# 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 datetime import datetime
from typing import Any, Dict, List, Optional, Union
from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
from lusid.models.lusid_instrument import LusidInstrument
[docs]
class Repo(LusidInstrument):
"""
LUSID representation of a sale and repurchase agreement, supporting haircut, margin or repo rate methods. # noqa: E501
"""
start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
accrual_basis: constr(strict=True, min_length=1) = Field(..., alias="accrualBasis", description="For calculation of interest, the accrual basis to be used. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].")
collateral: Optional[conlist(LusidInstrument)] = Field(None, description="The actual collateral in the Repo. This property is for informational purposes only, Lusid pricing is not affected.")
collateral_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="collateralValue", description="The full market value of the collateral in domestic currency, before any margin or haircut is applied.")
haircut: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The haircut (or margin percentage) applied to the collateral, this should be a number between 0 and 1, i.e. for a 5% haircut this should be 0.05. This is defined as (CollateralValue - PurchasePrice) / CollateralValue. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
margin: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The initial margin (or margin ratio) applied to the collateral, this should be a number greater than or equal to 1.0, i.e. for a 102% margin this should be 1.02. A value of 1.0 means no margin (100%). This is defined as CollateralValue / PurchasePrice. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
purchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="purchasePrice", description="The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require collateral value and a margin or haircut. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
repo_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repoRate", description="The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity. This field is used to calculate the Repurchase price. While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified.")
repurchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repurchasePrice", description="The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated from the PurchasePrice and RepoRate. One, and only one, of the RepoRate and RepurchasePrice must be specified.")
instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan")
additional_properties: Dict[str, Any] = {}
__properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "accrualBasis", "collateral", "collateralValue", "haircut", "margin", "purchasePrice", "repoRate", "repurchasePrice"]
[docs]
@validator('instrument_type')
def instrument_type_validate_enum(cls, value):
"""Validates the enum"""
if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan'):
raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan')")
return value
[docs]
class Config:
"""Pydantic configuration"""
allow_population_by_field_name = True
validate_assignment = True
[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) -> Repo:
"""Create an instance of Repo 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={
"additional_properties"
},
exclude_none=True)
# override the default output from pydantic by calling `to_dict()` of each item in collateral (list)
_items = []
if self.collateral:
for _item in self.collateral:
if _item:
_items.append(_item.to_dict())
_dict['collateral'] = _items
# puts key-value pairs in additional_properties in the top level
if self.additional_properties is not None:
for _key, _value in self.additional_properties.items():
_dict[_key] = _value
# set to None if collateral (nullable) is None
# and __fields_set__ contains the field
if self.collateral is None and "collateral" in self.__fields_set__:
_dict['collateral'] = None
# set to None if collateral_value (nullable) is None
# and __fields_set__ contains the field
if self.collateral_value is None and "collateral_value" in self.__fields_set__:
_dict['collateralValue'] = None
# set to None if haircut (nullable) is None
# and __fields_set__ contains the field
if self.haircut is None and "haircut" in self.__fields_set__:
_dict['haircut'] = None
# set to None if margin (nullable) is None
# and __fields_set__ contains the field
if self.margin is None and "margin" in self.__fields_set__:
_dict['margin'] = None
# set to None if purchase_price (nullable) is None
# and __fields_set__ contains the field
if self.purchase_price is None and "purchase_price" in self.__fields_set__:
_dict['purchasePrice'] = None
# set to None if repo_rate (nullable) is None
# and __fields_set__ contains the field
if self.repo_rate is None and "repo_rate" in self.__fields_set__:
_dict['repoRate'] = None
# set to None if repurchase_price (nullable) is None
# and __fields_set__ contains the field
if self.repurchase_price is None and "repurchase_price" in self.__fields_set__:
_dict['repurchasePrice'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> Repo:
"""Create an instance of Repo from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return Repo.parse_obj(obj)
_obj = Repo.parse_obj({
"instrument_type": obj.get("instrumentType"),
"start_date": obj.get("startDate"),
"maturity_date": obj.get("maturityDate"),
"dom_ccy": obj.get("domCcy"),
"accrual_basis": obj.get("accrualBasis"),
"collateral": [LusidInstrument.from_dict(_item) for _item in obj.get("collateral")] if obj.get("collateral") is not None else None,
"collateral_value": obj.get("collateralValue"),
"haircut": obj.get("haircut"),
"margin": obj.get("margin"),
"purchase_price": obj.get("purchasePrice"),
"repo_rate": obj.get("repoRate"),
"repurchase_price": obj.get("repurchasePrice")
})
# store additional fields in additional_properties
for _key in obj.keys():
if _key not in cls.__properties:
_obj.additional_properties[_key] = obj.get(_key)
return _obj