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
Returns the model properties as a dict
Returns the string representation of the model
Attributes
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attribute_map
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openapi_types
required_map
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- property asset_class¶
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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:
- Type:
Gets the asset_class of this SimpleInstrument. # noqa
- property dom_ccy¶
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The domestic currency. # noqa: E501
- Returns:
The dom_ccy of this SimpleInstrument. # noqa: E501
- Return type:
- Type:
Gets the dom_ccy of this SimpleInstrument. # noqa
- property fgn_ccys¶
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The set of foreign currencies, if any (optional). # noqa: E501
- property instrument_type¶
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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:
- Type:
Gets the instrument_type of this SimpleInstrument. # noqa
- property maturity_date¶
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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¶
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The Instrument type of the simple instrument. # noqa: E501
- Returns:
The simple_instrument_type of this SimpleInstrument. # noqa: E501
- Return type:
- Type:
Gets the simple_instrument_type of this SimpleInstrument. # noqa