sdk.lusid.models.fx_vol_dependency.FxVolDependency

class FxVolDependency(**data)

Economic dependency required to price FX derivative products that contain optionality. FX Vol surface is a grid of implied volatilities for an array of strikes and tenors, derived from vanilla option prices in the market. # 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
vol_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 FxVolDependency from a dict

Return type:

FxVolDependency

classmethod from_json(json_str)

Create an instance of FxVolDependency from a JSON string

Return type:

FxVolDependency

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