sdk.lusid.models.fx_forwards_dependency.FxForwardsDependency

class FxForwardsDependency(**data)

Indicates a dependency on an FxForwardCurve. Identical to Fx dependencies in the meaning of domestic and foreign currencies, but describes a set of fx rates. These rates are quoted rates for fx forwards, which can be used to interpolate the forward rate at a specific time in the future. In the case of pips, the absolute rates can be expressed as rate = spotFx + pips / pipsPerUnit # 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
curve_type
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 FxForwardsDependency from a dict

Return type:

FxForwardsDependency

classmethod from_json(json_str)

Create an instance of FxForwardsDependency from a JSON string

Return type:

FxForwardsDependency

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