Source code for sdk.lusid.models.pricing_options

# coding: utf-8


    FINBOURNE Technology  # noqa: E501

    Generated by OpenAPI Generator (

    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 import BaseModel, Field, StrictBool, StrictStr
from lusid.models.model_selection import ModelSelection

[docs] class PricingOptions(BaseModel): """ Options for controlling the default aspects and behaviour of the pricing engine. # noqa: E501 """ model_selection: Optional[ModelSelection] = Field(None, alias="modelSelection") use_instrument_type_to_determine_pricer: Optional[StrictBool] = Field(None, alias="useInstrumentTypeToDeterminePricer", description="If true then use the instrument type to set the default instrument pricer This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.") allow_any_instruments_with_sec_uid_to_price_off_lookup: Optional[StrictBool] = Field(None, alias="allowAnyInstrumentsWithSecUidToPriceOffLookup", description="By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated instrument definition simply through looking up a price as there should be a better way of evaluating it. To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.") allow_partially_successful_evaluation: Optional[StrictBool] = Field(None, alias="allowPartiallySuccessfulEvaluation", description="If true then a failure in task evaluation doesn't cause overall failure. results will be returned where they succeeded and annotation elsewhere") produce_separate_result_for_linear_otc_legs: Optional[StrictBool] = Field(None, alias="produceSeparateResultForLinearOtcLegs", description="If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg rather than a single line result with the amalgamated/summed pv from both legs.") enable_use_of_cached_unit_results: Optional[StrictBool] = Field(None, alias="enableUseOfCachedUnitResults", description="If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them. Default is that this caching is turned off.") window_valuation_on_instrument_start_end: Optional[StrictBool] = Field(None, alias="windowValuationOnInstrumentStartEnd", description="If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero") remove_contingent_cashflows_in_payment_diary: Optional[StrictBool] = Field(None, alias="removeContingentCashflowsInPaymentDiary", description="When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not. i.e. Is exercise or default being assumed to happen or not.") use_child_sub_holding_keys_for_portfolio_expansion: Optional[StrictBool] = Field(None, alias="useChildSubHoldingKeysForPortfolioExpansion", description="Should fund constituents inherit subholding keys from the parent subholding keyb") validate_domestic_and_quote_currencies_are_consistent: Optional[StrictBool] = Field(None, alias="validateDomesticAndQuoteCurrenciesAreConsistent", description="Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.") conserved_quantity_for_lookthrough_expansion: Optional[StrictStr] = Field(None, alias="conservedQuantityForLookthroughExpansion", description="When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\", the quantity specified here will be conserved and apportioned to lookthrough constituents. For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity. When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity. The number of units of each equity held is then implied. Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs. Allowed values are: \"PV\" (default), \"Exposure\".") __properties = ["modelSelection", "useInstrumentTypeToDeterminePricer", "allowAnyInstrumentsWithSecUidToPriceOffLookup", "allowPartiallySuccessfulEvaluation", "produceSeparateResultForLinearOtcLegs", "enableUseOfCachedUnitResults", "windowValuationOnInstrumentStartEnd", "removeContingentCashflowsInPaymentDiary", "useChildSubHoldingKeysForPortfolioExpansion", "validateDomesticAndQuoteCurrenciesAreConsistent", "conservedQuantityForLookthroughExpansion"]
[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) -> PricingOptions: """Create an instance of PricingOptions 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) # override the default output from pydantic by calling `to_dict()` of model_selection if self.model_selection: _dict['modelSelection'] = self.model_selection.to_dict() # set to None if conserved_quantity_for_lookthrough_expansion (nullable) is None # and __fields_set__ contains the field if self.conserved_quantity_for_lookthrough_expansion is None and "conserved_quantity_for_lookthrough_expansion" in self.__fields_set__: _dict['conservedQuantityForLookthroughExpansion'] = None return _dict
[docs] @classmethod def from_dict(cls, obj: dict) -> PricingOptions: """Create an instance of PricingOptions from a dict""" if obj is None: return None if not isinstance(obj, dict): return PricingOptions.parse_obj(obj) _obj = PricingOptions.parse_obj({ "model_selection": ModelSelection.from_dict(obj.get("modelSelection")) if obj.get("modelSelection") is not None else None, "use_instrument_type_to_determine_pricer": obj.get("useInstrumentTypeToDeterminePricer"), "allow_any_instruments_with_sec_uid_to_price_off_lookup": obj.get("allowAnyInstrumentsWithSecUidToPriceOffLookup"), "allow_partially_successful_evaluation": obj.get("allowPartiallySuccessfulEvaluation"), "produce_separate_result_for_linear_otc_legs": obj.get("produceSeparateResultForLinearOtcLegs"), "enable_use_of_cached_unit_results": obj.get("enableUseOfCachedUnitResults"), "window_valuation_on_instrument_start_end": obj.get("windowValuationOnInstrumentStartEnd"), "remove_contingent_cashflows_in_payment_diary": obj.get("removeContingentCashflowsInPaymentDiary"), "use_child_sub_holding_keys_for_portfolio_expansion": obj.get("useChildSubHoldingKeysForPortfolioExpansion"), "validate_domestic_and_quote_currencies_are_consistent": obj.get("validateDomesticAndQuoteCurrenciesAreConsistent"), "conserved_quantity_for_lookthrough_expansion": obj.get("conservedQuantityForLookthroughExpansion") }) return _obj