sdk.lusid.models.ir_vol_dependency.IrVolDependency

class IrVolDependency(**data)

Economic dependency required to price interest rate products that contain optionality, for example swaptions. For example, can indicate a dependency on an IrVolCubeData. # 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.

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 IrVolDependency from a dict

Return type:

IrVolDependency

classmethod from_json(json_str)

Create an instance of IrVolDependency from a JSON string

Return type:

IrVolDependency

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