Source code for sdk.lusid.models.market_quote

# 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

[docs] class MarketQuote(BaseModel): """ The market quote for an observable which will be used to calibrate the market data, including the format of the quote. e.g. a volatility quote for a specific strike and expiry the par rate of a swap This is a slimmed down version of a full Quote that can be stored in our QuoteStore to remove lineage, price source etc. for ease of use when creating complex market data. # noqa: E501 """ quote_type: StrictStr = Field(...,alias="quoteType", description="Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor.") value: Union[StrictFloat, StrictInt] = Field(description="Numeric value of the quote") __properties = ["quoteType", "value"]
[docs] @validator('quote_type') def quote_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 'MarketQuote' 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 "quote_type" != "type": return value if value not in ['Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall', 'ConstituentWeightFactor']: raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall', 'ConstituentWeightFactor')") 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) -> MarketQuote: """Create an instance of MarketQuote 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={ }, exclude_none=True) return _dict
[docs] @classmethod def from_dict(cls, obj: dict) -> MarketQuote: """Create an instance of MarketQuote from a dict""" if obj is None: return None if not isinstance(obj, dict): return MarketQuote.parse_obj(obj) _obj = MarketQuote.parse_obj({ "quote_type": obj.get("quoteType"), "value": obj.get("value") }) return _obj
MarketQuote.update_forward_refs()