sdk.lusid.models.fx_forward.FxForward

class FxForward(start_date=None, maturity_date=None, dom_amount=None, dom_ccy=None, fgn_amount=None, fgn_ccy=None, ref_spot_rate=None, is_ndf=None, fixing_date=None, settlement_ccy=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.

FxForward - a model defined in OpenAPI”

Parameters:

• start_date (datetime) – The start date of the instrument. This is normally synonymous with the trade-date. (required)

• maturity_date (datetime) – The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required)

• dom_amount (float) – The amount that is to be paid in the domestic currency on the maturity date. (required)

• dom_ccy (str) – The domestic currency of the instrument. (required)

• fgn_amount (float) – The amount that is to be paid in the foreign currency on the maturity date. (required)

• fgn_ccy (str) – The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio. (required)

• ref_spot_rate (float) – The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).

• is_ndf (bool) – Is the contract an Fx-Forward of “Non-Deliverable” type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used.

• fixing_date (datetime) – The fixing date.

• settlement_ccy (str) – The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.

• 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, TotalReturnSwap, InflationLeg (required)

Methods

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

Attributes

attribute_map
dom_amount	E501
dom_ccy	E501
fgn_amount	E501
fgn_ccy	E501
fixing_date	E501
instrument_type	E501
is_ndf	E501
maturity_date	E501
openapi_types
ref_spot_rate	E501
required_map
settlement_ccy	E501
start_date	E501

property dom_amount

E501

The amount that is to be paid in the domestic currency on the maturity date. # noqa: E501

Returns:

The dom_amount of this FxForward. # noqa: E501

Return type:

float

Type:

Gets the dom_amount of this FxForward. # noqa

property dom_ccy

E501

The domestic currency of the instrument. # noqa: E501

Returns:

The dom_ccy of this FxForward. # noqa: E501

Return type:

str

Type:

Gets the dom_ccy of this FxForward. # noqa

property fgn_amount

E501

The amount that is to be paid in the foreign currency on the maturity date. # noqa: E501

Returns:

The fgn_amount of this FxForward. # noqa: E501

Return type:

float

Type:

Gets the fgn_amount of this FxForward. # noqa

property fgn_ccy

E501

The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency. For the outright forward, currencies are exchanged. By domestic is then that of the portfolio. # noqa: E501

Returns:

The fgn_ccy of this FxForward. # noqa: E501

Return type:

str

Type:

Gets the fgn_ccy of this FxForward. # noqa

property fixing_date

E501

The fixing date. # noqa: E501

Returns:

The fixing_date of this FxForward. # noqa: E501

Return type:

datetime

Type:

Gets the fixing_date of this FxForward. # 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, TotalReturnSwap, InflationLeg # noqa: E501

Returns:

The instrument_type of this FxForward. # noqa: E501

Return type:

str

Type:

Gets the instrument_type of this FxForward. # noqa

property is_ndf

E501

Is the contract an Fx-Forward of “Non-Deliverable” type, meaning a single payment in the domestic currency based on the change in fx-rate vs a reference rate is used. # noqa: E501

Returns:

The is_ndf of this FxForward. # noqa: E501

Return type:

bool

Type:

Gets the is_ndf of this FxForward. # noqa

property maturity_date

E501

The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. # noqa: E501

Returns:

The maturity_date of this FxForward. # noqa: E501

Return type:

datetime

Type:

Gets the maturity_date of this FxForward. # noqa

property ref_spot_rate

E501

The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time). # noqa: E501

Returns:

The ref_spot_rate of this FxForward. # noqa: E501

Return type:

float

Type:

Gets the ref_spot_rate of this FxForward. # noqa

property settlement_ccy

E501

The settlement currency. If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards. # noqa: E501

Returns:

The settlement_ccy of this FxForward. # noqa: E501

Return type:

str

Type:

Gets the settlement_ccy of this FxForward. # noqa

property start_date

E501

The start date of the instrument. This is normally synonymous with the trade-date. # noqa: E501

Returns:

The start_date of this FxForward. # noqa: E501

Return type:

datetime

Type:

Gets the start_date of this FxForward. # noqa

to_dict(serialize=False)

Returns the model properties as a dict

to_str()

Returns the string representation of the model