sdk.lusid.models.fx_forward_tenor_pips_curve_data.FxForwardTenorPipsCurveData
- class FxForwardTenorPipsCurveData(**data)[source]
Contains data (i.e. tenors and pips + metadata) for building fx forward curves (when combined with a spot rate and a date 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
tenors
pip_rates
lineage
market_data_options
calendars
spot_days_calculation_type
market_data_type
additional_properties
- classmethod from_dict(obj)[source]
Create an instance of FxForwardTenorPipsCurveData from a dict
- Return type: