# 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, List, Optional, Union
from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
[docs]
class FuturesContractDetails(BaseModel):
"""
Most, if not all, information about contracts is standardized. 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. # noqa: E501
"""
dom_ccy: StrictStr = Field(..., alias="domCcy", description="Currency in which the contract is paid.")
fgn_ccy: Optional[StrictStr] = Field(None, alias="fgnCcy", description="Currency of the underlying, for use with FX Futures")
asset_class: Optional[StrictStr] = Field(None, alias="assetClass", description="The asset class of the underlying. Optional and will default to Unknown if not set. Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].")
contract_code: constr(strict=True, min_length=1) = Field(..., alias="contractCode", description="The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc.")
contract_month: constr(strict=True, min_length=1) = Field(..., alias="contractMonth", description="Which month does the contract trade for. Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z].")
contract_size: Union[StrictFloat, StrictInt] = Field(..., alias="contractSize", description="Size of a single contract.")
convention: Optional[StrictStr] = Field(None, description="If appropriate, the day count convention method used in pricing (rates futures). 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].")
country: Optional[StrictStr] = Field(None, description="Country (code) for the exchange.")
description: Optional[StrictStr] = Field(None, 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).")
exchange_name: Optional[StrictStr] = Field(None, alias="exchangeName", description="Exchange name (for when code is not automatically recognised).")
ticker_step: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="tickerStep", description="Minimal step size change in ticker.")
unit_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="unitValue", description="The value in the currency of a 1 unit change in the contract price.")
calendars: Optional[conlist(StrictStr)] = Field(None, description="Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures).")
__properties = ["domCcy", "fgnCcy", "assetClass", "contractCode", "contractMonth", "contractSize", "convention", "country", "description", "exchangeCode", "exchangeName", "tickerStep", "unitValue", "calendars"]
[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) -> FuturesContractDetails:
"""Create an instance of FuturesContractDetails 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 fgn_ccy (nullable) is None
# and __fields_set__ contains the field
if self.fgn_ccy is None and "fgn_ccy" in self.__fields_set__:
_dict['fgnCcy'] = None
# set to None if asset_class (nullable) is None
# and __fields_set__ contains the field
if self.asset_class is None and "asset_class" in self.__fields_set__:
_dict['assetClass'] = None
# set to None if convention (nullable) is None
# and __fields_set__ contains the field
if self.convention is None and "convention" in self.__fields_set__:
_dict['convention'] = None
# set to None if country (nullable) is None
# and __fields_set__ contains the field
if self.country is None and "country" in self.__fields_set__:
_dict['country'] = None
# set to None if description (nullable) is None
# and __fields_set__ contains the field
if self.description is None and "description" in self.__fields_set__:
_dict['description'] = None
# set to None if exchange_name (nullable) is None
# and __fields_set__ contains the field
if self.exchange_name is None and "exchange_name" in self.__fields_set__:
_dict['exchangeName'] = None
# set to None if calendars (nullable) is None
# and __fields_set__ contains the field
if self.calendars is None and "calendars" in self.__fields_set__:
_dict['calendars'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> FuturesContractDetails:
"""Create an instance of FuturesContractDetails from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return FuturesContractDetails.parse_obj(obj)
_obj = FuturesContractDetails.parse_obj({
"dom_ccy": obj.get("domCcy"),
"fgn_ccy": obj.get("fgnCcy"),
"asset_class": obj.get("assetClass"),
"contract_code": obj.get("contractCode"),
"contract_month": obj.get("contractMonth"),
"contract_size": obj.get("contractSize"),
"convention": obj.get("convention"),
"country": obj.get("country"),
"description": obj.get("description"),
"exchange_code": obj.get("exchangeCode"),
"exchange_name": obj.get("exchangeName"),
"ticker_step": obj.get("tickerStep"),
"unit_value": obj.get("unitValue"),
"calendars": obj.get("calendars")
})
return _obj