# 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, Union
from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, constr
from lusid.models.lusid_instrument import LusidInstrument
[docs]
class ExchangeTradedOptionContractDetails(BaseModel):
"""
Most, if not all, information about contracts is standardised. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv. There is a lot of overlap with this and FuturesContractDetails but as that is an established DTO we must duplicate a number of fields here # noqa: E501
"""
dom_ccy: StrictStr = Field(..., alias="domCcy", description="Currency in which the contract is paid.")
strike: Union[StrictFloat, StrictInt] = Field(..., description="The option strike, this can be negative for some options.")
contract_size: Union[StrictFloat, StrictInt] = Field(..., alias="contractSize", description="Size of a single contract. By default this should be set to 1000 if otherwise unknown and is defaulted to such.")
country: constr(strict=True, min_length=1) = Field(..., description="Country (code) for the exchange.")
delivery_type: constr(strict=True, min_length=1) = Field(..., alias="deliveryType", description="The delivery type, cash or physical. An option on a future is physically settled if upon exercising the holder receives a future. Supported string (enumeration) values are: [Cash, Physical].")
description: constr(strict=True, min_length=1) = Field(..., description="Description of contract")
exchange_code: constr(strict=True, min_length=1) = Field(..., alias="exchangeCode", description="Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code).")
exercise_date: datetime = Field(..., alias="exerciseDate", description="Exercise Date.")
exercise_type: constr(strict=True, min_length=1) = Field(..., alias="exerciseType", description="The exercise type, European, American or Bermudan. Supported string (enumeration) values are: [European, Bermudan, American].")
option_code: constr(strict=True, min_length=1) = Field(..., alias="optionCode", description="Option Contract Code, typically one or two letters, e.g. OG => Option on Gold.")
option_type: constr(strict=True, min_length=1) = Field(..., alias="optionType", description="The option type, Call or Put. Supported string (enumeration) values are: [Call, Put].")
underlying: LusidInstrument = Field(...)
underlying_code: constr(strict=True, min_length=1) = Field(..., alias="underlyingCode", description="Code of the underlying, for an option on futures this should be the futures code.")
__properties = ["domCcy", "strike", "contractSize", "country", "deliveryType", "description", "exchangeCode", "exerciseDate", "exerciseType", "optionCode", "optionType", "underlying", "underlyingCode"]
[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) -> ExchangeTradedOptionContractDetails:
"""Create an instance of ExchangeTradedOptionContractDetails 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)
# override the default output from pydantic by calling `to_dict()` of underlying
if self.underlying:
_dict['underlying'] = self.underlying.to_dict()
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> ExchangeTradedOptionContractDetails:
"""Create an instance of ExchangeTradedOptionContractDetails from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return ExchangeTradedOptionContractDetails.parse_obj(obj)
_obj = ExchangeTradedOptionContractDetails.parse_obj({
"dom_ccy": obj.get("domCcy"),
"strike": obj.get("strike"),
"contract_size": obj.get("contractSize"),
"country": obj.get("country"),
"delivery_type": obj.get("deliveryType"),
"description": obj.get("description"),
"exchange_code": obj.get("exchangeCode"),
"exercise_date": obj.get("exerciseDate"),
"exercise_type": obj.get("exerciseType"),
"option_code": obj.get("optionCode"),
"option_type": obj.get("optionType"),
"underlying": LusidInstrument.from_dict(obj.get("underlying")) if obj.get("underlying") is not None else None,
"underlying_code": obj.get("underlyingCode")
})
return _obj