sdk.lusid.models.fx_linked_notional_schedule.FxLinkedNotionalSchedule

class FxLinkedNotionalSchedule(**data)

Schedule for notional changes based on the change in FX rate. Used in the representation of a resettable cross currency interest rate swap. # 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.

fx_conventions
varying_notional_currency
varying_notional_fixing_dates
varying_notional_interim_exchange_payment_dates
schedule_type
additional_properties

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of FxLinkedNotionalSchedule from a dict

Return type:

FxLinkedNotionalSchedule

classmethod from_json(json_str)

Create an instance of FxLinkedNotionalSchedule from a JSON string

Return type:

FxLinkedNotionalSchedule

classmethod schedule_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