sdk.lusid.models.constant_volatility_surface.ConstantVolatilitySurface

class ConstantVolatilitySurface(**data)

Market Data required to build a volatility surface for pricing. Single constant volatility point. # 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.

base_date
asset_type
lineage
volatility
version
market_data_type
additional_properties

class Config

Pydantic configuration

classmethod from_dict(obj)

Create an instance of ConstantVolatilitySurface from a dict

Return type:

ConstantVolatilitySurface

classmethod from_json(json_str)

Create an instance of ConstantVolatilitySurface from a JSON string

Return type:

ConstantVolatilitySurface

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