sdk.lusid.models.ir_vol_cube_data.IrVolCubeData
- class IrVolCubeData(**data)[source]
Market Data required to build a volatility cube for swaption pricing, represented by a list of instruments and corresponding market quotes # 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
instruments
quotes
lineage
market_data_type
additional_properties