# 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.fx_tenor_convention import FxTenorConvention
from lusid.models.market_data_options import MarketDataOptions
[docs]
class FxForwardTenorPipsCurveData(ComplexMarketData):
"""
Contains data (i.e. tenors and pips + metadata) for building fx forward curves (when combined with a spot rate and a date to build on) # noqa: E501
"""
base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted pip 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")
tenors: conlist(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)")
pip_rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., alias="pipRates", description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips")
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")
calendars: Optional[conlist(FxTenorConvention)] = Field(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. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]")
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", "tenors", "pipRates", "lineage", "marketDataOptions", "calendars", "spotDaysCalculationType"]
[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) -> FxForwardTenorPipsCurveData:
"""Create an instance of FxForwardTenorPipsCurveData 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
# 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) -> FxForwardTenorPipsCurveData:
"""Create an instance of FxForwardTenorPipsCurveData from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return FxForwardTenorPipsCurveData.parse_obj(obj)
_obj = FxForwardTenorPipsCurveData.parse_obj({
"market_data_type": obj.get("marketDataType"),
"base_date": obj.get("baseDate"),
"dom_ccy": obj.get("domCcy"),
"fgn_ccy": obj.get("fgnCcy"),
"tenors": obj.get("tenors"),
"pip_rates": obj.get("pipRates"),
"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")
})
# 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