Class BondConventions

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

A fixed-rate bond preset's conventions, which ResolveBond(string, Func<BondConventions>) returns: QuantLib's values for the preset (BTP), which its class builds itself on. The trade's terms (the maturity, the coupons, the dates and the redemption) are its constructor's arguments.

public sealed record BondConventions : IEquatable<BondConventions>

Inheritance

object

BondConventions

Implements

IEquatable<BondConventions>

Inherited Members

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

BondConventions(int, Period, Calendar, BusinessDayConvention, BusinessDayConvention, DateGenerationRule, bool, DayCounter, BusinessDayConvention, Calendar?, Period, Calendar?, BusinessDayConvention, bool)

A fixed-rate bond preset's conventions, which ResolveBond(string, Func<BondConventions>) returns: QuantLib's values for the preset (BTP), which its class builds itself on. The trade's terms (the maturity, the coupons, the dates and the redemption) are its constructor's arguments.

public BondConventions(int SettlementDays, Period Tenor, Calendar Calendar, BusinessDayConvention Convention, BusinessDayConvention TerminationDateConvention, DateGenerationRule Rule, bool EndOfMonth, DayCounter AccrualDayCounter, BusinessDayConvention PaymentConvention, Calendar? PaymentCalendar, Period ExCouponPeriod, Calendar? ExCouponCalendar, BusinessDayConvention ExCouponConvention, bool ExCouponEndOfMonth)

Parameters

SettlementDays int

The settlement days.

Tenor Period

The schedule's tenor.

Calendar Calendar

The schedule's calendar.

Convention BusinessDayConvention

The schedule's business-day convention.

TerminationDateConvention BusinessDayConvention

The schedule's termination-date convention.

Rule DateGenerationRule

The schedule's date-generation rule.

EndOfMonth bool

Whether the schedule's dates stay at month end.

AccrualDayCounter DayCounter

The coupons' accrual day counter.

PaymentConvention BusinessDayConvention

The payment dates' business-day convention.

PaymentCalendar Calendar

The payment calendar, or null for the schedule's.

ExCouponPeriod Period

The ex-coupon period, or the empty period for none.

ExCouponCalendar Calendar

The ex-coupon period's calendar, or null.

ExCouponConvention BusinessDayConvention

The ex-coupon dates' business-day convention.

ExCouponEndOfMonth bool

Whether the ex-coupon dates stay at month end.

Properties

AccrualDayCounter

The coupons' accrual day counter.

public DayCounter AccrualDayCounter { get; init; }

Property Value

DayCounter

Calendar

The schedule's calendar.

public Calendar Calendar { get; init; }

Property Value

Calendar

Convention

The schedule's business-day convention.

public BusinessDayConvention Convention { get; init; }

Property Value

BusinessDayConvention

EndOfMonth

Whether the schedule's dates stay at month end.

public bool EndOfMonth { get; init; }

Property Value

bool

ExCouponCalendar

The ex-coupon period's calendar, or null.

public Calendar? ExCouponCalendar { get; init; }

Property Value

Calendar

ExCouponConvention

The ex-coupon dates' business-day convention.

public BusinessDayConvention ExCouponConvention { get; init; }

Property Value

BusinessDayConvention

ExCouponEndOfMonth

Whether the ex-coupon dates stay at month end.

public bool ExCouponEndOfMonth { get; init; }

Property Value

bool

ExCouponPeriod

The ex-coupon period, or the empty period for none.

public Period ExCouponPeriod { get; init; }

Property Value

Period

PaymentCalendar

The payment calendar, or null for the schedule's.

public Calendar? PaymentCalendar { get; init; }

Property Value

Calendar

PaymentConvention

The payment dates' business-day convention.

public BusinessDayConvention PaymentConvention { get; init; }

Property Value

BusinessDayConvention

Rule

The schedule's date-generation rule.

public DateGenerationRule Rule { get; init; }

Property Value

DateGenerationRule

SettlementDays

The settlement days.

public int SettlementDays { get; init; }

Property Value

int

Tenor

The schedule's tenor.

public Period Tenor { get; init; }

Property Value

Period

TerminationDateConvention

The schedule's termination-date convention.

public BusinessDayConvention TerminationDateConvention { get; init; }

Property Value

BusinessDayConvention

Methods

Deconstruct(out int, out Period, out Calendar, out BusinessDayConvention, out BusinessDayConvention, out DateGenerationRule, out bool, out DayCounter, out BusinessDayConvention, out Calendar?, out Period, out Calendar?, out BusinessDayConvention, out bool)

public void Deconstruct(out int SettlementDays, out Period Tenor, out Calendar Calendar, out BusinessDayConvention Convention, out BusinessDayConvention TerminationDateConvention, out DateGenerationRule Rule, out bool EndOfMonth, out DayCounter AccrualDayCounter, out BusinessDayConvention PaymentConvention, out Calendar? PaymentCalendar, out Period ExCouponPeriod, out Calendar? ExCouponCalendar, out BusinessDayConvention ExCouponConvention, out bool ExCouponEndOfMonth)

Parameters

SettlementDays int

Tenor Period

Calendar Calendar

Convention BusinessDayConvention

TerminationDateConvention BusinessDayConvention

Rule DateGenerationRule

EndOfMonth bool

AccrualDayCounter DayCounter

PaymentConvention BusinessDayConvention

PaymentCalendar Calendar

ExCouponPeriod Period

ExCouponCalendar Calendar

ExCouponConvention BusinessDayConvention

ExCouponEndOfMonth bool

Equals(BondConventions?)

public bool Equals(BondConventions? other)

Parameters

other BondConventions

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

ToString()

public override string ToString()

Returns

string

Operators

operator ==(BondConventions?, BondConventions?)

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

Parameters

left BondConventions

right BondConventions

Returns

bool

operator !=(BondConventions?, BondConventions?)

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

Parameters

left BondConventions

right BondConventions

Returns

bool