LUSID representation of an FX Forward. Including FX Spot and Non-Deliverable Forwards. More...

Inheritance diagram for Lusid.Sdk.Model.FxForward:

Public Member Functions
	FxForward (DateTimeOffset startDate=default(DateTimeOffset), DateTimeOffset maturityDate=default(DateTimeOffset), decimal domAmount=default(decimal), string domCcy=default(string), decimal fgnAmount=default(decimal), string fgnCcy=default(string), decimal refSpotRate=default(decimal), bool isNdf=default(bool), DateTimeOffset fixingDate=default(DateTimeOffset), string settlementCcy=default(string), InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the FxForward class. More...

override string	ToString ()
	Returns the string presentation of the object More...

override string	ToJson ()
	Returns the JSON string presentation of the object More...

override bool	Equals (object input)
	Returns true if objects are equal More...

bool	Equals (FxForward input)
	Returns true if FxForward instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Public Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
	LusidInstrument (InstrumentTypeEnum instrumentType=default(InstrumentTypeEnum))
	Initializes a new instance of the LusidInstrument class. More...

override string	ToString ()
	Returns the string presentation of the object More...

override bool	Equals (object input)
	Returns true if objects are equal More...

bool	Equals (LusidInstrument input)
	Returns true if LusidInstrument instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	FxForward ()
	Initializes a new instance of the FxForward class. More...

Protected Member Functions inherited from Lusid.Sdk.Model.LusidInstrument
	LusidInstrument ()
	Initializes a new instance of the LusidInstrument class. More...

Properties
DateTimeOffset	StartDate `[get, set]`
	The start date of the instrument. This is normally synonymous with the trade-date. More...

DateTimeOffset	MaturityDate `[get, set]`
	The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. More...

decimal	DomAmount `[get, set]`
	The amount that is to be paid in the domestic currency on the maturity date. More...

string	DomCcy `[get, set]`
	The domestic currency of the instrument. More...

decimal	FgnAmount `[get, set]`
	The amount that is to be paid in the foreign currency on the maturity date. More...

string	FgnCcy `[get, set]`
	The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio. More...

decimal	RefSpotRate `[get, set]`
	The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time). More...

bool	IsNdf `[get, set]`
	Is the contract an Fx-Forward of "Non-Deliverable" type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used. More...

DateTimeOffset	FixingDate `[get, set]`
	The fixing date. More...

string	SettlementCcy `[get, set]`
	The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards. More...

Properties inherited from Lusid.Sdk.Model.LusidInstrument
InstrumentTypeEnum	InstrumentType `[get, set]`
	The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan More...

Additional Inherited Members
Public Types inherited from Lusid.Sdk.Model.LusidInstrument
enum	InstrumentTypeEnum { InstrumentTypeEnum.QuotedSecurity = 1, InstrumentTypeEnum.InterestRateSwap = 2, InstrumentTypeEnum.FxForward = 3, InstrumentTypeEnum.Future = 4, InstrumentTypeEnum.ExoticInstrument = 5, InstrumentTypeEnum.FxOption = 6, InstrumentTypeEnum.CreditDefaultSwap = 7, InstrumentTypeEnum.InterestRateSwaption = 8, InstrumentTypeEnum.Bond = 9, InstrumentTypeEnum.EquityOption = 10, InstrumentTypeEnum.FixedLeg = 11, InstrumentTypeEnum.FloatingLeg = 12, InstrumentTypeEnum.BespokeCashFlowsLeg = 13, InstrumentTypeEnum.Unknown = 14, InstrumentTypeEnum.TermDeposit = 15, InstrumentTypeEnum.ContractForDifference = 16, InstrumentTypeEnum.EquitySwap = 17, InstrumentTypeEnum.CashPerpetual = 18, InstrumentTypeEnum.CapFloor = 19, InstrumentTypeEnum.CashSettled = 20, InstrumentTypeEnum.CdsIndex = 21, InstrumentTypeEnum.Basket = 22, InstrumentTypeEnum.FundingLeg = 23, InstrumentTypeEnum.FxSwap = 24, InstrumentTypeEnum.ForwardRateAgreement = 25, InstrumentTypeEnum.SimpleInstrument = 26, InstrumentTypeEnum.Repo = 27, InstrumentTypeEnum.Equity = 28, InstrumentTypeEnum.ExchangeTradedOption = 29, InstrumentTypeEnum.ReferenceInstrument = 30, InstrumentTypeEnum.ComplexBond = 31, InstrumentTypeEnum.InflationLinkedBond = 32, InstrumentTypeEnum.InflationSwap = 33, InstrumentTypeEnum.SimpleCashFlowLoan = 34 }
	The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan More...

Detailed Description

LUSID representation of an FX Forward. Including FX Spot and Non-Deliverable Forwards.

Constructor & Destructor Documentation

◆ FxForward() [1/2]

Lusid.Sdk.Model.FxForward.FxForward ( )

inlineprotected

Initializes a new instance of the FxForward class.

◆ FxForward() [2/2]

Lusid.Sdk.Model.FxForward.FxForward	(	DateTimeOffset	startDate = `default(DateTimeOffset)`,
		DateTimeOffset	maturityDate = `default(DateTimeOffset)`,
		decimal	domAmount = `default(decimal)`,
		string	domCcy = `default(string)`,
		decimal	fgnAmount = `default(decimal)`,
		string	fgnCcy = `default(string)`,
		decimal	refSpotRate = `default(decimal)`,
		bool	isNdf = `default(bool)`,
		DateTimeOffset	fixingDate = `default(DateTimeOffset)`,
		string	settlementCcy = `default(string)`,
		InstrumentTypeEnum	instrumentType = `default(InstrumentTypeEnum)`
	)

inline

Initializes a new instance of the FxForward class.

Parameters

startDate	The start date of the instrument. This is normally synonymous with the trade-date. (required).
maturityDate	The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required).
domAmount	The amount that is to be paid in the domestic currency on the maturity date. (required).
domCcy	The domestic currency of the instrument. (required).
fgnAmount	The amount that is to be paid in the foreign currency on the maturity date. (required).
fgnCcy	The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio. (required).
refSpotRate	The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time)..
isNdf	Is the contract an Fx-Forward of "Non-Deliverable" type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used..
fixingDate	The fixing date..
settlementCcy	The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards..
instrumentType	The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan (required) (default to "FxForward").

Member Function Documentation

◆ Equals() [1/2]

override bool Lusid.Sdk.Model.FxForward.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ Equals() [2/2]

bool Lusid.Sdk.Model.FxForward.Equals ( FxForward input )

inline

Returns true if FxForward instances are equal

Parameters

input Instance of FxForward to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FxForward.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

override string Lusid.Sdk.Model.FxForward.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

Reimplemented from Lusid.Sdk.Model.LusidInstrument.

◆ ToString()

override string Lusid.Sdk.Model.FxForward.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ DomAmount

decimal Lusid.Sdk.Model.FxForward.DomAmount

getset

The amount that is to be paid in the domestic currency on the maturity date.

◆ DomCcy

string Lusid.Sdk.Model.FxForward.DomCcy

getset

The domestic currency of the instrument.

◆ FgnAmount

decimal Lusid.Sdk.Model.FxForward.FgnAmount

getset

The amount that is to be paid in the foreign currency on the maturity date.

◆ FgnCcy

string Lusid.Sdk.Model.FxForward.FgnCcy

getset

The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio.

◆ FixingDate

DateTimeOffset Lusid.Sdk.Model.FxForward.FixingDate

getset

The fixing date.

◆ IsNdf

bool Lusid.Sdk.Model.FxForward.IsNdf

getset

Is the contract an Fx-Forward of "Non-Deliverable" type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used.

◆ MaturityDate

DateTimeOffset Lusid.Sdk.Model.FxForward.MaturityDate

getset

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.

◆ RefSpotRate

decimal Lusid.Sdk.Model.FxForward.RefSpotRate

getset

The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).

◆ SettlementCcy

string Lusid.Sdk.Model.FxForward.SettlementCcy

getset

The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.

◆ StartDate

DateTimeOffset Lusid.Sdk.Model.FxForward.StartDate

getset

The start date of the instrument. This is normally synonymous with the trade-date.

The documentation for this class was generated from the following file:

/home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp-preview/checkouts/latest/sdk/Lusid.Sdk/Model/FxForward.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FxForward() [1/2]

◆ FxForward() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ DomAmount

◆ DomCcy

◆ FgnAmount

◆ FgnCcy

◆ FixingDate

◆ IsNdf

◆ MaturityDate

◆ RefSpotRate

◆ SettlementCcy

◆ StartDate