# 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
from pydantic.v1 import Field, StrictStr, constr, validator
from lusid.models.economic_dependency import EconomicDependency
[docs]
class EquityVolDependency(EconomicDependency):
"""
Economic dependency required to price Equity derivative products that contain optionality. Equity Vol surface is a grid of implied volatilities for an array of strikes and tenors, derived from vanilla option prices in the market. # noqa: E501
"""
code: constr(strict=True, max_length=50, min_length=0) = Field(..., description="The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN")
domestic_currency: StrictStr = Field(..., alias="domesticCurrency", description="The domestic currency of the instrument declaring this dependency.")
vol_type: constr(strict=True, max_length=50, min_length=0) = Field(..., alias="volType", description="Volatility type e.g. \"LN\" and \"N\" for log-normal and normal volatility.")
var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
dependency_type: StrictStr = Field(..., alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency")
additional_properties: Dict[str, Any] = {}
__properties = ["dependencyType", "code", "domesticCurrency", "volType", "date"]
[docs]
@validator('dependency_type')
def dependency_type_validate_enum(cls, value):
"""Validates the enum"""
if value not in ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency'):
raise ValueError("must be one of enum values ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency')")
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) -> EquityVolDependency:
"""Create an instance of EquityVolDependency 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
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> EquityVolDependency:
"""Create an instance of EquityVolDependency from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return EquityVolDependency.parse_obj(obj)
_obj = EquityVolDependency.parse_obj({
"dependency_type": obj.get("dependencyType"),
"code": obj.get("code"),
"domestic_currency": obj.get("domesticCurrency"),
"vol_type": obj.get("volType"),
"var_date": obj.get("date")
})
# 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