sdk.lusid.models.bond.Bond

class Bond(start_date=None, maturity_date=None, dom_ccy=None, flow_conventions=None, principal=None, coupon_rate=None, identifiers=None, ex_dividend_days=None, initial_coupon_date=None, first_coupon_pay_date=None, calculation_type=None, rounding_conventions=None, instrument_type=None, local_vars_configuration=None)

Bases: object

NOTE: This class is auto generated by OpenAPI Generator. Ref: https://openapi-generator.tech

Do not edit the class manually.

Bond - a model defined in OpenAPI”

Parameters:

• start_date (datetime) – The Start date of the bond, this is normally when accrual of the first coupon begins. (required)

• maturity_date (datetime) – The Maturity date of the bond, this is when the last coupon accrual period ends. Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day. (required)

• dom_ccy (str) – The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions. (required)

• flow_conventions (lusid.FlowConventions) – (required)

• principal (float) – The face-value or principal for the bond at outset. This might be reduced through its lifetime in the event of amortisation or similar. (required)

• coupon_rate (float) – Simple coupon rate. (required)

• identifiers (dict(str, str)) – External market codes and identifiers for the bond, e.g. ISIN.

• ex_dividend_days (int) – Optional. Number of calendar days in the ex-dividend period, if the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, than there is no ex-dividend period.

• initial_coupon_date (datetime) – Optional. If set, this is the date at which the bond begins to accrue interest, if not set then the bond begins to accrue on the StartDate.

• first_coupon_pay_date (datetime) – The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used as an anchor to compare with the start date and determine if this is a long/short coupon period.

• calculation_type (str) – The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is Standard, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].

• rounding_conventions (list[lusid.RoundingConvention]) – Rounding conventions for analytics, if any.

• instrument_type (str) – The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan (required)

Methods

to_dict	Returns the model properties as a dict
to_str	Returns the string representation of the model

Attributes

attribute_map
calculation_type	E501
coupon_rate	E501
dom_ccy	E501
ex_dividend_days	E501
first_coupon_pay_date	E501
flow_conventions	E501
identifiers	E501
initial_coupon_date	E501
instrument_type	E501
maturity_date	E501
openapi_types
principal	E501
required_map
rounding_conventions	E501
start_date	E501

property calculation_type

E501

The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is Standard, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively. Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon]. # noqa: E501

Returns:

The calculation_type of this Bond. # noqa: E501

Return type:

str

Type:

Gets the calculation_type of this Bond. # noqa

property coupon_rate

E501

Simple coupon rate. # noqa: E501

Returns:

The coupon_rate of this Bond. # noqa: E501

Return type:

float

Type:

Gets the coupon_rate of this Bond. # noqa

property dom_ccy

E501

The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions. # noqa: E501

Returns:

The dom_ccy of this Bond. # noqa: E501

Return type:

str

Type:

Gets the dom_ccy of this Bond. # noqa

property ex_dividend_days

E501

Optional. Number of calendar days in the ex-dividend period, if the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative. If set, this must be a non-negative number. If not set, or set to 0, than there is no ex-dividend period. # noqa: E501

Returns:

The ex_dividend_days of this Bond. # noqa: E501

Return type:

int

Type:

Gets the ex_dividend_days of this Bond. # noqa

property first_coupon_pay_date

E501

The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used as an anchor to compare with the start date and determine if this is a long/short coupon period. # noqa: E501

Returns:

The first_coupon_pay_date of this Bond. # noqa: E501

Return type:

datetime

Type:

Gets the first_coupon_pay_date of this Bond. # noqa

property flow_conventions

E501

Returns:

The flow_conventions of this Bond. # noqa: E501

Return type:

lusid.FlowConventions

Type:

Gets the flow_conventions of this Bond. # noqa

property identifiers

E501

External market codes and identifiers for the bond, e.g. ISIN. # noqa: E501

Returns:

The identifiers of this Bond. # noqa: E501

Return type:

dict(str, str)

Type:

Gets the identifiers of this Bond. # noqa

property initial_coupon_date

E501

Optional. If set, this is the date at which the bond begins to accrue interest, if not set then the bond begins to accrue on the StartDate. # noqa: E501

Returns:

The initial_coupon_date of this Bond. # noqa: E501

Return type:

datetime

Type:

Gets the initial_coupon_date of this Bond. # noqa

property instrument_type

E501

The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan # noqa: E501

Returns:

The instrument_type of this Bond. # noqa: E501

Return type:

str

Type:

Gets the instrument_type of this Bond. # noqa

property maturity_date

E501

The Maturity date of the bond, this is when the last coupon accrual period ends. Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day. # noqa: E501

Returns:

The maturity_date of this Bond. # noqa: E501

Return type:

datetime

Type:

Gets the maturity_date of this Bond. # noqa

property principal

E501

The face-value or principal for the bond at outset. This might be reduced through its lifetime in the event of amortisation or similar. # noqa: E501

Returns:

The principal of this Bond. # noqa: E501

Return type:

float

Type:

Gets the principal of this Bond. # noqa

property rounding_conventions

E501

Rounding conventions for analytics, if any. # noqa: E501

Returns:

The rounding_conventions of this Bond. # noqa: E501

Return type:

list[lusid.RoundingConvention]

Type:

Gets the rounding_conventions of this Bond. # noqa

property start_date

E501

The Start date of the bond, this is normally when accrual of the first coupon begins. # noqa: E501

Returns:

The start_date of this Bond. # noqa: E501

Return type:

datetime

Type:

Gets the start_date of this Bond. # noqa

to_dict(serialize=False)

Returns the model properties as a dict

to_str()

Returns the string representation of the model