/// <summary>
/// Initializes a new instance of the <see cref="GetCdsFlowConventionsResponse" /> class.
/// </summary>
/// <param name="href">The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime..</param>
/// <param name="value">value.</param>
/// <param name="failed">The identifiers which did not resolve to a conventions along with the nature of the failure..</param>
/// <param name="links">links.</param>
public GetCdsFlowConventionsResponse(string href = default(string), CdsFlowConventions value = default(CdsFlowConventions), Dictionary <string, ErrorDetail> failed = default(Dictionary <string, ErrorDetail>), List <Link> links = default(List <Link>))
{
this.Href = href;
this.Failed = failed;
this.Links = links;
this.Href = href;
this.Value = value;
this.Failed = failed;
this.Links = links;
}
/// <summary>
/// Initializes a new instance of the <see cref="UpsertCdsFlowConventionsRequest" /> class.
/// </summary>
/// <param name="cdsFlowConventions">cdsFlowConventions.</param>
public UpsertCdsFlowConventionsRequest(CdsFlowConventions cdsFlowConventions = default(CdsFlowConventions))
{
this.CdsFlowConventions = cdsFlowConventions;
}
/// <summary>
/// Initializes a new instance of the <see cref="CreditDefaultSwap" /> class.
/// </summary>
/// <param name="ticker">A ticker to uniquely specify then entity against which the cds is written (required).</param>
/// <param name="startDate">The start date of the instrument. This is normally synonymous with the trade-date. (required).</param>
/// <param name="maturityDate">The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates beyond their last payment date (required).</param>
/// <param name="flowConventions">flowConventions.</param>
/// <param name="couponRate">The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. (required).</param>
/// <param name="conventionName">conventionName.</param>
/// <param name="protectionDetailSpecification">protectionDetailSpecification (required).</param>
public CreditDefaultSwap(string ticker = default(string), DateTimeOffset?startDate = default(DateTimeOffset?), DateTimeOffset?maturityDate = default(DateTimeOffset?), CdsFlowConventions flowConventions = default(CdsFlowConventions), decimal?couponRate = default(decimal?), FlowConventionName conventionName = default(FlowConventionName), CdsProtectionDetailSpecification protectionDetailSpecification = default(CdsProtectionDetailSpecification), InstrumentTypeEnum instrumentType = default(InstrumentTypeEnum)) : base(instrumentType)
{
// to ensure "ticker" is required (not null)
if (ticker == null)
{
throw new InvalidDataException("ticker is a required property for CreditDefaultSwap and cannot be null");
}
else
{
this.Ticker = ticker;
}
// to ensure "startDate" is required (not null)
if (startDate == null)
{
throw new InvalidDataException("startDate is a required property for CreditDefaultSwap and cannot be null");
}
else
{
this.StartDate = startDate;
}
// to ensure "maturityDate" is required (not null)
if (maturityDate == null)
{
throw new InvalidDataException("maturityDate is a required property for CreditDefaultSwap and cannot be null");
}
else
{
this.MaturityDate = maturityDate;
}
// to ensure "couponRate" is required (not null)
if (couponRate == null)
{
throw new InvalidDataException("couponRate is a required property for CreditDefaultSwap and cannot be null");
}
else
{
this.CouponRate = couponRate;
}
// to ensure "protectionDetailSpecification" is required (not null)
if (protectionDetailSpecification == null)
{
throw new InvalidDataException("protectionDetailSpecification is a required property for CreditDefaultSwap and cannot be null");
}
else
{
this.ProtectionDetailSpecification = protectionDetailSpecification;
}
this.FlowConventions = flowConventions;
this.ConventionName = conventionName;
}
/// <summary>
/// Initializes a new instance of the <see cref="CdsIndexAllOf" /> class.
/// </summary>
/// <param name="startDate">The start date of the instrument. This is normally synonymous with the trade-date. (required).</param>
/// <param name="maturityDate">The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates beyond their last payment date (required).</param>
/// <param name="flowConventions">flowConventions.</param>
/// <param name="couponRate">The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps. (required).</param>
/// <param name="identifiers">external market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code. (required).</param>
/// <param name="basket">basket (required).</param>
/// <param name="conventionName">conventionName.</param>
/// <param name="notional">The notional quantity that applies to both the premium and protection legs (required).</param>
/// <param name="instrumentType">The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashflowLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CashSettled, CdsIndex, Basket (required).</param>
public CdsIndexAllOf(DateTimeOffset?startDate = default(DateTimeOffset?), DateTimeOffset?maturityDate = default(DateTimeOffset?), CdsFlowConventions flowConventions = default(CdsFlowConventions), decimal?couponRate = default(decimal?), Dictionary <string, string> identifiers = default(Dictionary <string, string>), Basket basket = default(Basket), FlowConventionName conventionName = default(FlowConventionName), decimal?notional = default(decimal?), InstrumentTypeEnum instrumentType = default(InstrumentTypeEnum))
{
// to ensure "startDate" is required (not null)
if (startDate == null)
{
throw new InvalidDataException("startDate is a required property for CdsIndexAllOf and cannot be null");
}
else
{
this.StartDate = startDate;
}
// to ensure "maturityDate" is required (not null)
if (maturityDate == null)
{
throw new InvalidDataException("maturityDate is a required property for CdsIndexAllOf and cannot be null");
}
else
{
this.MaturityDate = maturityDate;
}
// to ensure "couponRate" is required (not null)
if (couponRate == null)
{
throw new InvalidDataException("couponRate is a required property for CdsIndexAllOf and cannot be null");
}
else
{
this.CouponRate = couponRate;
}
// to ensure "identifiers" is required (not null)
if (identifiers == null)
{
throw new InvalidDataException("identifiers is a required property for CdsIndexAllOf and cannot be null");
}
else
{
this.Identifiers = identifiers;
}
// to ensure "basket" is required (not null)
if (basket == null)
{
throw new InvalidDataException("basket is a required property for CdsIndexAllOf and cannot be null");
}
else
{
this.Basket = basket;
}
// to ensure "notional" is required (not null)
if (notional == null)
{
throw new InvalidDataException("notional is a required property for CdsIndexAllOf and cannot be null");
}
else
{
this.Notional = notional;
}
// to ensure "instrumentType" is required (not null)
if (instrumentType == null)
{
throw new InvalidDataException("instrumentType is a required property for CdsIndexAllOf and cannot be null");
}
else
{
this.InstrumentType = instrumentType;
}
this.FlowConventions = flowConventions;
this.ConventionName = conventionName;
}