# 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.complex_market_data import ComplexMarketData
from lusid.models.lusid_instrument import LusidInstrument
from lusid.models.market_quote import MarketQuote
from lusid.models.version import Version
[docs]
class IrVolCubeData(ComplexMarketData):
"""
Market Data required to build a volatility cube for swaption pricing, represented by a list of instruments and corresponding market quotes # noqa: E501
"""
base_date: datetime = Field(description="Base date of the cube - this is the start date of the swaptions on the cube.", alias="baseDate")
instruments: List[LusidInstrument] = Field(description="Retrieve the set of instruments that define the cube.")
quotes: List[MarketQuote] = Field(description="Access the set of quotes that define the cube.")
lineage: Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
version: Optional[Version] = None
market_data_type: StrictStr = Field(...,alias="marketDataType", description="Available values: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface.")
additional_properties: Dict[str, Any] = {}
__properties = ["marketDataType", "baseDate", "instruments", "quotes", "lineage", "version"]
[docs]
@validator('market_data_type')
def market_data_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 'IrVolCubeData' 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 "market_data_type" != "type":
return value
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
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) -> IrVolCubeData:
"""Create an instance of IrVolCubeData 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 each item in instruments (list)
_items = []
if self.instruments:
for _item in self.instruments:
if _item:
_items.append(_item.to_dict())
_dict['instruments'] = _items
# override the default output from pydantic by calling `to_dict()` of each item in quotes (list)
_items = []
if self.quotes:
for _item in self.quotes:
if _item:
_items.append(_item.to_dict())
_dict['quotes'] = _items
# override the default output from pydantic by calling `to_dict()` of version
if self.version:
_dict['version'] = self.version.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 lineage (nullable) is None
# and __fields_set__ contains the field
if self.lineage is None and "lineage" in self.__fields_set__:
_dict['lineage'] = None
return _dict
[docs]
@classmethod
def from_dict(cls, obj: dict) -> IrVolCubeData:
"""Create an instance of IrVolCubeData from a dict"""
if obj is None:
return None
if not isinstance(obj, dict):
return IrVolCubeData.parse_obj(obj)
_obj = IrVolCubeData.parse_obj({
"market_data_type": obj.get("marketDataType"),
"base_date": obj.get("baseDate"),
"instruments": [LusidInstrument.from_dict(_item) for _item in obj.get("instruments")] if obj.get("instruments") is not None else None,
"quotes": [MarketQuote.from_dict(_item) for _item in obj.get("quotes")] if obj.get("quotes") is not None else None,
"lineage": obj.get("lineage"),
"version": Version.from_dict(obj.get("version")) if obj.get("version") 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
IrVolCubeData.update_forward_refs()