Source code for sdk.lusid.models.fx_linked_notional_schedule

# 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, Optional
from pydantic.v1 import Field, StrictStr, validator
from lusid.models.fx_conventions import FxConventions
from lusid.models.relative_date_offset import RelativeDateOffset
from lusid.models.schedule import Schedule

[docs] class FxLinkedNotionalSchedule(Schedule): """ Schedule for notional changes based on the change in FX rate. Used in the representation of a resettable cross currency interest rate swap. # noqa: E501 """ fx_conventions: FxConventions = Field(..., alias="fxConventions") varying_notional_currency: StrictStr = Field(..., alias="varyingNotionalCurrency", description="The currency of the varying notional amount.") varying_notional_fixing_dates: RelativeDateOffset = Field(..., alias="varyingNotionalFixingDates") varying_notional_interim_exchange_payment_dates: Optional[RelativeDateOffset] = Field(None, alias="varyingNotionalInterimExchangePaymentDates") schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid") additional_properties: Dict[str, Any] = {} __properties = ["scheduleType", "fxConventions", "varyingNotionalCurrency", "varyingNotionalFixingDates", "varyingNotionalInterimExchangePaymentDates"]
[docs] @validator('schedule_type') def schedule_type_validate_enum(cls, value): """Validates the enum""" if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid'): raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid')") 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) -> FxLinkedNotionalSchedule: """Create an instance of FxLinkedNotionalSchedule 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 fx_conventions if self.fx_conventions: _dict['fxConventions'] = self.fx_conventions.to_dict() # override the default output from pydantic by calling `to_dict()` of varying_notional_fixing_dates if self.varying_notional_fixing_dates: _dict['varyingNotionalFixingDates'] = self.varying_notional_fixing_dates.to_dict() # override the default output from pydantic by calling `to_dict()` of varying_notional_interim_exchange_payment_dates if self.varying_notional_interim_exchange_payment_dates: _dict['varyingNotionalInterimExchangePaymentDates'] = self.varying_notional_interim_exchange_payment_dates.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 return _dict
[docs] @classmethod def from_dict(cls, obj: dict) -> FxLinkedNotionalSchedule: """Create an instance of FxLinkedNotionalSchedule from a dict""" if obj is None: return None if not isinstance(obj, dict): return FxLinkedNotionalSchedule.parse_obj(obj) _obj = FxLinkedNotionalSchedule.parse_obj({ "schedule_type": obj.get("scheduleType"), "fx_conventions": FxConventions.from_dict(obj.get("fxConventions")) if obj.get("fxConventions") is not None else None, "varying_notional_currency": obj.get("varyingNotionalCurrency"), "varying_notional_fixing_dates": RelativeDateOffset.from_dict(obj.get("varyingNotionalFixingDates")) if obj.get("varyingNotionalFixingDates") is not None else None, "varying_notional_interim_exchange_payment_dates": RelativeDateOffset.from_dict(obj.get("varyingNotionalInterimExchangePaymentDates")) if obj.get("varyingNotionalInterimExchangePaymentDates") 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