sdk.lusid.models.fx_conventions.FxConventions

class FxConventions(**data)[source]

The conventions for the calculation of FX fixings, where the fixing rate is expected to be the amount of DomCcy per unit of FgnCcy. As an example, assume the required fixing is the WM/R 4pm mid closing rate for the USD amount per 1 EUR. This is published with RIC EURUSDFIXM=WM, which would be the FixingReference, with FgnCcy EUR and DomCcy USD. # 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.

fgn_ccy

dom_ccy

fixing_reference

class Config[source]

Pydantic configuration

classmethod from_dict(obj)[source]

Create an instance of FxConventions from a dict

Return type:

FxConventions

classmethod from_json(json_str)[source]

Create an instance of FxConventions from a JSON string

Return type:

FxConventions

to_dict()[source]

Returns the dictionary representation of the model using alias

to_json()[source]

Returns the JSON representation of the model using alias

Return type:

str

to_str()[source]

Returns the string representation of the model using alias

Return type:

str