src.cdm.base.math.DatedValue.py Maven / Gradle / Ivy

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# pylint: disable=line-too-long, invalid-name, missing-function-docstring
# pylint: disable=bad-indentation, trailing-whitespace, superfluous-parens
# pylint: disable=wrong-import-position, unused-import, unused-wildcard-import
# pylint: disable=wildcard-import, wrong-import-order, missing-class-docstring
# pylint: disable=missing-module-docstring
from __future__ import annotations
from typing import List, Optional
import datetime
import inspect
from decimal import Decimal
from pydantic import Field
from rosetta.runtime.utils import (
    BaseDataClass, rosetta_condition, rosetta_resolve_attr
)
from rosetta.runtime.utils import *

__all__ = ['DatedValue']


class DatedValue(BaseDataClass):
    """
    Defines a date and value pair. This definition is used for varying rate or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.
    """
    date: datetime.date = Field(..., description="The date on which the associated step value becomes effective. This day may be subject to adjustment in accordance with a business day convention.")
    """
    The date on which the associated step value becomes effective. This day may be subject to adjustment in accordance with a business day convention.
    """
    value: Decimal = Field(..., description="The rate of amount which becomes effective on the associated step date. A rate of 5% would be represented as 0.05.")
    """
    The rate of amount which becomes effective on the associated step date. A rate of 5% would be represented as 0.05.
    """

import cdm