Class CrossCurrencySwapConventionRecord

Namespace

NanoQL.Extensions.Conventions

Assembly

NanoQL.Extensions.dll

A cross-currency fixed-against-floating swap's conventions (CrossCurrencySwapConvention), which feed the constant-notional cross-currency swap helper.

[Experimental("NQL0001")]
public sealed record CrossCurrencySwapConventionRecord : ConventionRecord, IEquatable<ConventionRecord>, IEquatable<CrossCurrencySwapConventionRecord>

Inheritance

object

ConventionRecord

CrossCurrencySwapConventionRecord

Implements

IEquatable<ConventionRecord>

IEquatable<CrossCurrencySwapConventionRecord>

Inherited Members

ConventionRecord.Name

ConventionRecord.Base

ConventionRecord.Foreign

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

CrossCurrencySwapConventionRecord(string, string?)

Initializes a new instance of the CrossCurrencySwapConventionRecord class.

public CrossCurrencySwapConventionRecord(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 calendar's name, or null to take the base's.

public string? Calendar { get; init; }

Property Value

string

CollateralOnFixedLeg

Gets whether the fixed leg's currency is the collateral currency, or null to take the base's.

public bool? CollateralOnFixedLeg { get; init; }

Property Value

bool?

Convention

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

public BusinessDayConvention? Convention { get; init; }

Property Value

BusinessDayConvention?

EndOfMonth

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

public bool? EndOfMonth { get; init; }

Property Value

bool?

EqualityContract

protected override Type EqualityContract { get; }

Property Value

Type

FixedDayCounter

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

public string? FixedDayCounter { get; init; }

Property Value

string

FixedFrequency

Gets the fixed leg's frequency, or null to take the base's.

public Frequency? FixedFrequency { get; init; }

Property Value

Frequency?

FixingDays

Gets the fixing days, or null to take the base's.

public int? FixingDays { get; init; }

Property Value

int?

FloatingIndex

Gets the floating leg's Ibor index's name, or an Ibor family's, or null to take the base's.

public string? FloatingIndex { get; init; }

Property Value

string

FloatingIndexTenor

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

public Period? FloatingIndexTenor { get; init; }

Property Value

Period?

FloatingPaymentFrequency

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

public Frequency? FloatingPaymentFrequency { get; init; }

Property Value

Frequency?

IndexedCoupons

Gets whether the floating coupons are indexed rather than par coupons, or null to take the base's: the context's switch by default.

public bool? IndexedCoupons { get; init; }

Property Value

bool?

PaymentLag

Gets the payment lag, in business days, or null to take the base's.

public int? PaymentLag { get; init; }

Property Value

int?

Methods

Equals(ConventionRecord?)

public override sealed bool Equals(ConventionRecord? other)

Parameters

other ConventionRecord

Returns

bool

Equals(CrossCurrencySwapConventionRecord?)

public bool Equals(CrossCurrencySwapConventionRecord? other)

Parameters

other CrossCurrencySwapConventionRecord

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 ==(CrossCurrencySwapConventionRecord?, CrossCurrencySwapConventionRecord?)

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

Parameters

left CrossCurrencySwapConventionRecord

right CrossCurrencySwapConventionRecord

Returns

bool

operator !=(CrossCurrencySwapConventionRecord?, CrossCurrencySwapConventionRecord?)

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

Parameters

left CrossCurrencySwapConventionRecord

right CrossCurrencySwapConventionRecord

Returns

bool