{"openapi":"3.0.4","info":{"title":"PricingOptions","version":"0.0.1"},"paths":{},"components":{"schemas":{"PricingOptions":{"type":"object","properties":{"modelSelection":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/ModelSelection"},"useInstrumentTypeToDeterminePricer":{"type":"boolean","description":"If true then use the instrument type to set the default instrument pricer\r\nThis applies where no more specific set of overrides are provided on a per-vendor and instrument basis."},"allowAnyInstrumentsWithSecUidToPriceOffLookup":{"type":"boolean","description":"By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated\r\ninstrument definition simply through looking up a price as there should be a better way of evaluating it.\r\nTo override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true."},"allowPartiallySuccessfulEvaluation":{"type":"boolean","description":"If true then a failure in task evaluation doesn't cause overall failure.\r\nresults will be returned where they succeeded and annotation elsewhere"},"produceSeparateResultForLinearOtcLegs":{"type":"boolean","description":"If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg\r\nrather than a single line result with the amalgamated/summed pv from both legs."},"fxForwardContractsAsUnitsInBothLegs":{"type":"boolean","description":"When true, Holding/Units on both legs of an instrument-booked FxForward valued with\r\nProduceSeparateResultForLinearOtcLegs reports the number of forward contracts held (the\r\nnon-split holding units), so that Holding/Units * Valuation/InstrumentPV == Valuation/PV\r\nholds on each leg. When false (default), the foreign leg reports\r\n<non-split units> * (fgnAmount / domAmount)."},"enableUseOfCachedUnitResults":{"type":"boolean","description":"If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them.\r\nDefault is that this caching is turned off."},"windowValuationOnInstrumentStartEnd":{"type":"boolean","description":"If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero"},"removeContingentCashflowsInPaymentDiary":{"type":"boolean","description":"When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.\r\ni.e. Is exercise or default being assumed to happen or not."},"useChildSubHoldingKeysForPortfolioExpansion":{"type":"boolean","description":"Should fund constituents inherit subholding keys from the parent subholding keyb"},"validateDomesticAndQuoteCurrenciesAreConsistent":{"type":"boolean","description":"Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing."},"mbsValuationUsingHoldingCurrentFace":{"type":"boolean"},"convertSrsCashFlowsToPortfolioCurrency":{"type":"boolean","description":"In the case upserted structured result store (SRS) cashflows are not \r\nin the portfolio currency, set this parameter to True to convert said\r\ncashflows into the portfolio currency. By default, this flag is set \r\nto False and Lusid will not do any FX conversion.\r\n\r\nPlease note that FX conversion is dependent on the data available in\r\nthe quote store - ensure that all relevant FX quotes have been loaded\r\nfor cashflow currency conversion."},"conservedQuantityForLookthroughExpansion":{"type":"string","description":"When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",\r\nthe quantity specified here will be conserved and apportioned to lookthrough constituents.\r\nFor example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.\r\nWhen expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.\r\nThe number of units of each equity held is then implied.\r\nNote that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.\r\n            \r\nAllowed values are: \"PV\" (default), \"Exposure\". Available values: PV, Exposure.","nullable":true},"returnZeroPv":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/ReturnZeroPvOptions"},"enableLegLevelInferenceForCustomSrsColumns":{"type":"boolean","description":"When enabled, allows inference between leg-level and\r\ninstrument-level data during portfolio valuation. If\r\ndata is missing at one level, it may be inferred from\r\nthe other level. For example, missing leg-level data \r\nmay be inferred from existing leg-level and instrument-\r\nlevel data when ProduceSeparateResultForLinearOtcLegs\r\nis enabled, and vice versa. Explicitly provided data\r\nalways takes precedence."},"useInstrumentScaleFactorAsDefault":{"type":"boolean","description":"When enabled, priceScaleFactor defined at the instrument level will\r\nbe used in the absence of quote scaleFactor when resolving quotes."}},"additionalProperties":false,"description":"Options for controlling the default aspects and behaviour of the pricing engine.","title":"PricingOptions"}}}}