# 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.fx_forward import FxForward
from lusid.models.lusid_instrument import LusidInstrument
from lusid.models.time_zone_conventions import TimeZoneConventions
[docs]
class FxSwap(LusidInstrument):
"""
LUSID representation of an FX Swap. Composed of two FX Forwards. This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252). | Leg Index | Leg Identifier | Description | | --------- | -------------- | ----------- | | 1 | FarDomesticLeg | Cash flows in the domestic currency for the far forward. | | 2 | FarForeignLeg | Cash flows in the foreign currency for the far forward (not present for non-deliverable forwards). | | 3 | NearDomesticLeg | Cash flows in the domestic currency for the near forward. | | 4 | NearForeignLeg | Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). | # noqa: E501
"""
near_fx_forward: FxForward = Field(alias="nearFxForward")
far_fx_forward: FxForward = Field(alias="farFxForward")
notional_symmetry: Optional[StrictStr] = Field(None,alias="notionalSymmetry", description="The NotionalSymmetry allows for even and uneven FxSwaps to be supported. An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the domestic and foreign legs. By default NotionalSymmetry will be set as even. Supported string (enumeration) values are: [Even, Uneven].")
time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
instrument_type: StrictStr = Field(...,alias="instrumentType", description="Available values: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo.")
additional_properties: Dict[str, Any] = {}
__properties = ["instrumentType", "nearFxForward", "farFxForward", "notionalSymmetry", "timeZoneConventions"]
[docs]
@validator('instrument_type')
def instrument_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 'FxSwap' 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 "instrument_type" != "type":
return value
if value not in ['QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo']:
raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo')")
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) -> FxSwap:
"""Create an instance of FxSwap 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 near_fx_forward
if self.near_fx_forward:
_dict['nearFxForward'] = self.near_fx_forward.to_dict()
# override the default output from pydantic by calling `to_dict()` of far_fx_forward
if self.far_fx_forward:
_dict['farFxForward'] = self.far_fx_forward.to_dict()
# override the default output from pydantic by calling `to_dict()` of time_zone_conventions
if self.time_zone_conventions:
_dict['timeZoneConventions'] = self.time_zone_conventions.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 notional_symmetry (nullable) is None
# and __fields_set__ contains the field
if self.notional_symmetry is None and "notional_symmetry" in self.__fields_set__:
_dict['notionalSymmetry'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> FxSwap:
"""Create an instance of FxSwap from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return FxSwap.parse_obj(obj)
_obj = FxSwap.parse_obj({
"instrument_type": obj.get("instrumentType"),
"near_fx_forward": FxForward.from_dict(obj.get("nearFxForward")) if obj.get("nearFxForward") is not None else None,
"far_fx_forward": FxForward.from_dict(obj.get("farFxForward")) if obj.get("farFxForward") is not None else None,
"notional_symmetry": obj.get("notionalSymmetry"),
"time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") 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
FxSwap.update_forward_refs()