sdk.lusid.models.inflation_swap.InflationSwap

class InflationSwap(**data)

LUSID representation of an Inflation Swap. The implementation supports the following swap types: * Zero Coupon inflation swap, with a single payment at maturity. * LPI Swap (capped and floored) * Year on Year inflation swap This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252). | Leg Index | Leg Identifier | Description | | ——— | ————– | ———– | | 1 | InflationLeg | Cash flows with a rate relating to an underlying inflation index. | | 2 | FixedLeg | Cash flows with a fixed rate. | # 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
inflation_leg
fixed_leg
instrument_type
additional_properties

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of InflationSwap from a dict

Return type:

InflationSwap

classmethod from_json(json_str)

Create an instance of InflationSwap from a JSON string

Return type:

InflationSwap

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