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)[source]¶
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 (required)
Methods
Returns the model properties as a dict
Returns the string representation of the model
Attributes
attribute_map
E501
E501
E501
E501
E501
E501
E501
E501
openapi_types
E501
required_map
E501
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:
- 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:
- 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:
- 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:
- 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 # noqa: E501
- Returns:
The instrument_type of this FxForward. # noqa: E501
- Return type:
- 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:
- 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:
- 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:
- 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