Class FxSwapConventionRecord

Namespace

NanoQL.Extensions.Conventions

Assembly

NanoQL.Extensions.dll

An FX swap's and forward's conventions (FxSwapConvention), which feed FxSwapRateHelper and FxForward.

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

Inheritance

object

ConventionRecord

FxSwapConventionRecord

Implements

IEquatable<ConventionRecord>

IEquatable<FxSwapConventionRecord>

Inherited Members

ConventionRecord.Name

ConventionRecord.Base

ConventionRecord.Foreign

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

FxSwapConventionRecord(string, string?)

Initializes a new instance of the FxSwapConventionRecord class.

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

Parameters

name string

The record's name.

base string

The record it is based on, or null.

Properties

BaseCurrency

Gets the base currency's code, or null to take the base's.

public string? BaseCurrency { get; init; }

Property Value

string

Calendar

Gets the calendar's name, or null to take the base's.

public string? Calendar { get; init; }

Property Value

string

CollateralOnBaseCurrency

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

public bool? CollateralOnBaseCurrency { 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

FixingDays

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

public int? FixingDays { get; init; }

Property Value

int?

PaymentCalendar

Gets a forward's payment calendar's name, or null to take the base's.

public string? PaymentCalendar { get; init; }

Property Value

string

QuoteCurrency

Gets the quote currency's code, or null to take the base's.

public string? QuoteCurrency { get; init; }

Property Value

string

TradingCalendar

Gets the trading calendar's name, or null to take the base's.

public string? TradingCalendar { get; init; }

Property Value

string

Methods

Equals(ConventionRecord?)

public override sealed bool Equals(ConventionRecord? other)

Parameters

other ConventionRecord

Returns

bool

Equals(FxSwapConventionRecord?)

public bool Equals(FxSwapConventionRecord? other)

Parameters

other FxSwapConventionRecord

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 ==(FxSwapConventionRecord?, FxSwapConventionRecord?)

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

Parameters

left FxSwapConventionRecord

right FxSwapConventionRecord

Returns

bool

operator !=(FxSwapConventionRecord?, FxSwapConventionRecord?)

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

Parameters

left FxSwapConventionRecord

right FxSwapConventionRecord

Returns

bool