{"openapi":"3.0.4","info":{"title":"FlexibleRepo","version":"0.0.1"},"paths":{},"components":{"schemas":{"FlexibleRepo":{"description":"Lusid representation of a repurchase agreement, where one party sells some collateral and agrees to re-buy it at a later date for some given price.","required":["buyerOrSeller","instrumentType","repoCcy","repoType","startDate"],"type":"object","properties":{"startDate":{"type":"string","description":"The start date of the instrument. This is normally synonymous with the trade-date.","format":"date-time"},"maturityDate":{"type":"string","description":"The maturity date of the instrument. This is the date at which the repurchase will occur for a TermRepo.\r\nOptional for OpenRepo, but if not provided, defaults to the StartDate plus a long period (e.g. 2099-12-31).","format":"date-time","nullable":true},"buyerOrSeller":{"minLength":1,"type":"string","description":"Is the user the Buyer or the Seller of this repo?\r\nEvery repo agreement has two sides, a buyer and a seller.\r\nThe Buyer pays the PurchasePrice to the Seller in exchange for legal ownership of the collateral.\r\nAt Maturity, the Buyer then receives the RepurchasePrice in exchange for returning legal ownership of the collateral.\r\nControls the direction of purchase and repurchase cashflows, as well as the recipient of cashflows from the collateral. Available values: Buyer, Seller."},"repoCcy":{"type":"string","description":"Currency of the purchase and repurchase prices. May differ from the currencies on any collateral."},"repoType":{"minLength":1,"type":"string","description":"The type of the repurchase agreement, Open or Term.\r\nIf Term, the repurchase automatically takes place at Maturity.\r\nIf Open, the agreement is rolled by the given tenor, and an interest cashflow is paid out with each roll,\r\nunless manually triggered by a FlexibleRepoFullClosureEvent. Available values: OpenRepo, TermRepo."},"accrualBasis":{"type":"string","description":"For calculation of interest, the accrual day count to be used.\r\nRequired if no RepoRateSchedules are provided.\r\nIf both RepoRateSchedules and AccrualBasis are provided,\r\nthen AccrualBasis will take precedence.\r\n\r\nSupported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].","nullable":true},"collateral":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/Collateral"},"haircut":{"type":"number","description":"Haircut on the value of the collateral, used to calculate PurchasePrice if not provided directly.\r\nHaircut or Margin should be specified if PurchasePrice is not specified.","format":"double","nullable":true},"margin":{"type":"number","description":"Initial margin on the value of the collateral, used to calculate PurchasePrice if not provided directly.\r\nHaircut or Margin should be specified if PurchasePrice is not specified.","format":"double","nullable":true},"openRepoRollingPeriod":{"type":"string","description":"Required if the RepoType is Open.\r\nThe tenor representing the mandatory roll period if the FlexibleRepo is not manually matured.\r\nIf a user matures the FlexibleRepo via an instrument event, then the repurchase will delay until the end of this rolling period.\r\nGenerally this is set to 1D (one day), i.e. the repurchase will occur on the same day as the instrument event,\r\nthough any valid tenor is accepted with TenorUnit set to Day, Week, Month, or Year.\r\nNote that TenorUnit T is not accepted here.","nullable":true},"purchasePrice":{"type":"number","description":"The initial purchase price of the collateral.\r\nIf provided directly in this field, then Collateral.CollateralValue,\r\nHaircut, and Margin should not be provided.","format":"double","nullable":true},"repoRateSchedules":{"type":"array","items":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/Schedule"},"description":"Schedules used to calculate the repurchase price and any interest payments on the FlexibleRepo.\r\nOnly one schedule may be provided, and must be of type FixedSchedule or FloatSchedule.\r\nIf RepoType is OpenRepo, a FixedSchedule or FloatSchedule must be provided to calculate the expected Repo Rate,\r\nand RepurchasePrice must be omitted.\r\nIf RepoType is TermRepo, only one of RepurchasePrice and RepoRateSchedules should be provided.\r\nIf a RepoRateSchedule is provided on a TermRepo, the PaymentFrequency in the FlowConventions should be 1T.\r\nStubType must be set to None, and no ExDividend configuration should be provided.","nullable":true},"repurchasePrice":{"type":"number","description":"The repurchase price of the repo, if known.\r\nOnly one of RepurchasePrice and RepoRateSchedules should be provided.\r\nIn the case of an OpenRepo, RepurchasePrice should not be provided,\r\nand RepoRateSchedules should be provided instead in order to calculate the RepoRate.","format":"double","nullable":true},"timeZoneConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/TimeZoneConventions"},"tradingConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/TradingConventions"},"isCollateralTransferActivated":{"type":"boolean","description":"Indicates whether the FlexibleRepoCollateralTransfer event is activated.\r\nDetermines the behavior of manufactured coupons and related boolean parameters.\r\nDefaults to false.\r\nWhen true:\r\n- Generates the FlexibleRepoCollateralTransfer event\r\n- Processes collateral transfer transactions into holding changes\r\n- Generates manufactured payments when due to be paid\r\n            \r\nWhen false:\r\n- Does not generate the event\r\n- Generates manufactured payments when due to be received"},"instrumentType":{"type":"string","enum":["FlexibleRepo"]}},"title":"FlexibleRepo"}}}}