sdk.lusid.models.complex_market_data.ComplexMarketData

class ComplexMarketData(**data)

Base class for representing complex market data in LUSID. Generally speaking, market data is complex when it cannot be represented as a single quote. Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics. This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class. # noqa: E501

Create a new model by parsing and validating input data from keyword arguments.

Raises ValidationError if the input data cannot be parsed to form a valid model.

Attributes

This is a Pydantic class. For now, click on the green [source] link in the class signature above to see descriptions/allowed values for these attributes.

market_data_type

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of ComplexMarketData from a dict

Return type:

Union(ConstantVolatilitySurface, CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData)

classmethod from_json(json_str)

Create an instance of ComplexMarketData from a JSON string

Return type:

Union(ConstantVolatilitySurface, CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData)

classmethod get_discriminator_value(obj)

Returns the discriminator value (object type) of the data

Return type:

str

classmethod market_data_type_validate_enum(value)

Validates the enum

to_dict()

Returns the dictionary representation of the model using alias

to_json()

Returns the JSON representation of the model using alias

Return type:

str

to_str()

Returns the string representation of the model using alias

Return type:

str