src.cdm.observable.asset.PremiumExpression.py Maven / Gradle / Ivy
# 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__ = ['PremiumExpression']
class PremiumExpression(BaseDataClass):
"""
This class corresponds to the FpML Premium.model group for representing the option premium when expressed in a way other than an amount.
"""
premiumType: Optional[cdm.observable.asset.PremiumTypeEnum.PremiumTypeEnum] = Field(None, description="Forward start premium type")
"""
Forward start premium type
"""
pricePerOption: Optional[cdm.observable.asset.Money.Money] = Field(None, description="The amount of premium to be paid expressed as a function of the number of options.")
"""
The amount of premium to be paid expressed as a function of the number of options.
"""
percentageOfNotional: Optional[Decimal] = Field(None, description="The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.")
"""
The amount of premium to be paid expressed as a percentage of the notional value of the transaction. A percentage of 5% would be expressed as 0.05.
"""
import cdm
import cdm.observable.asset.PremiumTypeEnum
import cdm.observable.asset.Money
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