sdk.lusid.models.fx_dependency.FxDependency

class FxDependency(**data)

For indicating a dependency on an fx rate. For example domestic-foreign for USD-JPY means that 1 unit (dollar) of domestic currency will buy you “X” units of foreign (Yen) currency; currently somewhere around 100. This is equivalently denoted as USDJPY and USD/JPY On the assumption that you wish to convert an amount in the domestic currency to the foreign, you would want the (dom,fgn) dependency; domfgn currency pair. On the assumption that you wish to convert an amount in the foreign currency to the domestic, you would want the (fgn,dom) dependency; fgndom currency pair. NB: There alternate descriptions for currency pairs that seem to vary between different banks and sectors of the industry, e.g. base and contract In pricing we are taking the convention that we will convert from FGN to DOM by DIVIDING through by the DOMFGN spot rate. # 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.

domestic_currency
foreign_currency
var_date
dependency_type
additional_properties

class Config

Pydantic configuration

classmethod dependency_type_validate_enum(value)

Validates the enum

classmethod from_dict(obj)

Create an instance of FxDependency from a dict

Return type:

FxDependency

classmethod from_json(json_str)

Create an instance of FxDependency from a JSON string

Return type:

FxDependency

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