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)