sdk.lusid.models.fx_forward_pips_curve_data.FxForwardPipsCurveData
- class FxForwardPipsCurveData(**data)[source]
Contains data (i.e. dates and pips + metadata) for building fx forward curves (when combined with a spot rate to build on) # 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
fgn_ccy
dates
pip_rates
lineage
market_data_options
market_data_type
additional_properties
- classmethod from_dict(obj)[source]
Create an instance of FxForwardPipsCurveData from a dict
- Return type: