sdk.lusid.models.flow_conventions.FlowConventions

class FlowConventions(currency=None, payment_frequency=None, day_count_convention=None, roll_convention=None, payment_calendars=None, reset_calendars=None, settle_days=None, reset_days=None, leap_days_included=None, accrual_date_adjustment=None, business_day_convention=None, scope=None, code=None, local_vars_configuration=None)

Bases: object

NOTE: This class is auto generated by OpenAPI Generator. Ref: https://openapi-generator.tech

Do not edit the class manually.

FlowConventions - a model defined in OpenAPI”

Parameters:

• currency (str) – Currency of the flow convention. (required)

• payment_frequency (str) – When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. (required)

• day_count_convention (str) – when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. (required)

• roll_convention (str) – For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. (required)

• payment_calendars (list[str]) – An array of strings denoting holiday calendars that apply to generation of payment schedules. (required)

• reset_calendars (list[str]) – An array of strings denoting holiday calendars that apply to generation of reset schedules. (required)

• settle_days (int) – DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set.

• reset_days (int) – The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set.

• leap_days_included (bool) – If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation.

• accrual_date_adjustment (str) – Indicates if the accrual dates are adjusted to the payment dates. The default value is ‘Adjusted’. Supported string (enumeration) values are: [Adjusted, Unadjusted].

• business_day_convention (str) – When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].

• scope (str) – The scope used when updating or inserting the convention.

• code (str) – The code of the convention.

Methods

to_dict	Returns the model properties as a dict
to_str	Returns the string representation of the model

Attributes

accrual_date_adjustment	E501
attribute_map
business_day_convention	E501
code	E501
currency	E501
day_count_convention	E501
leap_days_included	E501
openapi_types
payment_calendars	E501
payment_frequency	E501
required_map
reset_calendars	E501
reset_days	E501
roll_convention	E501
scope	E501
settle_days	E501

property accrual_date_adjustment

E501

Indicates if the accrual dates are adjusted to the payment dates. The default value is ‘Adjusted’. Supported string (enumeration) values are: [Adjusted, Unadjusted]. # noqa: E501

Returns:

The accrual_date_adjustment of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the accrual_date_adjustment of this FlowConventions. # noqa

property business_day_convention

E501

When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest]. # noqa: E501

Returns:

The business_day_convention of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the business_day_convention of this FlowConventions. # noqa

property code

E501

The code of the convention. # noqa: E501

Returns:

The code of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the code of this FlowConventions. # noqa

property currency

E501

Currency of the flow convention. # noqa: E501

Returns:

The currency of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the currency of this FlowConventions. # noqa

property day_count_convention

E501

when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. # noqa: E501

Returns:

The day_count_convention of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the day_count_convention of this FlowConventions. # noqa

property leap_days_included

E501

If this flag is set to true, the 29th of February is included in the date schedule when the business roll convention is applied. If this flag is set to false, the business roll convention ignores February 29 for date schedules, cash flow payments etc. This flag defaults to true if not specified, i.e., leap days are included in a date schedule generation. # noqa: E501

Returns:

The leap_days_included of this FlowConventions. # noqa: E501

Return type:

bool

Type:

Gets the leap_days_included of this FlowConventions. # noqa

property payment_calendars

E501

An array of strings denoting holiday calendars that apply to generation of payment schedules. # noqa: E501

Returns:

The payment_calendars of this FlowConventions. # noqa: E501

Return type:

list[str]

Type:

Gets the payment_calendars of this FlowConventions. # noqa

property payment_frequency

E501

When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment. # noqa: E501

Returns:

The payment_frequency of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the payment_frequency of this FlowConventions. # noqa

property reset_calendars

E501

An array of strings denoting holiday calendars that apply to generation of reset schedules. # noqa: E501

Returns:

The reset_calendars of this FlowConventions. # noqa: E501

Return type:

list[str]

Type:

Gets the reset_calendars of this FlowConventions. # noqa

property reset_days

E501

The number of Good Business Days between determination and payment of reset. Defaulted to 0 if not set. # noqa: E501

Returns:

The reset_days of this FlowConventions. # noqa: E501

Return type:

int

Type:

Gets the reset_days of this FlowConventions. # noqa

property roll_convention

E501

For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]. # noqa: E501

Returns:

The roll_convention of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the roll_convention of this FlowConventions. # noqa

property scope

E501

The scope used when updating or inserting the convention. # noqa: E501

Returns:

The scope of this FlowConventions. # noqa: E501

Return type:

str

Type:

Gets the scope of this FlowConventions. # noqa

property settle_days

E501

DEPRECATED Number of Good Business Days between the trade date and the effective or settlement date of the instrument. This field is now deprecated and not picked up in schedule generation or adjustment to bond accrual start date. Defaulted to 0 if not set. # noqa: E501

Returns:

The settle_days of this FlowConventions. # noqa: E501

Return type:

int

Type:

Gets the settle_days of this FlowConventions. # noqa

to_dict(serialize=False)

Returns the model properties as a dict

to_str()

Returns the string representation of the model