sdk.lusid.models.counterparty_risk_information.CounterpartyRiskInformation
- class CounterpartyRiskInformation(**data)[source]
In the event that the legal entity is a counterparty to an OTC transaction (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement), this information would be needed for calculations such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc). # 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.
country_of_risk
credit_ratings
industry_classifiers
- classmethod country_of_risk_validate_regular_expression(value)[source]
Validates the regular expression
- classmethod from_dict(obj)[source]
Create an instance of CounterpartyRiskInformation from a dict
- Return type: