Module: float_swap_leg_entry

Expand source code

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from dataclasses import dataclass
from typing_extensions import Self
from cl.runtime import Context
from cl.convince.entries.entry_key import EntryKey
from cl.tradeentry.entries.rates.swaps.rates_swap_leg_entry import RatesSwapLegEntry


@dataclass(slots=True, kw_only=True)
class FloatSwapLegEntry(RatesSwapLegEntry):
    """A series of interest rate payments with a floating coupon based on an interest rate index.."""

    float_freq: str | None = None
    """Frequency at which floating interest accrues."""

    float_index: EntryKey | None = None
    """Floating interest rate index ('float_spread' is added to the index fixing)."""

    float_spread: EntryKey | None = None
    """Spread over the interest rate index (zero if not specified)."""

Classes

A series of interest rate payments with a floating coupon based on an interest rate index..

Expand source code

@dataclass(slots=True, kw_only=True)
class FloatSwapLegEntry(RatesSwapLegEntry):
    """A series of interest rate payments with a floating coupon based on an interest rate index.."""

    float_freq: str | None = None
    """Frequency at which floating interest accrues."""

    float_index: EntryKey | None = None
    """Floating interest rate index ('float_spread' is added to the index fixing)."""

    float_spread: EntryKey | None = None
    """Spread over the interest rate index (zero if not specified)."""

Ancestors

Static methods

def check_entry_id(entry_id: str) -> None: Inherited from: RatesSwapLegEntry.check_entry_id

Check that the unique identifier is compliant with the expected format.
def get_entry_id(record_type: str, title: str, body: str | None = None, data: str | None = None) -> str: Inherited from: RatesSwapLegEntry.get_entry_id

Create the unique identifier from parameters.
def get_key_type() -> Type: Inherited from: RatesSwapLegEntry.get_key_type

Return key type even when called from a record.
def parse_optional_bool(field_value: str | None, *, field_name: str | None = None) -> bool | None: Inherited from: RatesSwapLegEntry.parse_optional_bool

Parse an optional boolean value.
def parse_required_bool(field_value: str | None, *, field_name: str | None = None) -> bool: Inherited from: RatesSwapLegEntry.parse_required_bool

Parse an optional boolean value.

Fields

var approved_by -> UserKey | None: Inherited from: RatesSwapLegEntry.approved_by

User who recorded the approval.
var body -> str | None: Inherited from: RatesSwapLegEntry.body

Optional body of the entry if not completely described by the title (included in MD5 hash).
var data -> str | None: Inherited from: RatesSwapLegEntry.data

Optional supporting data in YAML format (included in MD5 hash).
var effective_date -> EntryKey | None: Inherited from: RatesSwapLegEntry.effective_date

Trade or leg effective date defined as unadjusted date or time interval relative to another date.
var entry_id -> str: Inherited from: RatesSwapLegEntry.entry_id

Based on record type, title and MD5 hash of body and data if present, EntryUtil.create_id is used to generate.
var few_shot -> bool | None: Inherited from: RatesSwapLegEntry.few_shot

If True, use this entry as a few-shot example.
var float_freq -> str | None: Frequency at which floating interest accrues.
var float_index -> EntryKey | None: Floating interest rate index (‘float_spread’ is added to the index fixing).
var float_spread -> EntryKey | None: Spread over the interest rate index (zero if not specified).
var leg -> RatesLegKey: Inherited from: RatesSwapLegEntry.leg

Interest rate leg.
var maturity_date -> EntryKey | None: Inherited from: RatesSwapLegEntry.maturity_date

Trade or leg maturity date defined as unadjusted date or time interval relative to another date.
var pay_freq -> EntryKey | None: Inherited from: RatesSwapLegEntry.pay_freq

Payment frequency.
var pay_receive -> EntryKey | None: Inherited from: RatesSwapLegEntry.pay_receive

String representation of the Buy or Sell flag in the format specified by the user.
var title -> str: Inherited from: RatesSwapLegEntry.title

Title of a long entry or complete description of a short one (included in MD5 hash).

Methods

def get_key(self) -> EntryKey: Inherited from: RatesSwapLegEntry.get_key

Return a new key object whose fields populated from self, do not return self.
def get_text(self) -> str: Inherited from: RatesSwapLegEntry.get_text

Get the complete text of the entry.
def init(self) -> None: Inherited from: RatesSwapLegEntry.init

Generate entry_id in ‘type: title’ format followed by an MD5 hash of body and data if present.
def init_all(self) -> None: Inherited from: RatesSwapLegEntry.init_all

Invoke ‘init’ for each class in the order from base to derived, then validate against schema.
def run_propose(self) -> None: Inherited from: RatesSwapLegEntry.run_propose

Generate or regenerate the proposed value.