# 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
from pydantic.v1 import Field, StrictBool, StrictStr, validator
from lusid.models.model_options import ModelOptions
[docs]
class FxForwardModelOptions(ModelOptions):
"""
FxForwardModelOptions
"""
forward_rate_observable_type: StrictStr = Field(..., alias="forwardRateObservableType", description="The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid")
discounting_method: StrictStr = Field(..., alias="discountingMethod", description="The available values are: Standard, ConstantTimeValueOfMoney, Invalid")
convert_to_report_ccy: StrictBool = Field(..., alias="convertToReportCcy", description="Convert all FX flows to the report currency By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base.")
model_options_type: StrictStr = Field(..., alias="modelOptionsType", description="The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions")
additional_properties: Dict[str, Any] = {}
__properties = ["modelOptionsType", "forwardRateObservableType", "discountingMethod", "convertToReportCcy"]
[docs]
@validator('forward_rate_observable_type')
def forward_rate_observable_type_validate_enum(cls, value):
"""Validates the enum"""
if value not in ('ForwardPoints', 'ForwardRate', 'RatesCurve', 'FxForwardCurve', 'Invalid'):
raise ValueError("must be one of enum values ('ForwardPoints', 'ForwardRate', 'RatesCurve', 'FxForwardCurve', 'Invalid')")
return value
[docs]
@validator('discounting_method')
def discounting_method_validate_enum(cls, value):
"""Validates the enum"""
if value not in ('Standard', 'ConstantTimeValueOfMoney', 'Invalid'):
raise ValueError("must be one of enum values ('Standard', 'ConstantTimeValueOfMoney', 'Invalid')")
return value
[docs]
@validator('model_options_type')
def model_options_type_validate_enum(cls, value):
"""Validates the enum"""
if value not in ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions'):
raise ValueError("must be one of enum values ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions')")
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) -> FxForwardModelOptions:
"""Create an instance of FxForwardModelOptions 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) -> FxForwardModelOptions:
"""Create an instance of FxForwardModelOptions from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return FxForwardModelOptions.parse_obj(obj)
_obj = FxForwardModelOptions.parse_obj({
"model_options_type": obj.get("modelOptionsType"),
"forward_rate_observable_type": obj.get("forwardRateObservableType"),
"discounting_method": obj.get("discountingMethod"),
"convert_to_report_ccy": obj.get("convertToReportCcy")
})
# 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