Class CmsConventionRecord

Namespace

NanoQL.Extensions.Conventions

Assembly

NanoQL.Extensions.dll

A CMS swap's conventions (CmsConvention), which feed MakeCms; or, named MakeCms, the builder's defaults.

public sealed record CmsConventionRecord : ConventionRecord, IEquatable<ConventionRecord>, IEquatable<CmsConventionRecord>

Inheritance

object

ConventionRecord

CmsConventionRecord

Implements

IEquatable<ConventionRecord>

IEquatable<CmsConventionRecord>

Inherited Members

ConventionRecord.Name

ConventionRecord.Base

ConventionRecord.Foreign

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

CmsConventionRecord(string, string?)

Initializes a new instance of the CmsConventionRecord class.

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

Parameters

name string

The record's name.

base string

The record it is based on, or null.

Properties

CmsLegCalendar

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

public string? CmsLegCalendar { get; init; }

Property Value

string

CmsLegConvention

Gets the CMS leg's business-day convention, or null to take the base's.

public BusinessDayConvention? CmsLegConvention { get; init; }

Property Value

BusinessDayConvention?

CmsLegDayCounter

Gets the CMS leg's day counter's name, or null to take the base's.

public string? CmsLegDayCounter { get; init; }

Property Value

string

CmsLegEndOfMonth

Gets whether the CMS leg's dates stay at month end, or null to take the base's.

public bool? CmsLegEndOfMonth { get; init; }

Property Value

bool?

CmsLegRule

Gets the CMS leg's date-generation rule, or null to take the base's.

public DateGenerationRule? CmsLegRule { get; init; }

Property Value

DateGenerationRule?

CmsLegTenor

Gets the CMS leg's tenor, or null to take the base's.

public Period? CmsLegTenor { get; init; }

Property Value

Period?

CmsLegTerminationDateConvention

Gets the CMS leg's termination-date convention, or null to take the base's.

public BusinessDayConvention? CmsLegTerminationDateConvention { get; init; }

Property Value

BusinessDayConvention?

EqualityContract

protected override Type EqualityContract { get; }

Property Value

Type

FloatingLegCalendar

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

public string? FloatingLegCalendar { get; init; }

Property Value

string

FloatingLegConvention

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

public BusinessDayConvention? FloatingLegConvention { get; init; }

Property Value

BusinessDayConvention?

FloatingLegDayCounter

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

public string? FloatingLegDayCounter { get; init; }

Property Value

string

FloatingLegEndOfMonth

Gets whether the floating leg's dates stay at month end, or null to take the base's.

public bool? FloatingLegEndOfMonth { get; init; }

Property Value

bool?

FloatingLegIndex

Gets the floating leg's Ibor index's name, or an Ibor family's, or null to take the base's: the swap index's own by default.

public string? FloatingLegIndex { get; init; }

Property Value

string

FloatingLegIndexTenor

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

public Period? FloatingLegIndexTenor { get; init; }

Property Value

Period?

FloatingLegRule

Gets the floating leg's date-generation rule, or null to take the base's.

public DateGenerationRule? FloatingLegRule { get; init; }

Property Value

DateGenerationRule?

FloatingLegTenor

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

public Period? FloatingLegTenor { get; init; }

Property Value

Period?

FloatingLegTerminationDateConvention

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

public BusinessDayConvention? FloatingLegTerminationDateConvention { get; init; }

Property Value

BusinessDayConvention?

SwapIndex

Gets the CMS leg's swap index family's name, or null to take the base's: none in the default record.

public string? SwapIndex { get; init; }

Property Value

string

SwapIndexTenor

Gets the swap index's tenor, or null for none: it comes with SwapIndex, from the record that gives that.

public Period? SwapIndexTenor { get; init; }

Property Value

Period?

Methods

Equals(CmsConventionRecord?)

public bool Equals(CmsConventionRecord? other)

Parameters

other CmsConventionRecord

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 ==(CmsConventionRecord?, CmsConventionRecord?)

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

Parameters

left CmsConventionRecord

right CmsConventionRecord

Returns

bool

operator !=(CmsConventionRecord?, CmsConventionRecord?)

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

Parameters

left CmsConventionRecord

right CmsConventionRecord

Returns

bool