sdk.lusid.models.total_return_swap.TotalReturnSwap

class TotalReturnSwap(**data)

A swap in which one party makes payments based on leg rates (fixed or floating) while the other party makes payments based on the return of an underlying instrument. The underlying instrument can be provided as an inline economic definition or as a reference instrument pointing to an already upserted instrument. A reference instrument in this case would consist of instrument scope, instrument id and instrument id type (ISIN, LUID etc.). 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 | AssetLeg | Cash flows relating to the returns generated by an underlying bond. | | 2 | FundingLeg | The funding leg of the swap. | # 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
asset_leg
funding_leg
instrument_type
additional_properties

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of TotalReturnSwap from a dict

Return type:

TotalReturnSwap

classmethod from_json(json_str)

Create an instance of TotalReturnSwap from a JSON string

Return type:

TotalReturnSwap

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