Source code for sdk.lusid.models.instrument_leg

# 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, Union
from pydantic.v1 import Field, StrictStr, validator
from lusid.models.lusid_instrument import LusidInstrument
import lusid.models

[docs] class InstrumentLeg(LusidInstrument): """ Base class for representing instrument legs in LUSID. An instrument leg describes a set of cashflows that are paid at a set of points in time according to some set of conventions. This base class should not be directly instantiated; only its inheritors should be used. # noqa: E501 """ instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: 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") additional_properties: Dict[str, Any] = {} __properties = ["instrumentType"]
[docs] @validator('instrument_type') def instrument_type_validate_enum(cls, value): """Validates the enum""" 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'): 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')") return value
[docs] class Config: """Pydantic configuration""" allow_population_by_field_name = True validate_assignment = True
# JSON field name that stores the object type __discriminator_property_name = 'instrumentType' # discriminator mappings __discriminator_value_class_map = { 'FixedLeg': 'FixedLeg', 'FloatingLeg': 'FloatingLeg', 'FundingLeg': 'FundingLeg' }
[docs] @classmethod def get_discriminator_value(cls, obj: dict) -> str: """Returns the discriminator value (object type) of the data""" discriminator_value = obj[cls.__discriminator_property_name] if discriminator_value: return cls.__discriminator_value_class_map.get(discriminator_value) else: return None
[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) -> Union(FixedLeg, FloatingLeg, FundingLeg): """Create an instance of InstrumentLeg 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) -> Union(FixedLeg, FloatingLeg, FundingLeg): """Create an instance of InstrumentLeg from a dict""" # look up the object type based on discriminator mapping object_type = cls.get_discriminator_value(obj) if object_type: klass = getattr(lusid.models, object_type) return klass.from_dict(obj) else: raise ValueError("InstrumentLeg failed to lookup discriminator value from " + json.dumps(obj) + ". Discriminator property name: " + cls.__discriminator_property_name + ", mapping: " + json.dumps(cls.__discriminator_value_class_map))