lusid-sdk 1.1.250__py3-none-any.whl → 2.0.455__py3-none-any.whl
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- lusid/__init__.py +1263 -244
- lusid/api/__init__.py +79 -2
- lusid/api/abor_api.py +2297 -0
- lusid/api/abor_configuration_api.py +944 -0
- lusid/api/address_key_definition_api.py +296 -269
- lusid/api/aggregation_api.py +470 -261
- lusid/api/allocations_api.py +409 -402
- lusid/api/application_metadata_api.py +266 -244
- lusid/api/blocks_api.py +407 -400
- lusid/api/calendars_api.py +1179 -1634
- lusid/api/chart_of_accounts_api.py +5391 -0
- lusid/api/complex_market_data_api.py +471 -310
- lusid/api/compliance_api.py +1042 -1866
- lusid/api/configuration_recipe_api.py +1507 -359
- lusid/api/conventions_api.py +1982 -0
- lusid/api/corporate_action_sources_api.py +957 -881
- lusid/api/counterparties_api.py +729 -711
- lusid/api/custom_entities_api.py +1190 -1469
- lusid/api/custom_entity_definitions_api.py +387 -364
- lusid/api/custom_entity_types_api.py +393 -369
- lusid/api/cut_label_definitions_api.py +482 -451
- lusid/api/data_types_api.py +708 -1090
- lusid/api/derived_transaction_portfolios_api.py +204 -213
- lusid/api/entities_api.py +114 -114
- lusid/api/executions_api.py +409 -402
- lusid/api/funds_api.py +944 -0
- lusid/api/instrument_event_types_api.py +1287 -0
- lusid/api/instrument_events_api.py +631 -82
- lusid/api/instruments_api.py +2388 -1911
- lusid/api/legacy_compliance_api.py +1449 -0
- lusid/api/legal_entities_api.py +1898 -2242
- lusid/api/order_graph_api.py +355 -362
- lusid/api/order_instructions_api.py +745 -0
- lusid/api/order_management_api.py +508 -873
- lusid/api/orders_api.py +409 -402
- lusid/api/packages_api.py +745 -0
- lusid/api/participations_api.py +407 -400
- lusid/api/persons_api.py +1775 -2102
- lusid/api/placements_api.py +407 -400
- lusid/api/portfolio_groups_api.py +2811 -2983
- lusid/api/portfolios_api.py +2861 -4068
- lusid/api/property_definitions_api.py +1102 -1183
- lusid/api/queryable_keys_api.py +110 -95
- lusid/api/quotes_api.py +1293 -512
- lusid/api/reconciliations_api.py +1858 -733
- lusid/api/reference_lists_api.py +389 -389
- lusid/api/reference_portfolio_api.py +409 -619
- lusid/api/relation_definitions_api.py +538 -0
- lusid/api/relations_api.py +414 -0
- lusid/api/relationship_definitions_api.py +484 -494
- lusid/api/relationships_api.py +206 -224
- lusid/api/schemas_api.py +366 -322
- lusid/api/scopes_api.py +184 -207
- lusid/api/scripted_translation_api.py +766 -775
- lusid/api/search_api.py +408 -423
- lusid/api/sequences_api.py +376 -404
- lusid/api/structured_result_data_api.py +1205 -575
- lusid/api/system_configuration_api.py +979 -143
- lusid/api/tax_rule_sets_api.py +900 -0
- lusid/api/transaction_configuration_api.py +1055 -1093
- lusid/api/transaction_fees_api.py +935 -0
- lusid/api/transaction_portfolios_api.py +4373 -3879
- lusid/api/translation_api.py +364 -0
- lusid/api_client.py +197 -124
- lusid/api_response.py +25 -0
- lusid/configuration.py +58 -81
- lusid/exceptions.py +17 -15
- lusid/extensions/__init__.py +18 -0
- lusid/extensions/api_client.py +766 -0
- lusid/extensions/api_client_factory.py +248 -0
- lusid/extensions/api_configuration.py +234 -0
- lusid/extensions/configuration_loaders.py +201 -0
- lusid/{utilities → extensions}/proxy_config.py +24 -6
- lusid/{utilities → extensions}/refreshing_token.py +82 -35
- lusid/extensions/rest.py +300 -0
- lusid/extensions/retry.py +357 -0
- lusid/extensions/socket_keep_alive.py +52 -0
- lusid/extensions/tcp_keep_alive_connector.py +113 -0
- lusid/models/__init__.py +1165 -237
- lusid/models/a2_b_breakdown.py +65 -187
- lusid/models/a2_b_category.py +60 -154
- lusid/models/a2_b_data_record.py +178 -540
- lusid/models/a2_b_movement_record.py +192 -635
- lusid/models/abor.py +157 -0
- lusid/models/abor_configuration.py +159 -0
- lusid/models/abor_configuration_properties.py +115 -0
- lusid/models/abor_configuration_request.py +145 -0
- lusid/models/abor_properties.py +115 -0
- lusid/models/abor_request.py +131 -0
- lusid/models/access_controlled_action.py +87 -215
- lusid/models/access_controlled_resource.py +105 -271
- lusid/models/access_metadata_operation.py +84 -234
- lusid/models/access_metadata_value.py +58 -166
- lusid/models/account.py +131 -0
- lusid/models/account_properties.py +115 -0
- lusid/models/accounting_method.py +42 -0
- lusid/models/accounts_upsert_response.py +110 -0
- lusid/models/accumulation_event.py +87 -293
- lusid/models/action_id.py +55 -204
- lusid/models/action_result_of_portfolio.py +57 -154
- lusid/models/add_business_days_to_date_request.py +63 -214
- lusid/models/add_business_days_to_date_response.py +52 -127
- lusid/models/additional_payment.py +58 -228
- lusid/models/address_definition.py +97 -284
- lusid/models/address_key_compliance_parameter.py +73 -166
- lusid/models/address_key_definition.py +74 -220
- lusid/models/address_key_filter.py +69 -191
- lusid/models/address_key_list.py +73 -170
- lusid/models/address_key_list_compliance_parameter.py +77 -164
- lusid/models/address_key_option_definition.py +71 -293
- lusid/models/adjust_holding.py +101 -214
- lusid/models/adjust_holding_for_date_request.py +109 -285
- lusid/models/adjust_holding_request.py +107 -250
- lusid/models/aggregate_spec.py +67 -196
- lusid/models/aggregated_return.py +106 -373
- lusid/models/aggregated_returns_dispersion_request.py +102 -291
- lusid/models/aggregated_returns_request.py +128 -403
- lusid/models/aggregated_returns_response.py +95 -184
- lusid/models/aggregated_transactions_request.py +131 -0
- lusid/models/aggregation_context.py +55 -125
- lusid/models/aggregation_measure_failure_detail.py +80 -238
- lusid/models/aggregation_op.py +49 -0
- lusid/models/aggregation_options.py +55 -189
- lusid/models/aggregation_query.py +106 -439
- lusid/models/aggregation_type.py +44 -0
- lusid/models/allocation.py +207 -735
- lusid/models/allocation_request.py +175 -611
- lusid/models/allocation_service_run_response.py +102 -0
- lusid/models/allocation_set_request.py +64 -126
- lusid/models/amortisation_event.py +80 -266
- lusid/models/annul_quotes_response.py +99 -215
- lusid/models/annul_single_structured_data_response.py +74 -186
- lusid/models/annul_structured_data_response.py +99 -215
- lusid/models/asset_class.py +44 -0
- lusid/models/asset_leg.py +57 -161
- lusid/models/barrier.py +62 -228
- lusid/models/basket.py +85 -229
- lusid/models/basket_identifier.py +57 -224
- lusid/models/batch_adjust_holdings_response.py +128 -214
- lusid/models/batch_upsert_instrument_properties_response.py +101 -221
- lusid/models/batch_upsert_portfolio_transactions_response.py +128 -214
- lusid/models/batch_upsert_property_definition_properties_response.py +97 -221
- lusid/models/block.py +133 -542
- lusid/models/block_and_order_id_request.py +60 -156
- lusid/models/block_and_orders.py +65 -156
- lusid/models/block_and_orders_create_request.py +59 -134
- lusid/models/block_and_orders_request.py +117 -405
- lusid/models/block_request.py +108 -448
- lusid/models/block_set_request.py +64 -126
- lusid/models/blocked_order_request.py +113 -395
- lusid/models/bond.py +151 -570
- lusid/models/bond_coupon_event.py +80 -261
- lusid/models/bond_default_event.py +74 -167
- lusid/models/bond_principal_event.py +80 -261
- lusid/models/book_transactions_request.py +97 -0
- lusid/models/book_transactions_response.py +107 -0
- lusid/models/bool_compliance_parameter.py +73 -164
- lusid/models/bool_list_compliance_parameter.py +77 -164
- lusid/models/branch_step.py +83 -201
- lusid/models/bucketed_cash_flow_request.py +172 -0
- lusid/models/bucketed_cash_flow_response.py +111 -271
- lusid/models/bucketing_schedule.py +56 -126
- lusid/models/calculation_info.py +73 -0
- lusid/models/calendar.py +88 -337
- lusid/models/calendar_date.py +84 -407
- lusid/models/calendar_dependency.py +73 -166
- lusid/models/cap_floor.py +85 -295
- lusid/models/cash_dependency.py +76 -199
- lusid/models/cash_dividend_event.py +100 -291
- lusid/models/cash_election.py +73 -316
- lusid/models/cash_flow_event.py +80 -199
- lusid/models/cash_flow_lineage.py +91 -276
- lusid/models/cash_flow_value.py +90 -289
- lusid/models/cash_flow_value_set.py +86 -164
- lusid/models/cash_ladder_record.py +58 -216
- lusid/models/cash_perpetual.py +78 -231
- lusid/models/cds_flow_conventions.py +113 -514
- lusid/models/cds_index.py +100 -382
- lusid/models/cds_protection_detail_specification.py +57 -230
- lusid/models/change.py +110 -355
- lusid/models/change_history.py +90 -297
- lusid/models/change_history_action.py +39 -0
- lusid/models/change_item.py +80 -252
- lusid/models/chart_of_accounts.py +135 -0
- lusid/models/chart_of_accounts_properties.py +115 -0
- lusid/models/chart_of_accounts_request.py +120 -0
- lusid/models/check_step.py +92 -233
- lusid/models/cleardown_module_details.py +95 -0
- lusid/models/cleardown_module_request.py +117 -0
- lusid/models/cleardown_module_response.py +139 -0
- lusid/models/cleardown_module_rule.py +94 -0
- lusid/models/cleardown_module_rules_updated_response.py +110 -0
- lusid/models/client.py +75 -0
- lusid/models/close_event.py +76 -197
- lusid/models/close_period_diary_entry_request.py +149 -0
- lusid/models/complete_portfolio.py +149 -493
- lusid/models/complete_relation.py +96 -0
- lusid/models/complete_relationship.py +88 -378
- lusid/models/complex_bond.py +129 -326
- lusid/models/complex_market_data.py +82 -151
- lusid/models/complex_market_data_id.py +74 -274
- lusid/models/compliance_breached_order_info.py +83 -0
- lusid/models/compliance_parameter.py +85 -156
- lusid/models/compliance_parameter_type.py +56 -0
- lusid/models/compliance_rule.py +137 -0
- lusid/models/compliance_rule_breakdown.py +84 -257
- lusid/models/compliance_rule_breakdown_request.py +84 -252
- lusid/models/compliance_rule_response.py +149 -409
- lusid/models/compliance_rule_result.py +91 -0
- lusid/models/compliance_rule_result_detail.py +91 -414
- lusid/models/compliance_rule_result_portfolio_detail.py +57 -159
- lusid/models/compliance_rule_result_v2.py +68 -250
- lusid/models/compliance_rule_upsert_request.py +178 -0
- lusid/models/compliance_rule_upsert_response.py +82 -0
- lusid/models/compliance_run_info.py +81 -0
- lusid/models/compliance_run_info_v2.py +64 -253
- lusid/models/compliance_step.py +77 -146
- lusid/models/compliance_step_type.py +42 -0
- lusid/models/compliance_summary_rule_result.py +94 -342
- lusid/models/compliance_summary_rule_result_request.py +94 -348
- lusid/models/compliance_template.py +89 -251
- lusid/models/compliance_template_parameter.py +55 -201
- lusid/models/compliance_template_variation.py +94 -292
- lusid/models/component_transaction.py +92 -0
- lusid/models/composite_breakdown.py +72 -188
- lusid/models/composite_breakdown_request.py +97 -281
- lusid/models/composite_breakdown_response.py +90 -186
- lusid/models/composite_dispersion.py +116 -339
- lusid/models/composite_dispersion_response.py +95 -184
- lusid/models/compounding.py +76 -299
- lusid/models/configuration_recipe.py +114 -362
- lusid/models/constant_volatility_surface.py +85 -268
- lusid/models/constituents_adjustment_header.py +73 -185
- lusid/models/contract_for_difference.py +90 -461
- lusid/models/corporate_action.py +82 -313
- lusid/models/corporate_action_source.py +104 -302
- lusid/models/corporate_action_transition.py +69 -155
- lusid/models/corporate_action_transition_component.py +59 -262
- lusid/models/corporate_action_transition_component_request.py +55 -192
- lusid/models/corporate_action_transition_request.py +69 -153
- lusid/models/counterparty_agreement.py +73 -292
- lusid/models/counterparty_risk_information.py +78 -197
- lusid/models/counterparty_signatory.py +57 -161
- lusid/models/create_address_key_definition_request.py +53 -163
- lusid/models/create_calendar_request.py +94 -262
- lusid/models/create_corporate_action_source_request.py +100 -291
- lusid/models/create_custom_entity_type_request.py +79 -242
- lusid/models/create_cut_label_definition_request.py +85 -256
- lusid/models/create_data_map_request.py +61 -155
- lusid/models/create_data_type_request.py +143 -462
- lusid/models/create_date_request.py +111 -368
- lusid/models/create_derived_property_definition_request.py +79 -331
- lusid/models/create_derived_transaction_portfolio_request.py +160 -535
- lusid/models/create_portfolio_details.py +55 -125
- lusid/models/create_portfolio_group_request.py +117 -314
- lusid/models/create_property_definition_request.py +105 -424
- lusid/models/create_recipe_request.py +90 -0
- lusid/models/create_reconciliation_request.py +140 -0
- lusid/models/create_reference_portfolio_request.py +102 -317
- lusid/models/create_relation_definition_request.py +95 -0
- lusid/models/create_relation_request.py +71 -0
- lusid/models/create_relationship_definition_request.py +112 -437
- lusid/models/create_relationship_request.py +87 -238
- lusid/models/create_sequence_request.py +105 -327
- lusid/models/create_tax_rule_set_request.py +103 -0
- lusid/models/create_trade_tickets_response.py +69 -156
- lusid/models/create_transaction_portfolio_request.py +158 -574
- lusid/models/create_unit_definition.py +83 -241
- lusid/models/credit_default_swap.py +105 -384
- lusid/models/credit_rating.py +67 -178
- lusid/models/credit_spread_curve_data.py +109 -420
- lusid/models/credit_support_annex.py +73 -432
- lusid/models/criterion_type.py +39 -0
- lusid/models/currency_and_amount.py +58 -155
- lusid/models/curve_options.py +110 -0
- lusid/models/custodian_account.py +93 -396
- lusid/models/custodian_account_properties.py +115 -0
- lusid/models/custodian_account_request.py +148 -0
- lusid/models/custodian_accounts_upsert_response.py +110 -0
- lusid/models/custom_entity_definition.py +85 -351
- lusid/models/custom_entity_definition_request.py +79 -242
- lusid/models/custom_entity_field.py +73 -222
- lusid/models/custom_entity_field_definition.py +71 -296
- lusid/models/custom_entity_id.py +91 -280
- lusid/models/custom_entity_request.py +78 -228
- lusid/models/custom_entity_response.py +118 -409
- lusid/models/custom_entity_type.py +85 -351
- lusid/models/cut_label_definition.py +111 -322
- lusid/models/cut_local_time.py +53 -154
- lusid/models/data_definition.py +86 -301
- lusid/models/data_map_key.py +83 -174
- lusid/models/data_mapping.py +64 -126
- lusid/models/data_scope.py +80 -0
- lusid/models/data_type.py +145 -506
- lusid/models/data_type_summary.py +117 -398
- lusid/models/data_type_value_range.py +38 -0
- lusid/models/date_attributes.py +140 -371
- lusid/models/date_or_diary_entry.py +91 -0
- lusid/models/date_range.py +59 -155
- lusid/models/date_time_comparison_type.py +38 -0
- lusid/models/date_time_compliance_parameter.py +74 -165
- lusid/models/date_time_list_compliance_parameter.py +77 -164
- lusid/models/day_month.py +71 -0
- lusid/models/day_of_week.py +20 -102
- lusid/models/decimal_compliance_parameter.py +73 -164
- lusid/models/decimal_list.py +73 -170
- lusid/models/decimal_list_compliance_parameter.py +77 -164
- lusid/models/decorated_compliance_run_summary.py +65 -156
- lusid/models/delete_accounts_response.py +95 -0
- lusid/models/delete_custodian_accounts_response.py +103 -0
- lusid/models/delete_instrument_properties_response.py +67 -157
- lusid/models/delete_instrument_response.py +74 -216
- lusid/models/delete_instruments_response.py +74 -187
- lusid/models/delete_modes.py +38 -0
- lusid/models/delete_relation_request.py +71 -0
- lusid/models/delete_relationship_request.py +87 -238
- lusid/models/deleted_entity_response.py +81 -306
- lusid/models/dependency_source_filter.py +70 -228
- lusid/models/described_address_key.py +81 -0
- lusid/models/dialect.py +67 -185
- lusid/models/dialect_id.py +89 -330
- lusid/models/dialect_schema.py +58 -167
- lusid/models/diary_entry.py +155 -0
- lusid/models/diary_entry_request.py +120 -0
- lusid/models/discount_factor_curve_data.py +91 -296
- lusid/models/discounting_dependency.py +76 -199
- lusid/models/discounting_method.py +39 -0
- lusid/models/dividend_option_event.py +112 -354
- lusid/models/dividend_reinvestment_event.py +107 -354
- lusid/models/economic_dependency.py +82 -150
- lusid/models/economic_dependency_type.py +50 -0
- lusid/models/economic_dependency_with_complex_market_data.py +61 -156
- lusid/models/economic_dependency_with_quote.py +68 -186
- lusid/models/election_specification.py +73 -0
- lusid/models/eligibility_calculation.py +71 -0
- lusid/models/empty_model_options.py +71 -134
- lusid/models/entity_identifier.py +60 -190
- lusid/models/equity.py +86 -225
- lusid/models/equity_all_of_identifiers.py +83 -415
- lusid/models/equity_curve_by_prices_data.py +91 -296
- lusid/models/equity_curve_dependency.py +80 -281
- lusid/models/equity_model_options.py +73 -169
- lusid/models/equity_option.py +117 -573
- lusid/models/equity_swap.py +107 -487
- lusid/models/equity_vol_dependency.py +80 -275
- lusid/models/equity_vol_surface_data.py +101 -267
- lusid/models/error_detail.py +77 -216
- lusid/models/event_date_range.py +54 -155
- lusid/models/ex_dividend_configuration.py +57 -221
- lusid/models/exchange_traded_option.py +84 -261
- lusid/models/exchange_traded_option_contract_details.py +80 -535
- lusid/models/execution.py +144 -671
- lusid/models/execution_request.py +119 -577
- lusid/models/execution_set_request.py +64 -126
- lusid/models/exercise_event.py +83 -228
- lusid/models/exotic_instrument.py +79 -199
- lusid/models/expanded_group.py +121 -338
- lusid/models/expiry_event.py +74 -167
- lusid/models/fee_rule.py +138 -0
- lusid/models/fee_rule_upsert_request.py +142 -0
- lusid/models/fee_rule_upsert_response.py +97 -0
- lusid/models/field_definition.py +62 -195
- lusid/models/field_schema.py +83 -247
- lusid/models/field_value.py +60 -165
- lusid/models/file_response.py +69 -181
- lusid/models/filter_predicate_compliance_parameter.py +73 -167
- lusid/models/filter_step.py +83 -201
- lusid/models/fixed_leg.py +95 -287
- lusid/models/fixed_leg_all_of_overrides.py +65 -154
- lusid/models/fixed_schedule.py +131 -0
- lusid/models/flexible_loan.py +88 -263
- lusid/models/float_schedule.py +155 -0
- lusid/models/floating_leg.py +109 -349
- lusid/models/flow_convention_name.py +60 -193
- lusid/models/flow_conventions.py +120 -607
- lusid/models/forward_rate_agreement.py +90 -356
- lusid/models/from_recipe.py +81 -0
- lusid/models/fund.py +182 -0
- lusid/models/fund_properties.py +115 -0
- lusid/models/fund_request.py +165 -0
- lusid/models/fund_share_class.py +81 -336
- lusid/models/funding_leg.py +89 -259
- lusid/models/funding_leg_options.py +91 -0
- lusid/models/future.py +100 -388
- lusid/models/futures_contract_details.py +112 -562
- lusid/models/fx_conventions.py +55 -198
- lusid/models/fx_dependency.py +78 -231
- lusid/models/fx_forward.py +99 -481
- lusid/models/fx_forward_curve_by_quote_reference.py +114 -387
- lusid/models/fx_forward_curve_data.py +95 -360
- lusid/models/fx_forward_model_options.py +91 -242
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- lusid_sdk-1.1.250.dist-info/top_level.txt +0 -1
lusid/models/cdx_credit_event.py
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# coding: utf-8
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"""
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LUSID API
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FINBOURNE Technology # noqa: E501
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The version of the OpenAPI document: 1.1.250
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Contact: info@finbourne.com
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Generated by: https://openapi-generator.tech
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try:
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from inspect import getargspec as getfullargspec
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import pprint
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import re # noqa: F401
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from lusid.configuration import Configuration
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class CdxCreditEvent(object):
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"""NOTE: This class is auto generated by OpenAPI Generator.
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Ref: https://openapi-generator.tech
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Do not edit the class manually.
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Attributes:
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openapi_types (dict): The key is attribute name
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attribute_map (dict): The key is attribute name
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openapi_types = {
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'effective_date': 'datetime',
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'auction_date': 'datetime',
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'recovery_rate': 'float',
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'constituent_weight': 'float',
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'constituent_reference': 'str',
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'instrument_event_type': 'str'
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attribute_map = {
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'effective_date': 'effectiveDate',
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'auction_date': 'auctionDate',
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'recovery_rate': 'recoveryRate',
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'constituent_weight': 'constituentWeight',
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'constituent_reference': 'constituentReference',
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'instrument_event_type': 'instrumentEventType'
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'effective_date': 'required',
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'auction_date': 'optional',
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'recovery_rate': 'optional',
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'constituent_weight': 'required',
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def __init__(self, effective_date=None, auction_date=None, recovery_rate=None, constituent_weight=None, constituent_reference=None, instrument_event_type=None, local_vars_configuration=None): # noqa: E501
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"""CdxCreditEvent - a model defined in OpenAPI"
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:param effective_date: The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. (required)
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:type effective_date: datetime
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:param auction_date: The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.
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:type auction_date: datetime
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:param recovery_rate: The fraction of the defaulted debt that can be recovered.
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:type recovery_rate: float
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:param constituent_weight: The relative weight of the CDX constituent. (required)
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:param constituent_reference: Reference value used to identify the CDX constituent.
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:type constituent_reference: str
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:param instrument_event_type: The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent (required)
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:type instrument_event_type: str
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""" # noqa: E501
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self.local_vars_configuration = local_vars_configuration
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self._effective_date = None
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self._auction_date = None
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self._recovery_rate = None
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self._constituent_weight = None
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self._constituent_reference = None
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self._instrument_event_type = None
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self.effective_date = effective_date
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self.auction_date = auction_date
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self.recovery_rate = recovery_rate
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@property
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def effective_date(self):
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The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. # noqa: E501
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:return: The effective_date of this CdxCreditEvent. # noqa: E501
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:rtype: datetime
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"""
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def effective_date(self, effective_date):
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The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. # noqa: E501
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:param effective_date: The effective_date of this CdxCreditEvent. # noqa: E501
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self._effective_date = effective_date
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@property
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:return: The auction_date of this CdxCreditEvent. # noqa: E501
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:param auction_date: The auction_date of this CdxCreditEvent. # noqa: E501
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@property
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The relative weight of the CDX constituent. # noqa: E501
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Reference value used to identify the CDX constituent. # noqa: E501
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Reference value used to identify the CDX constituent. # noqa: E501
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def instrument_event_type(self):
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The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent # noqa: E501
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:return: The instrument_event_type of this CdxCreditEvent. # noqa: E501
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def instrument_event_type(self, instrument_event_type):
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The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent # noqa: E501
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:param instrument_event_type: The instrument_event_type of this CdxCreditEvent. # noqa: E501
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:type instrument_event_type: str
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"""
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raise ValueError("Invalid value for `instrument_event_type`, must not be `None`") # noqa: E501
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allowed_values = ["TransitionEvent", "InformationalEvent", "OpenEvent", "CloseEvent", "StockSplitEvent", "BondDefaultEvent", "CashDividendEvent", "AmortisationEvent", "CashFlowEvent", "ExerciseEvent", "ResetEvent", "TriggerEvent", "RawVendorEvent", "InformationalErrorEvent", "BondCouponEvent", "DividendReinvestmentEvent", "AccumulationEvent", "BondPrincipalEvent", "DividendOptionEvent", "MaturityEvent", "FxForwardSettlementEvent", "ExpiryEvent", "ScripDividendEvent", "StockDividendEvent", "ReverseStockSplitEvent", "CapitalDistributionEvent", "SpinOffEvent", "MergerEvent", "FutureExpiryEvent", "SwapCashFlowEvent", "SwapPrincipalEvent", "CreditPremiumCashFlowEvent", "CdsCreditEvent", "CdxCreditEvent", "MbsCouponEvent", "MbsPrincipalEvent", "BonusIssueEvent", "MbsPrincipalWriteOffEvent", "MbsInterestDeferralEvent", "MbsInterestShortfallEvent", "TenderEvent", "CallOnIntermediateSecuritiesEvent", "IntermediateSecuritiesDistributionEvent", "OptionExercisePhysicalEvent", "OptionExerciseCashEvent", "ProtectionPayoutCashFlowEvent"] # noqa: E501
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if self.local_vars_configuration.client_side_validation and instrument_event_type not in allowed_values: # noqa: E501
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raise ValueError(
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"Invalid value for `instrument_event_type` ({0}), must be one of {1}" # noqa: E501
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.format(instrument_event_type, allowed_values)
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def to_str(self):
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def __eq__(self, other):
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"""Returns true if both objects are equal"""
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# coding: utf-8
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"""
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LUSID API
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FINBOURNE Technology # noqa: E501
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The version of the OpenAPI document: 1.1.250
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Contact: info@finbourne.com
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Generated by: https://openapi-generator.tech
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class CdxCreditEventAllOf(object):
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"""NOTE: This class is auto generated by OpenAPI Generator.
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Ref: https://openapi-generator.tech
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openapi_types = {
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'effective_date': 'datetime',
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'auction_date': 'datetime',
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'recovery_rate': 'float',
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'constituent_weight': 'float',
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'constituent_reference': 'str',
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'instrument_event_type': 'str'
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attribute_map = {
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'effective_date': 'effectiveDate',
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'auction_date': 'auctionDate',
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'recovery_rate': 'recoveryRate',
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'constituent_weight': 'constituentWeight',
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'constituent_reference': 'constituentReference',
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'instrument_event_type': 'instrumentEventType'
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'recovery_rate': 'optional',
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'constituent_weight': 'required',
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'constituent_reference': 'optional',
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'instrument_event_type': 'required'
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def __init__(self, effective_date=None, auction_date=None, recovery_rate=None, constituent_weight=None, constituent_reference=None, instrument_event_type=None, local_vars_configuration=None): # noqa: E501
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"""CdxCreditEventAllOf - a model defined in OpenAPI"
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:param effective_date: The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. (required)
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:type effective_date: datetime
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:param auction_date: The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.
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:type auction_date: datetime
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:param recovery_rate: The fraction of the defaulted debt that can be recovered.
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:type recovery_rate: float
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:param constituent_weight: The relative weight of the CDX constituent. (required)
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:param constituent_reference: Reference value used to identify the CDX constituent.
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:type constituent_reference: str
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:param instrument_event_type: The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent (required)
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:type instrument_event_type: str
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""" # noqa: E501
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if local_vars_configuration is None:
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local_vars_configuration = Configuration.get_default_copy()
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self.local_vars_configuration = local_vars_configuration
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self._effective_date = None
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self._auction_date = None
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self._recovery_rate = None
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self._constituent_weight = None
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self._constituent_reference = None
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self._instrument_event_type = None
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self.discriminator = None
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self.effective_date = effective_date
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self.auction_date = auction_date
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self.recovery_rate = recovery_rate
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self.constituent_weight = constituent_weight
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self.constituent_reference = constituent_reference
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self.instrument_event_type = instrument_event_type
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@property
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def effective_date(self):
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"""Gets the effective_date of this CdxCreditEventAllOf. # noqa: E501
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The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. # noqa: E501
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:return: The effective_date of this CdxCreditEventAllOf. # noqa: E501
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:rtype: datetime
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"""
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return self._effective_date
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@effective_date.setter
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def effective_date(self, effective_date):
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"""Sets the effective_date of this CdxCreditEventAllOf.
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The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation. # noqa: E501
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:param effective_date: The effective_date of this CdxCreditEventAllOf. # noqa: E501
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:type effective_date: datetime
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"""
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if self.local_vars_configuration.client_side_validation and effective_date is None: # noqa: E501
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raise ValueError("Invalid value for `effective_date`, must not be `None`") # noqa: E501
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self._effective_date = effective_date
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@property
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def auction_date(self):
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"""Gets the auction_date of this CdxCreditEventAllOf. # noqa: E501
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The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined. # noqa: E501
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:return: The auction_date of this CdxCreditEventAllOf. # noqa: E501
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:rtype: datetime
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"""
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return self._auction_date
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@auction_date.setter
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def auction_date(self, auction_date):
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"""Sets the auction_date of this CdxCreditEventAllOf.
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The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined. # noqa: E501
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:param auction_date: The auction_date of this CdxCreditEventAllOf. # noqa: E501
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:type auction_date: datetime
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"""
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self._auction_date = auction_date
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@property
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def recovery_rate(self):
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"""Gets the recovery_rate of this CdxCreditEventAllOf. # noqa: E501
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The fraction of the defaulted debt that can be recovered. # noqa: E501
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:return: The recovery_rate of this CdxCreditEventAllOf. # noqa: E501
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:rtype: float
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"""
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return self._recovery_rate
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@recovery_rate.setter
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def recovery_rate(self, recovery_rate):
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"""Sets the recovery_rate of this CdxCreditEventAllOf.
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166
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-
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167
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The fraction of the defaulted debt that can be recovered. # noqa: E501
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168
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-
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169
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:param recovery_rate: The recovery_rate of this CdxCreditEventAllOf. # noqa: E501
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170
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:type recovery_rate: float
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171
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-
"""
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172
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-
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173
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self._recovery_rate = recovery_rate
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174
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-
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175
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@property
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176
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def constituent_weight(self):
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177
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"""Gets the constituent_weight of this CdxCreditEventAllOf. # noqa: E501
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178
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-
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179
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-
The relative weight of the CDX constituent. # noqa: E501
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180
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-
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181
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:return: The constituent_weight of this CdxCreditEventAllOf. # noqa: E501
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182
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:rtype: float
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183
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-
"""
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184
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-
return self._constituent_weight
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185
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-
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186
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@constituent_weight.setter
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187
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def constituent_weight(self, constituent_weight):
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188
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"""Sets the constituent_weight of this CdxCreditEventAllOf.
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189
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-
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190
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-
The relative weight of the CDX constituent. # noqa: E501
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191
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-
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192
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:param constituent_weight: The constituent_weight of this CdxCreditEventAllOf. # noqa: E501
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193
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-
:type constituent_weight: float
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194
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-
"""
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195
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if self.local_vars_configuration.client_side_validation and constituent_weight is None: # noqa: E501
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196
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raise ValueError("Invalid value for `constituent_weight`, must not be `None`") # noqa: E501
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197
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-
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198
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self._constituent_weight = constituent_weight
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199
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-
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200
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-
@property
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201
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-
def constituent_reference(self):
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202
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"""Gets the constituent_reference of this CdxCreditEventAllOf. # noqa: E501
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203
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-
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204
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-
Reference value used to identify the CDX constituent. # noqa: E501
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205
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-
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206
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:return: The constituent_reference of this CdxCreditEventAllOf. # noqa: E501
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207
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:rtype: str
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208
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-
"""
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209
|
-
return self._constituent_reference
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210
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-
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211
|
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@constituent_reference.setter
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212
|
-
def constituent_reference(self, constituent_reference):
|
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213
|
-
"""Sets the constituent_reference of this CdxCreditEventAllOf.
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214
|
-
|
|
215
|
-
Reference value used to identify the CDX constituent. # noqa: E501
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|
216
|
-
|
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217
|
-
:param constituent_reference: The constituent_reference of this CdxCreditEventAllOf. # noqa: E501
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|
218
|
-
:type constituent_reference: str
|
|
219
|
-
"""
|
|
220
|
-
|
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221
|
-
self._constituent_reference = constituent_reference
|
|
222
|
-
|
|
223
|
-
@property
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|
224
|
-
def instrument_event_type(self):
|
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225
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"""Gets the instrument_event_type of this CdxCreditEventAllOf. # noqa: E501
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|
226
|
-
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227
|
-
The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent # noqa: E501
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228
|
-
|
|
229
|
-
:return: The instrument_event_type of this CdxCreditEventAllOf. # noqa: E501
|
|
230
|
-
:rtype: str
|
|
231
|
-
"""
|
|
232
|
-
return self._instrument_event_type
|
|
233
|
-
|
|
234
|
-
@instrument_event_type.setter
|
|
235
|
-
def instrument_event_type(self, instrument_event_type):
|
|
236
|
-
"""Sets the instrument_event_type of this CdxCreditEventAllOf.
|
|
237
|
-
|
|
238
|
-
The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent # noqa: E501
|
|
239
|
-
|
|
240
|
-
:param instrument_event_type: The instrument_event_type of this CdxCreditEventAllOf. # noqa: E501
|
|
241
|
-
:type instrument_event_type: str
|
|
242
|
-
"""
|
|
243
|
-
if self.local_vars_configuration.client_side_validation and instrument_event_type is None: # noqa: E501
|
|
244
|
-
raise ValueError("Invalid value for `instrument_event_type`, must not be `None`") # noqa: E501
|
|
245
|
-
allowed_values = ["TransitionEvent", "InformationalEvent", "OpenEvent", "CloseEvent", "StockSplitEvent", "BondDefaultEvent", "CashDividendEvent", "AmortisationEvent", "CashFlowEvent", "ExerciseEvent", "ResetEvent", "TriggerEvent", "RawVendorEvent", "InformationalErrorEvent", "BondCouponEvent", "DividendReinvestmentEvent", "AccumulationEvent", "BondPrincipalEvent", "DividendOptionEvent", "MaturityEvent", "FxForwardSettlementEvent", "ExpiryEvent", "ScripDividendEvent", "StockDividendEvent", "ReverseStockSplitEvent", "CapitalDistributionEvent", "SpinOffEvent", "MergerEvent", "FutureExpiryEvent", "SwapCashFlowEvent", "SwapPrincipalEvent", "CreditPremiumCashFlowEvent", "CdsCreditEvent", "CdxCreditEvent", "MbsCouponEvent", "MbsPrincipalEvent", "BonusIssueEvent", "MbsPrincipalWriteOffEvent", "MbsInterestDeferralEvent", "MbsInterestShortfallEvent", "TenderEvent", "CallOnIntermediateSecuritiesEvent", "IntermediateSecuritiesDistributionEvent", "OptionExercisePhysicalEvent", "OptionExerciseCashEvent", "ProtectionPayoutCashFlowEvent"] # noqa: E501
|
|
246
|
-
if self.local_vars_configuration.client_side_validation and instrument_event_type not in allowed_values: # noqa: E501
|
|
247
|
-
raise ValueError(
|
|
248
|
-
"Invalid value for `instrument_event_type` ({0}), must be one of {1}" # noqa: E501
|
|
249
|
-
.format(instrument_event_type, allowed_values)
|
|
250
|
-
)
|
|
251
|
-
|
|
252
|
-
self._instrument_event_type = instrument_event_type
|
|
253
|
-
|
|
254
|
-
def to_dict(self, serialize=False):
|
|
255
|
-
"""Returns the model properties as a dict"""
|
|
256
|
-
result = {}
|
|
257
|
-
|
|
258
|
-
def convert(x):
|
|
259
|
-
if hasattr(x, "to_dict"):
|
|
260
|
-
args = getfullargspec(x.to_dict).args
|
|
261
|
-
if len(args) == 1:
|
|
262
|
-
return x.to_dict()
|
|
263
|
-
else:
|
|
264
|
-
return x.to_dict(serialize)
|
|
265
|
-
else:
|
|
266
|
-
return x
|
|
267
|
-
|
|
268
|
-
for attr, _ in six.iteritems(self.openapi_types):
|
|
269
|
-
value = getattr(self, attr)
|
|
270
|
-
attr = self.attribute_map.get(attr, attr) if serialize else attr
|
|
271
|
-
if isinstance(value, list):
|
|
272
|
-
result[attr] = list(map(
|
|
273
|
-
lambda x: convert(x),
|
|
274
|
-
value
|
|
275
|
-
))
|
|
276
|
-
elif isinstance(value, dict):
|
|
277
|
-
result[attr] = dict(map(
|
|
278
|
-
lambda item: (item[0], convert(item[1])),
|
|
279
|
-
value.items()
|
|
280
|
-
))
|
|
281
|
-
else:
|
|
282
|
-
result[attr] = convert(value)
|
|
283
|
-
|
|
284
|
-
return result
|
|
285
|
-
|
|
286
|
-
def to_str(self):
|
|
287
|
-
"""Returns the string representation of the model"""
|
|
288
|
-
return pprint.pformat(self.to_dict())
|
|
289
|
-
|
|
290
|
-
def __repr__(self):
|
|
291
|
-
"""For `print` and `pprint`"""
|
|
292
|
-
return self.to_str()
|
|
293
|
-
|
|
294
|
-
def __eq__(self, other):
|
|
295
|
-
"""Returns true if both objects are equal"""
|
|
296
|
-
if not isinstance(other, CdxCreditEventAllOf):
|
|
297
|
-
return False
|
|
298
|
-
|
|
299
|
-
return self.to_dict() == other.to_dict()
|
|
300
|
-
|
|
301
|
-
def __ne__(self, other):
|
|
302
|
-
"""Returns true if both objects are not equal"""
|
|
303
|
-
if not isinstance(other, CdxCreditEventAllOf):
|
|
304
|
-
return True
|
|
305
|
-
|
|
306
|
-
return self.to_dict() != other.to_dict()
|