sdk.lusid.models.simple_instrument.SimpleInstrument

class SimpleInstrument(maturity_date=None, dom_ccy=None, asset_class=None, fgn_ccys=None, simple_instrument_type=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.

SimpleInstrument - a model defined in OpenAPI”

Parameters:

  • 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.

  • dom_ccy (str) – The domestic currency. (required)

  • asset_class (str) – The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown (required)

  • fgn_ccys (list[str]) – The set of foreign currencies, if any (optional).

  • simple_instrument_type (str) – The Instrument type of the simple instrument. (required)

  • 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

asset_class

E501

attribute_map

dom_ccy

E501

fgn_ccys

E501

instrument_type

E501

maturity_date

E501

openapi_types

required_map

simple_instrument_type

E501
property asset_class

E501

The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown # noqa: E501

Returns:

The asset_class of this SimpleInstrument. # noqa: E501

Return type:

str

Type:

Gets the asset_class of this SimpleInstrument. # noqa

property dom_ccy

E501

The domestic currency. # noqa: E501

Returns:

The dom_ccy of this SimpleInstrument. # noqa: E501

Return type:

str

Type:

Gets the dom_ccy of this SimpleInstrument. # noqa

property fgn_ccys

E501

The set of foreign currencies, if any (optional). # noqa: E501

Returns:

The fgn_ccys of this SimpleInstrument. # noqa: E501

Return type:

list[str]

Type:

Gets the fgn_ccys of this SimpleInstrument. # 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 SimpleInstrument. # noqa: E501

Return type:

str

Type:

Gets the instrument_type of this SimpleInstrument. # 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 SimpleInstrument. # noqa: E501

Return type:

datetime

Type:

Gets the maturity_date of this SimpleInstrument. # noqa

property simple_instrument_type

E501

The Instrument type of the simple instrument. # noqa: E501

Returns:

The simple_instrument_type of this SimpleInstrument. # noqa: E501

Return type:

str

Type:

Gets the simple_instrument_type of this SimpleInstrument. # noqa

to_dict(serialize=False)[source]

Returns the model properties as a dict

to_str()[source]

Returns the string representation of the model