sdk.lusid.models.inflation_leg.InflationLeg

class InflationLeg(**data)

LUSID representation of an Inflation Leg. This leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument. The implementation supports the following inflation leg types: * Zero Coupon inflation leg (CPI Leg), with a single payment at maturity. * Year on Year inflation leg * LPI Swap Leg (capped and floored YoY) # 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.

start_date
maturity_date
flow_conventions
base_cpi
calculation_type
cap_rate
floor_rate
inflation_index_conventions
notional
pay_receive
instrument_type
additional_properties

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of InflationLeg from a dict

Return type:

InflationLeg

classmethod from_json(json_str)

Create an instance of InflationLeg from a JSON string

Return type:

InflationLeg

classmethod instrument_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