# 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, List, Optional, Union
from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
from lusid.models.complex_market_data import ComplexMarketData
from lusid.models.market_data_options import MarketDataOptions
[docs]
class FxForwardCurveData(ComplexMarketData):
"""
Contains data (i.e. dates and rates + metadata) for building fx forward curves # noqa: E501
"""
base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
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")
dates: conlist(datetime) = Field(..., description="Dates for which the forward rates apply")
rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
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", "domCcy", "fgnCcy", "dates", "rates", "lineage", "marketDataOptions"]
[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) -> FxForwardCurveData:
"""Create an instance of FxForwardCurveData 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()
# 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) -> FxForwardCurveData:
"""Create an instance of FxForwardCurveData from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return FxForwardCurveData.parse_obj(obj)
_obj = FxForwardCurveData.parse_obj({
"market_data_type": obj.get("marketDataType"),
"base_date": obj.get("baseDate"),
"dom_ccy": obj.get("domCcy"),
"fgn_ccy": obj.get("fgnCcy"),
"dates": obj.get("dates"),
"rates": obj.get("rates"),
"lineage": obj.get("lineage"),
"market_data_options": MarketDataOptions.from_dict(obj.get("marketDataOptions")) if obj.get("marketDataOptions") 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