Module: rates_swap

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.
# You may obtain a copy of the License at
#
#    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 dataclasses import dataclass
from typing import List
from cl.runtime.records.dataclasses_extensions import missing
from cl.tradeentry.trades.rates.rates_leg_key import RatesLegKey
from cl.tradeentry.trades.trade import Trade


@dataclass(slots=True, kw_only=True)
class RatesSwap(Trade):
    """Interest rate swap consisting of two or more rates legs."""

    legs: List[RatesLegKey] = missing()
    """List of swap legs or their keys."""

Classes

class RatesSwap (*, trade_id: str = None, parent_trade: TradeKey | None = None, legs: List[RatesLegKey] = None)

Interest rate swap consisting of two or more rates legs.

Expand source code

@dataclass(slots=True, kw_only=True)
class RatesSwap(Trade):
    """Interest rate swap consisting of two or more rates legs."""

    legs: List[RatesLegKey] = missing()
    """List of swap legs or their keys."""

Ancestors

Trade
TradeKey
KeyMixin
RecordMixin
abc.ABC
typing.Generic

Static methods

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

Return key type even when called from a record.

Fields

var legs -> List[RatesLegKey]: List of swap legs or their keys.
var parent_trade -> TradeKey | None: Inherited from: Trade.parent_trade

Specified for trades that are part of a basket or strategy (PV will be aggregated under the parent).
var trade_id -> str: Inherited from: Trade.trade_id

Unique trade identifier.

Methods

def get_key(self) -> TradeKey: Inherited from: Trade.get_key

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

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