other

Other off-balance-sheet and miscellaneous instrument classes for the core domain model.

Classes:

• Commitment –

  A class to represent commitments.

• LetterOfCredit –

  A class to represent letter of credit instruments.

• RepurchaseAgreement –

  A class to represent repo instruments.

• StandByLetterOfCredit –

  A class to represent standby letter of credit instruments.

• TradeLetterOfCredit –

  A class to represent trade letter of credit instruments.

Commitment

Commitment(**kwargs: object)

Bases: Instrument

A class to represent commitments.

Methods:

• accept –

  Accept a visitor.

• is_composite –

  Check if the instrument is composite.

• repricing_date –

  Return the next repricing date for variable-rate instruments.

Attributes:

• book_type (BookType | None) –

  Get the book type of the instrument.

• credit_rating (CreditRating) –

  Get the instrument's credit rating.

• issuer (Issuer) –

  Get the instrument's issuer.

• parent (Instrument | None) –

  Get the parent instrument.

book_type property writable

book_type: BookType | None

Get the book type of the instrument.

credit_rating property writable

credit_rating: CreditRating

Get the instrument's credit rating.

issuer property writable

issuer: Issuer

Get the instrument's issuer.

parent property writable

parent: Instrument | None

Get the parent instrument.

accept

accept(visitor: Visitor) -> None

Accept a visitor.

is_composite

is_composite() -> bool

Check if the instrument is composite.

repricing_date

repricing_date(as_of: date) -> date | None

Return the next repricing date for variable-rate instruments.

Returns None for fixed-rate instruments (repricing_frequency is None).

LetterOfCredit

LetterOfCredit(**kwargs: object)

Bases: Instrument

A class to represent letter of credit instruments.

Methods:

• accept –

  Accept a visitor.

• is_composite –

  Check if the instrument is composite.

• repricing_date –

  Return the next repricing date for variable-rate instruments.

Attributes:

• book_type (BookType | None) –

  Get the book type of the instrument.

• credit_rating (CreditRating) –

  Get the instrument's credit rating.

• issuer (Issuer) –

  Get the instrument's issuer.

• parent (Instrument | None) –

  Get the parent instrument.

book_type property writable

book_type: BookType | None

Get the book type of the instrument.

credit_rating property writable

credit_rating: CreditRating

Get the instrument's credit rating.

issuer property writable

issuer: Issuer

Get the instrument's issuer.

parent property writable

parent: Instrument | None

Get the parent instrument.

accept

accept(visitor: Visitor) -> None

Accept a visitor.

is_composite

is_composite() -> bool

Check if the instrument is composite.

repricing_date

repricing_date(as_of: date) -> date | None

Return the next repricing date for variable-rate instruments.

Returns None for fixed-rate instruments (repricing_frequency is None).

RepurchaseAgreement

RepurchaseAgreement(**kwargs: object)

Bases: Instrument

A class to represent repo instruments.

Methods:

• accept –

  Accept a visitor.

• is_composite –

  Check if the instrument is composite.

• repricing_date –

  Return the next repricing date for variable-rate instruments.

Attributes:

• book_type (BookType | None) –

  Get the book type of the instrument.

• credit_rating (CreditRating) –

  Get the instrument's credit rating.

• issuer (Issuer) –

  Get the instrument's issuer.

• parent (Instrument | None) –

  Get the parent instrument.

book_type property writable

book_type: BookType | None

Get the book type of the instrument.

credit_rating property writable

credit_rating: CreditRating

Get the instrument's credit rating.

issuer property writable

issuer: Issuer

Get the instrument's issuer.

parent property writable

parent: Instrument | None

Get the parent instrument.

accept

accept(visitor: Visitor) -> None

Accept a visitor.

is_composite

is_composite() -> bool

Check if the instrument is composite.

repricing_date

repricing_date(as_of: date) -> date | None

Return the next repricing date for variable-rate instruments.

Returns None for fixed-rate instruments (repricing_frequency is None).

StandByLetterOfCredit

StandByLetterOfCredit(**kwargs: object)

Bases: LetterOfCredit

A class to represent standby letter of credit instruments.

Methods:

• accept –

  Accept a visitor.

• is_composite –

  Check if the instrument is composite.

• repricing_date –

  Return the next repricing date for variable-rate instruments.

Attributes:

• book_type (BookType | None) –

  Get the book type of the instrument.

• credit_rating (CreditRating) –

  Get the instrument's credit rating.

• issuer (Issuer) –

  Get the instrument's issuer.

• parent (Instrument | None) –

  Get the parent instrument.

book_type property writable

book_type: BookType | None

Get the book type of the instrument.

credit_rating property writable

credit_rating: CreditRating

Get the instrument's credit rating.

issuer property writable

issuer: Issuer

Get the instrument's issuer.

parent property writable

parent: Instrument | None

Get the parent instrument.

accept

accept(visitor: Visitor) -> None

Accept a visitor.

is_composite

is_composite() -> bool

Check if the instrument is composite.

repricing_date

repricing_date(as_of: date) -> date | None

Return the next repricing date for variable-rate instruments.

Returns None for fixed-rate instruments (repricing_frequency is None).

TradeLetterOfCredit

TradeLetterOfCredit(**kwargs: object)

Bases: LetterOfCredit

A class to represent trade letter of credit instruments.

Methods:

• accept –

  Accept a visitor.

• is_composite –

  Check if the instrument is composite.

• repricing_date –

  Return the next repricing date for variable-rate instruments.

Attributes:

• book_type (BookType | None) –

  Get the book type of the instrument.

• credit_rating (CreditRating) –

  Get the instrument's credit rating.

• issuer (Issuer) –

  Get the instrument's issuer.

• parent (Instrument | None) –

  Get the parent instrument.

book_type property writable

book_type: BookType | None

Get the book type of the instrument.

credit_rating property writable

credit_rating: CreditRating

Get the instrument's credit rating.

issuer property writable

issuer: Issuer

Get the instrument's issuer.

parent property writable

parent: Instrument | None

Get the parent instrument.

accept

accept(visitor: Visitor) -> None

Accept a visitor.

is_composite

is_composite() -> bool

Check if the instrument is composite.

repricing_date

repricing_date(as_of: date) -> date | None

Return the next repricing date for variable-rate instruments.

Returns None for fixed-rate instruments (repricing_frequency is None).