sdk.lusid.models.flow_conventions.FlowConventions

class FlowConventions(**data)

A flow convention defines the specification for generation of the date schedule for a leg or set of cashflows. It determines the tenor of these and, how to map the unadjusted set of dates to dates which are ‘good business days’. For example, if an unadjusted date falls on a Saturday or a bank holiday, should it be rolled forward or backward to obtain the adjusted date. For more information, see https://support.lusid.com/knowledgebase/article/KA-02055/ # 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.

currency
payment_frequency
day_count_convention
roll_convention
payment_calendars
reset_calendars
settle_days
reset_days
leap_days_included
accrual_date_adjustment
business_day_convention
accrual_day_count_convention
coupon_payment_lag
scope
code

class Config

Pydantic configuration

classmethod code_validate_regular_expression(value)

Validates the regular expression

classmethod from_dict(obj)

Create an instance of FlowConventions from a dict

Return type:

FlowConventions

classmethod from_json(json_str)

Create an instance of FlowConventions from a JSON string

Return type:

FlowConventions

classmethod scope_validate_regular_expression(value)

Validates the regular expression

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