# coding: utf-8
"""
LUSID API
FINBOURNE Technology # noqa: E501
Contact: info@finbourne.com
Generated by OpenAPI Generator (https://openapi-generator.tech)
Do not edit the class manually.
"""
from __future__ import annotations
import pprint
import re # noqa: F401
import json
from typing import Any, Dict, Optional
from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, StrictStr, constr
[docs]
class Compounding(BaseModel):
"""
The compounding settings used on interest rate. # noqa: E501
"""
averaging_method: Optional[StrictStr] = Field(None,alias="averagingMethod", description="Defines whether a weighted or unweighted average is used when calculating the average rate. It applies only when CompoundingMethod = ‘Averaging‘. Supported string (enumeration) values are: [Unweighted, UnweightedIncludingWeekends, Weighted].")
calculation_shift_method: Optional[StrictStr] = Field(None,alias="calculationShiftMethod", description="Defines which resets and day counts are used for the rate calculation Supported string (enumeration) values are: [Lookback, NoShift, ObservationPeriodShift, Lockout].")
compounding_method: StrictStr = Field(...,alias="compoundingMethod", description="If the interest rate is simple, compounded or using a pre-computed compounded index. Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding].")
reset_frequency: StrictStr = Field(...,alias="resetFrequency", description="The interest payment frequency. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
shift: Optional[StrictInt] = Field(None, description="Defines the number of days to lockout or shift observation period by - should be a non-negative integer")
spread_compounding_method: Optional[StrictStr] = Field(None,alias="spreadCompoundingMethod", description="Defines how the computed leg spread is applied to compounded rate. It applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘. Available compounding methods: | Method | Description | | ------ | ----------- | | Straight | Compounding rate in each compound period includes the spread. | | Flat | Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. | | SpreadExclusive | Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. | The values \"IsdaCompounding\", \"NoCompounding\", \"IsdaFlatCompounding\", and \"None\" are accepted for compatibility with existing instruments and their use is discouraged. Supported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None].")
rounding_precision: Optional[StrictInt] = Field(None, alias="roundingPrecision", description="Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to. This is an optional field, leaving it blank will mean no rounding takes place in Compounding.")
__properties = ["averagingMethod", "calculationShiftMethod", "compoundingMethod", "resetFrequency", "shift", "spreadCompoundingMethod", "roundingPrecision"]
[docs]
class Config:
"""Pydantic configuration"""
allow_population_by_field_name = True
validate_assignment = True
def __str__(self):
"""For `print` and `pprint`"""
return pprint.pformat(self.dict(by_alias=False))
def __repr__(self):
"""For `print` and `pprint`"""
return self.to_str()
[docs]
def to_str(self) -> str:
"""Returns the string representation of the model using alias"""
return pprint.pformat(self.dict(by_alias=True))
[docs]
def to_json(self) -> str:
"""Returns the JSON representation of the model using alias"""
return json.dumps(self.to_dict())
[docs]
@classmethod
def from_json(cls, json_str: str) -> Compounding:
"""Create an instance of Compounding from a JSON string"""
return cls.from_dict(json.loads(json_str))
[docs]
def to_dict(self):
"""Returns the dictionary representation of the model using alias"""
_dict = self.dict(by_alias=True,
exclude={
},
exclude_none=True)
# set to None if averaging_method (nullable) is None
# and __fields_set__ contains the field
if self.averaging_method is None and "averaging_method" in self.__fields_set__:
_dict['averagingMethod'] = None
# set to None if calculation_shift_method (nullable) is None
# and __fields_set__ contains the field
if self.calculation_shift_method is None and "calculation_shift_method" in self.__fields_set__:
_dict['calculationShiftMethod'] = None
# set to None if spread_compounding_method (nullable) is None
# and __fields_set__ contains the field
if self.spread_compounding_method is None and "spread_compounding_method" in self.__fields_set__:
_dict['spreadCompoundingMethod'] = None
# set to None if rounding_precision (nullable) is None
# and __fields_set__ contains the field
if self.rounding_precision is None and "rounding_precision" in self.__fields_set__:
_dict['roundingPrecision'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> Compounding:
"""Create an instance of Compounding from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return Compounding.parse_obj(obj)
_obj = Compounding.parse_obj({
"averaging_method": obj.get("averagingMethod"),
"calculation_shift_method": obj.get("calculationShiftMethod"),
"compounding_method": obj.get("compoundingMethod"),
"reset_frequency": obj.get("resetFrequency"),
"shift": obj.get("shift"),
"spread_compounding_method": obj.get("spreadCompoundingMethod"),
"rounding_precision": obj.get("roundingPrecision")
})
return _obj