sdk.lusid.models.index_convention.IndexConvention

class IndexConvention(**data)

A set of conventions that describe the conventions for calculation of payments made on rates interbank lending and similar. Based on ISDA 2006 conventions and similar documentation. Please see the knowledge base for further documentation. # 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.

fixing_reference
publication_day_lag
payment_tenor
day_count_convention
currency
index_name
scope
code

class Config

Pydantic configuration

classmethod code_validate_regular_expression(value)

Validates the regular expression

classmethod from_dict(obj)

Create an instance of IndexConvention from a dict

Return type:

IndexConvention

classmethod from_json(json_str)

Create an instance of IndexConvention from a JSON string

Return type:

IndexConvention

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