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
Returns the model properties as a dict
Returns the string representation of the model
Attributes
attribute_map
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openapi_types
required_map
- property currency
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Currency of the inflation index convention. # noqa: E501
- Returns:
The currency of this InflationIndexConventions. # noqa: E501
- Return type:
- Type:
Gets the currency of this InflationIndexConventions. # noqa
- property inflation_frequency
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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:
- Type:
Gets the inflation_frequency of this InflationIndexConventions. # noqa
- property inflation_index_name
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Name of the index, e.g. UKRPI. # noqa: E501
- Returns:
The inflation_index_name of this InflationIndexConventions. # noqa: E501
- Return type:
- Type:
Gets the inflation_index_name of this InflationIndexConventions. # noqa
- property inflation_interpolation
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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:
- Type:
Gets the inflation_interpolation of this InflationIndexConventions. # noqa
- property inflation_roll_day
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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:
- Type:
Gets the inflation_roll_day of this InflationIndexConventions. # noqa
- property observation_lag
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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:
- Type:
Gets the observation_lag of this InflationIndexConventions. # noqa