Class Financing

Namespace

Balsam.MoneyManagement

Assembly

Balsam.Backtester.dll

A class that encapsulates historical financing rates and various settings for calculating interest for a particular currency balance.

public class Financing

Inheritance

object

Financing

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

Financing(BalanceType, TimeSeries)

Initializes a new financing object for the specified balance type(s) using the specified timeseries of rates.

public Financing(BalanceType balanceType, TimeSeries rates)

Parameters

balanceType BalanceType

rates TimeSeries

Financing(BalanceType, TimeSeries, double)

Initializes a new financing object using the specified parameters.

public Financing(BalanceType balanceType, TimeSeries rates, double spreadBps)

Parameters

balanceType BalanceType

rates TimeSeries

spreadBps double

Financing(BalanceType, TimeSeries, double, string)

Initializes a new financing object using the specified parameters.

public Financing(BalanceType balanceType, TimeSeries rates, double spreadBps, string currency)

Parameters

balanceType BalanceType

rates TimeSeries

spreadBps double

currency string

Financing(BalanceType, double)

Initializes a new financing object for the specified balance type(s) using a fixed rate.

public Financing(BalanceType balanceType, double rate)

Parameters

balanceType BalanceType

rate double

Financing(BalanceType, double, double)

Initializes a new financing object using the specified parameters.

public Financing(BalanceType balanceType, double rate, double spreadBps)

Parameters

balanceType BalanceType

rate double

spreadBps double

Financing(BalanceType, double, double, string)

Initializes a new financing object using the specified parameters.

public Financing(BalanceType balanceType, double rate, double spreadBps, string currency)

Parameters

balanceType BalanceType

rate double

spreadBps double

currency string

Financing(string, TimeSeries)

Initializes a new financing object for the specified currency and timeseries of rates.

public Financing(string currency, TimeSeries rates)

Parameters

currency string

rates TimeSeries

Properties

BalanceType

Gets/sets the cash balance types on which interest debited/credited.

public BalanceType BalanceType { get; set; }

Property Value

BalanceType

Currency

Gets/sets the 3 character ISO currency code.

public string Currency { get; set; }

Property Value

string

DayCount

Gets/sets the day count used in interest calculations.

public double DayCount { get; set; }

Property Value

double

Rates

Gets/sets a timeseries of historical rates. Rates should be in decimal form (e.g. 5% = 0.05).

public TimeSeries Rates { get; set; }

Property Value

TimeSeries

SpreadBps

Gets/sets the spread off the benchmark rate in basis points.

public double SpreadBps { get; set; }

Property Value

double

Methods

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string