Suoranta.Finance Namespace

Allocation Enumeration

AssetClass Enumeration

AssetClasses Class

BarTimestamp Structure

BarTimestampRange Class

ContractType Enumeration

Country Structure

CountryValueAttribute Class

Currency Enumeration

CurrencyValueAttribute Class

EnumExtensions Class

Extensions Class

FinanceDataException Class

FinanceException Class

FxPair Structure

IAssetClassInfo Interface

IBarIndexer Interface

ICanEnumerate(T) Interface

ICashFlow Interface

ICloseValue Interface

IContractInfo Interface

IDebtSecurity Interface

IElements(T) Interface

IExchange Interface

IFutureContracts Interface

IGetCoupon Interface

IGetCustomCoupon Interface

IGetStandardCoupon Interface

IIndexedEnumerable(T) Interface

ILinkedContracts Interface

IMultiScaleSeries Interface

InterestRate Class

INumericSeries Interface

IOhlcValue Interface

IOhlcValueArrays Interface

IOptionChain Interface

IOptionContract Interface

IOptionPair Interface

IPayable Interface

IPlottableRange Interface

IResolver Interface

IsinParseException Class

Iso3166Attribute Class

ITimeScale Interface

ITimeSpanScaling Interface

ITimestamped Interface

ITimestampedComparer Class

ITimestampedValue Interface

ITimestamps Interface

ITradingSchedule Interface

IUnderlying Interface

OhlcBar Structure

OptionType Enumeration

OptionTypes Class

PropertyTable Class

QuoteType Enumeration

RateOfReturn Structure

RealTimeRsVolatility Class

Region Enumeration

ResamplingMethod Enumeration

Resolver.DefaultResolver Class

SpotForexContract Class

TimeScale Structure

TimeScaleFactory Class

TimeScales Enumeration

TimeScalesExtensions Class

TimestampException Class

TimestampKind Enumeration

TimeUnit Enumeration

TransformType Enumeration

UnitLabelAttribute Class

UnitLabelFormat Enumeration

Volatility Class

VolatilityScaling Enumeration

Suoranta.Finance.Commodities.Energy Namespace

CrudeBlend Class

PipelineGas Structure

UnitExtensions Class

UnitOfEnergy Enumeration

UnitOfVolume Enumeration

Suoranta.Finance.Configuration Namespace

AssetClassCollection Class

AssetClassElement Class

ConfigurationCollection(TElement) Class

ExchangeCollection Class

ExchangeElement Class

MarketIndexElement Class

TickerCollection Class

TickerElement Class

UnderlyingElement Class

UnderlyingsCollection Class

Suoranta.Finance.Data.IO Namespace

DataTableReader Class

DateStringParser Class

ImportLog Class

ImportLog.Entry Class

ImportLog.EntryType Enumeration

InputTimestamps Class

Suoranta.Finance.Data.Testing Namespace

OhlcDataGenerator Class

Suoranta.Finance.Data.Tick Namespace

BookEntry Structure

CandleManager Class

CandleManagerShutdownEventArgs Class

ExecutionEstimate Class

ICandleSource Interface

ITickSink Interface

LiquidityProvider Class

NewCandleEventArgs Class

TickAggregator Class

Suoranta.Finance.Plotting Namespace

EventMarkers Class

MarkerCache(TKey) Class

MarkerSeries Class

OhlcBarSeries Class

OhlcItemsSource Class

OhlcItemsSource.ItemIndexing Enumeration

OhlcPlotModel Class

OrderMarkers Class

PlotMarker Structure

PlottingOptions Class

Suoranta.Finance.Trading Namespace

BacktestResults Class

BacktestStep Class

BaseOrder Class

CancelledExecution Structure

DefaultBacktester Class

DefaultBacktester.OrderGroup Class

EnumExtensions Class

ExecuteStrategy Structure

FullExecution Structure

IBacktester Interface

IBacktestResults Interface

IBacktestSettings Interface

IExecution Interface

IOrderCondition Interface

IOrderPurpose Interface

ISimulatedOrder Interface

IStopOrderCondition Interface

LimitOrderCondition Structure

Liquidate Structure

MarketOrderCondition Structure

NullExecution Structure

NullOrderCondition Structure

OrderAction Enumeration

OrderValidityCondition Enumeration

PartialExecution Structure

SimulatedOrder Class

StopLoss Structure

StopLossOrderCondition Structure

TakeProfit Structure

TakeProfitOrderCondition Structure

Suoranta.Finance.Trading.TradingSchedules Namespace

AlwaysOpen Class

ForexMoscow Class

TradingSchedule Class

ForexForwardModel Properties

The ForexForwardModel type exposes the following members.

Properties

	Name	Description
	CompoundFactorX	Gets Field Value the compound return factor for RolloverCount nightly rollovers of Base.
	CompoundFactorY	Gets Field Value the compound return factor for RolloverCount nightly rollovers of Target.
	ForwardDate	Gets or sets Field Value the settlement date prescribed in the forward contract.
	ForwardXY	Gets or sets Field Value the forward rate of XY for ForwardDate.
	ForwardYX	Gets or sets Field Value the forward rate of YX for ForwardDate.
	FxPair	Gets or sets Field Value the fx pair representing SpotXY.
	OvernightRateX	Gets or sets Field Value the effective overnight interest rate for Base between SpotDate and ForwardDate.
	OvernightRateY	Gets or sets Field Value the effective overnight interest rate for Target between SpotDate and ForwardDate.
	RolloverCount	Gets Field Value the number of nightly rollovers from SpotDate to ForwardDate.
	SpotDate	Gets or sets Field Value the settlement date of spot transactions.
	SpotXY	Gets or sets Field Value the spot exchange rate for the FxPair.
	SpotYX	Gets or sets Field Value the spot exchange rate for the Reverse()()()().

See Also

ForexForwardModel Class

Suoranta.Finance.Models Namespace