def __init__(self,
maturity,
notional_currency,
quantity,
val_type,
credit_assessment,
base_ccy_price=None,
report_ccy_price=None,
base_ccy_ai=None,
report_ccy_ai=None,
base_ccy_mv=None,
report_ccy_mv=None,
reset_date=None):
super().__init__()
self.MtrtyDt = pmmfr.ISODate(maturity)
self.NtnlCcyFrstLeg = pmmfr.ActiveOrHistoricCurrencyCode(
notional_currency)
self.Qty = Quantity(value=quantity)
self.Pric = ValueInBaseCcyOrReportCcy(base_ccy_val=base_ccy_price,
report_ccy_val=report_ccy_price)
self.AcrdIntrst = ValueInBaseCcyOrReportCcy(
base_ccy_val=base_ccy_ai, report_ccy_val=report_ccy_ai)
self.TtlVal = ValueInBaseCcyOrReportCcy(base_ccy_val=base_ccy_mv,
report_ccy_val=report_ccy_mv)
self.ValtnTp = pmmfr.ValuationType2Code(val_type)
self.RstDt = pmmfr.ISODate(reset_date) if reset_date else None
self.CdtAssmntRslt = pmmfr.AssessmentResultType2Code(credit_assessment)
def __init__(self,
maturity,
notional_currency,
base_ccy_exposure=None,
report_ccy_exposure=None):
super().__init__()
self.MtrtyDt = pmmfr.ISODate(maturity)
self.NtnlCcyFrstLeg = pmmfr.ActiveOrHistoricCurrencyCode(
notional_currency)
self.XpsrVal = ValueInBaseCcyOrReportCcy(
base_ccy_val=base_ccy_exposure, report_ccy_val=report_ccy_exposure)
def __init__(self,
maturity,
notional_currency,
base_ccy_collat=None,
report_ccy_collat=None,
base_ccy_exposure=None,
report_ccy_exposure=None,
base_ccy_mv=None,
report_ccy_mv=None,
reset_date=None,
second_leg_currency=None):
super().__init__()
self.MtrtyDt = pmmfr.ISODate(maturity)
self.NtnlCcyFrstLeg = pmmfr.ActiveOrHistoricCurrencyCode(
notional_currency)
self.NtnlCcyScndLeg = pmmfr.ActiveOrHistoricCurrencyCode(
second_leg_currency) or None
self.TtlVal = ValueInBaseCcyOrReportCcy(base_ccy_val=base_ccy_mv,
report_ccy_val=report_ccy_mv)
self.CollVal = ValueInBaseCcyOrReportCcy(
base_ccy_val=base_ccy_collat, report_ccy_val=report_ccy_collat)
self.XpsrVal = ValueInBaseCcyOrReportCcy(
base_ccy_val=base_ccy_exposure, report_ccy_val=report_ccy_exposure)
self.RstDt = pmmfr.ISODate(reset_date) or None
def __init__(self,
test_date,
net_asset_value_basis,
code,
impact,
input_factor=None,
comment=None):
super().__init__()
self.StrssTstDt = pmmfr.ISODate(test_date)
self.NetAsstValBsis = pmmfr.NetAssetValueBasis1Code(
net_asset_value_basis) # CNAV or NAVL
self.StrssTstScnroCd = pmmfr.Max35Text(code)
self.StrssTstImpct = StressTestImpact(value=impact)
self.InptFctr = pmmfr.DecimalNumber(
input_factor) if input_factor else None
self.Cmnt = pmmfr.Max350Text(comment) if comment else None
def __init__(self,
maturity,
notional_currency,
credit_assessment,
base_ccy_exposure=None,
report_ccy_exposure=None,
base_ccy_collat=None,
report_ccy_collat=None):
super().__init__()
self.MtrtyDt = pmmfr.ISODate(maturity)
self.NtnlCcyFrstLeg = pmmfr.ActiveOrHistoricCurrencyCode(
notional_currency)
self.XpsrVal = ValueInBaseCcyOrReportCcy(
base_ccy_val=base_ccy_exposure, report_ccy_val=report_ccy_exposure)
self.CollVal = ValueInBaseCcyOrReportCcy(
base_ccy_val=base_ccy_collat, report_ccy_val=report_ccy_collat)
self.CdtAssmntRslt = pmmfr.AssessmentResultType2Code(credit_assessment)
def __init__(self,
maturity,
notional_currency,
quantity,
base_ccy_price=None,
report_ccy_price=None,
base_ccy_mv=None,
report_ccy_mv=None):
super().__init__()
self.MtrtyDt = pmmfr.ISODate(maturity)
self.NtnlCcyFrstLeg = pmmfr.ActiveOrHistoricCurrencyCode(
notional_currency)
self.Qty = Quantity(value=quantity)
self.Pric = ValueInBaseCcyOrReportCcy(base_ccy_val=base_ccy_price,
report_ccy_val=report_ccy_price)
self.TtlVal = ValueInBaseCcyOrReportCcy(base_ccy_val=base_ccy_mv,
report_ccy_val=report_ccy_mv)