sdk.lusid.models.aggregated_returns_entity_request.AggregatedReturnsEntityRequest

class AggregatedReturnsEntityRequest(**data)

The request body for the aggregated-returns (TWR) endpoint: the entity to calculate returns for, the Returns entity that configures the calculation, the effective window, the metrics to calculate and the period grid granularity. Supports a single Portfolio entity, the period Return metric and a Daily grid. # noqa: E501

Create a new model by parsing and validating input data from keyword arguments.

Raises ValidationError if the input data cannot be parsed to form a valid model.

Attributes

This is a Pydantic class. For now, click on the green [source] link in the class signature above to see descriptions/allowed values for these attributes.

entity
returns_scope
returns_code
metrics
period
from_effective_at
to_effective_at
as_at

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of AggregatedReturnsEntityRequest from a dict

Return type:

AggregatedReturnsEntityRequest

classmethod from_json(json_str)

Create an instance of AggregatedReturnsEntityRequest from a JSON string

Return type:

AggregatedReturnsEntityRequest

to_dict()

Returns the dictionary representation of the model using alias

to_json()

Returns the JSON representation of the model using alias

Return type:

str

to_str()

Returns the string representation of the model using alias

Return type:

str