Class StreamIvSviParametersResponseV1

StreamIvSviParametersResponseV1 is IV SVI paramater stream response.

Inheritance

System.Object

StreamIvSviParametersResponseV1

Implements

Google.Protobuf.IBufferMessage

Namespace: KaikoSdk.Stream.IvSviParameterV1

Assembly: KaikoSdk.dll

Syntax

public sealed class StreamIvSviParametersResponseV1 : Google.Protobuf.IMessage<StreamIvSviParametersResponseV1>

Constructors

StreamIvSviParametersResponseV1()

Declaration

public StreamIvSviParametersResponseV1()

StreamIvSviParametersResponseV1(StreamIvSviParametersResponseV1)

Declaration

public StreamIvSviParametersResponseV1(StreamIvSviParametersResponseV1 other)

Parameters

Type	Name	Description
StreamIvSviParametersResponseV1	other

Fields

AtmImpliedVarianceFieldNumber

Field number for the "atm_implied_variance" field.

Declaration

public const int AtmImpliedVarianceFieldNumber = null

Field Value

Type	Description
System.Int32

AtmSkewFieldNumber

Field number for the "atm_skew" field.

Declaration

public const int AtmSkewFieldNumber = null

Field Value

Type	Description
System.Int32

BaseFieldNumber

Field number for the "base" field.

Declaration

public const int BaseFieldNumber = null

Field Value

Type	Description
System.Int32

CurrentSpotFieldNumber

Field number for the "current_spot" field.

Declaration

public const int CurrentSpotFieldNumber = null

Field Value

Type	Description
System.Int32

DataEndTimeFieldNumber

Field number for the "data_end_time" field.

Declaration

public const int DataEndTimeFieldNumber = null

Field Value

Type	Description
System.Int32

DataStartTimeFieldNumber

Field number for the "data_start_time" field.

Declaration

public const int DataStartTimeFieldNumber = null

Field Value

Type	Description
System.Int32

ExchangesFieldNumber

Field number for the "exchanges" field.

Declaration

public const int ExchangesFieldNumber = null

Field Value

Type	Description
System.Int32

ExpiryFieldNumber

Field number for the "expiry" field.

Declaration

public const int ExpiryFieldNumber = null

Field Value

Type	Description
System.Int32

InterestRateFieldNumber

Field number for the "interest_rate" field.

Declaration

public const int InterestRateFieldNumber = null

Field Value

Type	Description
System.Int32

LeftSlopeFieldNumber

Field number for the "left_slope" field.

Declaration

public const int LeftSlopeFieldNumber = null

Field Value

Type	Description
System.Int32

MinImpliedVarianceFieldNumber

Field number for the "min_implied_variance" field.

Declaration

public const int MinImpliedVarianceFieldNumber = null

Field Value

Type	Description
System.Int32

QuoteFieldNumber

Field number for the "quote" field.

Declaration

public const int QuoteFieldNumber = null

Field Value

Type	Description
System.Int32

RightSlopeFieldNumber

Field number for the "right_slope" field.

Declaration

public const int RightSlopeFieldNumber = null

Field Value

Type	Description
System.Int32

TimeToExpiryFieldNumber

Field number for the "time_to_expiry" field.

Declaration

public const int TimeToExpiryFieldNumber = null

Field Value

Type	Description
System.Int32

TsEventFieldNumber

Field number for the "ts_event" field.

Declaration

public const int TsEventFieldNumber = null

Field Value

Type	Description
System.Int32

Properties

AtmImpliedVariance

ATM implied variance.

Declaration

public string AtmImpliedVariance { get; set; }

Property Value

Type	Description
System.String

AtmSkew

ATM skew.

Declaration

public string AtmSkew { get; set; }

Property Value

Type	Description
System.String

Base

Base asset.

Declaration

public string Base { get; set; }

Property Value

Type	Description
System.String

CurrentSpot

Current spot.

Declaration

public string CurrentSpot { get; set; }

Property Value

Type	Description
System.String

DataEndTime

End time of the calculation window used.

Declaration

public Google.Protobuf.WellKnownTypes.Timestamp DataEndTime { get; set; }

Property Value

Type	Description
Google.Protobuf.WellKnownTypes.Timestamp

DataStartTime

Start time of the calculation window used.

Declaration

public Google.Protobuf.WellKnownTypes.Timestamp DataStartTime { get; set; }

Property Value

Type	Description
Google.Protobuf.WellKnownTypes.Timestamp

Descriptor

Declaration

public static Google.Protobuf.Reflection.MessageDescriptor Descriptor { get; }

Property Value

Type	Description
Google.Protobuf.Reflection.MessageDescriptor

Exchanges

Exchanges included.

Declaration

public Google.Protobuf.Collections.RepeatedField<string> Exchanges { get; }

Property Value

Type	Description
Google.Protobuf.Collections.RepeatedField<System.String>

Expiry

Expiry date of the instrument.

Declaration

public Google.Protobuf.WellKnownTypes.Timestamp Expiry { get; set; }

Property Value

Type	Description
Google.Protobuf.WellKnownTypes.Timestamp

InterestRate

Interest rate.

Declaration

public string InterestRate { get; set; }

Property Value

Type	Description
System.String

LeftSlope

Left slope of IV smile.

Declaration

public string LeftSlope { get; set; }

Property Value

Type	Description
System.String

MinImpliedVariance

Min implied variance.

Declaration

public string MinImpliedVariance { get; set; }

Property Value

Type	Description
System.String

Parser

Declaration

public static Google.Protobuf.MessageParser<StreamIvSviParametersResponseV1> Parser { get; }

Property Value

Type	Description
Google.Protobuf.MessageParser<StreamIvSviParametersResponseV1>

Quote

Quote asset.

Declaration

public string Quote { get; set; }

Property Value

Type	Description
System.String

RightSlope

Right slope of IV smile.

Declaration

public string RightSlope { get; set; }

Property Value

Type	Description
System.String

TimeToExpiry

Time to expiry.

Declaration

public string TimeToExpiry { get; set; }

Property Value

Type	Description
System.String

TsEvent

Event generation timestamp (event created by Kaiko), after normalization.

Declaration

public Google.Protobuf.WellKnownTypes.Timestamp TsEvent { get; set; }

Property Value

Type	Description
Google.Protobuf.WellKnownTypes.Timestamp

Methods

CalculateSize()

Declaration

public int CalculateSize()

Returns

Type	Description
System.Int32

Clone()

Declaration

public StreamIvSviParametersResponseV1 Clone()

Returns

Type	Description
StreamIvSviParametersResponseV1

Equals(StreamIvSviParametersResponseV1)

Declaration

public bool Equals(StreamIvSviParametersResponseV1 other)

Parameters

Type	Name	Description
StreamIvSviParametersResponseV1	other

Returns

Type	Description
System.Boolean

Equals(Object)

Declaration

public override bool Equals(object other)

Parameters

Type	Name	Description
System.Object	other

Returns

Type	Description
System.Boolean

GetHashCode()

Declaration

public override int GetHashCode()

Returns

Type	Description
System.Int32

MergeFrom(Google.Protobuf.CodedInputStream)

Declaration

public void MergeFrom(Google.Protobuf.CodedInputStream input)

Parameters

Type	Name	Description
Google.Protobuf.CodedInputStream	input

MergeFrom(StreamIvSviParametersResponseV1)

Declaration

public void MergeFrom(StreamIvSviParametersResponseV1 other)

Parameters

Type	Name	Description
StreamIvSviParametersResponseV1	other

ToString()

Declaration

public override string ToString()

Returns

Type	Description
System.String

WriteTo(Google.Protobuf.CodedOutputStream)

Declaration

public void WriteTo(Google.Protobuf.CodedOutputStream output)

Parameters

Type	Name	Description
Google.Protobuf.CodedOutputStream	output

Implements

Google.Protobuf.IBufferMessage