• Version 4.1.0
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Class InstrumentStream

Information about reported stream.

Inheritance
object
InstrumentStream
Inherited Members
object.Equals(object)
object.Equals(object, object)
object.GetHashCode()
object.GetType()
object.MemberwiseClone()
object.ReferenceEquals(object, object)
object.ToString()
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
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