sdk.lusid.models.pricing_options.PricingOptions

class PricingOptions(model_selection=None, use_instrument_type_to_determine_pricer=None, allow_any_instruments_with_sec_uid_to_price_off_lookup=None, allow_partially_successful_evaluation=None, produce_separate_result_for_linear_otc_legs=None, enable_use_of_cached_unit_results=None, window_valuation_on_instrument_start_end=None, remove_contingent_cashflows_in_payment_diary=None, use_child_sub_holding_keys_for_portfolio_expansion=None, validate_domestic_and_quote_currencies_are_consistent=None, conserved_quantity_for_lookthrough_expansion=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.

PricingOptions - a model defined in OpenAPI”

Parameters:

model_selection (lusid.ModelSelection) –
use_instrument_type_to_determine_pricer (bool) – If true then use the instrument type to set the default instrument pricer This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.
allow_any_instruments_with_sec_uid_to_price_off_lookup (bool) – By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated instrument definition simply through looking up a price as there should be a better way of evaluating it. To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.
allow_partially_successful_evaluation (bool) – If true then a failure in task evaluation doesn’t cause overall failure. results will be returned where they succeeded and annotation elsewhere
produce_separate_result_for_linear_otc_legs (bool) – If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg rather than a single line result with the amalgamated/summed pv from both legs.
enable_use_of_cached_unit_results (bool) – If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them. Default is that this caching is turned off.
window_valuation_on_instrument_start_end (bool) – If true, when valuing an instrument outside the period where it is ‘alive’ (the start-maturity window) it will return a valuation of zero
remove_contingent_cashflows_in_payment_diary (bool) – When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not. i.e. Is exercise or default being assumed to happen or not.
use_child_sub_holding_keys_for_portfolio_expansion (bool) – Should fund constituents inherit subholding keys from the parent subholding keyb
validate_domestic_and_quote_currencies_are_consistent (bool) – Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.
conserved_quantity_for_lookthrough_expansion (str) – When performing lookthrough portfolio expansion with ScalingMethodology set to “Sum” or “AbsoluteSum”, the quantity specified here will be conserved and apportioned to lookthrough constituents. For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity. When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity. The number of units of each equity held is then implied. Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs. Allowed values are: “PV” (default), “Exposure”.

Methods

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

Attributes

`allow_any_instruments_with_sec_uid_to_price_off_lookup`	E501
`allow_partially_successful_evaluation`	E501
`attribute_map`
`conserved_quantity_for_lookthrough_expansion`	E501
`enable_use_of_cached_unit_results`	E501
`model_selection`	E501
`openapi_types`
`produce_separate_result_for_linear_otc_legs`	E501
`remove_contingent_cashflows_in_payment_diary`	E501
`required_map`
`use_child_sub_holding_keys_for_portfolio_expansion`	E501
`use_instrument_type_to_determine_pricer`	E501
`validate_domestic_and_quote_currencies_are_consistent`	E501
`window_valuation_on_instrument_start_end`	E501

property allow_any_instruments_with_sec_uid_to_price_off_lookup

E501

By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated instrument definition simply through looking up a price as there should be a better way of evaluating it. To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true. # noqa: E501

Returns:: The allow_any_instruments_with_sec_uid_to_price_off_lookup of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the allow_any_instruments_with_sec_uid_to_price_off_lookup of this PricingOptions. # noqa

property allow_partially_successful_evaluation

E501

If true then a failure in task evaluation doesn’t cause overall failure. results will be returned where they succeeded and annotation elsewhere # noqa: E501

Returns:: The allow_partially_successful_evaluation of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the allow_partially_successful_evaluation of this PricingOptions. # noqa

property conserved_quantity_for_lookthrough_expansion

E501

When performing lookthrough portfolio expansion with ScalingMethodology set to “Sum” or “AbsoluteSum”, the quantity specified here will be conserved and apportioned to lookthrough constituents. For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity. When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity. The number of units of each equity held is then implied. Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs. Allowed values are: “PV” (default), “Exposure”. # noqa: E501

Returns:: The conserved_quantity_for_lookthrough_expansion of this PricingOptions. # noqa: E501
Return type:: str
Type:: Gets the conserved_quantity_for_lookthrough_expansion of this PricingOptions. # noqa

property enable_use_of_cached_unit_results

E501

If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them. Default is that this caching is turned off. # noqa: E501

Returns:: The enable_use_of_cached_unit_results of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the enable_use_of_cached_unit_results of this PricingOptions. # noqa

property model_selection

E501

Returns:: The model_selection of this PricingOptions. # noqa: E501
Return type:: lusid.ModelSelection
Type:: Gets the model_selection of this PricingOptions. # noqa

property produce_separate_result_for_linear_otc_legs

E501

If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg rather than a single line result with the amalgamated/summed pv from both legs. # noqa: E501

Returns:: The produce_separate_result_for_linear_otc_legs of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the produce_separate_result_for_linear_otc_legs of this PricingOptions. # noqa

property remove_contingent_cashflows_in_payment_diary

E501

When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not. i.e. Is exercise or default being assumed to happen or not. # noqa: E501

Returns:: The remove_contingent_cashflows_in_payment_diary of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the remove_contingent_cashflows_in_payment_diary of this PricingOptions. # noqa

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

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

property use_child_sub_holding_keys_for_portfolio_expansion

E501

Should fund constituents inherit subholding keys from the parent subholding keyb # noqa: E501

Returns:: The use_child_sub_holding_keys_for_portfolio_expansion of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the use_child_sub_holding_keys_for_portfolio_expansion of this PricingOptions. # noqa

property use_instrument_type_to_determine_pricer

E501

If true then use the instrument type to set the default instrument pricer This applies where no more specific set of overrides are provided on a per-vendor and instrument basis. # noqa: E501

Returns:: The use_instrument_type_to_determine_pricer of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the use_instrument_type_to_determine_pricer of this PricingOptions. # noqa

property validate_domestic_and_quote_currencies_are_consistent

E501

Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing. # noqa: E501

Returns:: The validate_domestic_and_quote_currencies_are_consistent of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the validate_domestic_and_quote_currencies_are_consistent of this PricingOptions. # noqa

property window_valuation_on_instrument_start_end

E501

If true, when valuing an instrument outside the period where it is ‘alive’ (the start-maturity window) it will return a valuation of zero # noqa: E501

Returns:: The window_valuation_on_instrument_start_end of this PricingOptions. # noqa: E501
Return type:: bool
Type:: Gets the window_valuation_on_instrument_start_end of this PricingOptions. # noqa