# InflationLeg

LUSID representation of an Inflation Leg.  This leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument.  The implementation supports the following inflation leg types:  * Zero Coupon inflation leg (CPI Leg), with a single payment at maturity.  * Year on Year inflation leg  * LPI Swap Leg (capped and floored YoY)
## Properties

| Name | Type | Required | Description |
|------|------|----------|-------------|
| **start_date** | **datetime** | Required | The start date of the instrument. This is normally synonymous with the trade-date. |
| **maturity_date** | **datetime** | Required | The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. |
| **flow_conventions** | [FlowConventions](FlowConventions.md) | Required | *No description available.* |
| **base_cpi** | **float** | Optional | Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps. |
| **calculation_type** | **str** | Required | The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded]. |
| **cap_rate** | **float** | Optional | Optional cap, needed for LPI Legs or CPI Legs with Caps |
| **floor_rate** | **float** | Optional | Optional floor, needed for LPI Legs or CPI Legs with Floors. |
| **inflation_index_conventions** | [InflationIndexConventions](InflationIndexConventions.md) | Required | *No description available.* |
| **notional** | **float** | Required | The notional |
| **pay_receive** | **str** | Optional | PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive]. |
| **time_zone_conventions** | [TimeZoneConventions](TimeZoneConventions.md) | Optional | *No description available.* |
| **instrument_type** | **str** | Required | Available values: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo. |


## Usage

### Creating from keyword arguments

```python
from finbourne.sdk.services.lusid.models.InflationLeg import InflationLeg

instance = InflationLeg(
    start_date=datetime.now(),  # required — The start date of the instrument. This is normally synonymous with the trade-date.
    maturity_date=datetime.now(),  # required — The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.
    flow_conventions=FlowConventions(...),  # required
    base_cpi=0.0,  # optional — Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.
    calculation_type="...",  # required — The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].
    cap_rate=0.0,  # optional — Optional cap, needed for LPI Legs or CPI Legs with Caps
    floor_rate=0.0,  # optional — Optional floor, needed for LPI Legs or CPI Legs with Floors.
    inflation_index_conventions=InflationIndexConventions(...),  # required
    notional=0.0,  # required — The notional
    pay_receive="...",  # optional — PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive].
    time_zone_conventions=TimeZoneConventions(...),  # optional
    instrument_type="..."  # required — Available values: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo.
)
```

- [FlowConventions](FlowConventions.md)
- [InflationIndexConventions](InflationIndexConventions.md)
- [TimeZoneConventions](TimeZoneConventions.md)


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