... | |
| class | GroupedResultOfAddressKey |
| Holder class for a group of results. It consists of a list of columns and values for that column. More... | |
| class | GroupFilterPredicateComplianceParameter |
| GroupFilterPredicateComplianceParameter More... | |
| class | GroupFilterStep |
| GroupFilterStep More... | |
| class | GroupFilterStepRequest |
| GroupFilterStepRequest More... | |
| class | GroupOfMarketDataKeyRules |
| Represents a collection of MarketDataKeyRules that should be resolved together when resolving market data. That is, market data resolution will always attempt to resolve with all rules in the group before deciding what market data to return. More... | |
| class | GroupReconciliationAggregateAttributeRule |
| GroupReconciliationAggregateAttributeRule More... | |
| class | GroupReconciliationAggregateAttributeValues |
| GroupReconciliationAggregateAttributeValues More... | |
| class | GroupReconciliationAggregateComparisonRuleOperand |
| GroupReconciliationAggregateComparisonRuleOperand More... | |
| class | GroupReconciliationComparisonResult |
| GroupReconciliationComparisonResult More... | |
| class | GroupReconciliationComparisonRuleset |
| GroupReconciliationComparisonRuleset More... | |
| class | GroupReconciliationComparisonRuleStringValueMap |
| GroupReconciliationComparisonRuleStringValueMap More... | |
| class | GroupReconciliationComparisonRuleTolerance |
| GroupReconciliationComparisonRuleTolerance More... | |
| class | GroupReconciliationCoreAttributeRule |
| GroupReconciliationCoreAttributeRule More... | |
| class | GroupReconciliationCoreAttributeValues |
| GroupReconciliationCoreAttributeValues More... | |
| class | GroupReconciliationCoreComparisonRuleOperand |
| GroupReconciliationCoreComparisonRuleOperand More... | |
| class | GroupReconciliationDatePair |
| GroupReconciliationDatePair More... | |
| class | GroupReconciliationDates |
| GroupReconciliationDates More... | |
| class | GroupReconciliationDefinition |
| GroupReconciliationDefinition More... | |
| class | GroupReconciliationDefinitionComparisonRulesetIds |
| GroupReconciliationDefinitionComparisonRulesetIds More... | |
| class | GroupReconciliationDefinitionCurrencies |
| GroupReconciliationDefinitionCurrencies More... | |
| class | GroupReconciliationDefinitionPortfolioEntityIds |
| GroupReconciliationDefinitionPortfolioEntityIds More... | |
| class | GroupReconciliationDefinitionRecipeIds |
| GroupReconciliationDefinitionRecipeIds More... | |
| class | GroupReconciliationFilters |
| GroupReconciliationFilters More... | |
| class | GroupReconciliationInstanceId |
| GroupReconciliationInstanceId More... | |
| class | GroupReconciliationResultStatuses |
| GroupReconciliationResultStatuses More... | |
| class | GroupReconciliationResultTypes |
| GroupReconciliationResultTypes More... | |
| class | GroupReconciliationReviewStatuses |
| GroupReconciliationReviewStatuses More... | |
| class | GroupReconciliationRunDetails |
| GroupReconciliationRunDetails More... | |
| class | GroupReconciliationRunRequest |
| GroupReconciliationRunRequest More... | |
| class | GroupReconciliationRunResponse |
| GroupReconciliationRunResponse More... | |
| class | GroupReconciliationSummary |
| GroupReconciliationSummary More... | |
| class | GroupReconciliationUserReview |
| GroupReconciliationUserReview More... | |
| class | GroupReconciliationUserReviewAdd |
| GroupReconciliationUserReviewAdd More... | |
| class | GroupReconciliationUserReviewBreakCode |
| GroupReconciliationUserReviewBreakCode More... | |
| class | GroupReconciliationUserReviewComment |
| GroupReconciliationUserReviewComment More... | |
| class | GroupReconciliationUserReviewMatchKey |
| GroupReconciliationUserReviewMatchKey More... | |
| class | GroupReconciliationUserReviewRemove |
| GroupReconciliationUserReviewRemove More... | |
| class | HoldingAdjustment |
| The target holdings. More... | |
| class | HoldingAdjustmentWithDate |
| HoldingAdjustmentWithDate More... | |
| class | HoldingContext |
| Holding context node. Contains settings that control how LUSID handles holdings within portfolios. More... | |
| class | HoldingContributor |
| A list of transactions contributed to a holding. More... | |
| class | HoldingIdsRequest |
| HoldingIdsRequest More... | |
| class | HoldingPricingInfo |
| Enables price quotes to be created from Holding fields as either overrides or fallbacks to the Market Data resolution process. For example, we may wish to price an instrument at Cost if Market Data resolution fails. We may also wish to always price Bonds using the LastTradedPrice on the corresponding Holding. More... | |
| class | HoldingsAdjustment |
| Full content of a holdings adjustment for a single portfolio and effective date. More... | |
| class | HoldingsAdjustmentHeader |
| A record of holdings adjustments made on the transaction portfolio. More... | |
| class | IdentifierDefinition |
| IdentifierDefinition 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 | 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 | 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 | InflationIndexConventions |
| A set of conventions that describe the conventions for an inflation index. More... | |
| class | InflationLeg |
| LUSID representation of an Inflation Leg. This leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument. The implementation supports the following inflation leg types: * Zero Coupon inflation leg (CPI Leg), with a single payment at maturity. * Year on Year inflation leg * LPI Swap Leg (capped and floored YoY) More... | |
| class | InflationLinkedBond |
| Inflation Linked Bond. More... | |
| class | InflationSwap |
| LUSID representation of an Inflation Swap. The implementation supports the following swap types: * Zero Coupon inflation swap, with a single payment at maturity. * LPI Swap (capped and floored) * Year on Year inflation swap This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | InflationLeg | Cash flows with a rate relating to an underlying inflation index. | | 2 | FixedLeg | Cash flows with a fixed rate. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). | More... | |
| class | InformationalErrorEvent |
| Event holder containing error information 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 | 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 | InstrumentActivity |
| InstrumentActivity More... | |
| class | InstrumentActivityAdjustment |
| InstrumentActivityAdjustment 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 | InstrumentEntity |
| A list of instruments. More... | |
| class | InstrumentEvent |
| Base class for representing instrument events in LUSID, such as dividends, stock splits, and option exercises. This base class should not be directly instantiated; each supported InstrumentEventType has a corresponding inherited class. More... | |
| class | InstrumentEventConfiguration |
| InstrumentEventConfiguration More... | |
| class | InstrumentEventHolder |
| An instrument event equipped with additional metadata. More... | |
| class | InstrumentEventInstruction |
| An instruction for an instrument event More... | |
| class | InstrumentEventInstructionRequest |
| The request to create an instruction for an instrument event More... | |
| class | InstrumentEventInstructionsResponse |
| The collection of successfully upserted instructions, and the collection of failures for those instructions that could not be upserted 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 | InstrumentList |
| InstrumentList More... | |
| class | InstrumentListComplianceParameter |
| InstrumentListComplianceParameter More... | |
| class | InstrumentMatch |
| A collection of instrument search results More... | |
| class | InstrumentModels |
| Supported pricing models for an instrument. More... | |
| class | InstrumentPaymentDiary |
| A payment diary containing all the cashflows on a single instrument. More... | |
| class | InstrumentPaymentDiaryLeg |
| A leg containing a set of cashflows. More... | |
| class | InstrumentPaymentDiaryRow |
| An individual row containing details of a single cashflow in the diary. More... | |
| class | InstrumentProperties |
| InstrumentProperties More... | |
| class | InstrumentResolutionDetail |
| InstrumentResolutionDetail More... | |
| class | InstrumentSearchProperty |
| InstrumentSearchProperty More... | |
| class | InterestRateSwap |
| LUSID representation of an Interest Rate Swap, including: * Vanilla (single currency fixed-float non-amortising) * CrossCurrency (>1 currency is used by the swap legs) * Basis (single currency, floating-floating legs of different tenors) * Amortising (the swap has 1+ leg with amortised notional) This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | Pay/Receive | Cash flows representing the pay/receive leg. | | 2 | Receive/Pay | Cash flows representing the receive/pay leg. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). | More... | |
| class | InterestRateSwaption |
| LUSID representation of an Interest Rate Swaption. More... | |
| class | IntermediateComplianceStep |
| IntermediateComplianceStep More... | |
| class | IntermediateComplianceStepRequest |
| IntermediateComplianceStepRequest More... | |
| class | IntermediateSecuritiesDistributionEvent |
| IntermediateSecuritiesDistribution event (RHDI), representing the distribution of securities. More... | |
| class | InvestmentAccount |
| Representation of an Investment Account on the LUSID API More... | |
| class | InvestmentPortfolio |
| An Investment Portfolio of an Investment Account. More... | |
| class | InvestmentPortfolioIdentifier |
| InvestmentPortfolioIdentifier More... | |
| class | Investor |
| Representation of an Investor on the LUSID API More... | |
| class | InvestorIdentifier |
| Identification of an Investor on the LUSID API. More... | |
| class | InvestorRecord |
| Representation of an Investor Record on the LUSID API 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 | 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 | IsBusinessDayResponse |
| Whether or not a DateTimeOffset is a business DateTime More... | |
| class | ItemAndWorkspace |
| An item plus its containing workspace name. More... | |
| class | IUnitDefinitionDto |
| IUnitDefinitionDto More... | |
| class | JournalEntryLine |
| A Journal Entry line entity. More... | |
| class | JournalEntryLineShareClassBreakdown |
| The apportionment from overall fund level journal entry Line to the share class. More... | |
| class | JournalEntryLinesQueryParameters |
| JournalEntryLinesQueryParameters More... | |
| class | LabelValueSet |
| The set of string labels in a multi-value property. More... | |
| class | LapseElection |
| Lapse election. 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 | LineageMember |
| LineageMember More... | |
| class | Link |
| Link More... | |
| class | ListAggregationReconciliation |
| ListAggregationReconciliation More... | |
| class | ListAggregationResponse |
| ListAggregationResponse More... | |
| class | ListComplexMarketDataWithMetaDataResponse |
| Wraps a ComplexMarketData object with information that was retrieved from storage with it. In particular, the scope that the data was stored in, and an object identifying the market data in that scope. More... | |
| class | LoanFacility |
| Loan Facility. This is a very lightweight instrument which acts as a placeholder for the state that is built from the instrument events. The facility acts as an agreement between a single borrower and many lenders (investors). Several contracts may be drawn up to enable the lending of funds to the borrower. These contracts are modelled via FlexibleLoan instruments in LUSID. The instrument events on the facility may relate to the facility as a whole (for example to define a global commitment amount), or they may relate to a single contract (such as a paydown transaction on a particular contract). More... | |
| class | LoanFacilityContractRolloverEvent |
| Event for rolling over one or more FlexibleLoan contracts into one or more different FlexibleLoan contracts against the same facility. More... | |
| class | LoanInterestRepaymentEvent |
| Event to signify the repayment of interest accrued against a loan holding. More... | |
| class | LoanPeriod |
| LoanPeriod More... | |
| class | LoanPrincipalRepaymentEvent |
| Event to signify the repayment of some or all of the principal balance of a loan contract. More... | |
| class | LockPeriodDiaryEntryRequest |
| A definition for the period you wish to lock More... | |
| class | LusidEntityDataset |
| Contains the run-time parameters that are appropriate for check definitions with datasetSchema.type = "LusidEntity" More... | |
| class | LusidEntityResult |
| Represents LUSID entity details for a data quality check result 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 | MarkToMarketConventions |
| A set of conventions for mark to market. Mark to market is a method that values financial instruments based on current market prices, reflecting their current value, rather than historical cost. More... | |
| class | MasteredInstrument |
| LUSID representation of a reference to another instrument that has already been upserted (Mastered) More... | |
| class | MatchCriterion |
| A condition to be evaluated. Each supported CriterionType has a corresponding schema. More... | |
| class | MaturityEvent |
| Definition of a Maturity Event This is an event that describes the maturity of the instrument. More... | |
| class | MbsCouponEvent |
| Definition of an MBS Coupon Event This is an event that describes the occurence of a cashflow due to a mortgage-backed security coupon payment. More... | |
| class | MbsInterestDeferralEvent |
| Definition of an MBS Interest Deferral Event This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and capitalised into the outstanding principal balance of a mortgage-backed security. More... | |
| class | MbsInterestShortfallEvent |
| Definition of an MBS Interest Shortfall Event This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and not capitalised into the outstanding principal balance of a mortgage-backed security. More... | |
| class | MbsPrincipalEvent |
| Definition of an MBS Principal Event This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal payment. More... | |
| class | MbsPrincipalWriteOffEvent |
| Definition of an MBS Principal Write Off Event This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal write off. More... | |
| class | Membership |
| Membership More... | |
| class | MembershipAmendmentRequest |
| MembershipAmendmentRequest More... | |
| class | MembershipAmendmentResponse |
| MembershipAmendmentResponse More... | |
| class | MembershipAndStatus |
| MembershipAndStatus More... | |
| class | MergerEvent |
| Merger Event (MRGR). More... | |
| class | MetricValue |
| MetricValue More... | |
| class | ModelClient |
| ModelClient More... | |
| class | ModelOptions |
| Base class for representing model options in LUSID, which provide config for instrument analytics. This base class should not be directly instantiated; each supported ModelOptionsType has a corresponding inherited class. More... | |
| class | ModelSelection |
| The combination of a library to use and a model in that library that defines which pricing code will evaluate instruments having a particular type/class. This allows us to control the model type and library for a given instrument. More... | |
| class | ModelVersion |
| The version metadata. More... | |
| class | MovedOrderToDifferentBlockResponse |
| MovedOrderToDifferentBlockResponse More... | |
| class | MovementSettlementSummary |
| MovementSettlementSummary More... | |
| class | MoveOrdersToDifferentBlocksRequest |
| MoveOrdersToDifferentBlocksRequest More... | |
| class | MultiCurrencyAmounts |
| MultiCurrencyAmounts More... | |
| class | NavActivityAdjustment |
| NavActivityAdjustment More... | |
| class | NavActivityAdjustmentResponse |
| NavActivityAdjustmentResponse More... | |
| class | NavSettlementConfiguration |
| NavSettlementConfiguration More... | |
| class | NavSettlementConfigurationCategory |
| NavSettlementConfigurationCategory More... | |
| class | NavType |
| NavType More... | |
| class | NavTypeDefinition |
| NavTypeDefinition More... | |
| class | NewInstrument |
| Set of identifiers of an existing instrument that will be the subject or distribution of a corporate action. 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 | 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 | OpaqueModelOptions |
| OpaqueModelOptions More... | |
| class | OpenEvent |
| The opening of an instrument. More... | |
| class | Operation |
| Operation More... | |
| class | OptionalitySchedule |
| Optionality Schedule represents a class for creation of schedules for optionality (call, put) More... | |
| class | OptionEntry |
| Strike price against par and associated date for a bond call. More... | |
| class | OptionExerciseCashEvent |
| Event for cash option exercises. More... | |
| class | OptionExerciseElection |
| Option exercise election. More... | |
| class | OptionExercisePhysicalEvent |
| Event for physical option exercises. More... | |
| class | Order |
| An Order for a certain quantity of a specific instrument More... | |
| class | OrderBreachHistory |
| OrderBreachHistory More... | |
| class | OrderBySpec |
| OrderBySpec More... | |
| class | OrderFlowConfiguration |
| OrderFlowConfiguration More... | |
| class | OrderGraphBlock |
| OrderGraphBlock More... | |
| class | OrderGraphBlockAllocationDetail |
| OrderGraphBlockAllocationDetail More... | |
| class | OrderGraphBlockAllocationSynopsis |
| OrderGraphBlockAllocationSynopsis More... | |
| class | OrderGraphBlockExecutionDetail |
| OrderGraphBlockExecutionDetail More... | |
| class | OrderGraphBlockExecutionSynopsis |
| OrderGraphBlockExecutionSynopsis More... | |
| class | OrderGraphBlockOrderDetail |
| OrderGraphBlockOrderDetail More... | |
| class | OrderGraphBlockOrderSynopsis |
| OrderGraphBlockOrderSynopsis More... | |
| class | OrderGraphBlockPlacementDetail |
| OrderGraphBlockPlacementDetail More... | |
| class | OrderGraphBlockPlacementSynopsis |
| OrderGraphBlockPlacementSynopsis More... | |
| class | OrderGraphBlockTransactionDetail |
| OrderGraphBlockTransactionDetail More... | |
| class | OrderGraphBlockTransactionSynopsis |
| OrderGraphBlockTransactionSynopsis More... | |
| class | OrderGraphPlacement |
| OrderGraphPlacement More... | |
| class | OrderGraphPlacementAllocationDetail |
| OrderGraphPlacementAllocationDetail More... | |
| class | OrderGraphPlacementAllocationSynopsis |
| OrderGraphPlacementAllocationSynopsis More... | |
| class | OrderGraphPlacementChildPlacementDetail |
| OrderGraphPlacementChildPlacementDetail More... | |
| class | OrderGraphPlacementExecutionDetail |
| OrderGraphPlacementExecutionDetail More... | |
| class | OrderGraphPlacementExecutionSynopsis |
| OrderGraphPlacementExecutionSynopsis More... | |
| class | OrderGraphPlacementOrderDetail |
| OrderGraphPlacementOrderDetail More... | |
| class | OrderGraphPlacementOrderSynopsis |
| OrderGraphPlacementOrderSynopsis More... | |
| class | OrderGraphPlacementPlacementSynopsis |
| OrderGraphPlacementPlacementSynopsis More... | |
| class | OrderInstruction |
| Record of an order instruction More... | |
| class | OrderInstructionRequest |
| A request to create or update a Order Instruction. More... | |
| class | OrderInstructionSetRequest |
| A request to create or update multiple OrderInstructions. More... | |
| class | OrderRequest |
| A request to create or update an Order. More... | |
| class | OrderRuleBreach |
| OrderRuleBreach More... | |
| class | OrderSetRequest |
| A request to create or update multiple Orders. More... | |
| class | OrderUpdateRequest |
| A request to create or update a Order. 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 | OverrideVirtualTransactionsResponse |
| OverrideVirtualTransactionsResponse More... | |
| class | Package |
| A structure used to describe the structure of an order or orders that make up a non-trivial trade. More... | |
| class | PackageRequest |
| A request to create or update a Package. More... | |
| class | PackageSetRequest |
| A request to create or update multiple Packages. More... | |
| class | PagedResourceListOfAbor |
| PagedResourceListOfAbor More... | |
| class | PagedResourceListOfAborConfiguration |
| PagedResourceListOfAborConfiguration More... | |
| class | PagedResourceListOfAccount |
| PagedResourceListOfAccount More... | |
| class | PagedResourceListOfAddressKeyDefinition |
| PagedResourceListOfAddressKeyDefinition More... | |
| class | PagedResourceListOfAllocation |
| PagedResourceListOfAllocation More... | |
| class | PagedResourceListOfAmortisationRuleSet |
| PagedResourceListOfAmortisationRuleSet More... | |
| class | PagedResourceListOfBlock |
| PagedResourceListOfBlock More... | |
| class | PagedResourceListOfCalendar |
| PagedResourceListOfCalendar More... | |
| class | PagedResourceListOfChartOfAccounts |
| PagedResourceListOfChartOfAccounts More... | |
| class | PagedResourceListOfCheckDefinition |
| PagedResourceListOfCheckDefinition More... | |
| class | PagedResourceListOfCleardownModuleResponse |
| PagedResourceListOfCleardownModuleResponse More... | |
| class | PagedResourceListOfCleardownModuleRule |
| PagedResourceListOfCleardownModuleRule More... | |
| class | PagedResourceListOfClosedPeriod |
| PagedResourceListOfClosedPeriod 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 | PagedResourceListOfFee |
| PagedResourceListOfFee More... | |
| class | PagedResourceListOfFeeType |
| PagedResourceListOfFeeType More... | |
| class | PagedResourceListOfFund |
| PagedResourceListOfFund More... | |
| class | PagedResourceListOfFundCalendarEntries |
| PagedResourceListOfFundCalendarEntries More... | |
| class | PagedResourceListOfFundCalendarEntry |
| PagedResourceListOfFundCalendarEntry More... | |
| class | PagedResourceListOfFundConfiguration |
| PagedResourceListOfFundConfiguration More... | |
| class | PagedResourceListOfGeneralLedgerProfileResponse |
| PagedResourceListOfGeneralLedgerProfileResponse More... | |
| class | PagedResourceListOfGroupReconciliationComparisonResult |
| PagedResourceListOfGroupReconciliationComparisonResult More... | |
| class | PagedResourceListOfGroupReconciliationComparisonRuleset |
| PagedResourceListOfGroupReconciliationComparisonRuleset More... | |
| class | PagedResourceListOfGroupReconciliationDefinition |
| PagedResourceListOfGroupReconciliationDefinition More... | |
| class | PagedResourceListOfIdentifierDefinition |
| PagedResourceListOfIdentifierDefinition More... | |
| class | PagedResourceListOfInstrument |
| PagedResourceListOfInstrument More... | |
| class | PagedResourceListOfInstrumentEventHolder |
| PagedResourceListOfInstrumentEventHolder More... | |
| class | PagedResourceListOfInstrumentEventInstruction |
| PagedResourceListOfInstrumentEventInstruction More... | |
| class | PagedResourceListOfItemAndWorkspace |
| PagedResourceListOfItemAndWorkspace More... | |
| class | PagedResourceListOfLegalEntity |
| PagedResourceListOfLegalEntity More... | |
| class | PagedResourceListOfOrder |
| PagedResourceListOfOrder More... | |
| class | PagedResourceListOfOrderBreachHistory |
| PagedResourceListOfOrderBreachHistory More... | |
| class | PagedResourceListOfOrderGraphBlock |
| PagedResourceListOfOrderGraphBlock More... | |
| class | PagedResourceListOfOrderGraphPlacement |
| PagedResourceListOfOrderGraphPlacement More... | |
| class | PagedResourceListOfOrderInstruction |
| PagedResourceListOfOrderInstruction More... | |
| class | PagedResourceListOfPackage |
| PagedResourceListOfPackage More... | |
| class | PagedResourceListOfParticipation |
| PagedResourceListOfParticipation More... | |
| class | PagedResourceListOfPerson |
| PagedResourceListOfPerson More... | |
| class | PagedResourceListOfPlacement |
| PagedResourceListOfPlacement More... | |
| class | PagedResourceListOfPortfolioGroup |
| PagedResourceListOfPortfolioGroup More... | |
| class | PagedResourceListOfPortfolioGroupSearchResult |
| PagedResourceListOfPortfolioGroupSearchResult More... | |
| class | PagedResourceListOfPortfolioSearchResult |
| PagedResourceListOfPortfolioSearchResult More... | |
| class | PagedResourceListOfPostingModuleResponse |
| PagedResourceListOfPostingModuleResponse More... | |
| class | PagedResourceListOfPostingModuleRule |
| PagedResourceListOfPostingModuleRule More... | |
| class | PagedResourceListOfPropertyDefinition |
| PagedResourceListOfPropertyDefinition More... | |
| class | PagedResourceListOfPropertyDefinitionSearchResult |
| PagedResourceListOfPropertyDefinitionSearchResult More... | |
| class | PagedResourceListOfReconciliation |
| PagedResourceListOfReconciliation More... | |
| class | PagedResourceListOfReferenceListResponse |
| PagedResourceListOfReferenceListResponse More... | |
| class | PagedResourceListOfRelationalDataPointResponse |
| PagedResourceListOfRelationalDataPointResponse More... | |
| class | PagedResourceListOfRelationalDatasetDefinition |
| PagedResourceListOfRelationalDatasetDefinition More... | |
| class | PagedResourceListOfRelationshipDefinition |
| PagedResourceListOfRelationshipDefinition More... | |
| class | PagedResourceListOfResourceRecord |
| PagedResourceListOfResourceRecord More... | |
| class | PagedResourceListOfSequenceDefinition |
| PagedResourceListOfSequenceDefinition More... | |
| class | PagedResourceListOfStagedModification |
| PagedResourceListOfStagedModification More... | |
| class | PagedResourceListOfStagedModificationsRequestedChangeInterval |
| PagedResourceListOfStagedModificationsRequestedChangeInterval More... | |
| class | PagedResourceListOfStagingRuleSet |
| PagedResourceListOfStagingRuleSet More... | |
| class | PagedResourceListOfTimeline |
| PagedResourceListOfTimeline More... | |
| class | PagedResourceListOfTransactionTemplate |
| PagedResourceListOfTransactionTemplate More... | |
| class | PagedResourceListOfTransactionTemplateSpecification |
| PagedResourceListOfTransactionTemplateSpecification More... | |
| class | PagedResourceListOfTranslationScriptId |
| PagedResourceListOfTranslationScriptId More... | |
| class | PagedResourceListOfValuationPointInstrument |
| PagedResourceListOfValuationPointInstrument More... | |
| class | PagedResourceListOfValuationPointOverview |
| PagedResourceListOfValuationPointOverview More... | |
| class | PagedResourceListOfVirtualRow |
| PagedResourceListOfVirtualRow More... | |
| class | PagedResourceListOfWorkspace |
| PagedResourceListOfWorkspace More... | |
| class | PagedResourceListOfWorkspaceItem |
| PagedResourceListOfWorkspaceItem More... | |
| class | PartialClosureConstituent |
| A single constituent of a partial closure event for a Flexible Repo. Contains details of the collateral being exchanged in the Instrument field, represented as a NewInstrument object, as well as the amount being exchanged and the type of that amount (Units or Percentage of current units). 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 | PercentCheckStep |
| PercentCheckStep More... | |
| class | PercentCheckStepRequest |
| PercentCheckStepRequest More... | |
| class | PerformanceReturn |
| A list of Returns. More... | |
| class | PerformanceReturnsMetric |
| The request used in the AggregatedReturns. More... | |
| class | PeriodDiaryEntriesReopenedResponse |
| PeriodDiaryEntriesReopenedResponse More... | |
| class | PerpetualProperty |
| PerpetualProperty More... | |
| class | Person |
| Person More... | |
| class | PlaceBlocksRequest |
| PlaceBlocksRequest More... | |
| class | Placement |
| A street order for a quantity of a single instrument placed with a single market entity. More... | |
| class | PlacementRequest |
| A request to create or update a Placement. More... | |
| class | PlacementSetRequest |
| A request to create or update multiple Placements. More... | |
| class | PlacementUpdateRequest |
| A request to create or update a Placement. More... | |
| class | PnlJournalEntryLine |
| PnlJournalEntryLine More... | |
| class | Portfolio |
| A portfolio of a particular type. More... | |
| class | PortfolioCashFlow |
| The details for the cashflow for a given portfolio. More... | |
| class | PortfolioCashLadder |
| PortfolioCashLadder More... | |
| class | PortfolioDetails |
| PortfolioDetails More... | |
| class | PortfolioEntity |
| A list of portfolios. More... | |
| class | PortfolioEntityId |
| Specification of a portfolio or portfolio group id, its scope and which it is. More... | |
| class | PortfolioEntityIdWithDetails |
| PortfolioEntityIdWithDetails More... | |
| class | PortfolioGroup |
| PortfolioGroup More... | |
| class | PortfolioGroupIdComplianceParameter |
| PortfolioGroupIdComplianceParameter More... | |
| class | PortfolioGroupIdList |
| PortfolioGroupIdList More... | |
| class | PortfolioGroupIdListComplianceParameter |
| PortfolioGroupIdListComplianceParameter More... | |
| class | PortfolioGroupProperties |
| PortfolioGroupProperties More... | |
| class | PortfolioGroupSearchResult |
| PortfolioGroupSearchResult More... | |
| class | PortfolioHolding |
| A list of holdings. More... | |
| class | PortfolioId |
| PortfolioId 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 | PortfolioReturnBreakdown |
| A list of Composite Breakdowns. More... | |
| class | PortfolioSearchResult |
| A list of portfolios. More... | |
| class | PortfolioSettlementConfiguration |
| PortfolioSettlementConfiguration More... | |
| class | PortfolioSettlementInstruction |
| PortfolioSettlementInstruction More... | |
| class | PortfolioSettlementInstructionAdjustment |
| PortfolioSettlementInstructionAdjustment More... | |
| class | PortfoliosReconciliationRequest |
| PortfoliosReconciliationRequest More... | |
| class | PortfolioTradeTicket |
| Response for querying trade tickets More... | |
| class | PortfolioTransaction |
| PortfolioTransaction More... | |
| class | PortfolioTransactionAdjustment |
| PortfolioTransactionAdjustment More... | |
| class | PortfolioWeight |
| Represents a portfolio and its target allocation weight. More... | |
| class | PortfolioWithoutHref |
| A list of portfolios. More... | |
| class | PostCloseActivitiesRequest |
| PostCloseActivitiesRequest More... | |
| class | PostCloseActivity |
| PostCloseActivity 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 | PreTradeConfiguration |
| Specification object for the pre trade configuration parameters of a compliance run More... | |
| class | PreviousFundCalendarEntry |
| PreviousFundCalendarEntry More... | |
| class | PreviousFundValuationPointData |
| The data for a Fund at the previous valuation point. More... | |
| class | PreviousNAV |
| PreviousNAV More... | |
| class | PreviousShareClassBreakdown |
| The data for a Share Class at the previous valuation point. More... | |
| class | PreviousValuationPoint |
| PreviousValuationPoint 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 | PrimarySchedule |
| PrimarySchedule More... | |
| class | ProcessedCommand |
| The list of commands. More... | |
| class | Property |
| Property More... | |
| class | PropertyDefinition |
| A list of property definitions. More... | |
| class | PropertyDefinitionEntity |
| PropertyDefinitionEntity More... | |
| class | PropertyDefinitionSearchResult |
| A property definition search result More... | |
| class | PropertyFilter |
| PropertyFilter More... | |
| class | PropertyInterval |
| PropertyInterval More... | |
| class | PropertyKeyComplianceParameter |
| PropertyKeyComplianceParameter More... | |
| class | PropertyKeyListComplianceParameter |
| PropertyKeyListComplianceParameter More... | |
| class | PropertyList |
| PropertyList More... | |
| class | PropertyListComplianceParameter |
| PropertyListComplianceParameter More... | |
| class | PropertyReferenceDataValue |
| The ReferenceData relevant to the property. The ReferenceData is taken from the DataType on the PropertyDefinition that defines the Property. Only ReferenceData where the ReferenceData value matches the Property value is included. 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 | PropertyValueIn |
| A criterion that checks whether a Property Value is equal to one of the given string values More... | |
| class | ProtectionPayoutCashFlowEvent |
| Protection payout cashflow for credit default instruments (CDS or CDX). More... | |
| class | QuantityInstructed |
| The quantity of the event that was instructed, represented either as a percentage of the overall holdings or the number of units instructed. More... | |
| class | QueryableKey |
| QueryableKey More... | |
| class | QueryApplicableInstrumentEventsRequest |
| QueryApplicableInstrumentEventsRequest 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 | QueryFundCashStatementParameters |
| Request body for querying a Fund Cash Statement. Extends the diary entry query pattern with cash statement display mode. More... | |
| class | QueryInstrumentEventsRequest |
| Instrument event query. More... | |
| class | QueryRelationalDatasetRequest |
| QueryRelationalDatasetRequest 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 | QuoteActivity |
| QuoteActivity More... | |
| class | QuoteActivityAdjustment |
| QuoteActivityAdjustment 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 | 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 | RealisedGainLoss |
| RealisedGainLoss More... | |
| class | RecipeBlock |
| An atomic operation used in Recipe composer to compose a Configuration Recipe More... | |
| class | RecipeComposer |
| Recipe composer is an object used to dynamically compose Configuration Recipe from atomic operations. More... | |
| class | RecipeValue |
| Recipe value represents a data that is then used to perform an atomic operation which is then used in composition of Configuration Recipe. This object either includes the data itself (in json form or as simple string) or is a reference where the data can be obtained from (from a Configuration Recipe say). Only one field is to be populated. More... | |
| class | RecombineStep |
| RecombineStep More... | |
| class | RecommendedSortBy |
| RecommendedSortBy More... | |
| class | ReconcileDateTimeRule |
| Comparison of date time values More... | |
| class | ReconciledTransaction |
| Information about reconciled transactions. At least one of Left and Right will be populated. More... | |
| class | ReconcileNumericRule |
| ReconcileNumericRule More... | |
| class | ReconcileStringRule |
| Comparison of string values More... | |
| class | Reconciliation |
| Representation of Reconciliation in LUSID Api More... | |
| class | ReconciliationBreak |
| A reconciliation break More... | |
| class | ReconciliationConfiguration |
| ReconciliationConfiguration More... | |
| class | ReconciliationId |
| ReconciliationId More... | |
| class | ReconciliationLeftRightAddressKeyPair |
| ReconciliationLeftRightAddressKeyPair More... | |
| class | ReconciliationLine |
| In evaluating a left and right hand side holding or valuation set, two data records result. These are then compared based on a set of rules. This results in either a match or failure to match. If there is a match both left and right will be present, otherwise one will not. A difference will be present if a match was calculated. The options used in comparison may result in elision of results where an exact or tolerable match is made. More... | |
| class | ReconciliationRequest |
| Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a portfolio using an aggregation request. The results of this can then be compared to each other. The difference, which is effectively a risk based difference allows comparison of the effects of changing a recipe, valuation date, or (though it may or may not make logical sense) a portfolio. For instance, one might look at the difference in risk caused by the addition of transaction to a portfolio, or through changing the valuation methodology or system. More... | |
| class | ReconciliationResponse |
| Class representing the set of comparisons that result from comparing holdings and their valuations between two separate evaluations. More... | |
| class | ReconciliationRule |
| Base class for representing reconciliation rules in LUSID. Reconciliation rules describe how a comparison between two items in the reconciliation should be performed and what constitutes equality. This does not influence WHAT constitutes a match, but only whether once a line has been matched whether an item within it matches another item. If a rule is not given for an item, it will default to equality comparison. This base class should not be directly instantiated; each supported ReconciliationRuleType has a corresponding inherited class. More... | |
| class | ReconciliationSideConfiguration |
| Specification for one side of a valuations/positions scheduled reconciliation More... | |
| class | ReconciliationTransactions |
| Specification for the transactions of a scheduled reconciliation More... | |
| class | ReferenceData |
| ReferenceData More... | |
| class | ReferenceInstrument |
| LUSID representation of a reference to another instrument that has already been loaded (e.g. a lookthrough to a portfolio). More... | |
| class | 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 | RelationalDataPointFieldValueResponse |
| RelationalDataPointFieldValueResponse More... | |
| class | RelationalDataPointResponse |
| RelationalDataPointResponse More... | |
| class | RelationalDataSeriesResponse |
| RelationalDataSeriesResponse More... | |
| class | RelationalDatasetDefinition |
| RelationalDatasetDefinition More... | |
| class | RelationalDatasetFieldDefinition |
| RelationalDatasetFieldDefinition More... | |
| class | RelationalDatasetFieldsToAdd |
| RelationalDatasetFieldsToAdd More... | |
| class | RelationalDatasetFieldsToRemove |
| RelationalDatasetFieldsToRemove More... | |
| class | RelationalDatasetFieldsToUpdate |
| RelationalDatasetFieldsToUpdate More... | |
| class | RelationDefinition |
| RelationDefinition More... | |
| class | Relationship |
| Representation of a Relationship between a requested entity with the stated entity as RelatedEntityId More... | |
| class | RelationshipDefinition |
| RelationshipDefinition More... | |
| class | RelativeDateOffset |
| Defines a date offset which is relative to some anchor date. More... | |
| class | ReOpenPeriodDiaryEntryRequest |
| A definition for the period you wish to re open More... | |
| class | Repo |
| LUSID representation of a sale and repurchase agreement, supporting haircut, margin or repo rate methods. More... | |
| class | RepoCashFlowEvent |
| Event representing a repurchase agreement cashflow. For example, cashflow for a partial closure of the repurchase agreement. More... | |
| class | RepoPartialClosureEvent |
| Event representing the partial closure of a repurchase agreement. Each event reduces the outstanding notional and generates a corresponding receive-leg cashflow. The final maturity cashflow is adjusted accordingly. If multiple events are created, their effects compound. Once the total repaid amount reaches the original purchase price, no further receive-leg cashflows are generated. Any event exceeding the remaining notional is marked with a diagnostic to indicate it is invalid due to excessive repayment. For example, for a repo with a 5% rate, 1% haircut and collateral value of 100 (purchase price = 99), a partial closure of cash amount 10 followed by one of 100 results in only the first event producing a cashflow. The second, exceeding the remaining balance, is ignored and flagged with a diagnostic. The remaining balance is settled at maturity of the repurchase agreement. More... | |
| class | RepurchaseOfferEvent |
| Representation of a repurchase offer corporate action. Represents an offer by the issuer to repurchase its own shares from a shareholder at a given price. More... | |
| class | RequestedChanges |
| RequestedChanges 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 | 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 | ResourceListOfApplicableInstrumentEvent |
| ResourceListOfApplicableInstrumentEvent More... | |
| class | ResourceListOfBlock |
| ResourceListOfBlock More... | |
| class | ResourceListOfBlockAndOrders |
| ResourceListOfBlockAndOrders More... | |
| class | ResourceListOfCalendarDate |
| ResourceListOfCalendarDate More... | |
| class | ResourceListOfChange |
| ResourceListOfChange More... | |
| class | ResourceListOfChangeHistory |
| ResourceListOfChangeHistory More... | |
| class | ResourceListOfChangeInterval |
| ResourceListOfChangeInterval More... | |
| class | ResourceListOfChangeIntervalWithOrderManagementDetail |
| ResourceListOfChangeIntervalWithOrderManagementDetail 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 | ResourceListOfDataModelSummary |
| ResourceListOfDataModelSummary More... | |
| class | ResourceListOfDataType |
| ResourceListOfDataType More... | |
| class | ResourceListOfExecution |
| ResourceListOfExecution More... | |
| class | ResourceListOfFeeRule |
| ResourceListOfFeeRule More... | |
| class | ResourceListOfGetCdsFlowConventionsResponse |
| ResourceListOfGetCdsFlowConventionsResponse More... | |
| class | ResourceListOfGetCounterpartyAgreementResponse |
| ResourceListOfGetCounterpartyAgreementResponse More... | |
| class | ResourceListOfGetCreditSupportAnnexResponse |
| ResourceListOfGetCreditSupportAnnexResponse More... | |
| class | ResourceListOfGetFlowConventionsResponse |
| ResourceListOfGetFlowConventionsResponse More... | |
| class | ResourceListOfGetIndexConventionResponse |
| ResourceListOfGetIndexConventionResponse More... | |
| class | ResourceListOfGetRecipeComposerResponse |
| ResourceListOfGetRecipeComposerResponse More... | |
| class | ResourceListOfGetRecipeResponse |
| ResourceListOfGetRecipeResponse More... | |
| class | ResourceListOfHoldingsAdjustmentHeader |
| ResourceListOfHoldingsAdjustmentHeader More... | |
| class | ResourceListOfInstrumentCashFlow |
| ResourceListOfInstrumentCashFlow More... | |
| class | ResourceListOfInstrumentEventHolder |
| ResourceListOfInstrumentEventHolder More... | |
| class | ResourceListOfInstrumentIdTypeDescriptor |
| ResourceListOfInstrumentIdTypeDescriptor More... | |
| class | ResourceListOfInvestmentAccount |
| ResourceListOfInvestmentAccount More... | |
| class | ResourceListOfInvestorRecord |
| ResourceListOfInvestorRecord More... | |
| class | ResourceListOfIUnitDefinitionDto |
| ResourceListOfIUnitDefinitionDto More... | |
| class | ResourceListOfLegalEntity |
| ResourceListOfLegalEntity More... | |
| class | ResourceListOfListComplexMarketDataWithMetaDataResponse |
| ResourceListOfListComplexMarketDataWithMetaDataResponse More... | |
| class | ResourceListOfMapping |
| ResourceListOfMapping More... | |
| class | ResourceListOfMovedOrderToDifferentBlockResponse |
| ResourceListOfMovedOrderToDifferentBlockResponse More... | |
| class | ResourceListOfNavActivityAdjustmentResponse |
| ResourceListOfNavActivityAdjustmentResponse More... | |
| class | ResourceListOfOrder |
| ResourceListOfOrder More... | |
| class | ResourceListOfOrderInstruction |
| ResourceListOfOrderInstruction More... | |
| class | ResourceListOfOutputTransaction |
| ResourceListOfOutputTransaction More... | |
| class | ResourceListOfPackage |
| ResourceListOfPackage More... | |
| class | ResourceListOfParticipation |
| ResourceListOfParticipation More... | |
| class | ResourceListOfPerformanceReturn |
| ResourceListOfPerformanceReturn More... | |
| class | ResourceListOfPerson |
| ResourceListOfPerson More... | |
| class | ResourceListOfPlacement |
| ResourceListOfPlacement More... | |
| class | ResourceListOfPortfolio |
| ResourceListOfPortfolio More... | |
| class | ResourceListOfPortfolioCashFlow |
| ResourceListOfPortfolioCashFlow More... | |
| class | ResourceListOfPortfolioCashLadder |
| ResourceListOfPortfolioCashLadder More... | |
| class | ResourceListOfPortfolioTradeTicket |
| ResourceListOfPortfolioTradeTicket More... | |
| class | ResourceListOfProcessedCommand |
| ResourceListOfProcessedCommand More... | |
| class | ResourceListOfProperty |
| ResourceListOfProperty More... | |
| class | ResourceListOfPropertyDefinition |
| ResourceListOfPropertyDefinition More... | |
| class | ResourceListOfPropertyInterval |
| ResourceListOfPropertyInterval More... | |
| class | ResourceListOfQueryableKey |
| ResourceListOfQueryableKey More... | |
| class | ResourceListOfQuote |
| ResourceListOfQuote More... | |
| class | ResourceListOfQuoteAccessMetadataRule |
| ResourceListOfQuoteAccessMetadataRule More... | |
| class | ResourceListOfReconciliationBreak |
| ResourceListOfReconciliationBreak More... | |
| class | ResourceListOfRelation |
| ResourceListOfRelation More... | |
| class | ResourceListOfRelationship |
| ResourceListOfRelationship More... | |
| class | ResourceListOfReturnsEntity |
| ResourceListOfReturnsEntity More... | |
| class | ResourceListOfScopeDefinition |
| ResourceListOfScopeDefinition More... | |
| class | ResourceListOfSideDefinition |
| ResourceListOfSideDefinition More... | |
| class | ResourceListOfString |
| ResourceListOfString More... | |
| class | ResourceListOfTaxRuleSet |
| ResourceListOfTaxRuleSet More... | |
| class | ResourceListOfTransaction |
| ResourceListOfTransaction More... | |
| class | ResourceListOfTransactionFeeType |
| ResourceListOfTransactionFeeType More... | |
| class | ResourceListOfTransactionSettlementInstruction |
| ResourceListOfTransactionSettlementInstruction More... | |
| class | ResourceListOfTransactionType |
| ResourceListOfTransactionType More... | |
| class | ResourceListOfValueType |
| ResourceListOfValueType More... | |
| class | ResourceRecord |
| ResourceRecord More... | |
| class | ResponseMetaData |
| Metadata related to an api response More... | |
| class | ResultDataKeyRule |
| ResultDataKeyRule 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 | ResultValueBool |
| A simple result for a boolean value More... | |
| class | ResultValueCurrency |
| A simple result for a currency value More... | |
| class | ResultValueDateTimeOffset |
| A simple result for a date time value More... | |
| class | ResultValueDecimal |
| A simple result for a decimal value More... | |
| class | ResultValueDictionary |
| Result value for a collection of key-value pairs. Used for diagnostics associated to a cash flow, etc. More... | |
| class | ResultValueInt |
| A simple result type which holds an integer More... | |
| class | ResultValueString |
| A simple result value holding a string More... | |
| class | ReturnsEntity |
| Returns entity, used for configuring the calculation of aggregated returns. More... | |
| class | ReturnZeroPvOptions |
| Options to indicate which errors to ignore when performing valuation. More... | |
| class | ReverseStockSplitEvent |
| A reverse split in the company's shares. Shareholders have their number of shares reduced based on the terms of the stock split. More... | |
| class | RevertValuationPointDataRequest |
| The RevertValuationPointDataRequest. More... | |
| class | RollInterestUpdates |
| Describes changes to the interest of a FlexibleDeposit instrument as the result of a DepositRollEvent. Both the interest to be withdrawn and the interest to be reinvested must be specified (either as an amount or as a percentage). More... | |
| class | RolloverConstituent |
| RolloverConstituent More... | |
| class | RollPrincipalUpdates |
| Describes changes to the principal on a FlexibleDeposit instrument as the result of a DepositRollEvent. Either the principal to be withdrawn or the principal increase must be specified (either as an amount or a percentage). 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 | RulesInterval |
| RulesInterval More... | |
| class | RunCheckRequest |
| RunCheckRequest More... | |
| class | RunCheckResponse |
| Response containing the results of running data quality checks More... | |
| class | Schedule |
| Base class for representing schedules in LUSID. This base class should not be directly instantiated; each supported ScheduleType has a corresponding inherited class. More... | |
| class | Schema |
| Schema More... | |
| class | ScopeDefinition |
| A list of scopes. More... | |
| class | ScripDividendEvent |
| A scrip dividend issued to shareholders. More... | |
| class | ScriptMapReference |
| Provides information about the location of a script map within the configuration store More... | |
| class | SecurityElection |
| Security election for Events that result in equity More... | |
| class | SecurityOfferElection |
| Election for events that result in cash via a merger or acquisition More... | |
| class | SequenceDefinition |
| SequenceDefinition More... | |
| class | Series |
| Series More... | |
| class | SeriesDefinition |
| SeriesDefinition More... | |
| class | SeriesDefinitionRequest |
| SeriesDefinitionRequest More... | |
| class | SetAmortisationRulesRequest |
| SetAmortisationRulesRequest More... | |
| class | SetLegalEntityIdentifiersRequest |
| SetLegalEntityIdentifiersRequest More... | |
| class | SetLegalEntityPropertiesRequest |
| SetLegalEntityPropertiesRequest More... | |
| class | SetPersonIdentifiersRequest |
| SetPersonIdentifiersRequest More... | |
| class | SetPersonPropertiesRequest |
| SetPersonPropertiesRequest More... | |
| class | SetShareClassInstrumentsRequest |
| The request used to create a Fund. More... | |
| class | SettlementConfigurationCategory |
| SettlementConfigurationCategory More... | |
| class | SettlementConfigurationMethodOverride |
| SettlementConfigurationMethodOverride More... | |
| class | SettlementCycle |
| The settlement cycle for an instrument More... | |
| class | SettlementInLieu |
| SettlementInLieu More... | |
| class | SettlementInstructionAmendRequest |
| SettlementInstructionAmendRequest More... | |
| class | SettlementInstructionQuery |
| SettlementInstructionQuery More... | |
| class | SettlementInstructionRequest |
| SettlementInstructionRequest More... | |
| class | SettlementInstructionWithTransaction |
| A Settlement Instruction with its Matched Transaction (if any) More... | |
| class | SettlementProblem |
| SettlementProblem More... | |
| class | SettlementSchedule |
| SettlementSchedule More... | |
| class | SetTransactionConfigurationAlias |
| SetTransactionConfigurationAlias More... | |
| class | SetTransactionConfigurationSourceRequest |
| SetTransactionConfigurationSourceRequest More... | |
| class | ShareClass |
| ShareClass More... | |
| class | ShareClassAmount |
| ShareClassAmount More... | |
| class | ShareClassBreakdown |
| The Valuation Point Data for a Share Class on a specified date. More... | |
| class | ShareClassData |
| The data for a Share Class. Includes Valuation Point Data and instrument information. More... | |
| class | ShareClassDealingBreakdown |
| The breakdown of Dealing for a Share Class. More... | |
| class | ShareClassDefinition |
| ShareClassDefinition More... | |
| class | ShareClassDetails |
| ShareClassDetails More... | |
| class | ShareClassPnlBreakdown |
| The breakdown of PnL for a Share Class on a specified date. 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 | 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 | SimpleRoundingConvention |
| 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 | SingleValuationPointQueryParameters |
| SingleValuationPointQueryParameters More... | |
| class | SpecificHoldingPricingInfo |
| Allows a user to specify fallbacks/overrides using Holding fields for sources that match a particular DependencySourceFilter. More... | |
| class | SpinOffEvent |
| Spin-off event (SOFF), representing the distribution of securities issued by another company. More... | |
| class | StagedModification |
| StagedModification More... | |
| class | StagedModificationDecision |
| StagedModificationDecision More... | |
| class | StagedModificationDecisionRequest |
| StagedModificationDecisionRequest More... | |
| class | StagedModificationEffectiveRange |
| StagedModificationEffectiveRange More... | |
| class | StagedModificationsEntityHrefs |
| StagedModificationsEntityHrefs More... | |
| class | StagedModificationsInfo |
| The staged modifications metadata. More... | |
| class | StagedModificationSourceEntity |
| StagedModificationSourceEntity More... | |
| class | StagedModificationsRequestedChangeInterval |
| StagedModificationsRequestedChangeInterval More... | |
| class | StagedModificationStagingRule |
| StagedModificationStagingRule More... | |
| class | StagingRule |
| StagingRule More... | |
| class | StagingRuleApprovalCriteria |
| StagingRuleApprovalCriteria More... | |
| class | StagingRuleMatchCriteria |
| StagingRuleMatchCriteria More... | |
| class | StagingRuleSet |
| StagingRuleSet More... | |
| class | StepSchedule |
| Schedule that steps at known dated points in time. Used in representation of a sinking bond, also called amortisation, steps in coupons for fixed bonds and spreads for floating bonds. More... | |
| class | StockDividendEvent |
| A payment to shareholders that consists of additional shares rather than cash. 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 | Strategy |
| Strategy More... | |
| class | StringComplianceParameter |
| StringComplianceParameter More... | |
| class | StringList |
| StringList More... | |
| class | StringListComplianceParameter |
| StringListComplianceParameter More... | |
| class | StructuredResultData |
| An item of structured result data that is to be inserted into Lusid. This will typically be a Json or Xml document that contains a set of result data appropriate to a specific entity such as an instrument or potentially an index. More... | |
| class | StructuredResultDataId |
| An identifier that uniquely describes an item of structured result data such as the risk to an interest curve or a set of yields or analytics on an index. More... | |
| class | SubHoldingKeyValueEquals |
| A criterion that checks whether a SubHoldingKey Value is equal to the given string value More... | |
| class | SwapCashFlowEvent |
| Definition of a swap cash flow event. This event describes the cashflow generated from either an interest rate swap or inflation swap instrument. More... | |
| class | SwapPrincipalEvent |
| Definition of a Swap Principal Event. This is an event that describes the occurence of a cashflow due to the principal payment. More... | |
| class | SweepBlocksRequest |
| A request to sweep specified blocks. More... | |
| class | SweepBlocksResponse |
| SweepBlocksResponse More... | |
| class | TargetTaxLot |
| Used to specify holdings target amounts at the tax-lot level More... | |
| class | TargetTaxLotRequest |
| TargetTaxLotRequest More... | |
| class | TaxRule |
| TaxRule More... | |
| class | TaxRuleSet |
| TaxRuleSet More... | |
| class | TemplateField |
| TemplateField More... | |
| class | TenderEvent |
| Tender Event (TEND). More... | |
| class | TenderOfferElection |
| Election for events that result in cash via a merger or acquisition More... | |
| class | TermDeposit |
| LUSID representation of a Term Deposit. More... | |
| class | TermDepositInterestEvent |
| Definition of a Term Deposit Interest Event. This is an event that describes the occurence of interest on a term deposit (). More... | |
| class | TermDepositPrincipalEvent |
| Definition of a Term Deposit Interest Event. This is an event that describes the occurence of principal on a term deposit (). More... | |
| class | Timeline |
| Timeline More... | |
| class | TimeZoneConventions |
| Provides information on the primary time zone of an instrument and optional cut labels for defining times to be used by instrument events. More... | |
| class | TotalReturnSwap |
| A swap in which one party makes payments based on leg rates (fixed or floating) while the other party makes payments based on the return of an underlying instrument. The underlying instrument can be provided as an inline economic definition or as a reference instrument pointing to an already upserted instrument. A reference instrument in this case would consist of instrument scope, instrument id and instrument id type (ISIN, LUID etc.). Note that TRS currently only supports an asset of Bond or ComplexBond, no other instruments are allowed. Support for additional instrument types will be added in the future. This instrument has multiple legs, to see how legs are used in LUSID see knowledge base article KA-02252. | Leg Index | Leg Identifier | Description | | - – – – – | - – – – – – – - | - – – – – – | | 1 | AssetLeg | Cash flows relating to the returns generated by an underlying bond. | | 2 | FundingLeg | The funding leg of the swap. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). | More... | |
| class | Touch |
| Touch class for exotic FxOption More... | |
| class | TradeTicket |
| The base class for representing a Trade Ticket in LUSID. More... | |
| class | TradingConventions |
| Common Trading details for exchange traded instruments like Futures and Bonds More... | |
| class | Transaction |
| A list of transactions. More... | |
| class | TransactionConfigurationData |
| TransactionConfigurationData More... | |
| class | TransactionConfigurationDataRequest |
| TransactionConfigurationDataRequest More... | |
| class | TransactionConfigurationMovementData |
| TransactionConfigurationMovementData More... | |
| class | TransactionConfigurationMovementDataRequest |
| TransactionConfigurationMovementDataRequest More... | |
| class | TransactionConfigurationTypeAlias |
| TransactionConfigurationTypeAlias More... | |
| class | TransactionCurrencyAndAmount |
| TransactionCurrencyAndAmount More... | |
| class | TransactionDateWindows |
| TransactionDateWindows More... | |
| class | TransactionDiagnostics |
| Represents a set of diagnostics per transaction, where applicable. More... | |
| class | TransactionFeeCapitalisation |
| TransactionFeeCapitalisation More... | |
| class | TransactionFeeType |
| TransactionFeeType More... | |
| class | TransactionFieldMap |
| TransactionFieldMap More... | |
| class | TransactionMatchingAlternativeId |
| TransactionMatchingAlternativeId More... | |
| class | TransactionPrice |
| TransactionPrice More... | |
| class | TransactionPriceAndType |
| TransactionPriceAndType More... | |
| class | TransactionPropertyMap |
| TransactionPropertyMap More... | |
| class | TransactionPropertyMapping |
| TransactionPropertyMapping More... | |
| class | TransactionPropertyMappingRequest |
| TransactionPropertyMappingRequest More... | |
| class | TransactionQueryParameters |
| TransactionQueryParameters More... | |
| class | TransactionReconciliationRequest |
| Specifies the parameter to be use when performing a Transaction Reconciliation. More... | |
| class | TransactionReconciliationRequestV2 |
| Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of transactions from a portfolio The results of this can then be compared to each other. More... | |
| class | TransactionRequest |
| TransactionRequest More... | |
| class | TransactionSetConfigurationData |
| A collection of the data required to configure transaction types.. More... | |
| class | TransactionSetConfigurationDataRequest |
| A bundle of requests to configure a set of transaction types. More... | |
| class | TransactionSettlementBucket |
| TransactionSettlementBucket More... | |
| class | TransactionSettlementInstruction |
| TransactionSettlementInstruction More... | |
| class | TransactionSettlementMovement |
| TransactionSettlementMovement More... | |
| class | TransactionSettlementStatus |
| TransactionSettlementStatus More... | |
| class | TransactionSettlementSummary |
| TransactionSettlementSummary More... | |
| class | TransactionsReconciliationsResponse |
| TransactionsReconciliationsResponse More... | |
| class | TransactionTemplate |
| TransactionTemplate More... | |
| class | TransactionTemplateRequest |
| TransactionTemplateRequest More... | |
| class | TransactionTemplateSpecification |
| TransactionTemplateSpecification More... | |
| class | TransactionType |
| TransactionType More... | |
| class | TransactionTypeAlias |
| TransactionTypeAlias More... | |
| class | TransactionTypeCalculation |
| TransactionTypeCalculation More... | |
| class | TransactionTypeDetails |
| TransactionTypeDetails More... | |
| class | TransactionTypeMovement |
| TransactionTypeMovement More... | |
| class | TransactionTypePropertyMapping |
| TransactionTypePropertyMapping More... | |
| class | TransactionTypeRequest |
| TransactionTypeRequest More... | |
| class | TransferAgencyDates |
| TransferAgencyDates More... | |
| class | TransferAgencyOrderResult |
| TransferAgencyOrderResult More... | |
| class | TransferAgencyOrdersResponse |
| TransferAgencyOrdersResponse More... | |
| class | TransitionEvent |
| A 'transition' within a corporate action, representing a set of output movements paired to a single input position More... | |
| class | TranslateEntitiesInlinedRequest |
| Request to translate financial entities with a given script body. The output of the translation is validated against a schema specified in the request. More... | |
| class | TranslateEntitiesRequest |
| Request to translate financial entities with a specified script stored in LUSID, specified in the request by its id. The output of the translation is validated against a dialect stored in LUSID, again specified in the request by its id. More... | |
| class | TranslateEntitiesResponse |
| TranslateEntitiesResponse More... | |
| class | TranslateInstrumentDefinitionsRequest |
| A collection of instruments to translate, along with the target dialect to translate into. More... | |
| class | TranslateInstrumentDefinitionsResponse |
| A response from a request to translate a collection of instruments to a given target dialect. More... | |
| class | TranslateTradeTicketRequest |
| A collection of instruments to translate, along with the target dialect to translate into. More... | |
| class | TranslateTradeTicketsResponse |
| A response from a request to translate a collection of instruments to a given target dialect. More... | |
| class | TranslationContext |
| Options for overriding default scripted translation configuration. More... | |
| class | TranslationInput |
| The input to a translation script. More... | |
| class | TranslationResult |
| The result of invoking a translation script. More... | |
| class | TranslationScript |
| TranslationScript More... | |
| class | TranslationScriptId |
| Id of the Translation Script. More... | |
| class | TrialBalance |
| A TrialBalance entity. More... | |
| class | TrialBalanceQueryParameters |
| TrialBalanceQueryParameters More... | |
| class | TriggerEvent |
| Definition of a trigger event. This is an event that occurs on transformation of an option instrument being triggered by a barrier/touch price level being hit by the underlying asset. More... | |
| class | 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 | UnitisationData |
| UnitisationData More... | |
| class | UnitsRatio |
| The number of units you have after the event (output) for a given number of units you have prior to the event (input). More... | |
| class | UnsettledTransaction |
| A transaction that remains unsettled as at the valuation point, with per-bucket settlement status. More... | |
| class | UpdateAmortisationRuleSetDetailsRequest |
| UpdateAmortisationRuleSetDetailsRequest More... | |
| class | UpdateCalendarRequest |
| UpdateCalendarRequest More... | |
| class | UpdateCheckDefinitionRequest |
| UpdateCheckDefinitionRequest More... | |
| class | UpdateCheckDefinitionRuleSet |
| UpdateCheckDefinitionRuleSet More... | |
| class | UpdateComplianceTemplateRequest |
| UpdateComplianceTemplateRequest More... | |
| class | UpdateCustomDataModelRequest |
| UpdateCustomDataModelRequest 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 | UpdateDepositAmountEvent |
| Event to update the deposit be a given amount. More... | |
| class | UpdateDerivedPropertyDefinitionRequest |
| UpdateDerivedPropertyDefinitionRequest More... | |
| class | UpdateFeeTypeRequest |
| UpdateFeeTypeRequest More... | |
| class | UpdateGroupReconciliationComparisonRulesetRequest |
| UpdateGroupReconciliationComparisonRulesetRequest More... | |
| class | UpdateGroupReconciliationDefinitionRequest |
| UpdateGroupReconciliationDefinitionRequest More... | |
| class | UpdateIdentifierDefinitionRequest |
| UpdateIdentifierDefinitionRequest More... | |
| class | UpdateInstrumentIdentifierRequest |
| UpdateInstrumentIdentifierRequest More... | |
| class | UpdateOrdersResponse |
| UpdateOrdersResponse More... | |
| class | UpdatePlacementsResponse |
| UpdatePlacementsResponse More... | |
| class | UpdatePortfolioGroupRequest |
| UpdatePortfolioGroupRequest More... | |
| class | UpdatePortfolioRequest |
| UpdatePortfolioRequest More... | |
| class | UpdatePropertyDefinitionRequest |
| UpdatePropertyDefinitionRequest More... | |
| class | UpdateReconciliationRequest |
| UpdateReconciliationRequest More... | |
| class | UpdateReferenceDataRequest |
| UpdateReferenceDataRequest More... | |
| class | UpdateRelationalDatasetDefinitionRequest |
| UpdateRelationalDatasetDefinitionRequest More... | |
| class | UpdateRelationalDatasetDetails |
| UpdateRelationalDatasetDetails More... | |
| class | UpdateRelationalDatasetFieldSchema |
| UpdateRelationalDatasetFieldSchema More... | |
| class | UpdateRelationshipDefinitionRequest |
| UpdateRelationshipDefinitionRequest More... | |
| class | UpdateSeriesIdentifierField |
| UpdateSeriesIdentifierField More... | |
| class | UpdateStagingRuleSetRequest |
| UpdateStagingRuleSetRequest More... | |
| class | UpdateTaxRuleSetRequest |
| UpdateTaxRuleSetRequest More... | |
| class | UpdateTimelineRequest |
| UpdateTimelineRequest More... | |
| class | UpdateTransactionFeeTypeRequest |
| UpdateTransactionFeeTypeRequest More... | |
| class | UpdateUnitRequest |
| UpdateUnitRequest More... | |
| class | UpdateValuationPointRequest |
| A definition for the period you wish to close More... | |
| class | UpsertCdsFlowConventionsRequest |
| CDS Flow convention that is to be stored in the convention data store. Only one of these must be present. More... | |
| class | UpsertComplexMarketDataRequest |
| The details of the complex market data item to upsert into Lusid. More... | |
| class | UpsertComplianceRuleRequest |
| UpsertComplianceRuleRequest More... | |
| class | UpsertComplianceRunSummaryRequest |
| UpsertComplianceRunSummaryRequest More... | |
| class | UpsertComplianceRunSummaryResult |
| UpsertComplianceRunSummaryResult More... | |
| class | UpsertCorporateActionRequest |
| UpsertCorporateActionRequest More... | |
| class | UpsertCorporateActionsResponse |
| UpsertCorporateActionsResponse More... | |
| class | UpsertCounterpartyAgreementRequest |
| Counterparty Agreement that is to be stored in the convention data store. There must be only one of these present. More... | |
| class | UpsertCreditSupportAnnexRequest |
| Credit Support Annex information. The interaction in terms of margining requirements between a set of trades for a given counterparty. More... | |
| class | UpsertCustomEntitiesResponse |
| UpsertCustomEntitiesResponse More... | |
| class | UpsertCustomEntityAccessMetadataRequest |
| UpsertCustomEntityAccessMetadataRequest More... | |
| class | UpsertDataQualityRule |
| UpsertDataQualityRule More... | |
| class | UpsertDialectRequest |
| UpsertDialectRequest More... | |
| class | UpsertFlowConventionsRequest |
| Flow conventions that is to be stored in the convention data store. Only one of these must be present. More... | |
| class | UpsertFundBookmarkRequest |
| A definition for the period you wish to close 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 | UpsertInvestmentAccountRequest |
| Request to create or update an investor record More... | |
| class | UpsertInvestmentAccountsResponse |
| UpsertInvestmentAccountsResponse More... | |
| class | UpsertInvestorRecordRequest |
| Request to create or update an investor record More... | |
| class | UpsertInvestorRecordsResponse |
| UpsertInvestorRecordsResponse 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 | UpsertPersonsResponse |
| UpsertPersonsResponse More... | |
| class | UpsertPortfolioAccessMetadataRequest |
| UpsertPortfolioAccessMetadataRequest More... | |
| class | UpsertPortfolioGroupAccessMetadataRequest |
| UpsertPortfolioGroupAccessMetadataRequest More... | |
| class | UpsertPortfolioTransactionsResponse |
| UpsertPortfolioTransactionsResponse More... | |
| class | UpsertQuoteAccessMetadataRuleRequest |
| UpsertQuoteAccessMetadataRuleRequest More... | |
| class | UpsertQuoteRequest |
| The details of the quote including its unique identifier, value and lineage. Please note the Unit field on MetricValue is nullable on the upsert but there is validation within the quote store to make sure this field is populated. In the absence of a real unit then we recommend putting something in line with the data in QuoteId.QuoteSeriesId.quoteType e.g. InterestRate. More... | |
| class | UpsertQuotesResponse |
| UpsertQuotesResponse More... | |
| class | UpsertRecipeComposerRequest |
| A recipe composer that is to be stored in the recipe composer data store or used for inline resolving. More... | |
| class | UpsertRecipeRequest |
| A recipe that is to be stored in the recipe structured data store. Only one of these must be present. More... | |
| class | UpsertReferencePortfolioConstituentPropertiesRequest |
| UpsertReferencePortfolioConstituentPropertiesRequest More... | |
| class | UpsertReferencePortfolioConstituentPropertiesResponse |
| UpsertReferencePortfolioConstituentPropertiesResponse More... | |
| class | UpsertReferencePortfolioConstituentsRequest |
| UpsertReferencePortfolioConstituentsRequest More... | |
| class | UpsertReferencePortfolioConstituentsResponse |
| UpsertReferencePortfolioConstituentsResponse More... | |
| class | UpsertRelationalDataPointRequest |
| UpsertRelationalDataPointRequest More... | |
| class | UpsertResourceRecordRequest |
| UpsertResourceRecordRequest 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 | UpsertTransferAgencyOrderRequest |
| UpsertTransferAgencyOrderRequest More... | |
| class | UpsertTranslationScriptRequest |
| UpsertTranslationScriptRequest More... | |
| class | UpsertValuationPointRequest |
| A definition for the period you wish to close More... | |
| class | User |
| The unique id of the user that issued the command. More... | |
| class | ValuationPoint |
| ValuationPoint More... | |
| class | ValuationPointDataQueryParameters |
| The parameters used in getting the ValuationPointData. More... | |
| class | ValuationPointDataRequest |
| The ValuationPointDataRequest. More... | |
| class | ValuationPointDataResponse |
| The Valuation Point Data Response for the Fund and specified date. More... | |
| class | ValuationPointInstrument |
| An Instrument held at a Valuation Point, including its origin More... | |
| class | ValuationPointOverview |
| ValuationPointOverview More... | |
| class | ValuationPointResourceListOfAccountedTransaction |
| ResourceList with extra header fields used by the various ValuationPoint endpoints for returning additional context related to the list of results. More... | |
| class | ValuationPointResourceListOfFundCashStatementRow |
| ResourceList with extra header fields used by the various ValuationPoint endpoints for returning additional context related to the list of results. More... | |
| class | ValuationPointResourceListOfFundJournalEntryLine |
| ResourceList with extra header fields used by the various ValuationPoint endpoints for returning additional context related to the list of results. More... | |
| class | ValuationPointResourceListOfPnlJournalEntryLine |
| ResourceList with extra header fields used by the various ValuationPoint endpoints for returning additional context related to the list of results. More... | |
| class | ValuationPointResourceListOfTrialBalance |
| ResourceList with extra header fields used by the various ValuationPoint endpoints for returning additional context related to the list of results. More... | |
| class | ValuationPointResourceListOfUnsettledTransaction |
| ResourceList with extra header fields used by the various ValuationPoint endpoints for returning additional context related to the list of results. 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 | 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 | VersionedResourceListOfFundA2BDataRecord |
| VersionedResourceListOfFundA2BDataRecord More... | |
| class | VersionedResourceListOfFundA2BMovementRecord |
| VersionedResourceListOfFundA2BMovementRecord More... | |
| class | VersionedResourceListOfHoldingContributor |
| VersionedResourceListOfHoldingContributor More... | |
| class | VersionedResourceListOfJournalEntryLine |
| VersionedResourceListOfJournalEntryLine More... | |
| class | VersionedResourceListOfOutputTransaction |
| VersionedResourceListOfOutputTransaction More... | |
| class | VersionedResourceListOfPortfolioHolding |
| VersionedResourceListOfPortfolioHolding More... | |
| class | VersionedResourceListOfTransaction |
| VersionedResourceListOfTransaction More... | |
| class | VersionedResourceListOfTransactionSettlementInstruction |
| VersionedResourceListOfTransactionSettlementInstruction More... | |
| class | VersionedResourceListOfTrialBalance |
| VersionedResourceListOfTrialBalance More... | |
| class | VersionedResourceListWithPostBodiesOfSettlementInstructionWithTransactionToSettlementInstructionQuery |
| VersionedResourceListWithPostBodiesOfSettlementInstructionWithTransactionToSettlementInstructionQuery 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 | WeightedAllocationServiceRunRequest |
| The request body for the RunAllocationServiceWithWeights endpoint. More... | |
| class | WeightedInstrument |
| Specification for a holding or quantity of (weight for) an instrument on a given date. More... | |
| class | WeightedInstrumentInLineLookupIdentifiers |
| External market codes and identifiers for the equity, e.g. IBM. Required for valuation via SimpleStatic (look-up pricing). Valuation will not succeed without a matching quote. More... | |
| class | WeightedInstruments |
| Class that models a set of instruments of which each has some quantity and can be identified by a unique label. More... | |
| class | Workspace |
| A workspace. More... | |
| class | WorkspaceCreationRequest |
| A request to create an empty workspace. More... | |
| class | WorkspaceItem |
| An item stored in a workspace. More... | |
| class | WorkspaceItemCreationRequest |
| A request to create an item in a workspace. More... | |
| class | WorkspaceItemUpdateRequest |
| A request to update a workspace item. More... | |
| class | WorkspacePermittedItemActions |
| The workspace item actions a user is permitted to perform within a workspace. More... | |
| class | WorkspaceUpdateRequest |
| A request to update a workspace. More... | |
| class | YearMonthDay |
| A date in component form. More... | |
| class | YieldCurveData |
| Market data for a yield curve, represented by a list of instruments and corresponding market quotes 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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The supported complex market data types which can be appended to.
The supported complex market data types which can be appended to.
| Enumerator | |
|---|---|
| AppendFxForwardCurveByQuoteReference | Enum AppendFxForwardCurveByQuoteReference for value: AppendFxForwardCurveByQuoteReference |
| AppendFxForwardCurveData | Enum AppendFxForwardCurveData for value: AppendFxForwardCurveData |
| AppendFxForwardPipsCurveData | Enum AppendFxForwardPipsCurveData for value: AppendFxForwardPipsCurveData |
| AppendFxForwardTenorCurveData | Enum AppendFxForwardTenorCurveData for value: AppendFxForwardTenorCurveData |
| AppendFxForwardTenorPipsCurveData | Enum AppendFxForwardTenorPipsCurveData for value: AppendFxForwardTenorPipsCurveData |
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Defines AssetClass
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Defines ComplianceParameterType
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Defines ComplianceStepType
| Enumerator | |
|---|---|
| FilterStep | Enum FilterStep for value: FilterStep |
| GroupByStep | Enum GroupByStep for value: GroupByStep |
| GroupFilterStep | Enum GroupFilterStep for value: GroupFilterStep |
| BranchStep | Enum BranchStep for value: BranchStep |
| RecombineStep | Enum RecombineStep for value: RecombineStep |
| CheckStep | |
| PercentCheckStep | Enum PercentCheckStep for value: PercentCheckStep |
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Defines ComplianceStepTypeRequest
| Enumerator | |
|---|---|
| FilterStepRequest | Enum FilterStepRequest for value: FilterStepRequest |
| GroupByStepRequest | Enum GroupByStepRequest for value: GroupByStepRequest |
| GroupFilterStepRequest | Enum GroupFilterStepRequest for value: GroupFilterStepRequest |
| BranchStepRequest | Enum BranchStepRequest for value: BranchStepRequest |
| CheckStepRequest | Enum CheckStepRequest for value: CheckStepRequest |
| PercentCheckStepRequest | Enum PercentCheckStepRequest for value: PercentCheckStepRequest |
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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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Defines FundCalendarEntriesType
| Enumerator | |
|---|---|
| FinalisedValuationPoint | Enum FinalisedValuationPoint for value: FinalisedValuationPoint |
| FundEstimateValuationPoint | Enum FundEstimateValuationPoint for value: FundEstimateValuationPoint |
| FundBookmark | Enum FundBookmark for value: FundBookmark |
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The individual event types.
The individual event types.
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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 |
| TotalReturnSwap | Enum TotalReturnSwap for value: TotalReturnSwap |
| InflationLeg | Enum InflationLeg for value: InflationLeg |
| FundShareClass | Enum FundShareClass for value: FundShareClass |
| FlexibleLoan | Enum FlexibleLoan for value: FlexibleLoan |
| UnsettledCash | Enum UnsettledCash for value: UnsettledCash |
| Cash | |
| MasteredInstrument | Enum MasteredInstrument for value: MasteredInstrument |
| LoanFacility | Enum LoanFacility for value: LoanFacility |
| FlexibleDeposit | Enum FlexibleDeposit for value: FlexibleDeposit |
| FlexibleRepo | Enum FlexibleRepo for value: FlexibleRepo |
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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 |
| CdsModelOptions | Enum CdsModelOptions for value: CdsModelOptions |
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Defines MovementType
Discriminator for NavActivityAdjustmentResponse
Discriminator for NavActivityAdjustmentResponse
| Enumerator | |
|---|---|
| PortfolioTransactionAdjustment | Enum PortfolioTransactionAdjustment for value: PortfolioTransactionAdjustment |
| PortfolioSettlementInstructionAdjustment | Enum PortfolioSettlementInstructionAdjustment for value: PortfolioSettlementInstructionAdjustment |
| InstrumentActivityAdjustment | Enum InstrumentActivityAdjustment for value: InstrumentActivityAdjustment |
| QuoteActivityAdjustment | Enum QuoteActivityAdjustment for value: QuoteActivityAdjustment |
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Discriminator for NavActivityAdjustment
Discriminator for NavActivityAdjustment
| Enumerator | |
|---|---|
| PortfolioTransaction | Enum PortfolioTransaction for value: PortfolioTransaction |
| PortfolioSettlementInstruction | Enum PortfolioSettlementInstruction for value: PortfolioSettlementInstruction |
| InstrumentActivity | Enum InstrumentActivity for value: InstrumentActivity |
| QuoteActivity | Enum QuoteActivity for value: QuoteActivity |
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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 |
| SimplePosition | Enum SimplePosition for value: SimplePosition |
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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 |
| InvestorRecord | Enum InvestorRecord for value: InvestorRecord |
| InvestmentAccount | Enum InvestmentAccount for value: InvestmentAccount |
| 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 |
| CheckDefinition | Enum CheckDefinition for value: CheckDefinition |
| Abor | |
| AborConfiguration | Enum AborConfiguration for value: AborConfiguration |
| Fund | |
| FundConfiguration | Enum FundConfiguration for value: FundConfiguration |
| Fee | |
| Reconciliation | Enum Reconciliation for value: Reconciliation |
| PropertyDefinition | Enum PropertyDefinition for value: PropertyDefinition |
| Compliance | Enum Compliance for value: Compliance |
| DiaryEntry | Enum DiaryEntry for value: DiaryEntry |
| Leg | Enum Leg for value: Leg |
| DerivedValuation | Enum DerivedValuation for value: DerivedValuation |
| Timeline | |
| ClosedPeriod | Enum ClosedPeriod for value: ClosedPeriod |
| AddressKeyDefinition | Enum AddressKeyDefinition for value: AddressKeyDefinition |
| AmortisationRuleSet | Enum AmortisationRuleSet for value: AmortisationRuleSet |
| AnalyticsSetInventory | Enum AnalyticsSetInventory for value: AnalyticsSetInventory |
| AtomUnitResult | Enum AtomUnitResult for value: AtomUnitResult |
| CleardownModule | Enum CleardownModule for value: CleardownModule |
| ComplexMarketData | Enum ComplexMarketData for value: ComplexMarketData |
| ComplianceRunSummary | Enum ComplianceRunSummary for value: ComplianceRunSummary |
| ComplianceRule | Enum ComplianceRule for value: ComplianceRule |
| ComplianceRunInfo | Enum ComplianceRunInfo for value: ComplianceRunInfo |
| CorporateActionSource | Enum CorporateActionSource for value: CorporateActionSource |
| CounterpartyAgreement | Enum CounterpartyAgreement for value: CounterpartyAgreement |
| CustomEntityDefinition | Enum CustomEntityDefinition for value: CustomEntityDefinition |
| DataType | |
| Dialect | |
| EventHandler | Enum EventHandler for value: EventHandler |
| GeneralLedgerProfile | Enum GeneralLedgerProfile for value: GeneralLedgerProfile |
| PostingModule | Enum PostingModule for value: PostingModule |
| Quote | |
| RecipeComposer | Enum RecipeComposer for value: RecipeComposer |
| ReconciliationRunBreak | Enum ReconciliationRunBreak for value: ReconciliationRunBreak |
| ReferenceList | Enum ReferenceList for value: ReferenceList |
| RelationDefinition | Enum RelationDefinition for value: RelationDefinition |
| ReturnBlockIndex | Enum ReturnBlockIndex for value: ReturnBlockIndex |
| SRSDocument | Enum SRSDocument for value: SRSDocument |
| SRSIndex | Enum SRSIndex for value: SRSIndex |
| TransactionTemplate | Enum TransactionTemplate for value: TransactionTemplate |
| TransactionTemplateScope | Enum TransactionTemplateScope for value: TransactionTemplateScope |
| TransactionType | Enum TransactionType for value: TransactionType |
| TransactionTypeConfig | Enum TransactionTypeConfig for value: TransactionTypeConfig |
| TranslationScript | Enum TranslationScript for value: TranslationScript |
| TaskDefinition | Enum TaskDefinition for value: TaskDefinition |
| TaskInstance | Enum TaskInstance for value: TaskInstance |
| Worker | Enum Worker for value: Worker |
| StagingRuleSet | Enum StagingRuleSet for value: StagingRuleSet |
| IdentifierDefinition | Enum IdentifierDefinition for value: IdentifierDefinition |
| SettlementInstruction | Enum SettlementInstruction for value: SettlementInstruction |
| TransactionFeeType | Enum TransactionFeeType for value: TransactionFeeType |
| AllocationMethod | Enum AllocationMethod for value: AllocationMethod |
| TransactionFee | Enum TransactionFee for value: TransactionFee |
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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 |
| PropertyList | Enum PropertyList for value: PropertyList |
| FundIdList | Enum FundIdList for value: FundIdList |
| FilteredFundIdList | Enum FilteredFundIdList for value: FilteredFundIdList |
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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 |
| FxLinkedNotionalSchedule | Enum FxLinkedNotionalSchedule for value: FxLinkedNotionalSchedule |
| BondConversionSchedule | Enum BondConversionSchedule for value: BondConversionSchedule |
| 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 TransactionPriceType
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Defines TransactionRoles
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Defines TransactionStatus
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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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strong |
Defines VendorLibrary
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strong |
1.9.1