Class InstrumentStream
Information about reported stream.
Inherited Members
Namespace: OnixS.CmeStpHandler
Assembly: OnixS.CmeStpHandler.dll
Syntax
[Serializable]
public class InstrumentStream
Constructors
InstrumentStream()
Default constructor.
Declaration
public InstrumentStream()
Properties
Commodity
Information about Commodity reported.
Declaration
public Commodity Commodity { get; }
Property Value
Type | Description |
---|---|
Commodity |
DeliveryStream
Delivery Stream.
Declaration
public DeliveryStream DeliveryStream { get; }
Property Value
Type | Description |
---|---|
DeliveryStream |
PaymentStream
A subcomponent of the Stream; details the attributes of a payment stream in a swap.
Declaration
public PaymentStream PaymentStream { get; }
Property Value
Type | Description |
---|---|
PaymentStream |
StreamEffectiveDateAdjusted
Adjusted Effective Date.
Declaration
public Date StreamEffectiveDateAdjusted { get; }
Property Value
Type | Description |
---|---|
Date |
StreamNotional
Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps.
Declaration
public decimal StreamNotional { get; set; }
Property Value
Type | Description |
---|---|
decimal |
StreamNotionalFrequencyPeriod
Time unit multiplier for the swap stream's notional frequency.
Declaration
public int StreamNotionalFrequencyPeriod { get; set; }
Property Value
Type | Description |
---|---|
int |
StreamNotionalFrequencyUnit
Time unit associated with the swap stream's notional frequency.
Declaration
public OriginalTimeUnit StreamNotionalFrequencyUnit { get; set; }
Property Value
Type | Description |
---|---|
OriginalTimeUnit |
StreamNotionalUnitOfMeasure
Specifies the delivery stream quantity unit of measure (UOM).
Declaration
public UnitOfMeasure StreamNotionalUnitOfMeasure { get; set; }
Property Value
Type | Description |
---|---|
UnitOfMeasure |
StreamPaySide
The side of the party paying the stream.
Declaration
public Side StreamPaySide { get; set; }
Property Value
Type | Description |
---|---|
Side |
StreamReceiveSide
The side of the party selling the stream.
Declaration
public Side StreamReceiveSide { get; set; }
Property Value
Type | Description |
---|---|
Side |
StreamTerminationDateAdjusted
Adjusted Termination Date.
Declaration
public Date StreamTerminationDateAdjusted { get; }
Property Value
Type | Description |
---|---|
Date |
StreamTotalNotional
Total notional or delivery quantity over the term of the contract.
Declaration
public decimal StreamTotalNotional { get; set; }
Property Value
Type | Description |
---|---|
decimal |
StreamTotalNotionalUnitOfMeasure
Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract.
Declaration
public UnitOfMeasure StreamTotalNotionalUnitOfMeasure { get; set; }
Property Value
Type | Description |
---|---|
UnitOfMeasure |
StreamType
Type of swap stream.
Declaration
public StreamType StreamType { get; set; }
Property Value
Type | Description |
---|---|
StreamType |