Class CDOResults

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

The results of a CDO's calculation, signed by the protection side.

[Experimental("NQL0001")]
public sealed record CDOResults : InstrumentResults, IEquatable<InstrumentResults>, IEquatable<CDOResults>

Inheritance

object

InstrumentResults

CDOResults

Implements

IEquatable<InstrumentResults>

IEquatable<CDOResults>

Inherited Members

InstrumentResults.Result<T>(string)

InstrumentResults.NPV

InstrumentResults.ErrorEstimate

InstrumentResults.ValuationDate

InstrumentResults.AdditionalResults

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

CDOResults()

public CDOResults()

Properties

EqualityContract

protected override Type EqualityContract { get; }

Property Value

Type

Error

Gets the number of steps at which the expected tranche loss fell.

public int? Error { get; init; }

Property Value

int?

FairPremium

Gets the running premium at which the two legs are equal.

public double? FairPremium { get; init; }

Property Value

double?

PremiumValue

Gets the premium leg's value.

public double? PremiumValue { get; init; }

Property Value

double?

ProtectionValue

Gets the protection leg's value, negative for the protection seller.

public double? ProtectionValue { get; init; }

Property Value

double?

UpfrontPremiumValue

Gets the upfront premium's value.

public double? UpfrontPremiumValue { get; init; }

Property Value

double?

Methods

Equals(CDOResults?)

public bool Equals(CDOResults? other)

Parameters

other CDOResults

Returns

bool

Equals(InstrumentResults?)

public override sealed bool Equals(InstrumentResults? other)

Parameters

other InstrumentResults

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

PrintMembers(StringBuilder)

protected override bool PrintMembers(StringBuilder builder)

Parameters

builder StringBuilder

Returns

bool

ToString()

public override string ToString()

Returns

string

Operators

operator ==(CDOResults?, CDOResults?)

public static bool operator ==(CDOResults? left, CDOResults? right)

Parameters

left CDOResults

right CDOResults

Returns

bool

operator !=(CDOResults?, CDOResults?)

public static bool operator !=(CDOResults? left, CDOResults? right)

Parameters

left CDOResults

right CDOResults

Returns

bool