# 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 Any, Dict, Union
from pydantic.v1 import BaseModel, Field, StrictStr, validator
import lusid.models
[docs]
class ComplexMarketData(BaseModel):
"""
Base class for representing complex market data in LUSID. Generally speaking, market data is complex when it cannot be represented as a single quote. Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics. This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class. # noqa: E501
"""
market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface")
__properties = ["marketDataType"]
[docs]
@validator('market_data_type')
def market_data_type_validate_enum(cls, value):
"""Validates the enum"""
if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
return value
[docs]
class Config:
"""Pydantic configuration"""
allow_population_by_field_name = True
validate_assignment = True
# JSON field name that stores the object type
__discriminator_property_name = 'marketDataType'
# discriminator mappings
__discriminator_value_class_map = {
'ConstantVolatilitySurface': 'ConstantVolatilitySurface',
'CreditSpreadCurveData': 'CreditSpreadCurveData',
'DiscountFactorCurveData': 'DiscountFactorCurveData',
'EquityCurveByPricesData': 'EquityCurveByPricesData',
'EquityVolSurfaceData': 'EquityVolSurfaceData',
'FxForwardCurveByQuoteReference': 'FxForwardCurveByQuoteReference',
'FxForwardCurveData': 'FxForwardCurveData',
'FxForwardPipsCurveData': 'FxForwardPipsCurveData',
'FxForwardTenorCurveData': 'FxForwardTenorCurveData',
'FxForwardTenorPipsCurveData': 'FxForwardTenorPipsCurveData',
'FxVolSurfaceData': 'FxVolSurfaceData',
'IrVolCubeData': 'IrVolCubeData',
'OpaqueMarketData': 'OpaqueMarketData',
'YieldCurveData': 'YieldCurveData'
}
[docs]
@classmethod
def get_discriminator_value(cls, obj: dict) -> str:
"""Returns the discriminator value (object type) of the data"""
discriminator_value = obj[cls.__discriminator_property_name]
if discriminator_value:
return cls.__discriminator_value_class_map.get(discriminator_value)
else:
return None
[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) -> Union(ConstantVolatilitySurface, CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData):
"""Create an instance of ComplexMarketData 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)
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> Union(ConstantVolatilitySurface, CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData):
"""Create an instance of ComplexMarketData from a dict"""
# look up the object type based on discriminator mapping
object_type = cls.get_discriminator_value(obj)
if object_type:
klass = getattr(lusid.models, object_type)
return klass.from_dict(obj)
else:
raise ValueError("ComplexMarketData failed to lookup discriminator value from " +
json.dumps(obj) + ". Discriminator property name: " + cls.__discriminator_property_name +
", mapping: " + json.dumps(cls.__discriminator_value_class_map))