sdk.lusid.models.fx_tenor_convention.FxTenorConvention
- class FxTenorConvention(**data)[source]
A wrapper of conventions that should be used when interpreting tenors in the context of FX. For instance, can be used to control how tenors are interpreted on an FxForwardTenorCurveData instance. # 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.
calendar_code
spot_days
- classmethod from_dict(obj)[source]
Create an instance of FxTenorConvention from a dict
- Return type: