sdk.lusid.models.inflation_index_conventions.InflationIndexConventions

class InflationIndexConventions(inflation_index_name=None, currency=None, observation_lag=None, inflation_interpolation=None, inflation_frequency=None, inflation_roll_day=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.

InflationIndexConventions - a model defined in OpenAPI”

Parameters:

inflation_index_name (str) – Name of the index, e.g. UKRPI. (required)
currency (str) – Currency of the inflation index convention. (required)
observation_lag (str) – Observation lag. This is a string that must have units of Month. This field is typically 3 or 4 months, but can vary, older bonds and swaps have 8 months lag. For Bonds with a calculation type of Ratio, this property, if set, must be 0Invalid. (required)
inflation_interpolation (str) – Inflation Interpolation. This is optional and defaults to Linear if not set. Supported string (enumeration) values are: [Linear, Flat].
inflation_frequency (str) – Frequency of inflation updated. Optional and defaults to Monthly which is the most common. However both Australian and New Zealand inflation is published Quarterly. Only tenors of 1M or 3M are supported.
inflation_roll_day (int) – Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is the typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th and some LatAm bonds which roll on the 15th).

Methods

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

Attributes

`attribute_map`
`currency`	E501
`inflation_frequency`	E501
`inflation_index_name`	E501
`inflation_interpolation`	E501
`inflation_roll_day`	E501
`observation_lag`	E501
`openapi_types`
`required_map`

property currency

E501

Currency of the inflation index convention. # noqa: E501

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

property inflation_frequency

E501

Frequency of inflation updated. Optional and defaults to Monthly which is the most common. However both Australian and New Zealand inflation is published Quarterly. Only tenors of 1M or 3M are supported. # noqa: E501

Returns:: The inflation_frequency of this InflationIndexConventions. # noqa: E501
Return type:: str
Type:: Gets the inflation_frequency of this InflationIndexConventions. # noqa

property inflation_index_name

E501

Name of the index, e.g. UKRPI. # noqa: E501

Returns:: The inflation_index_name of this InflationIndexConventions. # noqa: E501
Return type:: str
Type:: Gets the inflation_index_name of this InflationIndexConventions. # noqa

property inflation_interpolation

E501

Inflation Interpolation. This is optional and defaults to Linear if not set. Supported string (enumeration) values are: [Linear, Flat]. # noqa: E501

Returns:: The inflation_interpolation of this InflationIndexConventions. # noqa: E501
Return type:: str
Type:: Gets the inflation_interpolation of this InflationIndexConventions. # noqa

property inflation_roll_day

E501

Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is the typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th and some LatAm bonds which roll on the 15th). # noqa: E501

Returns:: The inflation_roll_day of this InflationIndexConventions. # noqa: E501
Return type:: int
Type:: Gets the inflation_roll_day of this InflationIndexConventions. # noqa

property observation_lag

E501

Observation lag. This is a string that must have units of Month. This field is typically 3 or 4 months, but can vary, older bonds and swaps have 8 months lag. For Bonds with a calculation type of Ratio, this property, if set, must be 0Invalid. # noqa: E501

Returns:: The observation_lag of this InflationIndexConventions. # noqa: E501
Return type:: str
Type:: Gets the observation_lag of this InflationIndexConventions. # noqa

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

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