sdk.lusid.models.market_data_type.MarketDataType

class MarketDataType(value=<no_arg>, names=None, module=None, qualname=None, type=None, start=1, boundary=None)[source]

The format of the complex market data stored. Complex market data is used to store any data which requires more context than just a simple single point as is the case with a quote. Examples of such complex market data are Discount Curve and Volatility Surfaces.

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.

DISCOUNTFACTORCURVEDATA

EQUITYVOLSURFACEDATA

FXVOLSURFACEDATA

IRVOLCUBEDATA

OPAQUEMARKETDATA

YIELDCURVEDATA

FXFORWARDCURVEDATA

FXFORWARDPIPSCURVEDATA

FXFORWARDTENORCURVEDATA

FXFORWARDTENORPIPSCURVEDATA

FXFORWARDCURVEBYQUOTEREFERENCE

CREDITSPREADCURVEDATA

EQUITYCURVEBYPRICESDATA

CONSTANTVOLATILITYSURFACE

classmethod from_json(json_str)[source]

Create an instance of MarketDataType from a JSON string

Return type:

enum