sdk.lusid.models.equity_swap.EquitySwap
- class EquitySwap(**data)[source]
LUSID representation of an Equity Swap. 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 | EquityLeg | Cash flows relating to the performance of the underlying equity. | | 2 | FundingLeg | The funding leg of the swap. | | 3 | EquityDividendLeg | Cash flows relating to dividend payments on the underlying equity (optional). | | 4 | 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_datematurity_datecodeequity_flow_conventionsfunding_leginclude_dividendsinitial_pricenotional_resetquantityunderlying_identifierequity_swap_dividend_payment_timingadditional_paymentstime_zone_conventionsinstrument_typeadditional_properties