sdk.lusid.models.counterparty_risk_information.CounterpartyRiskInformation

class CounterpartyRiskInformation(**data)

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

class Config

Pydantic configuration

classmethod country_of_risk_validate_regular_expression(value)

Validates the regular expression

classmethod from_dict(obj)

Create an instance of CounterpartyRiskInformation from a dict

Return type:

CounterpartyRiskInformation

classmethod from_json(json_str)

Create an instance of CounterpartyRiskInformation from a JSON string

Return type:

CounterpartyRiskInformation

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