examples/use-cases/instruments/Interest Rate Swap.ipynb

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   "cell_type": "code",
   "execution_count": 69,
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   "source": [
    "import lusid\n",
    "import numpy as np\n",
    "from lusidtools.jupyter_tools import toggle_code\n",
    "\n",
    "\"\"\"Interest Rate Swap Valuation\n",
    "\n",
    "Demonstrates pricing of an Interest Rate Swap based on a user defined Instrument.\n",
    "\n",
    "Attributes\n",
    "----------\n",
    "instruments\n",
    "valuation\n",
    "lifecycle events\n",
    "market data store\n",
    "results store\n",
    "quotes\n",
    "\"\"\"\n",
    "\n",
    "toggle_code(\"Hide docstring\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 70,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "LUSID Environment Initialised\n",
      "LUSID SDK Version:  0.6.9613.0\n"
     ]
    }
   ],
   "source": [
    "# Import LUSID libraries\n",
    "import lusid as lu\n",
    "import lusid.models as lm\n",
    "\n",
    "from lusidtools.pandas_utils.lusid_pandas import lusid_response_to_data_frame\n",
    "from lusidjam.refreshing_token import RefreshingToken\n",
    "from lusidtools.cocoon.transaction_type_upload import upsert_transaction_type_alias\n",
    "\n",
    "from utilities.instrument_utils import (\n",
    "    add_utc_to_df,\n",
    "    create_property,\n",
    ")\n",
    "\n",
    "from utilities.formatting_tools import (\n",
    "    cash_flow_response_to_df,\n",
    ")\n",
    "\n",
    "# Import Libraries\n",
    "from datetime import datetime, timedelta\n",
    "from IPython.display import display_html\n",
    "import pytz\n",
    "import pandas as pd\n",
    "import matplotlib.pyplot as plt\n",
    "import matplotlib as mpl\n",
    "import numpy as np\n",
    "import json\n",
    "import os\n",
    "\n",
    "# Settings and utility functions to display objects and responses more clearly.\n",
    "pd.set_option('float_format', '{:,.4f}'.format)\n",
    "\n",
    "# Set the secrets path\n",
    "secrets_path = os.getenv(\"FBN_SECRETS_PATH\")\n",
    "\n",
    "if secrets_path is None:\n",
    "    secrets_path = os.path.join(os.path.dirname(os.getcwd()), \"secrets.json\")\n",
    "\n",
    "api_factory = lu.utilities.ApiClientFactory(\n",
    "        token=RefreshingToken(),\n",
    "        api_secrets_filename = secrets_path,\n",
    "        app_name=\"LusidJupyterNotebook\")\n",
    "\n",
    "print ('LUSID Environment Initialised')\n",
    "print ('LUSID SDK Version: ', api_factory.build(lu.api.ApplicationMetadataApi).get_lusid_versions().build_version)\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Interest Rate Swap Valuation \n",
    "\n",
    "This notebook illustrates construction of an interest rate swap and using the LUSID instrument definition. With the instrument setup, the notebook will cover valuations and cash flow projections as well as some handling for life cycle events.\n",
    "\n",
    "For valuations, we will be looking to use the LUSID _'Discounting'_ model, which will depend on a set of user-defined curves to discount each cash flows and project resets.\n",
    "\n",
    "The example instrument we will be constructing is a vanilla interest rate swap with the following parameters:\n",
    "\n",
    "    -  Coupon Rate: 2%\n",
    "    -  Spread: 0bp\n",
    "    -  Start Date: 01/10/2019\n",
    "    -  Maturity: ~10Y (front stub)\n",
    "    -  Currency: USD\n",
    "    -  Payment Frequency: 6M\n",
    "    -  Index: ESTRON 1D\n",
    "    -  Side: Receive Fixed\n",
    "\n",
    "Notice the selection of an OIS/RFR based rate for the floating leg, for which the system supports various accrual calculations using look-back averages and compounding of the overnight rate.\n",
    "\n",
    "### Table of contents\n",
    "1. [Setup](#1.-Setup)\n",
    "  * [1.1 Interest Rate Swap Definition](#1.1-Interest-Rate-Swap-Definition)\n",
    "  * [1.2 Curves and Market Data](#1.2-Curve-and-Market-Data)\n",
    "  * [1.3 Setup Portfolio](#1.3-Setup-Portfolio)\n",
    "  * [1.4 Book Transactions](#1.4-Book-Transactions)\n",
    "2. [Valuation and Cash Flows](#2.-Valuation)\n",
    "  * [2.1 Configure the valuation recipe](#2.1-Configure-the-valuation-recipe)\n",
    "  * [2.2 Cash Flows](#2.2-Cash-Flows)\n",
    "  * [2.3 Curves](#2.3-Curves)\n",
    "  * [2.4 Valuation](#2.4-Valuation)\n",
    "  * [2.5 Cash Flow Overrieds](#2.5-Cash-Flow-Overrides)\n",
    "3. [Instrument Life Cycle](#3.-Instrument-Life-Cycle-and-Overrides)\n",
    "  * [3.1 Cash Handling on Payment Date](#3.1-Cash-Handling-on-Payment-Date)\n",
    "4. [P&L Reporting](#4.-P&L-Reporting)\n",
    "  * [4.1 A2B Report for P&L](#4.1-A2B-Report-for_P&L)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 1. Setup"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Initiate the LUSID APIs required for the notebook\n",
    "instruments_api = api_factory.build(lu.api.InstrumentsApi)\n",
    "transaction_portfolios_api = api_factory.build(lu.api.TransactionPortfoliosApi)\n",
    "quotes_api = api_factory.build(lu.api.QuotesApi)\n",
    "complex_market_data_api = api_factory.build(lu.api.ComplexMarketDataApi)\n",
    "configuration_recipe_api = api_factory.build(lu.api.ConfigurationRecipeApi)\n",
    "aggregation_api = api_factory.build(lu.AggregationApi)\n",
    "structured_result_data_api = api_factory.build(lu.api.StructuredResultDataApi)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Define helper tools\n",
    "def get_instrument(\n",
    "        identifier: str,\n",
    "        identifier_type: str=\"ClientInternal\",\n",
    "        scope: str=None,\n",
    "   )-> lm.Instrument:\n",
    "    return instruments_api.get_instrument(\n",
    "        identifier_type=identifier_type,\n",
    "        identifier=identifier,\n",
    "        scope=scope\n",
    "    )"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1.1 Interest Rate Swap Definition"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "We can begin by setting the contract details of the swap which we will feed into LUSID. In this case we will be looking at a 10y EUR-OIS swap with a short front stub."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Set swap details\n",
    "trade_date = datetime(2022, 2, 10, 0, 0, tzinfo=pytz.utc)\n",
    "start_date = trade_date\n",
    "end_date = datetime(2032, 1, 31, 0, 0, tzinfo=pytz.utc)\n",
    "instrument_ccy = \"EUR\"\n",
    "payment_frequency = \"6M\"\n",
    "index_tenor = \"1D\"\n",
    "reference_index = \"ESTRON\"\n",
    "notional = 10000000\n",
    "cpn = 0.02\n",
    "spread = 0\n",
    "day_count_convention = \"Actual360\"\n",
    "stub_type = \"ShortFront\"\n",
    "name = \"EUROIS.REC.10Y\"\n",
    "instrument_identifier = \"EUR-OIS-SWAP001\"\n",
    "\n",
    "# Set the valuation date\n",
    "effective_at = datetime(2022, 6, 10, 0, 0, tzinfo=pytz.utc)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Within LUSID, an interest rate swap will need to be defined by first creating each leg, which will depend on a [_flow convention_](https://www.lusid.com/docs/api#operation/UpsertFlowConventions) that sets the payment details. As shown below, this is where we determine details such as the payment frequency and day count conventions.\n",
    "\n",
    "Notice that in this example we unitize the swap notional and pass a value of 1, where the actual notional will be passed on the transaction/holding level.\n",
    "\n",
    "For the floating leg, we will also use a model that sets the [_index convention_](https://www.lusid.com/docs/api#operation/UpsertIndexConvention), which is where we will specify details relating to the ESTRON reference index. The details in the index convention will later be used to tie the instrument back to market data elements such as ESTRON fixings and the related forward curve."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Set the scope of the instruments (optional/nullable)\n",
    "instrument_scope = \"EurOisNotebook\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Create the fixed leg details\n",
    "fixed_flows = lm.FlowConventions(\n",
    "    currency=instrument_ccy,\n",
    "    payment_frequency=payment_frequency,\n",
    "    day_count_convention=day_count_convention,\n",
    "    roll_convention=\"ModifiedFollowing\",\n",
    "    payment_calendars=[],\n",
    "    reset_calendars=[],\n",
    "    settle_days=0,\n",
    "    reset_days=0\n",
    ")\n",
    "\n",
    "fixed_leg_definition = lm.LegDefinition(\n",
    "    rate_or_spread=cpn,\n",
    "    pay_receive=\"Receive\",\n",
    "    conventions=lm.FlowConventions(\n",
    "        currency=instrument_ccy,\n",
    "        payment_frequency=payment_frequency,\n",
    "        day_count_convention=day_count_convention,\n",
    "        roll_convention=\"ModifiedFollowing\",\n",
    "        payment_calendars=[],\n",
    "        reset_calendars=[],\n",
    "        settle_days=0,\n",
    "        reset_days=0\n",
    "    ),\n",
    "    stub_type=stub_type,\n",
    "    notional_exchange_type=\"None\"\n",
    ")\n",
    "\n",
    "# Persist the fixed leg\n",
    "fixed_leg = lm.FixedLeg(\n",
    "    start_date=start_date,\n",
    "    maturity_date=end_date,\n",
    "    # Unitized notional, could also be passed directly as 10MM\n",
    "    notional=1,\n",
    "    leg_definition=fixed_leg_definition,\n",
    "    instrument_type=\"FixedLeg\"\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Create the floating leg details\n",
    "floating_leg_definition = lm.LegDefinition(\n",
    "    rate_or_spread = spread,\n",
    "    index_convention = lm.IndexConvention(\n",
    "        currency=instrument_ccy,\n",
    "        payment_tenor=index_tenor,\n",
    "        fixing_reference=reference_index,\n",
    "        publication_day_lag=0,\n",
    "        day_count_convention=day_count_convention,\n",
    "        index_name=reference_index\n",
    "    ),\n",
    "    pay_receive=\"Pay\",\n",
    "    conventions=lm.FlowConventions(\n",
    "        currency=instrument_ccy,\n",
    "        payment_frequency=payment_frequency,\n",
    "        day_count_convention=day_count_convention,\n",
    "        roll_convention=\"ModifiedFollowing\",\n",
    "        payment_calendars=[],\n",
    "        reset_calendars=[],\n",
    "        settle_days=0,\n",
    "        reset_days=0\n",
    "    ),\n",
    "    stub_type=stub_type,\n",
    "    notional_exchange_type=\"None\",\n",
    "    reset_convention=\"InArrears\",\n",
    "    compounding=lm.Compounding(\n",
    "        compounding_method=\"Compounded\",\n",
    "        reset_frequency=\"1D\",\n",
    "        spread_compounding_method=\"SpreadExclusive\"\n",
    "    )\n",
    ")\n",
    "\n",
    "# Persist floating leg\n",
    "floating_leg = lm.FloatingLeg(\n",
    "    start_date=start_date,\n",
    "    maturity_date=end_date,\n",
    "    # Unitized notional, could also be passed directly\n",
    "    notional=1,\n",
    "    leg_definition=floating_leg_definition,\n",
    "    instrument_type=\"FloatingLeg\"\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Using the above definitions we can move to building the swap and its component legs."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Instrument EUROIS.REC.10Y was successfully upserted into LUSID\n"
     ]
    }
   ],
   "source": [
    "# Store legs in a list\n",
    "irs_legs = [\n",
    "    fixed_leg,\n",
    "    floating_leg\n",
    "]\n",
    "\n",
    "# Create the swap\n",
    "instrument_definition = lm.InterestRateSwap(\n",
    "    start_date=start_date,\n",
    "    maturity_date=end_date,\n",
    "    legs=irs_legs,\n",
    "    instrument_type=\"InterestRateSwap\"\n",
    ")\n",
    "\n",
    "\n",
    "# Create instrument definition\n",
    "swap_instrument_definition = lm.InstrumentDefinition(\n",
    "    name=name,\n",
    "    identifiers={\"ClientInternal\": lm.InstrumentIdValue(value=instrument_identifier)},\n",
    "    definition=instrument_definition\n",
    ")\n",
    "upsert_request = {instrument_identifier: swap_instrument_definition}\n",
    "\n",
    "# Upsert instrument to LUSID\n",
    "response = instruments_api.upsert_instruments(\n",
    "    request_body=upsert_request,\n",
    "    scope=instrument_scope\n",
    ")\n",
    "\n",
    "if len(response.failed) == 0:\n",
    "    print(f\"Instrument {swap_instrument_definition.name} was successfully upserted into LUSID\")\n",
    "else:\n",
    "    print(\"An error occurred with the above upsert_instruments call, see error message:\", response.failed)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<style  type=\"text/css\" >\n",
       "</style><table id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7\" style='display:inline'><caption>Floating Leg</caption><thead>    <tr>        <th class=\"blank level0\" ></th>        <th class=\"col_heading level0 col0\" >response_values</th>    </tr></thead><tbody>\n",
       "                <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row0\" class=\"row_heading level0 row0\" >start_date</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row0_col0\" class=\"data row0 col0\" >2022-02-10 00:00:00+00:00</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row1\" class=\"row_heading level0 row1\" >maturity_date</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row1_col0\" class=\"data row1 col0\" >2032-01-31 00:00:00+00:00</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row2\" class=\"row_heading level0 row2\" >leg_definition.convention_name</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row2_col0\" class=\"data row2 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row3\" class=\"row_heading level0 row3\" >leg_definition.conventions.currency</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row3_col0\" class=\"data row3 col0\" >EUR</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row4\" class=\"row_heading level0 row4\" >leg_definition.conventions.payment_frequency</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row4_col0\" class=\"data row4 col0\" >6M</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row5\" class=\"row_heading level0 row5\" >leg_definition.conventions.day_count_convention</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row5_col0\" class=\"data row5 col0\" >Actual360</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row6\" class=\"row_heading level0 row6\" >leg_definition.conventions.roll_convention</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row6_col0\" class=\"data row6 col0\" >ModifiedFollowing</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row7\" class=\"row_heading level0 row7\" >leg_definition.conventions.payment_calendars</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row7_col0\" class=\"data row7 col0\" >[]</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row8\" class=\"row_heading level0 row8\" >leg_definition.conventions.reset_calendars</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row8_col0\" class=\"data row8 col0\" >[]</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row9\" class=\"row_heading level0 row9\" >leg_definition.conventions.settle_days</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row9_col0\" class=\"data row9 col0\" >0</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row10\" class=\"row_heading level0 row10\" >leg_definition.conventions.reset_days</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row10_col0\" class=\"data row10 col0\" >0</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row11\" class=\"row_heading level0 row11\" >leg_definition.conventions.leap_days_included</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row11_col0\" class=\"data row11 col0\" >True</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row12\" class=\"row_heading level0 row12\" >leg_definition.conventions.scope</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row12_col0\" class=\"data row12 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row13\" class=\"row_heading level0 row13\" >leg_definition.conventions.code</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row13_col0\" class=\"data row13 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row14\" class=\"row_heading level0 row14\" >leg_definition.index_convention.fixing_reference</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row14_col0\" class=\"data row14 col0\" >ESTRON</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row15\" class=\"row_heading level0 row15\" >leg_definition.index_convention.publication_day_lag</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row15_col0\" class=\"data row15 col0\" >0</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row16\" class=\"row_heading level0 row16\" >leg_definition.index_convention.payment_tenor</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row16_col0\" class=\"data row16 col0\" >1D</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row17\" class=\"row_heading level0 row17\" >leg_definition.index_convention.day_count_convention</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row17_col0\" class=\"data row17 col0\" >Actual360</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row18\" class=\"row_heading level0 row18\" >leg_definition.index_convention.currency</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row18_col0\" class=\"data row18 col0\" >EUR</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row19\" class=\"row_heading level0 row19\" >leg_definition.index_convention.index_name</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row19_col0\" class=\"data row19 col0\" >ESTRON</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row20\" class=\"row_heading level0 row20\" >leg_definition.index_convention.scope</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row20_col0\" class=\"data row20 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row21\" class=\"row_heading level0 row21\" >leg_definition.index_convention.code</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row21_col0\" class=\"data row21 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row22\" class=\"row_heading level0 row22\" >leg_definition.index_convention_name</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row22_col0\" class=\"data row22 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row23\" class=\"row_heading level0 row23\" >leg_definition.notional_exchange_type</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row23_col0\" class=\"data row23 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row24\" class=\"row_heading level0 row24\" >leg_definition.pay_receive</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row24_col0\" class=\"data row24 col0\" >Pay</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row25\" class=\"row_heading level0 row25\" >leg_definition.rate_or_spread</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row25_col0\" class=\"data row25 col0\" >0.000000</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row26\" class=\"row_heading level0 row26\" >leg_definition.reset_convention</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row26_col0\" class=\"data row26 col0\" >InArrears</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row27\" class=\"row_heading level0 row27\" >leg_definition.stub_type</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row27_col0\" class=\"data row27 col0\" >ShortFront</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row28\" class=\"row_heading level0 row28\" >leg_definition.compounding.calculation_shift_method</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row28_col0\" class=\"data row28 col0\" >NoShift</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row29\" class=\"row_heading level0 row29\" >leg_definition.compounding.compounding_method</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row29_col0\" class=\"data row29 col0\" >Compounded</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row30\" class=\"row_heading level0 row30\" >leg_definition.compounding.reset_frequency</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row30_col0\" class=\"data row30 col0\" >1D</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row31\" class=\"row_heading level0 row31\" >leg_definition.compounding.shift</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row31_col0\" class=\"data row31 col0\" >0</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row32\" class=\"row_heading level0 row32\" >leg_definition.compounding.spread_compounding_method</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row32_col0\" class=\"data row32 col0\" >SpreadExclusive</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row33\" class=\"row_heading level0 row33\" >leg_definition.amortisation</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row33_col0\" class=\"data row33 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row34\" class=\"row_heading level0 row34\" >notional</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row34_col0\" class=\"data row34 col0\" >1.000000</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row35\" class=\"row_heading level0 row35\" >overrides.amortization</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row35_col0\" class=\"data row35 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row36\" class=\"row_heading level0 row36\" >overrides.spreads</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row36_col0\" class=\"data row36 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7level0_row37\" class=\"row_heading level0 row37\" >instrument_type</th>\n",
       "                        <td id=\"T_ded93640_02a6_11ed_ac39_ccd9ac6a7fe7row37_col0\" class=\"data row37 col0\" >FloatingLeg</td>\n",
       "            </tr>\n",
       "    </tbody></table><style  type=\"text/css\" >\n",
       "</style><table id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7\" style='display:inline'><caption>Fixed Leg</caption><thead>    <tr>        <th class=\"blank level0\" ></th>        <th class=\"col_heading level0 col0\" >response_values</th>    </tr></thead><tbody>\n",
       "                <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row0\" class=\"row_heading level0 row0\" >start_date</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row0_col0\" class=\"data row0 col0\" >2022-02-10 00:00:00+00:00</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row1\" class=\"row_heading level0 row1\" >maturity_date</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row1_col0\" class=\"data row1 col0\" >2032-01-31 00:00:00+00:00</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row2\" class=\"row_heading level0 row2\" >leg_definition.convention_name</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row2_col0\" class=\"data row2 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row3\" class=\"row_heading level0 row3\" >leg_definition.conventions.currency</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row3_col0\" class=\"data row3 col0\" >EUR</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row4\" class=\"row_heading level0 row4\" >leg_definition.conventions.payment_frequency</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row4_col0\" class=\"data row4 col0\" >6M</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row5\" class=\"row_heading level0 row5\" >leg_definition.conventions.day_count_convention</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row5_col0\" class=\"data row5 col0\" >Actual360</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row6\" class=\"row_heading level0 row6\" >leg_definition.conventions.roll_convention</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row6_col0\" class=\"data row6 col0\" >ModifiedFollowing</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row7\" class=\"row_heading level0 row7\" >leg_definition.conventions.payment_calendars</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row7_col0\" class=\"data row7 col0\" >[]</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row8\" class=\"row_heading level0 row8\" >leg_definition.conventions.reset_calendars</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row8_col0\" class=\"data row8 col0\" >[]</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row9\" class=\"row_heading level0 row9\" >leg_definition.conventions.settle_days</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row9_col0\" class=\"data row9 col0\" >0</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row10\" class=\"row_heading level0 row10\" >leg_definition.conventions.reset_days</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row10_col0\" class=\"data row10 col0\" >0</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row11\" class=\"row_heading level0 row11\" >leg_definition.conventions.leap_days_included</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row11_col0\" class=\"data row11 col0\" >True</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row12\" class=\"row_heading level0 row12\" >leg_definition.conventions.scope</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row12_col0\" class=\"data row12 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row13\" class=\"row_heading level0 row13\" >leg_definition.conventions.code</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row13_col0\" class=\"data row13 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row14\" class=\"row_heading level0 row14\" >leg_definition.index_convention</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row14_col0\" class=\"data row14 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row15\" class=\"row_heading level0 row15\" >leg_definition.index_convention_name</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row15_col0\" class=\"data row15 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row16\" class=\"row_heading level0 row16\" >leg_definition.notional_exchange_type</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row16_col0\" class=\"data row16 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row17\" class=\"row_heading level0 row17\" >leg_definition.pay_receive</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row17_col0\" class=\"data row17 col0\" >Receive</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row18\" class=\"row_heading level0 row18\" >leg_definition.rate_or_spread</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row18_col0\" class=\"data row18 col0\" >0.020000</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row19\" class=\"row_heading level0 row19\" >leg_definition.reset_convention</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row19_col0\" class=\"data row19 col0\" >InAdvance</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row20\" class=\"row_heading level0 row20\" >leg_definition.stub_type</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row20_col0\" class=\"data row20 col0\" >ShortFront</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row21\" class=\"row_heading level0 row21\" >leg_definition.compounding</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row21_col0\" class=\"data row21 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row22\" class=\"row_heading level0 row22\" >leg_definition.amortisation</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row22_col0\" class=\"data row22 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row23\" class=\"row_heading level0 row23\" >notional</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row23_col0\" class=\"data row23 col0\" >1.000000</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row24\" class=\"row_heading level0 row24\" >overrides.amortization</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row24_col0\" class=\"data row24 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row25\" class=\"row_heading level0 row25\" >overrides.spreads</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row25_col0\" class=\"data row25 col0\" >None</td>\n",
       "            </tr>\n",
       "            <tr>\n",
       "                        <th id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7level0_row26\" class=\"row_heading level0 row26\" >instrument_type</th>\n",
       "                        <td id=\"T_ded9f89b_02a6_11ed_910a_ccd9ac6a7fe7row26_col0\" class=\"data row26 col0\" >FixedLeg</td>\n",
       "            </tr>\n",
       "    </tbody></table>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Get and store the instrument response\n",
    "response = get_instrument(identifier=instrument_identifier, scope=instrument_scope)\n",
    "\n",
    "# Store LUID\n",
    "luid = response.lusid_instrument_id\n",
    "\n",
    "# Store response leg definitions as dataframes\n",
    "flt_leg_df = lusid_response_to_data_frame(response.instrument_definition.legs[1])\n",
    "fix_leg_df = lusid_response_to_data_frame(response.instrument_definition.legs[0])\n",
    "\n",
    "# Display the leg dataframes\n",
    "df1_styler = flt_leg_df.style.set_table_attributes(\"style='display:inline'\").set_caption('Floating Leg')\n",
    "df2_styler = fix_leg_df.style.set_table_attributes(\"style='display:inline'\").set_caption('Fixed Leg')\n",
    "display_html(df1_styler._repr_html_() + df2_styler._repr_html_(), raw=True)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1.2 Curves and Market Data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "In order to value the swap we will need to create a curve by which we can determine the present values of the cash flows, as well as build out a forward curve for our floating leg.\n",
    "\n",
    "In this example we are creating a discount curve using EUR OIS discount factors, which are taken as given from an external system, rather than bootstrapping from market rates in LUSID. We will rely on the same discount factors for the forward curve."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Scope used to store our market data\n",
    "market_data_scope = \"FBN-Market-Data\"\n",
    "# The market data supplier\n",
    "market_supplier = \"Lusid\"\n",
    "\n",
    "\n",
    "def upsert_discount_factor_curve(\n",
    "        scope: str,\n",
    "        effective_at: str,\n",
    "        market_asset: str,\n",
    "        dates: list,\n",
    "        discount_factors: list\n",
    ") -> None:\n",
    "\n",
    "    \"\"\"\n",
    "   Takes in a list of dates and discount factors, which get uploaded as a lusid.ComplexMarketData\n",
    "   object in a given scope for a given effective date.\n",
    "    \"\"\"\n",
    "\n",
    "    # Provide the structured data file source and it's document format\n",
    "    complex_market_data = lm.DiscountFactorCurveData(\n",
    "        base_date=effective_at,\n",
    "        dates=dates,\n",
    "        discount_factors=discount_factors,\n",
    "        market_data_type=\"DiscountFactorCurveData\",\n",
    "    )\n",
    "\n",
    "    # Create a unique identifier for our OIS yield curves\n",
    "    complex_id = lm.ComplexMarketDataId(\n",
    "        provider=\"Lusid\",\n",
    "        price_source=\"Lusid\",\n",
    "        effective_at=effective_at,\n",
    "        market_asset=market_asset,\n",
    "    )\n",
    "\n",
    "    upsert_request = lm.UpsertComplexMarketDataRequest(\n",
    "        market_data_id=complex_id, market_data=complex_market_data\n",
    "    )\n",
    "\n",
    "    # https://www.lusid.com/docs/api#operation/UpsertComplexMarketData\n",
    "    response = complex_market_data_api.upsert_complex_market_data(\n",
    "        scope=scope, request_body={market_asset: upsert_request}\n",
    "    )\n",
    "\n",
    "    if len(response.failed) > 0:\n",
    "        raise Exception(f\"Failed to upload yield curve {response.failed}\")\n",
    "\n",
    "    print(f\"{market_asset} yield curve uploaded into scope={scope}\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Below we pass the same curve data for both discount and projection, the market data resolution relies on the `market_asset` parameter.\n",
    "\n",
    "- Discount Curve: `'{CCY}/{CCY}OIS'`\n",
    "- Forward Curve: `'{CCY}/{Index Tenor}/{Index Name}'`\n",
    "\n",
    "This means the above market asset by which the curve is tagged needs to reconcile with the previously set instrument definition."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "EUR/EUROIS yield curve uploaded into scope=FBN-Market-Data\n",
      "EUR/1D/ESTRON yield curve uploaded into scope=FBN-Market-Data\n"
     ]
    }
   ],
   "source": [
    "# Set the discount curve\n",
    "dates = [\n",
    "    datetime(2022, 7, 10, tzinfo=pytz.utc),\n",
    "    datetime(2022, 12, 10, tzinfo=pytz.utc),\n",
    "    datetime(2023, 6, 10, tzinfo=pytz.utc),\n",
    "    datetime(2025, 6, 10, tzinfo=pytz.utc),\n",
    "    datetime(2032, 6, 10, tzinfo=pytz.utc)\n",
    "]\n",
    "\n",
    "discount_factors = [\n",
    "    1.000511,\n",
    "    0.999376,\n",
    "    0.991461,\n",
    "    0.947892,\n",
    "    0.799767\n",
    "]\n",
    "\n",
    "# Upsert discount curve (EUROIS) and forward (ESTRON) curves\n",
    "for mkt_asset in [\"EUR/EUROIS\", \"EUR/1D/ESTRON\"]:\n",
    "\n",
    "    upsert_discount_factor_curve(\n",
    "        scope=market_data_scope,\n",
    "        effective_at=effective_at,\n",
    "        market_asset=mkt_asset,\n",
    "        dates=dates,\n",
    "        discount_factors=discount_factors\n",
    "    )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Rate</th>\n",
       "      <th>Index</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2022-01-03 00:00:00+00:00</td>\n",
       "      <td>-0.5780</td>\n",
       "      <td>ESTRON</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2022-01-04 00:00:00+00:00</td>\n",
       "      <td>-0.5780</td>\n",
       "      <td>ESTRON</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2022-01-05 00:00:00+00:00</td>\n",
       "      <td>-0.5780</td>\n",
       "      <td>ESTRON</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2022-01-06 00:00:00+00:00</td>\n",
       "      <td>-0.5780</td>\n",
       "      <td>ESTRON</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2022-01-07 00:00:00+00:00</td>\n",
       "      <td>-0.5800</td>\n",
       "      <td>ESTRON</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                       Date    Rate   Index\n",
       "0 2022-01-03 00:00:00+00:00 -0.5780  ESTRON\n",
       "1 2022-01-04 00:00:00+00:00 -0.5780  ESTRON\n",
       "2 2022-01-05 00:00:00+00:00 -0.5780  ESTRON\n",
       "3 2022-01-06 00:00:00+00:00 -0.5780  ESTRON\n",
       "4 2022-01-07 00:00:00+00:00 -0.5800  ESTRON"
      ]
     },
     "execution_count": 47,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Read fixings for ESTR\n",
    "resets_df = pd.read_csv(\"data/eur_ois_resets.csv\")\n",
    "resets_df[\"Date\"] = pd.to_datetime(resets_df[\"Date\"],dayfirst=True)\n",
    "add_utc_to_df(resets_df)\n",
    "resets_df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Quotes successfully loaded into LUSID. 119 quotes loaded.\n"
     ]
    }
   ],
   "source": [
    "# Create quotes request\n",
    "instrument_quotes = {\n",
    "            index: lm.UpsertQuoteRequest(\n",
    "            quote_id=lm.QuoteId(\n",
    "                quote_series_id=lm.QuoteSeriesId(\n",
    "                    provider=\"Lusid\",\n",
    "                    instrument_id=row[\"Index\"],\n",
    "                    instrument_id_type=\"RIC\",\n",
    "                    quote_type=\"Rate\",\n",
    "                    field=\"mid\",\n",
    "                ),\n",
    "                effective_at=row[\"Date\"],\n",
    "            ),\n",
    "            metric_value=lm.MetricValue(value=row[\"Rate\"], unit=\"rate\"),\n",
    "            scale_factor=100\n",
    "        )\n",
    "    for index, row in resets_df.iterrows()\n",
    "}\n",
    "\n",
    "# Upsert quotes into LUSID\n",
    "response = quotes_api.upsert_quotes(\n",
    "    scope=market_data_scope, request_body=instrument_quotes\n",
    ")\n",
    "\n",
    "if response.failed == {}:\n",
    "    print(f\"Quotes successfully loaded into LUSID. {len(response.values)} quotes loaded.\")\n",
    "else:\n",
    "    print(f\"Some failures occurred during quotes upsertion, {len(response.failed)} did not get loaded into LUSID.\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1.3 Setup Portfolio\n",
    "\n",
    "In order to value the swap, and understand how it impacts our cash position, we will create a portfolio with a position in the previously defined instrument. We begin by defining the scope for our swap book, and setting the portfolio [sub-holding keys](https://support.lusid.com/knowledgebase/article/KA-01879/en-us). The sub-holding keys in this example will be used to split the swap into different strategies within the portfolio."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Property Transaction/Finbourne-Examples/Strategy already exists\n"
     ]
    }
   ],
   "source": [
    "# Setup scope and code for the portfolio\n",
    "portfolio_scope = \"Finbourne-Examples\"\n",
    "portfolio_code = \"EUR-OIS-SwapBook\"\n",
    "\n",
    "# Set sub-holding key\n",
    "strategy_code = \"Strategy\"\n",
    "create_property(\n",
    "    api_factory=api_factory,\n",
    "    domain=\"Transaction\",\n",
    "    scope=portfolio_scope,\n",
    "    code=strategy_code,\n",
    "    name=strategy_code,\n",
    "    data_type=\"string\"\n",
    ")\n",
    "strategy_key = f\"Transaction/{portfolio_scope}/{strategy_code}\"\n",
    "sub_holding_keys = [strategy_key]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Could not create a portfolio with id 'EurOis-IRS-Example' because it already exists in scope 'Finbourne-Examples'.\n"
     ]
    }
   ],
   "source": [
    "# Create portfolio\n",
    "try:\n",
    "    transaction_portfolios_api.create_portfolio(\n",
    "        scope=portfolio_scope,\n",
    "        create_transaction_portfolio_request=lm.CreateTransactionPortfolioRequest(\n",
    "            display_name=portfolio_code,\n",
    "            code=portfolio_code,\n",
    "            base_currency=\"EUR\",\n",
    "            created=\"2010-01-01\",\n",
    "            sub_holding_keys=sub_holding_keys,\n",
    "            instrument_scopes=[instrument_scope]\n",
    "        ),\n",
    "    )\n",
    "    print(f\"Portfolio for {portfolio_scope} | {portfolio_code} created successfully.\")\n",
    "\n",
    "except lu.ApiException as e:\n",
    "    print(json.loads(e.body)[\"title\"])\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1.4 Book Transactions\n",
    "\n",
    "With the portfolio in LUSID, we can add a transaction entering a position in the swap. For this we use the `TransactionPortfoliosApi`, which is the required API to interact with a [Transaction Porftolio](#https://support.finbourne.com/what-is-a-transaction-portfolio).\n",
    "\n",
    "This is where we will set the notional of the swap to EUR 10MM, as we unitized the swap instrument in the earlier step. This is a choice, as the alternative would be to book the notional at the instrument level and setting the `units` to 1 when creating the position.  However, unitizing the instrument gives further flexibility for partial wind downs during the instrument's life cycle.\n",
    "\n",
    "Further, we will look to split the position in the swap into 2 strategies using the `Strategy` sub-holding key of the portfolio. In this case we split the position in the swap into the following 2 strategy tags:\n",
    "\n",
    "- `Overlay`: EUR 6MM\n",
    "- `Curve`: EUR 4MM\n",
    "\n",
    "We imagine a scenario where part of the swap is used to cover overlays or hedges for a set of a portfolio, and the other part used for a strategy taking on risk."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transaction updated for effective time: 2010-01-01 00:00:00+00:00.\n"
     ]
    }
   ],
   "source": [
    "# Strategy notionals\n",
    "overlay_amount = notional * 0.6\n",
    "curve_amount = notional * 0.4\n",
    "\n",
    "# Book 'Buy' transactions against the swap instrument for each strategy\n",
    "open_position = [\n",
    "    lm.TransactionRequest(\n",
    "        transaction_id=\"TXN001\",\n",
    "        type=\"Buy\",\n",
    "        instrument_identifiers={\n",
    "            \"Instrument/default/ClientInternal\": f\"{instrument_identifier}\"\n",
    "        },\n",
    "        transaction_date=trade_date,\n",
    "        settlement_date=trade_date,\n",
    "        units=overlay_amount,\n",
    "        transaction_price=lm.TransactionPrice(price=0, type=\"Price\"),\n",
    "        total_consideration=lm.CurrencyAndAmount(amount=0, currency=\"EUR\"),\n",
    "        exchange_rate=1,\n",
    "        transaction_currency=\"EUR\",\n",
    "        properties={\n",
    "            strategy_key: lm.PerpetualProperty(\n",
    "                key=strategy_key,\n",
    "                value=lm.PropertyValue(\n",
    "                    label_value=\"Overlay\"\n",
    "                )\n",
    "            )\n",
    "        }\n",
    "    ),\n",
    "    lm.TransactionRequest(\n",
    "        transaction_id=\"TXN002\",\n",
    "        type=\"Buy\",\n",
    "        instrument_identifiers={\n",
    "            \"Instrument/default/ClientInternal\": f\"{instrument_identifier}\"\n",
    "        },\n",
    "        transaction_date=trade_date,\n",
    "        settlement_date=trade_date,\n",
    "        units=curve_amount,\n",
    "        transaction_price=lm.TransactionPrice(price=0, type=\"Price\"),\n",
    "        total_consideration=lm.CurrencyAndAmount(amount=0, currency=\"EUR\"),\n",
    "        exchange_rate=1,\n",
    "        transaction_currency=\"EUR\",\n",
    "        properties={\n",
    "            strategy_key: lm.PerpetualProperty(\n",
    "                key=strategy_key,\n",
    "                value=lm.PropertyValue(\n",
    "                    label_value=\"Curve\"\n",
    "                )\n",
    "            )\n",
    "        }\n",
    "    )\n",
    "\n",
    "]\n",
    "\n",
    "response = transaction_portfolios_api.upsert_transactions(\n",
    "    scope=portfolio_scope,\n",
    "    code=portfolio_code,\n",
    "    transaction_request=open_position\n",
    ")\n",
    "\n",
    "print(f\"Transaction updated for effective time: {response.version.effective_from}.\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 2. Valuation\n",
    "\n",
    "Following the initial setup, we can see to configuring how LUSID will conduct valuation on the swap. This introduces the concept of recipes, which are a set of steps we specify to the valuation engine relating to market data and model specification."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 2.1 Configure the valuation recipe\n",
    "\n",
    "Below we define the market and pricing contexts, which will determine the market data resolution and pricing model, respectively.\n",
    "\n",
    "In our case we have selected a standard discounting model from LUSID's pricing library, which can be accessed with the model name: _\"Discounting\"_. By doing so, we will calculate the swap's present value using a discounted cash flow model, as well as project the cash flows of the floating leg."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Configuration recipe loaded into LUSID at time 2022-07-13 12:25:27.571803+00:00.\n"
     ]
    }
   ],
   "source": [
    "# Set recipe code\n",
    "recipe_code = \"EurOisValuation\"\n",
    "\n",
    "# Populate recipe parameters\n",
    "configuration_recipe = lm.ConfigurationRecipe(\n",
    "    scope=market_data_scope,\n",
    "    code=recipe_code,\n",
    "    market=lm.MarketContext(\n",
    "        market_rules=[\n",
    "            lm.MarketDataKeyRule(\n",
    "                key=\"Quote.RIC.*\", # Ties back to ESTRON fixings\n",
    "                supplier=\"Lusid\",\n",
    "                data_scope=market_data_scope,\n",
    "                quote_type=\"Rate\",\n",
    "                field=\"mid\",\n",
    "                quote_interval=\"5D\",\n",
    "            ),\n",
    "            lm.MarketDataKeyRule(\n",
    "                key=\"Rates.*.*\", # Ties back to our discounting curve\n",
    "                supplier=\"Lusid\",\n",
    "                data_scope=market_data_scope,\n",
    "                price_source=\"Lusid\",\n",
    "                quote_type=\"Rate\",\n",
    "                field=\"mid\",\n",
    "                quote_interval=\"5D\",\n",
    "            ),\n",
    "            lm.MarketDataKeyRule(\n",
    "                key=\"Rates.*.*.*\", # Ties back to the projection curve\n",
    "                supplier=\"Lusid\",\n",
    "                data_scope=market_data_scope,\n",
    "                price_source=\"Lusid\",\n",
    "                quote_type=\"Rate\",\n",
    "                field=\"mid\",\n",
    "                quote_interval=\"5D\",\n",
    "            ),\n",
    "        ],\n",
    "    ),\n",
    "    pricing=lm.PricingContext(\n",
    "        model_rules=[\n",
    "            lm.VendorModelRule(\n",
    "                supplier=\"Lusid\",\n",
    "                model_name=\"Discounting\",\n",
    "                instrument_type=\"InterestRateSwap\",\n",
    "                parameters=\"{}\",\n",
    "            )\n",
    "        ],\n",
    "    ),\n",
    ")\n",
    "\n",
    "response = configuration_recipe_api.upsert_configuration_recipe(\n",
    "    upsert_recipe_request=lm.UpsertRecipeRequest(\n",
    "        configuration_recipe=configuration_recipe\n",
    "    )\n",
    ")\n",
    "\n",
    "print(f\"Configuration recipe loaded into LUSID at time {response.value}.\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## 2. Valuation and Cash Flows\n",
    "\n",
    "With the recipes and configurations set for our swap book, we can now query valuations and cash flows."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 2.2 Cash Flows\n",
    "\n",
    "We can also visualize the upcoming cash flows for both legs from the response, and plot the net cash flows."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>payAmount</th>\n",
       "      <th>receiveAmount</th>\n",
       "      <th>netAmount</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>payment_date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-07-29</th>\n",
       "      <td>23,316.4492</td>\n",
       "      <td>93,888.8889</td>\n",
       "      <td>117,205.3381</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-01-31</th>\n",
       "      <td>-31,984.7702</td>\n",
       "      <td>103,333.3333</td>\n",
       "      <td>71,348.5631</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-07-31</th>\n",
       "      <td>-88,177.9246</td>\n",
       "      <td>100,555.5556</td>\n",
       "      <td>12,377.6309</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>-113,755.2544</td>\n",
       "      <td>102,222.2222</td>\n",
       "      <td>-11,533.0321</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-07-31</th>\n",
       "      <td>-112,511.8220</td>\n",
       "      <td>101,111.1111</td>\n",
       "      <td>-11,400.7109</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-01-31</th>\n",
       "      <td>-113,755.2544</td>\n",
       "      <td>102,222.2222</td>\n",
       "      <td>-11,533.0321</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-07-31</th>\n",
       "      <td>-114,456.9272</td>\n",
       "      <td>100,555.5556</td>\n",
       "      <td>-13,901.3716</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2026-01-30</th>\n",
       "      <td>-122,347.8140</td>\n",
       "      <td>101,666.6667</td>\n",
       "      <td>-20,681.1473</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2026-07-31</th>\n",
       "      <td>-121,675.1767</td>\n",
       "      <td>101,111.1111</td>\n",
       "      <td>-20,564.0655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2027-01-29</th>\n",
       "      <td>-121,675.1767</td>\n",
       "      <td>101,111.1111</td>\n",
       "      <td>-20,564.0655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2027-07-30</th>\n",
       "      <td>-121,675.1767</td>\n",
       "      <td>101,111.1111</td>\n",
       "      <td>-20,564.0655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2028-01-31</th>\n",
       "      <td>-123,693.0886</td>\n",
       "      <td>102,777.7778</td>\n",
       "      <td>-20,915.3108</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2028-07-31</th>\n",
       "      <td>-121,675.1767</td>\n",
       "      <td>101,111.1111</td>\n",
       "      <td>-20,564.0655</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2029-01-31</th>\n",
       "      <td>-123,020.4960</td>\n",
       "      <td>102,222.2222</td>\n",
       "      <td>-20,798.2737</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2029-07-31</th>\n",
       "      <td>-121,002.5841</td>\n",
       "      <td>100,555.5556</td>\n",
       "      <td>-20,447.0285</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2030-01-31</th>\n",
       "      <td>-123,020.4960</td>\n",
       "      <td>102,222.2222</td>\n",
       "      <td>-20,798.2737</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2030-07-31</th>\n",
       "      <td>-121,002.5841</td>\n",
       "      <td>100,555.5556</td>\n",
       "      <td>-20,447.0285</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2031-01-31</th>\n",
       "      <td>-123,020.4960</td>\n",
       "      <td>102,222.2222</td>\n",
       "      <td>-20,798.2737</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2031-07-31</th>\n",
       "      <td>-121,002.5841</td>\n",
       "      <td>100,555.5556</td>\n",
       "      <td>-20,447.0285</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2032-01-30</th>\n",
       "      <td>-122,347.8140</td>\n",
       "      <td>101,666.6667</td>\n",
       "      <td>-20,681.1473</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                 payAmount  receiveAmount    netAmount\n",
       "payment_date                                          \n",
       "2022-07-29     23,316.4492    93,888.8889 117,205.3381\n",
       "2023-01-31    -31,984.7702   103,333.3333  71,348.5631\n",
       "2023-07-31    -88,177.9246   100,555.5556  12,377.6309\n",
       "2024-01-31   -113,755.2544   102,222.2222 -11,533.0321\n",
       "2024-07-31   -112,511.8220   101,111.1111 -11,400.7109\n",
       "2025-01-31   -113,755.2544   102,222.2222 -11,533.0321\n",
       "2025-07-31   -114,456.9272   100,555.5556 -13,901.3716\n",
       "2026-01-30   -122,347.8140   101,666.6667 -20,681.1473\n",
       "2026-07-31   -121,675.1767   101,111.1111 -20,564.0655\n",
       "2027-01-29   -121,675.1767   101,111.1111 -20,564.0655\n",
       "2027-07-30   -121,675.1767   101,111.1111 -20,564.0655\n",
       "2028-01-31   -123,693.0886   102,777.7778 -20,915.3108\n",
       "2028-07-31   -121,675.1767   101,111.1111 -20,564.0655\n",
       "2029-01-31   -123,020.4960   102,222.2222 -20,798.2737\n",
       "2029-07-31   -121,002.5841   100,555.5556 -20,447.0285\n",
       "2030-01-31   -123,020.4960   102,222.2222 -20,798.2737\n",
       "2030-07-31   -121,002.5841   100,555.5556 -20,447.0285\n",
       "2031-01-31   -123,020.4960   102,222.2222 -20,798.2737\n",
       "2031-07-31   -121,002.5841   100,555.5556 -20,447.0285\n",
       "2032-01-30   -122,347.8140   101,666.6667 -20,681.1473"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "image/png": 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\n",
      "text/plain": [
       "<Figure size 432x288 with 1 Axes>"
      ]
     },
     "metadata": {
      "needs_background": "light"
     },
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Request portfolio cash flows\n",
    "portfolio_cash_flows = transaction_portfolios_api.get_portfolio_cash_flows(\n",
    "    scope=portfolio_scope,\n",
    "    code=portfolio_code,\n",
    "    effective_at=effective_at,\n",
    "    window_start=effective_at,\n",
    "    window_end=end_date,\n",
    "    recipe_id_scope=market_data_scope,\n",
    "    recipe_id_code=recipe_code\n",
    ")\n",
    "\n",
    "# Format cash flow response\n",
    "cash_flows = cash_flow_response_to_df(portfolio_cash_flows, True)\n",
    "\n",
    "# Plot net cash flows\n",
    "ax = cash_flows.plot.bar(y=['netAmount'], color = ['#ff5200'])\n",
    "plt.title('Cash Flow Chart')\n",
    "plt.ylabel('Cash Amount (EUR)')\n",
    "display(cash_flows)\n",
    "ax.yaxis.set_major_formatter(mpl.ticker.StrMethodFormatter('{x:,.0f}'))\n",
    "plt.grid()\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "### 2.3 Curves\n",
    "\n",
    "Similarly, if we inspect the cash flows response, we will notice that we get back information relating back to the discount curve as well as the forward rates that will be used internally for a  valuation in the _'Discounting'_ model. These are plotted below for some visual aid on the curves used internally by the pricer."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Forward Rate</th>\n",
       "      <th>Discount Factor</th>\n",
       "      <th>Year Fraction</th>\n",
       "      <th>Cumulative Year Fraction</th>\n",
       "      <th>Discount Rate</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-07-29</th>\n",
       "      <td>-0.0050</td>\n",
       "      <td>1.0004</td>\n",
       "      <td>0.4694</td>\n",
       "      <td>0.4694</td>\n",
       "      <td>-0.0008</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-01-31</th>\n",
       "      <td>0.0062</td>\n",
       "      <td>0.9971</td>\n",
       "      <td>0.5167</td>\n",
       "      <td>0.9861</td>\n",
       "      <td>0.0029</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-07-31</th>\n",
       "      <td>0.0175</td>\n",
       "      <td>0.9884</td>\n",
       "      <td>0.5028</td>\n",
       "      <td>1.4889</td>\n",
       "      <td>0.0079</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>0.0223</td>\n",
       "      <td>0.9772</td>\n",
       "      <td>0.5111</td>\n",
       "      <td>2.0000</td>\n",
       "      <td>0.0115</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-07-31</th>\n",
       "      <td>0.0223</td>\n",
       "      <td>0.9664</td>\n",
       "      <td>0.5056</td>\n",
       "      <td>2.5056</td>\n",
       "      <td>0.0137</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-01-31</th>\n",
       "      <td>0.0223</td>\n",
       "      <td>0.9555</td>\n",
       "      <td>0.5111</td>\n",
       "      <td>3.0167</td>\n",
       "      <td>0.0151</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-07-31</th>\n",
       "      <td>0.0228</td>\n",
       "      <td>0.9447</td>\n",
       "      <td>0.5028</td>\n",
       "      <td>3.5194</td>\n",
       "      <td>0.0162</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2026-01-30</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.9333</td>\n",
       "      <td>0.5083</td>\n",
       "      <td>4.0278</td>\n",
       "      <td>0.0171</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2026-07-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.9220</td>\n",
       "      <td>0.5056</td>\n",
       "      <td>4.5333</td>\n",
       "      <td>0.0179</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2027-01-29</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.9110</td>\n",
       "      <td>0.5056</td>\n",
       "      <td>5.0389</td>\n",
       "      <td>0.0185</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2027-07-30</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.9000</td>\n",
       "      <td>0.5056</td>\n",
       "      <td>5.5444</td>\n",
       "      <td>0.0190</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2028-01-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8890</td>\n",
       "      <td>0.5139</td>\n",
       "      <td>6.0583</td>\n",
       "      <td>0.0194</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2028-07-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8783</td>\n",
       "      <td>0.5056</td>\n",
       "      <td>6.5639</td>\n",
       "      <td>0.0198</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2029-01-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8677</td>\n",
       "      <td>0.5111</td>\n",
       "      <td>7.0750</td>\n",
       "      <td>0.0201</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2029-07-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8573</td>\n",
       "      <td>0.5028</td>\n",
       "      <td>7.5778</td>\n",
       "      <td>0.0203</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2030-01-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8469</td>\n",
       "      <td>0.5111</td>\n",
       "      <td>8.0889</td>\n",
       "      <td>0.0205</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2030-07-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8367</td>\n",
       "      <td>0.5028</td>\n",
       "      <td>8.5917</td>\n",
       "      <td>0.0207</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2031-01-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8266</td>\n",
       "      <td>0.5111</td>\n",
       "      <td>9.1028</td>\n",
       "      <td>0.0209</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2031-07-31</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8167</td>\n",
       "      <td>0.5028</td>\n",
       "      <td>9.6056</td>\n",
       "      <td>0.0211</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2032-01-30</th>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.8068</td>\n",
       "      <td>0.5083</td>\n",
       "      <td>10.1139</td>\n",
       "      <td>0.0212</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Forward Rate  Discount Factor  Year Fraction  \\\n",
       "2022-07-29       -0.0050           1.0004         0.4694   \n",
       "2023-01-31        0.0062           0.9971         0.5167   \n",
       "2023-07-31        0.0175           0.9884         0.5028   \n",
       "2024-01-31        0.0223           0.9772         0.5111   \n",
       "2024-07-31        0.0223           0.9664         0.5056   \n",
       "2025-01-31        0.0223           0.9555         0.5111   \n",
       "2025-07-31        0.0228           0.9447         0.5028   \n",
       "2026-01-30        0.0241           0.9333         0.5083   \n",
       "2026-07-31        0.0241           0.9220         0.5056   \n",
       "2027-01-29        0.0241           0.9110         0.5056   \n",
       "2027-07-30        0.0241           0.9000         0.5056   \n",
       "2028-01-31        0.0241           0.8890         0.5139   \n",
       "2028-07-31        0.0241           0.8783         0.5056   \n",
       "2029-01-31        0.0241           0.8677         0.5111   \n",
       "2029-07-31        0.0241           0.8573         0.5028   \n",
       "2030-01-31        0.0241           0.8469         0.5111   \n",
       "2030-07-31        0.0241           0.8367         0.5028   \n",
       "2031-01-31        0.0241           0.8266         0.5111   \n",
       "2031-07-31        0.0241           0.8167         0.5028   \n",
       "2032-01-30        0.0241           0.8068         0.5083   \n",
       "\n",
       "            Cumulative Year Fraction  Discount Rate  \n",
       "2022-07-29                    0.4694        -0.0008  \n",
       "2023-01-31                    0.9861         0.0029  \n",
       "2023-07-31                    1.4889         0.0079  \n",
       "2024-01-31                    2.0000         0.0115  \n",
       "2024-07-31                    2.5056         0.0137  \n",
       "2025-01-31                    3.0167         0.0151  \n",
       "2025-07-31                    3.5194         0.0162  \n",
       "2026-01-30                    4.0278         0.0171  \n",
       "2026-07-31                    4.5333         0.0179  \n",
       "2027-01-29                    5.0389         0.0185  \n",
       "2027-07-30                    5.5444         0.0190  \n",
       "2028-01-31                    6.0583         0.0194  \n",
       "2028-07-31                    6.5639         0.0198  \n",
       "2029-01-31                    7.0750         0.0201  \n",
       "2029-07-31                    7.5778         0.0203  \n",
       "2030-01-31                    8.0889         0.0205  \n",
       "2030-07-31                    8.5917         0.0207  \n",
       "2031-01-31                    9.1028         0.0209  \n",
       "2031-07-31                    9.6056         0.0211  \n",
       "2032-01-30                   10.1139         0.0212  "
      ]
     },
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     "output_type": "display_data"
    },
    {
     "data": {
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\n",
      "text/plain": [
       "<Figure size 432x288 with 1 Axes>"
      ]
     },
     "metadata": {
      "needs_background": "light"
     },
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Extract discount/forward curve information from cash flow response\n",
    "curve_data = {\n",
    "    element.payment_date.date(): {\n",
    "        \"Forward Rate\": float(element.diagnostics.get(\"ForwardRate\")),\n",
    "        \"Discount Factor\": float(element.diagnostics.get(\"PaymentDateDiscountFactor\")),\n",
    "        \"Year Fraction\": float(element.diagnostics.get(\"DayCountFraction\"))\n",
    "    } for element in portfolio_cash_flows.values if element.diagnostics[\"PayReceive\"] == \"Pay\"\n",
    "}\n",
    "\n",
    "# Create curve table\n",
    "curve_df = pd.DataFrame.from_dict(curve_data, orient=\"index\")\n",
    "curve_df[\"Cumulative Year Fraction\"] = curve_df[\"Year Fraction\"].cumsum()\n",
    "curve_df[\"Discount Rate\"] = curve_df.apply(lambda x: -np.log(getattr(x, \"Discount Factor\"))/getattr(x, \"Cumulative Year Fraction\"), axis=1)\n",
    "display(curve_df)\n",
    "\n",
    "# Plot curves\n",
    "curve_df.plot.line(y=[\"Discount Rate\", \"Forward Rate\"])\n",
    "plt.title('Interest Rate Curves')\n",
    "plt.ylabel('Rate')\n",
    "plt.grid()\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "### 2.4 Valuation\n",
    "\n",
    "Below we prepare a request to the valuation engine in order to get results such as:\n",
    "- NPV\n",
    "- Accrued Interest\n",
    "- Exposure/Notional\n",
    "\n",
    "Notice that what is returned as part of the call depends on a set of `metrics` given in the request, which is an array of address keys for what is to be evaluated. A full list of address keys can be found under [_GetQueryableKeys_](https://www.lusid.com/docs/api#operation/GetQueryableKeys) endpoint.\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 55,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Method to query daily valuations\n",
    "def get_daily_valuation(\n",
    "        date: datetime,\n",
    "        portfolio_scope: str,\n",
    "        portfolio_code: str,\n",
    "        recipe_scope: str,\n",
    "        recipe_code: str,\n",
    "        metrics: list,\n",
    "        group_by: str=[\"Instrument/default/Name\"]\n",
    ") -> pd.DataFrame:\n",
    "\n",
    "    valuation_request = lm.ValuationRequest(\n",
    "        recipe_id=lm.ResourceId(scope=recipe_scope, code=recipe_code),\n",
    "        metrics=metrics,\n",
    "        group_by=group_by,\n",
    "        portfolio_entity_ids=[\n",
    "            lm.PortfolioEntityId(scope=portfolio_scope, code=portfolio_code)\n",
    "        ],\n",
    "        valuation_schedule=lm.ValuationSchedule(effective_at=date),\n",
    "    )\n",
    "\n",
    "    val_data = aggregation_api.get_valuation(valuation_request=valuation_request).data\n",
    "\n",
    "    vals_df = pd.DataFrame(val_data)\n",
    "\n",
    "    return vals_df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 56,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "        vertical-align: middle;\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Instrument/default/Name</th>\n",
       "      <th>Instrument/default/ClientInternal</th>\n",
       "      <th>Valuation/PvInPortfolioCcy</th>\n",
       "      <th>Valuation/Accrued</th>\n",
       "      <th>Valuation/ExposureInPortfolioCcy</th>\n",
       "      <th>Holding/default/Units</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>EUROIS.REC.10Y</td>\n",
       "      <td>EUR-OIS-SWAP001</td>\n",
       "      <td>-47,308.1157</td>\n",
       "      <td>51,628.7241</td>\n",
       "      <td>6,000,000.0000</td>\n",
       "      <td>6,000,000.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>EUROIS.REC.10Y</td>\n",
       "      <td>EUR-OIS-SWAP001</td>\n",
       "      <td>-31,538.7438</td>\n",
       "      <td>34,419.1494</td>\n",
       "      <td>4,000,000.0000</td>\n",
       "      <td>4,000,000.0000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  Instrument/default/Name Instrument/default/ClientInternal  \\\n",
       "0          EUROIS.REC.10Y                   EUR-OIS-SWAP001   \n",
       "1          EUROIS.REC.10Y                   EUR-OIS-SWAP001   \n",
       "\n",
       "   Valuation/PvInPortfolioCcy  Valuation/Accrued  \\\n",
       "0                -47,308.1157        51,628.7241   \n",
       "1                -31,538.7438        34,419.1494   \n",
       "\n",
       "   Valuation/ExposureInPortfolioCcy  Holding/default/Units  \n",
       "0                    6,000,000.0000         6,000,000.0000  \n",
       "1                    4,000,000.0000         4,000,000.0000  "
      ]
     },
     "execution_count": 56,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Set the queryable metrics and operation to be applied on the group_by level\n",
    "metrics = [\n",
    "    lm.AggregateSpec(\"Instrument/default/Name\", \"Value\"),\n",
    "    lm.AggregateSpec(\"Instrument/default/ClientInternal\", \"Value\"),\n",
    "    lm.AggregateSpec(\"Valuation/PvInPortfolioCcy\", \"Value\"),\n",
    "    lm.AggregateSpec(\"Valuation/Accrued\", \"Value\"),\n",
    "    lm.AggregateSpec(\"Valuation/ExposureInPortfolioCcy\", \"Value\"),\n",
    "    lm.AggregateSpec(\"Holding/default/Units\", \"Value\"),\n",
    "        ]\n",
    "\n",
    "df = get_daily_valuation(\n",
    "    date=effective_at,\n",
    "    portfolio_scope=portfolio_scope,\n",
    "    portfolio_code=portfolio_code,\n",
    "    recipe_scope=market_data_scope,\n",
    "    recipe_code=recipe_code,\n",
    "    metrics=metrics,\n",
    "    group_by=[\"Instrument/default/Name\", strategy_key]\n",
    ")\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "As we can see the NPV is negative, which is inline with the previously seen cash flow chart. Notice that the net flows are largely negative, which suggests the overall NPV of the payer leg to be higher to respect to the receiver leg."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "### 2.5 Cash Flow Overrides\n",
    "\n",
    "In addition to running validations through the internal pricer, LUSID is also capable of storing data coming in from external systems. All valuations relating to the swap can be ingested externally and stored giving users a rigid data model accessible via API.\n",
    "\n",
    "In the example below we are going to override the cash flows of the swap based on some external figures. We will then see that we can adjust the recipe used in retrieving the cash flows to use these overrides.\n",
    "\n",
    "Using the new recipe would allow a user to query portfolio cash flow projections for a book of derivatives using external projections rather than the LUSID ones seen before."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Dates</th>\n",
       "      <th>Receive</th>\n",
       "      <th>Pay</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>25,000.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2023-01-31 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>25,000.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2023-07-31 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,100.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2024-01-31 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,200.1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2024-07-31 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,300.3001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2025-01-31 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,400.6004</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>2025-07-31 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,501.0010</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2026-01-30 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,601.5020</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>2026-07-31 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,702.1035</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>2027-01-29 00:00:00+00:00</td>\n",
       "      <td>100000</td>\n",
       "      <td>-100,802.8056</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                      Dates  Receive           Pay\n",
       "0 2022-07-29 00:00:00+00:00   100000   25,000.0000\n",
       "1 2023-01-31 00:00:00+00:00   100000   25,000.0000\n",
       "2 2023-07-31 00:00:00+00:00   100000 -100,100.0000\n",
       "3 2024-01-31 00:00:00+00:00   100000 -100,200.1000\n",
       "4 2024-07-31 00:00:00+00:00   100000 -100,300.3001\n",
       "5 2025-01-31 00:00:00+00:00   100000 -100,400.6004\n",
       "6 2025-07-31 00:00:00+00:00   100000 -100,501.0010\n",
       "7 2026-01-30 00:00:00+00:00   100000 -100,601.5020\n",
       "8 2026-07-31 00:00:00+00:00   100000 -100,702.1035\n",
       "9 2027-01-29 00:00:00+00:00   100000 -100,802.8056"
      ]
     },
     "execution_count": 57,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Read external cash flow data\n",
    "external_cash_flows = pd.read_csv(\"data/external_instrument_cash_flows.csv\")\n",
    "external_cash_flows[\"Dates\"] = pd.to_datetime(external_cash_flows[\"Dates\"])\n",
    "add_utc_to_df(external_cash_flows)\n",
    "external_cash_flows.head(10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Use the _StructuredResultDataApi_ to store the cash flows in LUSID. This will involve creating a _CashFlowValueSet_, as well as a structured result data ID which we will refer back to in the configuration recipe.\n",
    "\n",
    "Notice that the cash flow overrides need to be unitized to the instrument's notional. We will therefore divide all document values by the instrument notional below prior to upserting."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Cash Flow set has successfully been loaded into LUSID\n"
     ]
    }
   ],
   "source": [
    "document_scope = \"CashOverride\"\n",
    "document_code =\"EurOisIrs\"\n",
    "\n",
    "# Persist pay amounts\n",
    "pay_leg_flows = [\n",
    "    lm.CashFlowValue(\n",
    "        result_value_type=\"CashFlowValue\",\n",
    "        payment_amount=row[\"Pay\"]/notional * -1, # Unitize amount\n",
    "        payment_date=row[\"Dates\"],\n",
    "        payment_ccy=instrument_ccy,\n",
    "        cash_flow_lineage= lm.CashFlowLineage(\n",
    "            cash_flow_type=\"Coupon\",\n",
    "            pay_receive=\"Pay\"\n",
    "        )\n",
    "    ) for i, row in external_cash_flows.iterrows()\n",
    "    ]\n",
    "\n",
    "\n",
    "# Persist receive amounts\n",
    "rec_leg_flows = [\n",
    "    lm.CashFlowValue(\n",
    "        result_value_type=\"CashFlowValue\",\n",
    "        payment_amount=row[\"Receive\"]/notional, # Unitize amount\n",
    "        payment_date=row[\"Dates\"],\n",
    "        payment_ccy=instrument_ccy,\n",
    "        cash_flow_lineage= lm.CashFlowLineage(\n",
    "            cash_flow_type=\"Coupon\",\n",
    "            pay_receive=\"Receive\"\n",
    "        )\n",
    "    ) for i, row in external_cash_flows.iterrows()\n",
    "    ]\n",
    "\n",
    "# Create external cash flow set from pays and receives\n",
    "external_cash_flow_set = lm.CashFlowValueSet(\n",
    "    cashflows=pay_leg_flows + rec_leg_flows,\n",
    "    result_value_type=\"CashFlowValueSet\"\n",
    ")\n",
    "\n",
    "# Create a structured document ID\n",
    "struct_result_data_id = lm.StructuredResultDataId(\n",
    "    source = 'Client',\n",
    "    code=document_code,\n",
    "    effective_at= effective_at,\n",
    "    result_type = \"UnitResult/Analytic\")\n",
    "\n",
    "upsert_result_values_data_request = lm.UpsertResultValuesDataRequest(\n",
    "    document_id=struct_result_data_id,\n",
    "    key={\n",
    "        f\"UnitResult/LusidInstrumentId\":f\"{luid}\" # Instrument to which document resolves\n",
    "    },\n",
    "    data_address=\"UnitResult/Valuation/Cashflows\",  # Valuation result to override\n",
    "    result_value=external_cash_flow_set\n",
    "    )\n",
    "\n",
    "response = structured_result_data_api.upsert_result_value(\n",
    "    scope = document_scope,\n",
    "    request_body={\n",
    "        \"CashFlows\":upsert_result_values_data_request\n",
    "    }\n",
    ")\n",
    "\n",
    "if len(response.failed) == 0:\n",
    "    print(f\"Cash Flow set has successfully been loaded into LUSID\")\n",
    "else:\n",
    "    print(\"An error occurred with the above upsert_instruments call, see error message:\", response.failed)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Configuration recipe loaded into LUSID at time 2022-07-13 12:25:31.318779+00:00.\n"
     ]
    }
   ],
   "source": [
    "# Create new recipe scope for overrides and result data 'ResultDataKeyRule'\n",
    "custom_cash_recipe_scope = \"CashOverride\"\n",
    "result_data_rules=[\n",
    "            lm.ResultDataKeyRule(\n",
    "                result_key_rule_type='ResultDataKeyRule',\n",
    "                supplier= \"Client\",\n",
    "                data_scope = document_scope,\n",
    "                document_code = document_code,\n",
    "                resource_key= \"UnitResult/Valuation/Cashflows\",\n",
    "                document_result_type= \"UnitResult/Analytic\",\n",
    "                quote_interval= \"5D\"\n",
    "                )\n",
    "            ]\n",
    "\n",
    "# Add result_data_rules to configuration recipe and update scope\n",
    "configuration_recipe.pricing.result_data_rules = result_data_rules\n",
    "configuration_recipe.scope = custom_cash_recipe_scope\n",
    "\n",
    "# Upsert object under new scope\n",
    "response = configuration_recipe_api.upsert_configuration_recipe(\n",
    "    upsert_recipe_request=lm.UpsertRecipeRequest(\n",
    "        configuration_recipe=configuration_recipe\n",
    "    )\n",
    ")\n",
    "\n",
    "print(f\"Configuration recipe loaded into LUSID at time {response.value}.\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "With the cash flows stored in LUSID against the instrument, we can now see that querying the portfolio cash flows come back with the external data."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>payAmount</th>\n",
       "      <th>receiveAmount</th>\n",
       "      <th>netAmount</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>payment_date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-07-29</th>\n",
       "      <td>25,000.0000</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>125,000.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-01-31</th>\n",
       "      <td>25,000.0000</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>125,000.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2023-07-31</th>\n",
       "      <td>-100,100.0000</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-100.0000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-01-31</th>\n",
       "      <td>-100,200.1000</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-200.1000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-07-31</th>\n",
       "      <td>-100,300.3001</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-300.3001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-01-31</th>\n",
       "      <td>-100,400.6004</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-400.6004</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2025-07-31</th>\n",
       "      <td>-100,501.0010</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-501.0010</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2026-01-30</th>\n",
       "      <td>-100,601.5020</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-601.5020</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2026-07-31</th>\n",
       "      <td>-100,702.1035</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-702.1035</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2027-01-29</th>\n",
       "      <td>-100,802.8056</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-802.8056</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2027-07-30</th>\n",
       "      <td>-100,903.6084</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-903.6084</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2028-01-31</th>\n",
       "      <td>-101,004.5120</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,004.5120</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2028-07-31</th>\n",
       "      <td>-101,105.5165</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,105.5165</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2029-01-31</th>\n",
       "      <td>-101,206.6220</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,206.6220</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2029-07-31</th>\n",
       "      <td>-101,307.8287</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,307.8287</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2030-01-31</th>\n",
       "      <td>-101,409.1365</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,409.1365</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2030-07-31</th>\n",
       "      <td>-101,510.5456</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,510.5456</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2031-01-31</th>\n",
       "      <td>-101,612.0562</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,612.0562</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2031-07-31</th>\n",
       "      <td>-101,713.6682</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,713.6682</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2032-01-30</th>\n",
       "      <td>-101,815.3819</td>\n",
       "      <td>100,000.0000</td>\n",
       "      <td>-1,815.3819</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                 payAmount  receiveAmount    netAmount\n",
       "payment_date                                          \n",
       "2022-07-29     25,000.0000   100,000.0000 125,000.0000\n",
       "2023-01-31     25,000.0000   100,000.0000 125,000.0000\n",
       "2023-07-31   -100,100.0000   100,000.0000    -100.0000\n",
       "2024-01-31   -100,200.1000   100,000.0000    -200.1000\n",
       "2024-07-31   -100,300.3001   100,000.0000    -300.3001\n",
       "2025-01-31   -100,400.6004   100,000.0000    -400.6004\n",
       "2025-07-31   -100,501.0010   100,000.0000    -501.0010\n",
       "2026-01-30   -100,601.5020   100,000.0000    -601.5020\n",
       "2026-07-31   -100,702.1035   100,000.0000    -702.1035\n",
       "2027-01-29   -100,802.8056   100,000.0000    -802.8056\n",
       "2027-07-30   -100,903.6084   100,000.0000    -903.6084\n",
       "2028-01-31   -101,004.5120   100,000.0000  -1,004.5120\n",
       "2028-07-31   -101,105.5165   100,000.0000  -1,105.5165\n",
       "2029-01-31   -101,206.6220   100,000.0000  -1,206.6220\n",
       "2029-07-31   -101,307.8287   100,000.0000  -1,307.8287\n",
       "2030-01-31   -101,409.1365   100,000.0000  -1,409.1365\n",
       "2030-07-31   -101,510.5456   100,000.0000  -1,510.5456\n",
       "2031-01-31   -101,612.0562   100,000.0000  -1,612.0562\n",
       "2031-07-31   -101,713.6682   100,000.0000  -1,713.6682\n",
       "2032-01-30   -101,815.3819   100,000.0000  -1,815.3819"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "# Request portfolio cash flows\n",
    "external_cash_flow_response = transaction_portfolios_api.get_portfolio_cash_flows(\n",
    "    scope=portfolio_scope,\n",
    "    code=portfolio_code,\n",
    "    effective_at=effective_at,\n",
    "    window_start=effective_at,\n",
    "    window_end=end_date,\n",
    "    recipe_id_scope=custom_cash_recipe_scope,\n",
    "    recipe_id_code=recipe_code\n",
    ")\n",
    "\n",
    "cash_flows = cash_flow_response_to_df(external_cash_flow_response)\n",
    "display(cash_flows)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "## 3. Instrument Life Cycle\n",
    "\n",
    "LUSID can handle instrument life cycle events in the form of transactions that alter the current position against the instrument. A user has the option to either ingest these events from an external system as part of their regular transaction and corporate action processing, or use LUSID's projected flows that can be derived from an instrument's economic definition.\n",
    "\n",
    "For instruments where LUSID has a full understanding of its economic definition, the system will have knowledge of upcoming events and can be used directly to synthesize these. For example, where the upcoming cash flows are known for the latest reset period, the GetUpsertablePortfolioCashFlows API can be queried for these. In such instances LUSID will return a readily upsertable  transaction request, that could also be used for automated lifecycle handling.\n",
    "\n",
    "### 3.1 Configuring Transactions\n",
    "\n",
    "By default, when returning the cash flow events via the upsertable cash flows API it will return a transaction type of `CashFlow`, which will simply increment the cash position by the amount returned by the projection. However, using LUSID's transaction configuration, it is possible to create other types that the API will select instead of a simple cash flow.\n",
    "\n",
    "Below, we show how to add a new transaction type within the domain's transaction config and associate it with a special system property under the key `TransactionConfiguration/default/CashFlowType`.\n",
    "\n",
    "As we can see, we are setting the `CashFlowType` property to the value of `Coupon` on the config, which is associated with IRS instruments internally within LUSID. The full list of cash flow types is documented [here](https://support.lusid.com/knowledgebase/article/KA-01744/#transaction-type). Once this has been configured, it will override the response from `GetUpsertableCashFlows` to the new transaction type.\n",
    "\n",
    "Notice that the transaction below sets another movement to the cash flow which is of type `Carry`, which will help us in breaking down where the instrument's P&L is coming from later in the A2B report. More detail on this can be found under the following article linked [here](https://support.lusid.com/knowledgebase/article/KA-01797/en-us)."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Create a transaction config request\n",
    "new_transaction_config = [\n",
    "    # Add Coupon Type\n",
    "    lm.TransactionConfigurationDataRequest(\n",
    "        aliases=[\n",
    "            lm.TransactionConfigurationTypeAlias(\n",
    "                type=\"Coupon\",\n",
    "                description=\"A coupon or cash flow from term instrument with a carry movement.\",\n",
    "                transaction_class=\"default\",\n",
    "                transaction_group=\"default\",\n",
    "                transaction_roles=\"AllRoles\",\n",
    "            )\n",
    "        ],\n",
    "        movements=[\n",
    "            # Carry movement to correctly attribute P&L\n",
    "            lm.TransactionConfigurationMovementDataRequest(\n",
    "                movement_types=\"Carry\",\n",
    "                side=\"Side1\",\n",
    "                direction=1,\n",
    "                properties={},\n",
    "                mappings=[]\n",
    "            ),\n",
    "            # CashCommitment movement to increment cash by coupon amount\n",
    "            lm.TransactionConfigurationMovementDataRequest(\n",
    "                movement_types=\"CashCommitment\",\n",
    "                side=\"Side2\",\n",
    "                direction=1,\n",
    "                properties={},\n",
    "                mappings=[],\n",
    "            ),\n",
    "        ],\n",
    "        # Special internal property that associates the instrument to this movement\n",
    "        properties={\n",
    "                    \"TransactionConfiguration/default/CashFlowType\": lm.PerpetualProperty(\n",
    "                        key=\"TransactionConfiguration/default/CashFlowType\",\n",
    "                        value=lm.PropertyValue(\n",
    "                            label_value=\"Coupon\"\n",
    "                        )\n",
    "                    )\n",
    "                },\n",
    "    ),\n",
    "]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 62,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    " # Upload the transaction type\n",
    "new_txn_config = upsert_transaction_type_alias(\n",
    "    api_factory, new_transaction_config=new_transaction_config\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "### 3.2 Cash Handling on Payment Date\n",
    "\n",
    "Below we will request the upsertable portfolio cash flows for the upcoming 100 days."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 63,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>transaction_id</th>\n",
       "      <th>type</th>\n",
       "      <th>instrument_identifiers</th>\n",
       "      <th>instrument_scope</th>\n",
       "      <th>instrument_uid</th>\n",
       "      <th>transaction_date</th>\n",
       "      <th>settlement_date</th>\n",
       "      <th>units</th>\n",
       "      <th>transaction_price.price</th>\n",
       "      <th>transaction_price.type</th>\n",
       "      <th>total_consideration.amount</th>\n",
       "      <th>total_consideration.currency</th>\n",
       "      <th>exchange_rate</th>\n",
       "      <th>transaction_currency</th>\n",
       "      <th>properties.Transaction/Finbourne-Examples/Strategy.key</th>\n",
       "      <th>properties.Transaction/Finbourne-Examples/Strategy.value.label_value</th>\n",
       "      <th>source</th>\n",
       "      <th>entry_date_time</th>\n",
       "      <th>transaction_status</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>TXN001-LUID_00003DGA-20220729-Coupon-EUR-Receive</td>\n",
       "      <td>Coupon</td>\n",
       "      <td>{}</td>\n",
       "      <td>EurOisNotebook</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>56,333.3333</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>Price</td>\n",
       "      <td>56,333.3333</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Overlay</td>\n",
       "      <td>default</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Active</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>TXN001-LUID_00003DGA-20220729-Coupon-EUR-Pay</td>\n",
       "      <td>Coupon</td>\n",
       "      <td>{}</td>\n",
       "      <td>EurOisNotebook</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>13,989.8695</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>Price</td>\n",
       "      <td>13,989.8695</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Overlay</td>\n",
       "      <td>default</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Active</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>TXN002-LUID_00003DGA-20220729-Coupon-EUR-Receive</td>\n",
       "      <td>Coupon</td>\n",
       "      <td>{}</td>\n",
       "      <td>EurOisNotebook</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>37,555.5556</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>Price</td>\n",
       "      <td>37,555.5556</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Curve</td>\n",
       "      <td>default</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Active</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>TXN002-LUID_00003DGA-20220729-Coupon-EUR-Pay</td>\n",
       "      <td>Coupon</td>\n",
       "      <td>{}</td>\n",
       "      <td>EurOisNotebook</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>2022-07-29 00:00:00+00:00</td>\n",
       "      <td>9,326.5797</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>Price</td>\n",
       "      <td>9,326.5797</td>\n",
       "      <td>EUR</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Curve</td>\n",
       "      <td>default</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Active</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                     transaction_id    type  \\\n",
       "0  TXN001-LUID_00003DGA-20220729-Coupon-EUR-Receive  Coupon   \n",
       "1      TXN001-LUID_00003DGA-20220729-Coupon-EUR-Pay  Coupon   \n",
       "2  TXN002-LUID_00003DGA-20220729-Coupon-EUR-Receive  Coupon   \n",
       "3      TXN002-LUID_00003DGA-20220729-Coupon-EUR-Pay  Coupon   \n",
       "\n",
       "  instrument_identifiers instrument_scope instrument_uid  \\\n",
       "0                     {}   EurOisNotebook  LUID_00003DGA   \n",
       "1                     {}   EurOisNotebook  LUID_00003DGA   \n",
       "2                     {}   EurOisNotebook  LUID_00003DGA   \n",
       "3                     {}   EurOisNotebook  LUID_00003DGA   \n",
       "\n",
       "           transaction_date           settlement_date       units  \\\n",
       "0 2022-07-29 00:00:00+00:00 2022-07-29 00:00:00+00:00 56,333.3333   \n",
       "1 2022-07-29 00:00:00+00:00 2022-07-29 00:00:00+00:00 13,989.8695   \n",
       "2 2022-07-29 00:00:00+00:00 2022-07-29 00:00:00+00:00 37,555.5556   \n",
       "3 2022-07-29 00:00:00+00:00 2022-07-29 00:00:00+00:00  9,326.5797   \n",
       "\n",
       "   transaction_price.price transaction_price.type  total_consideration.amount  \\\n",
       "0                   1.0000                  Price                 56,333.3333   \n",
       "1                   1.0000                  Price                 13,989.8695   \n",
       "2                   1.0000                  Price                 37,555.5556   \n",
       "3                   1.0000                  Price                  9,326.5797   \n",
       "\n",
       "  total_consideration.currency  exchange_rate transaction_currency  \\\n",
       "0                          EUR         1.0000                  EUR   \n",
       "1                          EUR         1.0000                  EUR   \n",
       "2                          EUR         1.0000                  EUR   \n",
       "3                          EUR         1.0000                  EUR   \n",
       "\n",
       "  properties.Transaction/Finbourne-Examples/Strategy.key  \\\n",
       "0            Transaction/Finbourne-Examples/Strategy       \n",
       "1            Transaction/Finbourne-Examples/Strategy       \n",
       "2            Transaction/Finbourne-Examples/Strategy       \n",
       "3            Transaction/Finbourne-Examples/Strategy       \n",
       "\n",
       "  properties.Transaction/Finbourne-Examples/Strategy.value.label_value  \\\n",
       "0                                            Overlay                     \n",
       "1                                            Overlay                     \n",
       "2                                              Curve                     \n",
       "3                                              Curve                     \n",
       "\n",
       "    source            entry_date_time transaction_status  \n",
       "0  default  0001-01-01 00:00:00+00:00             Active  \n",
       "1  default  0001-01-01 00:00:00+00:00             Active  \n",
       "2  default  0001-01-01 00:00:00+00:00             Active  \n",
       "3  default  0001-01-01 00:00:00+00:00             Active  "
      ]
     },
     "execution_count": 63,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Set the life cycle end date from our original effective date\n",
    "life_cycle_end_date = effective_at + timedelta(days=100)\n",
    "\n",
    "upsertable_cash_flows = transaction_portfolios_api.get_upsertable_portfolio_cash_flows(\n",
    "    scope=portfolio_scope,\n",
    "    code=portfolio_code,\n",
    "    effective_at=effective_at,\n",
    "    window_start=effective_at,\n",
    "    window_end=life_cycle_end_date,\n",
    "    recipe_id_scope=market_data_scope,\n",
    "    recipe_id_code=recipe_code\n",
    ")\n",
    "\n",
    "lusid_response_to_data_frame(upsertable_cash_flows)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 64,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Transaction updated for effective time: 2010-01-01 00:00:00+00:00.\n"
     ]
    }
   ],
   "source": [
    "for element in upsertable_cash_flows.values:\n",
    "    element.instrument_identifiers = {\"Instrument/default/LusidInstrumentId\": element.instrument_uid}\n",
    "\n",
    "# Upsert the transactions\n",
    "response = transaction_portfolios_api.upsert_transactions(\n",
    "    scope=portfolio_scope, code=portfolio_code, transaction_request=upsertable_cash_flows.values\n",
    ")\n",
    "\n",
    "print(f\"Transaction updated for effective time: {response.version.effective_from}.\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "We can now check the portfolio for its holdings post the payment event, where we notice that the net amount of cash for the payment period has settled.\n",
    "\n",
    "Notice that the cash receivable via the previously configured `Coupon` type has been broken down by strategy, retaining the initial allocations."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 65,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>instrument_scope</th>\n",
       "      <th>instrument_uid</th>\n",
       "      <th>sub_holding_keys.Transaction/Finbourne-Examples/Strategy.key</th>\n",
       "      <th>sub_holding_keys.Transaction/Finbourne-Examples/Strategy.value.label_value</th>\n",
       "      <th>properties.Holding/default/SourcePortfolioId.key</th>\n",
       "      <th>properties.Holding/default/SourcePortfolioId.value.label_value</th>\n",
       "      <th>properties.Holding/default/SourcePortfolioId.effective_from</th>\n",
       "      <th>properties.Holding/default/SourcePortfolioScope.key</th>\n",
       "      <th>properties.Holding/default/SourcePortfolioScope.value.label_value</th>\n",
       "      <th>properties.Holding/default/SourcePortfolioScope.effective_from</th>\n",
       "      <th>holding_type</th>\n",
       "      <th>units</th>\n",
       "      <th>settled_units</th>\n",
       "      <th>cost.amount</th>\n",
       "      <th>cost.currency</th>\n",
       "      <th>cost_portfolio_ccy.amount</th>\n",
       "      <th>cost_portfolio_ccy.currency</th>\n",
       "      <th>currency</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>EurOisNotebook</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Overlay</td>\n",
       "      <td>Holding/default/SourcePortfolioId</td>\n",
       "      <td>EurOis-IRS-Example</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Holding/default/SourcePortfolioScope</td>\n",
       "      <td>Finbourne-Examples</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>P</td>\n",
       "      <td>6,000,000.0000</td>\n",
       "      <td>6,000,000.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>EurOisNotebook</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Curve</td>\n",
       "      <td>Holding/default/SourcePortfolioId</td>\n",
       "      <td>EurOis-IRS-Example</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Holding/default/SourcePortfolioScope</td>\n",
       "      <td>Finbourne-Examples</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>P</td>\n",
       "      <td>4,000,000.0000</td>\n",
       "      <td>4,000,000.0000</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>default</td>\n",
       "      <td>CCY_EUR</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Overlay</td>\n",
       "      <td>Holding/default/SourcePortfolioId</td>\n",
       "      <td>EurOis-IRS-Example</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Holding/default/SourcePortfolioScope</td>\n",
       "      <td>Finbourne-Examples</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>B</td>\n",
       "      <td>70,323.2029</td>\n",
       "      <td>70,323.2029</td>\n",
       "      <td>70,323.2000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>70,323.2000</td>\n",
       "      <td>EUR</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>default</td>\n",
       "      <td>CCY_EUR</td>\n",
       "      <td>Transaction/Finbourne-Examples/Strategy</td>\n",
       "      <td>Curve</td>\n",
       "      <td>Holding/default/SourcePortfolioId</td>\n",
       "      <td>EurOis-IRS-Example</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>Holding/default/SourcePortfolioScope</td>\n",
       "      <td>Finbourne-Examples</td>\n",
       "      <td>0001-01-01 00:00:00+00:00</td>\n",
       "      <td>B</td>\n",
       "      <td>46,882.1352</td>\n",
       "      <td>46,882.1352</td>\n",
       "      <td>46,882.1400</td>\n",
       "      <td>EUR</td>\n",
       "      <td>46,882.1400</td>\n",
       "      <td>EUR</td>\n",
       "      <td>EUR</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "  instrument_scope instrument_uid  \\\n",
       "0   EurOisNotebook  LUID_00003DGA   \n",
       "1   EurOisNotebook  LUID_00003DGA   \n",
       "2          default        CCY_EUR   \n",
       "3          default        CCY_EUR   \n",
       "\n",
       "  sub_holding_keys.Transaction/Finbourne-Examples/Strategy.key  \\\n",
       "0            Transaction/Finbourne-Examples/Strategy             \n",
       "1            Transaction/Finbourne-Examples/Strategy             \n",
       "2            Transaction/Finbourne-Examples/Strategy             \n",
       "3            Transaction/Finbourne-Examples/Strategy             \n",
       "\n",
       "  sub_holding_keys.Transaction/Finbourne-Examples/Strategy.value.label_value  \\\n",
       "0                                            Overlay                           \n",
       "1                                              Curve                           \n",
       "2                                            Overlay                           \n",
       "3                                              Curve                           \n",
       "\n",
       "  properties.Holding/default/SourcePortfolioId.key  \\\n",
       "0                Holding/default/SourcePortfolioId   \n",
       "1                Holding/default/SourcePortfolioId   \n",
       "2                Holding/default/SourcePortfolioId   \n",
       "3                Holding/default/SourcePortfolioId   \n",
       "\n",
       "  properties.Holding/default/SourcePortfolioId.value.label_value  \\\n",
       "0                                 EurOis-IRS-Example               \n",
       "1                                 EurOis-IRS-Example               \n",
       "2                                 EurOis-IRS-Example               \n",
       "3                                 EurOis-IRS-Example               \n",
       "\n",
       "  properties.Holding/default/SourcePortfolioId.effective_from  \\\n",
       "0                          0001-01-01 00:00:00+00:00            \n",
       "1                          0001-01-01 00:00:00+00:00            \n",
       "2                          0001-01-01 00:00:00+00:00            \n",
       "3                          0001-01-01 00:00:00+00:00            \n",
       "\n",
       "  properties.Holding/default/SourcePortfolioScope.key  \\\n",
       "0               Holding/default/SourcePortfolioScope    \n",
       "1               Holding/default/SourcePortfolioScope    \n",
       "2               Holding/default/SourcePortfolioScope    \n",
       "3               Holding/default/SourcePortfolioScope    \n",
       "\n",
       "  properties.Holding/default/SourcePortfolioScope.value.label_value  \\\n",
       "0                                 Finbourne-Examples                  \n",
       "1                                 Finbourne-Examples                  \n",
       "2                                 Finbourne-Examples                  \n",
       "3                                 Finbourne-Examples                  \n",
       "\n",
       "  properties.Holding/default/SourcePortfolioScope.effective_from holding_type  \\\n",
       "0                          0001-01-01 00:00:00+00:00                        P   \n",
       "1                          0001-01-01 00:00:00+00:00                        P   \n",
       "2                          0001-01-01 00:00:00+00:00                        B   \n",
       "3                          0001-01-01 00:00:00+00:00                        B   \n",
       "\n",
       "           units  settled_units  cost.amount cost.currency  \\\n",
       "0 6,000,000.0000 6,000,000.0000       0.0000           EUR   \n",
       "1 4,000,000.0000 4,000,000.0000       0.0000           EUR   \n",
       "2    70,323.2029    70,323.2029  70,323.2000           EUR   \n",
       "3    46,882.1352    46,882.1352  46,882.1400           EUR   \n",
       "\n",
       "   cost_portfolio_ccy.amount cost_portfolio_ccy.currency currency  \n",
       "0                     0.0000                         EUR      EUR  \n",
       "1                     0.0000                         EUR      EUR  \n",
       "2                70,323.2000                         EUR      EUR  \n",
       "3                46,882.1400                         EUR      EUR  "
      ]
     },
     "execution_count": 65,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Check holdings post life cycle event\n",
    "holdings = transaction_portfolios_api.get_holdings(\n",
    "    scope=portfolio_scope,\n",
    "    code=portfolio_code,\n",
    "    effective_at=life_cycle_end_date\n",
    " )\n",
    "\n",
    "lusid_response_to_data_frame(holdings)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "## 4. P&L Reporting\n",
    "### 4.1 A2B Report for P&L\n",
    "\n",
    "Next we are going to run a LUSID A2B report on the portfolio, which will break down the P&L of the position for a given window.\n",
    "\n",
    "The AtoB report will give a breakdown of each holding's P&L, including the flows (transactions) that have occurred in the selected window. Within the report you will find the following detail:\n",
    "\n",
    "- **Market Value (Start):** The market value at the start of the window.\n",
    "- **Market Gain:** Capital Gain, or gain due to asset appreciation based on available market data.\n",
    "- **Carry:** Interest and dividend accruals where applicable, also known as carry return.\n",
    "- **Flows:** Any transaction activity occurring in the period (buys, sells, etc.).\n",
    "- **Market Value (End):** The market value of the security at the end of the window."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 66,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "# Request A2B report\n",
    "a2b = transaction_portfolios_api.get_a2_b_data(\n",
    "    scope=portfolio_scope,\n",
    "    code=portfolio_code,\n",
    "    from_effective_at=effective_at,\n",
    "    to_effective_at=effective_at + timedelta(days=3),\n",
    "    recipe_id_scope=market_data_scope,\n",
    "    recipe_id_code=recipe_code,\n",
    "    property_keys=[\"Instrument/default/Name\"]\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "As can be seen below, the report includes the total gains and the flows shown for each unique sub-holding. Note, the following table has been filtered down to some core fields."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 67,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Portfolio Scope</th>\n",
       "      <th>Portfolio Code</th>\n",
       "      <th>Holding Type</th>\n",
       "      <th>Instrument ID</th>\n",
       "      <th>Instrument Name</th>\n",
       "      <th>Market Value (Start)</th>\n",
       "      <th>P&amp;L - Since inception (Start)</th>\n",
       "      <th>Accrued Interest (Start)</th>\n",
       "      <th>P&amp;L (Window)</th>\n",
       "      <th>Market Gain (Window)</th>\n",
       "      <th>Carry (Window)</th>\n",
       "      <th>Market Value (End)</th>\n",
       "      <th>P&amp;L - Since inception (End)</th>\n",
       "      <th>Accrued Interest (End)</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>Finbourne-Examples</td>\n",
       "      <td>EurOis-IRS-Example</td>\n",
       "      <td>P</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>EUROIS.REC.10Y</td>\n",
       "      <td>-31,538.7400</td>\n",
       "      <td>-65,957.8900</td>\n",
       "      <td>34,419.1500</td>\n",
       "      <td>-869.0000</td>\n",
       "      <td>-869.0000</td>\n",
       "      <td>859.6200</td>\n",
       "      <td>-31,548.1200</td>\n",
       "      <td>-66,826.8900</td>\n",
       "      <td>35,278.7700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Finbourne-Examples</td>\n",
       "      <td>EurOis-IRS-Example</td>\n",
       "      <td>P</td>\n",
       "      <td>LUID_00003DGA</td>\n",
       "      <td>EUROIS.REC.10Y</td>\n",
       "      <td>-47,308.1200</td>\n",
       "      <td>-98,936.8400</td>\n",
       "      <td>51,628.7200</td>\n",
       "      <td>-1,303.5100</td>\n",
       "      <td>-1,303.5100</td>\n",
       "      <td>1,289.4400</td>\n",
       "      <td>-47,322.1900</td>\n",
       "      <td>-100,240.3500</td>\n",
       "      <td>52,918.1600</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "      Portfolio Scope      Portfolio Code Holding Type  Instrument ID  \\\n",
       "0  Finbourne-Examples  EurOis-IRS-Example            P  LUID_00003DGA   \n",
       "1  Finbourne-Examples  EurOis-IRS-Example            P  LUID_00003DGA   \n",
       "\n",
       "  Instrument Name  Market Value (Start)  P&L - Since inception (Start)  \\\n",
       "0  EUROIS.REC.10Y          -31,538.7400                   -65,957.8900   \n",
       "1  EUROIS.REC.10Y          -47,308.1200                   -98,936.8400   \n",
       "\n",
       "   Accrued Interest (Start)  P&L (Window)  Market Gain (Window)  \\\n",
       "0               34,419.1500     -869.0000             -869.0000   \n",
       "1               51,628.7200   -1,303.5100           -1,303.5100   \n",
       "\n",
       "   Carry (Window)  Market Value (End)  P&L - Since inception (End)  \\\n",
       "0        859.6200        -31,548.1200                 -66,826.8900   \n",
       "1      1,289.4400        -47,322.1900                -100,240.3500   \n",
       "\n",
       "   Accrued Interest (End)  \n",
       "0             35,278.7700  \n",
       "1             52,918.1600  "
      ]
     },
     "execution_count": 67,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Rename A2B columns in df\n",
    "rename_cols = {\n",
    "    \"portfolio_id.scope\": \"Portfolio Scope\",\n",
    "    \"portfolio_id.code\": \"Portfolio Code\",\n",
    "    \"holding_type\": \"Holding Type\",\n",
    "    \"instrument_uid\": \"Instrument ID\",\n",
    "    \"Name(default-Properties)\": \"Instrument Name\",\n",
    "    \"start.portfolio_currency.total\": \"Market Value (Start)\",\n",
    "    \"start.portfolio_currency.components.MarketGain\": \"P&L - Since inception (Start)\",\n",
    "    \"start.portfolio_currency.components.AccruedInterest\": \"Accrued Interest (Start)\",\n",
    "    \"gains.portfolio_currency.total\":\"P&L (Window)\",\n",
    "    \"gains.portfolio_currency.components.DeltaMarketGain\": \"Market Gain (Window)\",\n",
    "    \"carry.portfolio_currency.total\": \"Carry (Window)\",\n",
    "    \"end.portfolio_currency.total\": \"Market Value (End)\",\n",
    "    \"end.portfolio_currency.components.MarketGain\": \"P&L - Since inception (End)\",\n",
    "    \"end.portfolio_currency.components.AccruedInterest\": \"Accrued Interest (End)\"\n",
    "}\n",
    "\n",
    "# Format and filter A2B\n",
    "a2b_df = lusid_response_to_data_frame(a2b, rename_properties=True)\n",
    "col_filters = rename_cols.keys()\n",
    "a2b_df = a2b_df[col_filters].copy()\n",
    "a2b_df.rename(columns=rename_cols, inplace=True)\n",
    "a2b_df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "pycharm": {
     "name": "#%% md\n"
    }
   },
   "source": [
    "Similarly, we can also group by instrument to see the P&L measures at the swap level by simply grouping as shown below using the instrument ID."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 68,
   "metadata": {
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Market Value (Start)</th>\n",
       "      <th>P&amp;L - Since inception (Start)</th>\n",
       "      <th>Accrued Interest (Start)</th>\n",
       "      <th>P&amp;L (Window)</th>\n",
       "      <th>Market Gain (Window)</th>\n",
       "      <th>Carry (Window)</th>\n",
       "      <th>Market Value (End)</th>\n",
       "      <th>P&amp;L - Since inception (End)</th>\n",
       "      <th>Accrued Interest (End)</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Instrument ID</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>LUID_00003DGA</th>\n",
       "      <td>-78,846.8600</td>\n",
       "      <td>-164,894.7300</td>\n",
       "      <td>86,047.8700</td>\n",
       "      <td>-2,172.5100</td>\n",
       "      <td>-2,172.5100</td>\n",
       "      <td>2,149.0600</td>\n",
       "      <td>-78,870.3100</td>\n",
       "      <td>-167,067.2400</td>\n",
       "      <td>88,196.9300</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Market Value (Start)  P&L - Since inception (Start)  \\\n",
       "Instrument ID                                                        \n",
       "LUID_00003DGA          -78,846.8600                  -164,894.7300   \n",
       "\n",
       "               Accrued Interest (Start)  P&L (Window)  Market Gain (Window)  \\\n",
       "Instrument ID                                                                 \n",
       "LUID_00003DGA               86,047.8700   -2,172.5100           -2,172.5100   \n",
       "\n",
       "               Carry (Window)  Market Value (End)  \\\n",
       "Instrument ID                                       \n",
       "LUID_00003DGA      2,149.0600        -78,870.3100   \n",
       "\n",
       "               P&L - Since inception (End)  Accrued Interest (End)  \n",
       "Instrument ID                                                       \n",
       "LUID_00003DGA                -167,067.2400             88,196.9300  "
      ]
     },
     "execution_count": 68,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "a2b_df.groupby(\"Instrument ID\").sum()\n"
   ]
  }
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