# 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 List, Dict, Optional, Any, Union, TYPE_CHECKING
from typing_extensions import Annotated
from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
from datetime import datetime
from lusid.models.complex_market_data import ComplexMarketData
from lusid.models.fx_tenor_convention import FxTenorConvention
from lusid.models.market_data_options import MarketDataOptions
from lusid.models.version import Version
[docs]
class FxForwardCurveByQuoteReference(ComplexMarketData):
"""
Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on) # noqa: E501
"""
dom_ccy: StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward")
fgn_ccy: StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward")
tenors: List[StrictStr] = Field(description="Tenors for which the forward rates apply. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
quote_references: List[Dict[str, StrictStr]] = Field(description="For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates. Accepts an array of Dictionary<string, string>. The keys of each dictionary must be chosen from the following enumeration: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. For example: \"quoteReferences\": [{\"ClientInternal\": \"SomeIdentifierForFirstTenor\"},{\"ClientInternal\": \"SomeIdentifierForSecondTenor\"}", alias="quoteReferences")
lineage: Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
market_data_options: Optional[MarketDataOptions] = Field(default=None, alias="marketDataOptions")
calendars: Optional[List[FxTenorConvention]] = Field(default=None, description="The list of conventions that should be used when interpreting tenors as dates.")
spot_days_calculation_type: Optional[StrictStr] = Field(None,alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided. Available values: SingleCalendar, UnionCalendars.")
version: Optional[Version] = None
market_data_type: StrictStr = Field(...,alias="marketDataType", description="Available values: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface.")
additional_properties: Dict[str, Any] = {}
__properties = ["marketDataType", "domCcy", "fgnCcy", "tenors", "quoteReferences", "lineage", "marketDataOptions", "calendars", "spotDaysCalculationType", "version"]
[docs]
@validator('market_data_type')
def market_data_type_validate_enum(cls, value):
"""Validates the enum"""
# Finbourne have removed enum validation on all models, except for this use case:
# Workflow and notification application SDK use the property name 'type' as the discriminator on a number of classes.
# During instantiation, the value of 'type' is checked against the enum values,
# check it's a class that uses the 'type' property as a discriminator
# list of classes can be found by searching for 'actual_instance: Union[' in the generated code
if 'FxForwardCurveByQuoteReference' not in [
# For notification application classes
'AmazonSqsNotificationType',
'AmazonSqsNotificationTypeResponse',
'AmazonSqsPrincipalAuthNotificationType',
'AmazonSqsPrincipalAuthNotificationTypeResponse',
'AzureServiceBusTypeResponse',
'AzureServiceBusNotificationType',
'EmailNotificationType',
'EmailNotificationTypeResponse',
'SmsNotificationType',
'SmsNotificationTypeResponse',
'WebhookNotificationType',
'WebhookNotificationTypeResponse',
# For workflow application classes
'CreateChildTasksAction',
'RunWorkerAction',
'TriggerParentTaskAction',
'CreateChildTasksActionResponse',
'RunWorkerActionResponse',
'TriggerChildTasksAction',
'TriggerChildTasksActionResponse',
'TriggerParentTaskActionResponse',
'CreateNewTaskActivity',
'UpdateMatchingTasksActivity',
'CreateNewTaskActivityResponse',
'UpdateMatchingTasksActivityResponse',
'Fail',
'GroupReconciliation',
'HealthCheck',
'LuminesceView',
'SchedulerJob',
'Sleep',
'FailResponse',
'GroupReconciliationResponse',
'HealthCheckResponse',
'LuminesceViewResponse',
'SchedulerJobResponse',
'SleepResponse',
'Library',
'LibraryResponse',
'DayRegularity',
'RelativeMonthRegularity',
'SpecificMonthRegularity',
'WeekRegularity',
'YearRegularity',
'LusidEntityDataQualityCheck',
'LusidEntityDataQualityCheckResponse',
'TriggerChildTasksActionResponse']:
return value
# Only validate the 'type' property of the class
if "market_data_type" != "type":
return value
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
def __str__(self):
"""For `print` and `pprint`"""
return pprint.pformat(self.dict(by_alias=False))
def __repr__(self):
"""For `print` and `pprint`"""
return self.to_str()
[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) -> FxForwardCurveByQuoteReference:
"""Create an instance of FxForwardCurveByQuoteReference 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)
# override the default output from pydantic by calling `to_dict()` of market_data_options
if self.market_data_options:
_dict['marketDataOptions'] = self.market_data_options.to_dict()
# override the default output from pydantic by calling `to_dict()` of each item in calendars (list)
_items = []
if self.calendars:
for _item in self.calendars:
if _item:
_items.append(_item.to_dict())
_dict['calendars'] = _items
# override the default output from pydantic by calling `to_dict()` of version
if self.version:
_dict['version'] = self.version.to_dict()
# 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
# 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
# set to None if spot_days_calculation_type (nullable) is None
# and __fields_set__ contains the field
if self.spot_days_calculation_type is None and "spot_days_calculation_type" in self.__fields_set__:
_dict['spotDaysCalculationType'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> FxForwardCurveByQuoteReference:
"""Create an instance of FxForwardCurveByQuoteReference from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return FxForwardCurveByQuoteReference.parse_obj(obj)
_obj = FxForwardCurveByQuoteReference.parse_obj({
"market_data_type": obj.get("marketDataType"),
"dom_ccy": obj.get("domCcy"),
"fgn_ccy": obj.get("fgnCcy"),
"tenors": obj.get("tenors"),
"quote_references": obj.get("quoteReferences"),
"lineage": obj.get("lineage"),
"market_data_options": MarketDataOptions.from_dict(obj.get("marketDataOptions")) if obj.get("marketDataOptions") is not None else None,
"calendars": [FxTenorConvention.from_dict(_item) for _item in obj.get("calendars")] if obj.get("calendars") is not None else None,
"spot_days_calculation_type": obj.get("spotDaysCalculationType"),
"version": Version.from_dict(obj.get("version")) if obj.get("version") is not None else None
})
# 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
FxForwardCurveByQuoteReference.update_forward_refs()