sdk.lusid.models.leg_definition.LegDefinition

class LegDefinition(**data)[source]

Definition of the set of flow and index conventions along with other miscellaneous information required to generate an instrument leg. # 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.

`convention_name`
`conventions`
`index_convention`
`index_convention_name`
`notional_exchange_type`
`pay_receive`
`rate_or_spread`
`reset_convention`
`stub_type`
`compounding`
`amortisation`
`first_regular_payment_date`
`first_coupon_type`
`last_regular_payment_date`
`last_coupon_type`
`fx_linked_notional_schedule`
`intermediate_notional_exchange`

class Config[source]: Pydantic configuration

classmethod from_dict(obj)[source]

Create an instance of LegDefinition from a dict

Return type:: LegDefinition

classmethod from_json(json_str)[source]

Create an instance of LegDefinition from a JSON string

Return type:: LegDefinition

to_dict()[source]: Returns the dictionary representation of the model using alias

to_json()[source]

Returns the JSON representation of the model using alias

Return type:: str

to_str()[source]

Returns the string representation of the model using alias

Return type:: str