sdk.lusid.models.floating_leg.FloatingLeg

class FloatingLeg(**data)[source]

LUSID representation of a Floating Rate Leg. # 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

leg_definition

notional

overrides

cap_rate

floor_rate

instrument_type

additional_properties

class Config[source]

Pydantic configuration

classmethod from_dict(obj)[source]

Create an instance of FloatingLeg from a dict

Return type:

FloatingLeg

classmethod from_json(json_str)[source]

Create an instance of FloatingLeg from a JSON string

Return type:

FloatingLeg

classmethod instrument_type_validate_enum(value)[source]

Validates the enum

to_dict()[source]

Returns the dictionary representation of the model using alias

to_json()[source]

Returns the JSON representation of the model using alias

Return type:

str

to_str()[source]

Returns the string representation of the model using alias

Return type:

str