# coding: utf-8
"""
LUSID API
FINBOURNE Technology # noqa: E501
Contact: info@finbourne.com
Generated by OpenAPI Generator (https://openapi-generator.tech)
Do not edit the class manually.
"""
from __future__ import annotations
import pprint
import re # noqa: F401
import json
from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
from typing_extensions import Annotated
from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
from datetime import datetime
[docs]
class CdsFlowConventions(BaseModel):
"""
CdsFlowConventions
"""
roll_frequency: Optional[StrictStr] = Field(None,alias="rollFrequency", description="The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
currency: StrictStr = Field(...,alias="currency", description="Currency of the flow convention.")
payment_frequency: StrictStr = Field(...,alias="paymentFrequency", description="When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment.")
day_count_convention: StrictStr = Field(...,alias="dayCountConvention", description="when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].")
roll_convention: StrictStr = Field(...,alias="rollConvention", description="For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention. When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule. Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstTuesday, FirstWednesday, FirstThursday, FirstFriday, SecondMonday, SecondTuesday, SecondWednesday, SecondThursday, SecondFriday, ThirdMonday, ThirdTuesday, ThirdWednesday, ThirdThursday, ThirdFriday, FourthMonday, FourthTuesday, FourthWednesday, FourthThursday, FourthFriday, LastMonday, LastTuesday, LastWednesday, LastThursday, LastFriday]. When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].")
payment_calendars: List[StrictStr] = Field(description="An array of strings denoting holiday calendars that apply to generation of payment schedules.", alias="paymentCalendars")
reset_calendars: List[StrictStr] = Field(description="An array of strings denoting holiday calendars that apply to generation of reset schedules.", alias="resetCalendars")
settle_days: Optional[StrictInt] = Field(default=None, description="Number of Good Business Days between the trade date and the effective or settlement date of the instrument. Defaults to 0 if not set.", alias="settleDays")
reset_days: Optional[StrictInt] = Field(default=None, description="The number of Good Business Days between determination and payment of reset. Defaults to 0 if not set.", alias="resetDays")
business_day_convention: Optional[StrictStr] = Field(None,alias="businessDayConvention", description="When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.")
scope: Optional[StrictStr] = Field(None,alias="scope", description="The scope used when updating or inserting the convention.")
code: Optional[StrictStr] = Field(None,alias="code", description="The code of the convention.")
__properties = ["rollFrequency", "currency", "paymentFrequency", "dayCountConvention", "rollConvention", "paymentCalendars", "resetCalendars", "settleDays", "resetDays", "businessDayConvention", "scope", "code"]
[docs]
class Config:
"""Pydantic configuration"""
allow_population_by_field_name = True
validate_assignment = True
def __str__(self):
"""For `print` and `pprint`"""
return pprint.pformat(self.dict(by_alias=False))
def __repr__(self):
"""For `print` and `pprint`"""
return self.to_str()
[docs]
def to_str(self) -> str:
"""Returns the string representation of the model using alias"""
return pprint.pformat(self.dict(by_alias=True))
[docs]
def to_json(self) -> str:
"""Returns the JSON representation of the model using alias"""
return json.dumps(self.to_dict())
[docs]
@classmethod
def from_json(cls, json_str: str) -> CdsFlowConventions:
"""Create an instance of CdsFlowConventions from a JSON string"""
return cls.from_dict(json.loads(json_str))
[docs]
def to_dict(self):
"""Returns the dictionary representation of the model using alias"""
_dict = self.dict(by_alias=True,
exclude={
},
exclude_none=True)
# set to None if roll_frequency (nullable) is None
# and __fields_set__ contains the field
if self.roll_frequency is None and "roll_frequency" in self.__fields_set__:
_dict['rollFrequency'] = None
# set to None if business_day_convention (nullable) is None
# and __fields_set__ contains the field
if self.business_day_convention is None and "business_day_convention" in self.__fields_set__:
_dict['businessDayConvention'] = None
# set to None if scope (nullable) is None
# and __fields_set__ contains the field
if self.scope is None and "scope" in self.__fields_set__:
_dict['scope'] = None
# set to None if code (nullable) is None
# and __fields_set__ contains the field
if self.code is None and "code" in self.__fields_set__:
_dict['code'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> CdsFlowConventions:
"""Create an instance of CdsFlowConventions from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return CdsFlowConventions.parse_obj(obj)
_obj = CdsFlowConventions.parse_obj({
"roll_frequency": obj.get("rollFrequency"),
"currency": obj.get("currency"),
"payment_frequency": obj.get("paymentFrequency"),
"day_count_convention": obj.get("dayCountConvention"),
"roll_convention": obj.get("rollConvention"),
"payment_calendars": obj.get("paymentCalendars"),
"reset_calendars": obj.get("resetCalendars"),
"settle_days": obj.get("settleDays"),
"reset_days": obj.get("resetDays"),
"business_day_convention": obj.get("businessDayConvention"),
"scope": obj.get("scope"),
"code": obj.get("code")
})
return _obj
CdsFlowConventions.update_forward_refs()