sdk.lusid.models.repo.Repo
- class Repo(**data)[source]
LUSID representation of a sale and repurchase agreement, supporting haircut, margin or repo rate methods. # 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
dom_ccy
accrual_basis
collateral
collateral_value
haircut
margin
purchase_price
repo_rate
repurchase_price
instrument_type
additional_properties