sdk.lusid.models.cds_index.CdsIndex

class CdsIndex(**data)

LUSID representation of a Credit Default Swap Index (CDX). This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252). | Leg Index | Leg Identifier | Description | | ——— | ————– | ———– | | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. | | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). | # 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.

start_date
maturity_date
flow_conventions
coupon_rate
identifiers
basket
convention_name
notional
additional_payments
instrument_type
additional_properties

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of CdsIndex from a dict

Return type:

CdsIndex

classmethod from_json(json_str)

Create an instance of CdsIndex from a JSON string

Return type:

CdsIndex

classmethod instrument_type_validate_enum(value)

Validates the enum

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