Table of Contents

Class CapFloorConventionRecord

Namespace
NanoQL.Extensions.Conventions
Assembly
NanoQL.Extensions.dll

A cap's or floor's conventions (CapFloorConvention), which feed MakeCapFloor; or, named MakeCapFloor, the builder's defaults.

public sealed record CapFloorConventionRecord : ConventionRecord, IEquatable<ConventionRecord>, IEquatable<CapFloorConventionRecord>
Inheritance
CapFloorConventionRecord
Implements
Inherited Members

Constructors

CapFloorConventionRecord(string, string?)

Initializes a new instance of the CapFloorConventionRecord class.

public CapFloorConventionRecord(string name, string? @base = null)

Parameters

name string

The record's name.

base string

The record it is based on, or null.

Properties

Calendar

Gets the leg's calendar's name, or null to take the base's: the index's fixing calendar by default.

public string? Calendar { get; init; }

Property Value

string

Convention

Gets the leg's business-day convention, or null to take the base's: the index's by default.

public BusinessDayConvention? Convention { get; init; }

Property Value

BusinessDayConvention?

DayCounter

Gets the leg's day counter's name, or null to take the base's: the index's by default.

public string? DayCounter { get; init; }

Property Value

string

EndOfMonth

Gets whether the leg's dates stay at month end, or null to take the base's: the swap builder's default by default.

public bool? EndOfMonth { get; init; }

Property Value

bool?

EqualityContract 

protected override Type EqualityContract { get; }

Property Value

Type

FirstCapletExcluded

Gets whether the first caplet is excluded, or null to take the base's: the default record only.

public bool? FirstCapletExcluded { get; init; }

Property Value

bool?

Index

Gets the Ibor index's name, or an Ibor family's, or null to take the base's: none in the default record.

public string? Index { get; init; }

Property Value

string

IndexTenor

Gets the tenor of the Ibor family Index names, or null for none: it comes with Index, from the record that gives that; none for an index.

public Period? IndexTenor { get; init; }

Property Value

Period?

Rule

Gets the leg's date-generation rule, or null to take the base's: the swap builder's default by default.

public DateGenerationRule? Rule { get; init; }

Property Value

DateGenerationRule?

Tenor

Gets the coupons' tenor, or null to take the base's: the index's by default.

public Period? Tenor { get; init; }

Property Value

Period?

TerminationDateConvention

Gets the leg's termination-date convention, or null to take the base's: the index's convention by default.

public BusinessDayConvention? TerminationDateConvention { get; init; }

Property Value

BusinessDayConvention?

Methods

Equals(CapFloorConventionRecord?) 

public bool Equals(CapFloorConventionRecord? other)

Parameters

other CapFloorConventionRecord

Returns

bool

Equals(ConventionRecord?) 

public override sealed bool Equals(ConventionRecord? other)

Parameters

other ConventionRecord

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 ==(CapFloorConventionRecord?, CapFloorConventionRecord?) 

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

Parameters

left CapFloorConventionRecord
right CapFloorConventionRecord

Returns

bool

operator !=(CapFloorConventionRecord?, CapFloorConventionRecord?) 

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

Parameters

left CapFloorConventionRecord
right CapFloorConventionRecord

Returns

bool