sdk.lusid.models.credit_support_annex.CreditSupportAnnex
- class CreditSupportAnnex(**data)[source]
Entity to capture the calculable and queryable methods and practices of determining and transferring collateral to a counterparty as part of margining of transactions. These typically come from a particular ISDA agreement that is in place between the two counterparties. # 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.
reference_currency
collateral_currencies
isda_agreement_version
margin_call_frequency
valuation_agent
threshold_amount
rounding_decimal_places
initial_margin_amount
minimum_transfer_amount
id
- classmethod from_dict(obj)[source]
Create an instance of CreditSupportAnnex from a dict
- Return type: