sdk.lusid.models.cds_flow_conventions.CdsFlowConventions

class CdsFlowConventions(roll_frequency=None, currency=None, payment_frequency=None, day_count_convention=None, roll_convention=None, payment_calendars=None, reset_calendars=None, settle_days=None, reset_days=None, business_day_convention=None, scope=None, code=None, local_vars_configuration=None)

Bases: object

NOTE: This class is auto generated by OpenAPI Generator. Ref: https://openapi-generator.tech

Do not edit the class manually.

CdsFlowConventions - a model defined in OpenAPI”

Parameters:

• roll_frequency (str) – The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products

• currency (str) – Currency of the flow convention. (required)

• payment_frequency (str) – When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. (required)

• day_count_convention (str) – when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. (required)

• roll_convention (str) – For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. (required)

• payment_calendars (list[str]) – An array of strings denoting holiday calendars that apply to generation of payment schedules. (required)

• reset_calendars (list[str]) – An array of strings denoting holiday calendars that apply to generation of reset schedules. (required)

• settle_days (int) – Number of Good Business Days between the trade date and the effective or settlement date of the instrument. (required)

• reset_days (int) – The number of Good Business Days between determination and payment of reset. (required)

• business_day_convention (str) – When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].

• scope (str) – The scope used when updating or inserting the convention.

• code (str) – The code of the convention.

Methods

to_dict	Returns the model properties as a dict
to_str	Returns the string representation of the model

Attributes

attribute_map
business_day_convention	E501
code	E501
currency	E501
day_count_convention	E501
openapi_types
payment_calendars	E501
payment_frequency	E501
required_map
reset_calendars	E501
reset_days	E501
roll_convention	E501
roll_frequency	E501
scope	E501
settle_days	E501

property business_day_convention

E501

When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]. # noqa: E501

Returns:

The business_day_convention of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the business_day_convention of this CdsFlowConventions. # noqa

property code

E501

The code of the convention. # noqa: E501

Returns:

The code of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the code of this CdsFlowConventions. # noqa

property currency

E501

Currency of the flow convention. # noqa: E501

Returns:

The currency of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the currency of this CdsFlowConventions. # noqa

property day_count_convention

E501

when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. # noqa: E501

Returns:

The day_count_convention of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the day_count_convention of this CdsFlowConventions. # noqa

property payment_calendars

E501

An array of strings denoting holiday calendars that apply to generation of payment schedules. # noqa: E501

Returns:

The payment_calendars of this CdsFlowConventions. # noqa: E501

Return type:

list[str]

Type:

Gets the payment_calendars of this CdsFlowConventions. # noqa

property payment_frequency

E501

When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. # noqa: E501

Returns:

The payment_frequency of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the payment_frequency of this CdsFlowConventions. # noqa

property reset_calendars

E501

An array of strings denoting holiday calendars that apply to generation of reset schedules. # noqa: E501

Returns:

The reset_calendars of this CdsFlowConventions. # noqa: E501

Return type:

list[str]

Type:

Gets the reset_calendars of this CdsFlowConventions. # noqa

property reset_days

E501

The number of Good Business Days between determination and payment of reset. # noqa: E501

Returns:

The reset_days of this CdsFlowConventions. # noqa: E501

Return type:

int

Type:

Gets the reset_days of this CdsFlowConventions. # noqa

property roll_convention

E501

For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. # noqa: E501

Returns:

The roll_convention of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the roll_convention of this CdsFlowConventions. # noqa

property roll_frequency

E501

The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products # noqa: E501

Returns:

The roll_frequency of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the roll_frequency of this CdsFlowConventions. # noqa

property scope

E501

The scope used when updating or inserting the convention. # noqa: E501

Returns:

The scope of this CdsFlowConventions. # noqa: E501

Return type:

str

Type:

Gets the scope of this CdsFlowConventions. # noqa

property settle_days

E501

Number of Good Business Days between the trade date and the effective or settlement date of the instrument. # noqa: E501

Returns:

The settle_days of this CdsFlowConventions. # noqa: E501

Return type:

int

Type:

Gets the settle_days of this CdsFlowConventions. # noqa

to_dict(serialize=False)

Returns the model properties as a dict

to_str()

Returns the string representation of the model