• Api Documentation
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  • Si.Srp.Api.Common.Model
    • GreekSearchApiResponse
    • GreekSearchWrapper
    • IdAtVersion
    • IdSearchResponse
    • Links
    • ProductSearchApiResponse
    • ProductSearchWrapper
    • User
  • Si.Srp.Models.Common
    • ActualEstimated
    • AsianDate
    • BarrierFrequency
    • BonusType
    • BrochureType
    • Categories
    • Classification
    • CompanyType
    • CouponType
    • CurrencyCode
    • DirectionParticipation
    • DirectionTrade
    • DistributionChannels
    • EnumEntity
    • ExerciseType
    • FileType
    • Frequency
    • PayoffStyles
    • ProductGroup
    • RatingAgency
    • RatingValue
    • RedemptionType
    • Region
    • Style
    • TaxStatuses
    • Type
    • User
    • ValidationConst
    • WrapperGroupName
  • Si.Srp.Models.Common.DTO
    • PaginationWrapper<TType>
  • Si.Srp.Models.Common.Response
    • Diagnostics
    • ResponseError
    • Status
  • Si.Srp.Models.Greeks.Enums
    • EntityType
    • GreekType
    • Outcome
  • Si.Srp.Models.Greeks.External.API
    • Greeks
    • SearchResponse
    • UnderlyingGreek
    • UnderlyingGreekMarket
    • UnderlyingGreekProduct
    • UnderlyingGreekVersus<TType>
    • UnderlyingGreekVersusBarrier
    • UnderlyingGreekVersusDuration
    • UnderlyingGreekVersusTime
  • Si.Srp.Models.Greeks.External.API.Facet
    • Facet
    • FacetResult
    • FacetValue
  • Si.Srp.Models.Greeks.Request
    • UnderlyingGreekSearch
    • UnderlyingGreekSearchRequest
  • Si.Srp.Models.Read
    • Amount
    • Amounts
    • AnnuityBonus
    • AnnuitySpread
    • AsianOption
    • AssetClass
    • Autocall
    • Barrier
    • Brochure
    • CapitalReturn
    • Commission
    • CouponBase
    • CreditRating
    • DerivativeCounterparty
    • Description
    • DigitalCoupon
    • Distributor
    • Exchange
    • Exercise
    • Expiry
    • FixedCoupon
    • GroupedStrongEntity
    • Identifiers
    • Issuer
    • Market
    • MaxPayout
    • Metadata
    • MetadataValue
    • Participation
    • ParticipationCap
    • PayoffType
    • Product
    • ProductLine
    • RangeCoupon
    • Rider
    • StrongEntity
    • ThirdpartyDistributor
    • Underlying
    • UnderlyingProvider
    • Valuation
    • Volume
    • Wrapper
  • Si.Srp.Models.Search.Facet
    • Facet
    • FacetResult
    • FacetValue
  • Si.Srp.Models.Search.Request
    • ContinuedProductSearch
    • CreateProductSearch
    • FacetOptions
    • ProductSearchBase
    • ProductSearchRequest
    • SearchOperator
    • SearchType
    • UserRestrictions
  • Si.Srp.Models.Search.Response
    • CreateSearchResponse
    • Direction
    • ElasticsearchResponse<TType>
    • FieldName
    • HasFields
    • ProductResult
    • RawSearchResponse
    • SearchResponse
    • SortField

Class UnderlyingGreekVersusDuration

Represents the underlying greek versus duration

Constructors

UnderlyingGreekVersusDuration(Double, Double)

Constructs the underlying greek versus duration

Declaration
public UnderlyingGreekVersusDuration(double duration, double amount)
Parameters
Type Name Description
System.Double duration

The given duration

System.Double amount

The given amount

Properties

Amount

The Amount

Declaration
public double Amount { get; set; }
Property Value
Type Description
System.Double

Duration

The Duration

Declaration
public double Duration { get; set; }
Property Value
Type Description
System.Double
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