sdk.lusid.models.credit_spread_curve_data.CreditSpreadCurveData
- class CreditSpreadCurveData(**data)[source]
A credit spread curve matching tenors against par spread quotes # 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
dom_ccy
tenors
spreads
recovery_rate
reference_date
maturities
lineage
market_data_options
market_data_type
additional_properties
- classmethod from_dict(obj)[source]
Create an instance of CreditSpreadCurveData from a dict
- Return type: