def __init__(self, cfi_iso, instr_name=None, instr_isin=None):
super().__init__()
self.ClssfctnTp = pmmfr.CFIOct2015Identifier(cfi_iso)
instr = pmmfr.InstrumentIdentification4Choice__1()
if instr_name or instr_isin:
if instr_isin:
instr.ISIN = pmmfr.ISINOct2015Identifier(instr_isin)
else:
instr.Nm = pmmfr.Max350Text(instr_name)
else:
raise
self.InstrmId = instr
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,
highest_beneficial_owner_pct,
prof_estimated_rate,
prof_precise_rate,
retail_estimated_rate,
retail_precise_rate,
investor_bank_pct,
investor_general_govt_pct,
investor_household_pct,
investor_insurance_pct,
investor_non_fin_pct,
investor_mmf_pct,
investor_other_fin_pct,
investor_pension_fund_pct,
investor_unknown_pct,
country_breakdown_pct, # list
redemption_frequency, # enum -> in static schema...
notice_period,
arrangement_breakdown_pct, # list
other_arrangement,
monthly_nav, # list,
monthly_subs, # list
monthly_redemption, # list
monthly_payment, # list
monthly_xrate # list of dict ccy/xrate
):
super().__init__()
self.HghstBnfclOwnrRate = pmmfr.PercentageBoundedRate(
highest_beneficial_owner_pct)
self.InvstrCncntrtn = InvstrCncntrtn(prof_estimated_rate,
prof_precise_rate,
retail_estimated_rate,
retail_precise_rate)
for _ in range(9):
self.InvstrGrpBrkdwn.append(
InvestorGroupBreakdown(
investor_bank_pct=investor_bank_pct,
investor_general_govt_pct=investor_general_govt_pct,
investor_household_pct=investor_household_pct,
investor_insurance_pct=investor_insurance_pct,
investor_non_fin_pct=investor_non_fin_pct,
investor_mmf_pct=investor_mmf_pct,
investor_other_fin_pct=investor_other_fin_pct,
investor_pension_fund_pct=investor_pension_fund_pct,
investor_unknown_pct=investor_unknown_pct))
for country in country_breakdown_pct:
for ctry, pct in country.items():
self.BrkdwnByCtry.append(CountryPct(ctry, pct))
self.RedDealgFrqcy = pmmfr.EventFrequency9Code__1(redemption_frequency)
self.NtceDays = pmmfr.Max3Number(notice_period)
for arrangement in arrangement_breakdown_pct:
for arrangement_type, pct in arrangement.items():
self.BrkdwnByArrgmnt.append(
BrkdwnByArrgmnt(arrangement_type=arrangement_type,
pct=pct))
self.OthrArrgmntAddtlInf = pmmfr.Max350Text(
other_arrangement) if other_arrangement else None
self.MnthlyNetAsstValPerUnitInf = MnthlyValue(monthly_val=monthly_nav)
self.MnthlySbcptInf = MnthlyValue(monthly_val=monthly_subs)
self.MnthlyRedInf = MnthlyValue(monthly_val=monthly_redemption)
self.MnthlyPmtToInvstrInf = MnthlyValue(monthly_val=monthly_payment)
self.MnthlyXchgRateInf = MonthValue2__2(monthly_val=monthly_xrate)
def __init__(self, instr_name):
super().__init__()
instr = pmmfr.InstrumentIdentification4Choice__3()
instr.Nm = pmmfr.Max350Text(instr_name)
self.InstrmId = instr
def __init__(self, lei=None, name=None):
super().__init__()
self.Nm = pmmfr.Max350Text(name) if name else None
self.LEI = pmmfr.LEIIdentifier(lei) if lei else None