Module: rates_leg

Expand source code

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#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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#
#    http://www.apache.org/licenses/LICENSE-2.0
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# See the License for the specific language governing permissions and
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from abc import ABC
from dataclasses import dataclass
from cl.runtime import RecordMixin
from cl.tradeentry.trades.rates.rates_leg_key import RatesLegKey


@dataclass(slots=True, kw_only=True)
class RatesLeg(RatesLegKey, RecordMixin[RatesLegKey], ABC):
    """Base class for an interest rate leg."""

    def get_key(self) -> RatesLegKey:
        return RatesLegKey(rates_leg_id=self.rates_leg_id)

Classes

class RatesLeg (*, rates_leg_id: str = None)

Base class for an interest rate leg.

Expand source code

@dataclass(slots=True, kw_only=True)
class RatesLeg(RatesLegKey, RecordMixin[RatesLegKey], ABC):
    """Base class for an interest rate leg."""

    def get_key(self) -> RatesLegKey:
        return RatesLegKey(rates_leg_id=self.rates_leg_id)

Ancestors

RatesLegKey
KeyMixin
RecordMixin
abc.ABC
typing.Generic

Subclasses

RatesSwapLeg

Static methods

def get_key_type() -> Type: Inherited from: RatesLegKey.get_key_type

Return key type even when called from a record.

Fields

var rates_leg_id -> str: Inherited from: RatesLegKey.rates_leg_id

Unique interest rate leg identifier.

Methods

def get_key(self) -> RatesLegKey: Inherited from: RecordMixin.get_key

Return a new key object whose fields populated from self, do not return self.
def init_all(self) -> None: Inherited from: RecordMixin.init_all

Invoke ‘init’ for each class in the order from base to derived, then validate against schema.