sdk.lusid.models.cap_floor.CapFloor
- class CapFloor(**data)[source]
LUSID representation of Cap, Floor, or Collar. # 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.
cap_floor_type
cap_strike
floor_strike
include_first_caplet
underlying_floating_leg
additional_payments
instrument_type
additional_properties