sdk.lusid.models.funding_leg.FundingLeg

class FundingLeg(**data)

LUSID representation of a Funding Leg with variable notional. This Funding Leg is a hybrid between a single leg swap and a loan facility; the notional is not fixed and can vary within a reset period. The model can be used to represent the funding leg of a basket of instruments (e.g. equities) where the contents of the basket can change over time. The actual notional history is stored in the FundingLegHistory object. The actual notional history is stored in the FundingLegHistory object. The main analytic calculated for this instrument is Accrual rather than PV. # 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
instrument_type
additional_properties

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of FundingLeg from a dict

Return type:

FundingLeg

classmethod from_json(json_str)

Create an instance of FundingLeg from a JSON string

Return type:

FundingLeg

classmethod instrument_type_validate_enum(value)

Validates the enum

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