sdk.lusid.models.index_convention.IndexConvention

class IndexConvention(fixing_reference=None, publication_day_lag=None, payment_tenor=None, day_count_convention=None, currency=None, index_name=None, scope=None, code=None, local_vars_configuration=None)[source]

Bases: object

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

Do not edit the class manually.

IndexConvention - a model defined in OpenAPI”

Parameters:

fixing_reference (str) – The reference rate name for fixings. (required)
publication_day_lag (int) – Number of days between spot and publication of the rate. (required)
payment_tenor (str) – The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. (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]. (required)
currency (str) – Currency of the index convention. (required)
index_name (str) – The name of the index for which this represents the conventions of. For instance, “SOFR”, “LIBOR”, “EURIBOR”, etc. Defaults to “INDEX” if not specified.
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

`attribute_map`
`code`	E501
`currency`	E501
`day_count_convention`	E501
`fixing_reference`	E501
`index_name`	E501
`openapi_types`
`payment_tenor`	E501
`publication_day_lag`	E501
`required_map`
`scope`	E501

property code

E501

The code of the convention. # noqa: E501

Returns:: The code of this IndexConvention. # noqa: E501
Return type:: str
Type:: Gets the code of this IndexConvention. # noqa

property currency

E501

Currency of the index convention. # noqa: E501

Returns:: The currency of this IndexConvention. # noqa: E501
Return type:: str
Type:: Gets the currency of this IndexConvention. # 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]. # noqa: E501

Returns:: The day_count_convention of this IndexConvention. # noqa: E501
Return type:: str
Type:: Gets the day_count_convention of this IndexConvention. # noqa

property fixing_reference

E501

The reference rate name for fixings. # noqa: E501

Returns:: The fixing_reference of this IndexConvention. # noqa: E501
Return type:: str
Type:: Gets the fixing_reference of this IndexConvention. # noqa

property index_name

E501

The name of the index for which this represents the conventions of. For instance, “SOFR”, “LIBOR”, “EURIBOR”, etc. Defaults to “INDEX” if not specified. # noqa: E501

Returns:: The index_name of this IndexConvention. # noqa: E501
Return type:: str
Type:: Gets the index_name of this IndexConvention. # noqa

property payment_tenor

E501

The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. # noqa: E501

Returns:: The payment_tenor of this IndexConvention. # noqa: E501
Return type:: str
Type:: Gets the payment_tenor of this IndexConvention. # noqa

property publication_day_lag

E501

Number of days between spot and publication of the rate. # noqa: E501

Returns:: The publication_day_lag of this IndexConvention. # noqa: E501
Return type:: int
Type:: Gets the publication_day_lag of this IndexConvention. # noqa

property scope

E501

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

Returns:: The scope of this IndexConvention. # noqa: E501
Return type:: str
Type:: Gets the scope of this IndexConvention. # noqa

to_dict(serialize=False)[source]: Returns the model properties as a dict

to_str()[source]: Returns the string representation of the model