Source code for sdk.lusid.models.constant_volatility_surface

# 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 datetime import datetime
from typing import Any, Dict, Optional, Union
from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, constr, validator
from lusid.models.complex_market_data import ComplexMarketData

[docs] class ConstantVolatilitySurface(ComplexMarketData): """ Market Data required to build a volatility surface for pricing. Single constant volatility point. # noqa: E501 """ base_date: datetime = Field(..., alias="baseDate", description="Base date of the engine - this is the reference date for resolution of tenors.") asset_type: constr(strict=True, min_length=1) = Field(..., alias="assetType", description="What is the asset that the engine is for. Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque].") lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = None volatility: Union[StrictFloat, StrictInt] = Field(..., description="Volatility value.") 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") additional_properties: Dict[str, Any] = {} __properties = ["marketDataType", "baseDate", "assetType", "lineage", "volatility"]
[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
[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) -> ConstantVolatilitySurface: """Create an instance of ConstantVolatilitySurface 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={ "additional_properties" }, exclude_none=True) # puts key-value pairs in additional_properties in the top level if self.additional_properties is not None: for _key, _value in self.additional_properties.items(): _dict[_key] = _value # set to None if lineage (nullable) is None # and __fields_set__ contains the field if self.lineage is None and "lineage" in self.__fields_set__: _dict['lineage'] = None return _dict
[docs] @classmethod def from_dict(cls, obj: dict) -> ConstantVolatilitySurface: """Create an instance of ConstantVolatilitySurface from a dict""" if obj is None: return None if not isinstance(obj, dict): return ConstantVolatilitySurface.parse_obj(obj) _obj = ConstantVolatilitySurface.parse_obj({ "market_data_type": obj.get("marketDataType"), "base_date": obj.get("baseDate"), "asset_type": obj.get("assetType"), "lineage": obj.get("lineage"), "volatility": obj.get("volatility") }) # store additional fields in additional_properties for _key in obj.keys(): if _key not in cls.__properties: _obj.additional_properties[_key] = obj.get(_key) return _obj