lusid-sdk 1.1.118__py3-none-any.whl → 2.0.50b0__py3-none-any.whl

lusid/models/credit_default_swap.py

@@ -5,397 +5,118 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.118
     Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
 """
 
 
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
+from __future__ import annotations
 import pprint
 import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
+import json
 
+from datetime import datetime
+from typing import Any, Dict, Optional, Union
+from pydantic import Field, StrictFloat, StrictInt, StrictStr, constr, validator
+from lusid.models.cds_flow_conventions import CdsFlowConventions
+from lusid.models.cds_protection_detail_specification import CdsProtectionDetailSpecification
+from lusid.models.flow_convention_name import FlowConventionName
+from lusid.models.lusid_instrument import LusidInstrument
 
-class CreditDefaultSwap(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
+class CreditDefaultSwap(LusidInstrument):
     """
-
+    LUSID representation of a Credit Default Swap (CDS).  # noqa: E501
     """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
-    """
-    openapi_types = {
-        'ticker': 'str',
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'flow_conventions': 'CdsFlowConventions',
-        'coupon_rate': 'float',
-        'convention_name': 'FlowConventionName',
-        'notional': 'float',
-        'protection_detail_specification': 'CdsProtectionDetailSpecification',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'ticker': 'ticker',
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'flow_conventions': 'flowConventions',
-        'coupon_rate': 'couponRate',
-        'convention_name': 'conventionName',
-        'notional': 'notional',
-        'protection_detail_specification': 'protectionDetailSpecification',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'ticker': 'required',
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'flow_conventions': 'optional',
-        'coupon_rate': 'required',
-        'convention_name': 'optional',
-        'notional': 'optional',
-        'protection_detail_specification': 'required',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, ticker=None, start_date=None, maturity_date=None, flow_conventions=None, coupon_rate=None, convention_name=None, notional=None, protection_detail_specification=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """CreditDefaultSwap - a model defined in OpenAPI"
-        
-        :param ticker:  A ticker to uniquely specify then entity against which the cds is written. (required)
-        :type ticker: str
-        :param start_date:  The start date of the instrument. This is normally synonymous with the trade-date. (required)
-        :type start_date: datetime
-        :param maturity_date:  The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required)
-        :type maturity_date: datetime
-        :param flow_conventions: 
-        :type flow_conventions: lusid.CdsFlowConventions
-        :param coupon_rate:  The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps. (required)
-        :type coupon_rate: float
-        :param convention_name: 
-        :type convention_name: lusid.FlowConventionName
-        :param notional:  The notional protected by the Credit Default Swap
-        :type notional: float
-        :param protection_detail_specification:  (required)
-        :type protection_detail_specification: lusid.CdsProtectionDetailSpecification
-        :param instrument_type:  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 (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._ticker = None
-        self._start_date = None
-        self._maturity_date = None
-        self._flow_conventions = None
-        self._coupon_rate = None
-        self._convention_name = None
-        self._notional = None
-        self._protection_detail_specification = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.ticker = ticker
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        if flow_conventions is not None:
-            self.flow_conventions = flow_conventions
-        self.coupon_rate = coupon_rate
-        if convention_name is not None:
-            self.convention_name = convention_name
-        self.notional = notional
-        self.protection_detail_specification = protection_detail_specification
-        self.instrument_type = instrument_type
-
-    @property
-    def ticker(self):
-        """Gets the ticker of this CreditDefaultSwap.  # noqa: E501
-
-        A ticker to uniquely specify then entity against which the cds is written.  # noqa: E501
-
-        :return: The ticker of this CreditDefaultSwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._ticker
-
-    @ticker.setter
-    def ticker(self, ticker):
-        """Sets the ticker of this CreditDefaultSwap.
-
-        A ticker to uniquely specify then entity against which the cds is written.  # noqa: E501
-
-        :param ticker: The ticker of this CreditDefaultSwap.  # noqa: E501
-        :type ticker: str
-        """
-        if self.local_vars_configuration.client_side_validation and ticker is None:  # noqa: E501
-            raise ValueError("Invalid value for `ticker`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                ticker is not None and len(ticker) < 1):
-            raise ValueError("Invalid value for `ticker`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._ticker = ticker
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this CreditDefaultSwap.  # noqa: E501
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :return: The start_date of this CreditDefaultSwap.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this CreditDefaultSwap.
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :param start_date: The start_date of this CreditDefaultSwap.  # noqa: E501
-        :type start_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and start_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `start_date`, must not be `None`")  # noqa: E501
-
-        self._start_date = start_date
-
-    @property
-    def maturity_date(self):
-        """Gets the maturity_date of this CreditDefaultSwap.  # noqa: E501
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :return: The maturity_date of this CreditDefaultSwap.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this CreditDefaultSwap.
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :param maturity_date: The maturity_date of this CreditDefaultSwap.  # noqa: E501
-        :type maturity_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and maturity_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `maturity_date`, must not be `None`")  # noqa: E501
-
-        self._maturity_date = maturity_date
-
-    @property
-    def flow_conventions(self):
-        """Gets the flow_conventions of this CreditDefaultSwap.  # noqa: E501
-
-
-        :return: The flow_conventions of this CreditDefaultSwap.  # noqa: E501
-        :rtype: lusid.CdsFlowConventions
-        """
-        return self._flow_conventions
-
-    @flow_conventions.setter
-    def flow_conventions(self, flow_conventions):
-        """Sets the flow_conventions of this CreditDefaultSwap.
-
-
-        :param flow_conventions: The flow_conventions of this CreditDefaultSwap.  # noqa: E501
-        :type flow_conventions: lusid.CdsFlowConventions
-        """
-
-        self._flow_conventions = flow_conventions
-
-    @property
-    def coupon_rate(self):
-        """Gets the coupon_rate of this CreditDefaultSwap.  # noqa: E501
-
-        The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.  # noqa: E501
-
-        :return: The coupon_rate of this CreditDefaultSwap.  # noqa: E501
-        :rtype: float
-        """
-        return self._coupon_rate
-
-    @coupon_rate.setter
-    def coupon_rate(self, coupon_rate):
-        """Sets the coupon_rate of this CreditDefaultSwap.
-
-        The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.  # noqa: E501
-
-        :param coupon_rate: The coupon_rate of this CreditDefaultSwap.  # noqa: E501
-        :type coupon_rate: float
-        """
-        if self.local_vars_configuration.client_side_validation and coupon_rate is None:  # noqa: E501
-            raise ValueError("Invalid value for `coupon_rate`, must not be `None`")  # noqa: E501
-
-        self._coupon_rate = coupon_rate
-
-    @property
-    def convention_name(self):
-        """Gets the convention_name of this CreditDefaultSwap.  # noqa: E501
-
-
-        :return: The convention_name of this CreditDefaultSwap.  # noqa: E501
-        :rtype: lusid.FlowConventionName
-        """
-        return self._convention_name
-
-    @convention_name.setter
-    def convention_name(self, convention_name):
-        """Sets the convention_name of this CreditDefaultSwap.
-
-
-        :param convention_name: The convention_name of this CreditDefaultSwap.  # noqa: E501
-        :type convention_name: lusid.FlowConventionName
-        """
-
-        self._convention_name = convention_name
-
-    @property
-    def notional(self):
-        """Gets the notional of this CreditDefaultSwap.  # noqa: E501
-
-        The notional protected by the Credit Default Swap  # noqa: E501
-
-        :return: The notional of this CreditDefaultSwap.  # noqa: E501
-        :rtype: float
-        """
-        return self._notional
-
-    @notional.setter
-    def notional(self, notional):
-        """Sets the notional of this CreditDefaultSwap.
-
-        The notional protected by the Credit Default Swap  # noqa: E501
-
-        :param notional: The notional of this CreditDefaultSwap.  # noqa: E501
-        :type notional: float
-        """
-
-        self._notional = notional
-
-    @property
-    def protection_detail_specification(self):
-        """Gets the protection_detail_specification of this CreditDefaultSwap.  # noqa: E501
-
-
-        :return: The protection_detail_specification of this CreditDefaultSwap.  # noqa: E501
-        :rtype: lusid.CdsProtectionDetailSpecification
-        """
-        return self._protection_detail_specification
-
-    @protection_detail_specification.setter
-    def protection_detail_specification(self, protection_detail_specification):
-        """Sets the protection_detail_specification of this CreditDefaultSwap.
-
-
-        :param protection_detail_specification: The protection_detail_specification of this CreditDefaultSwap.  # noqa: E501
-        :type protection_detail_specification: lusid.CdsProtectionDetailSpecification
-        """
-        if self.local_vars_configuration.client_side_validation and protection_detail_specification is None:  # noqa: E501
-            raise ValueError("Invalid value for `protection_detail_specification`, must not be `None`")  # noqa: E501
-
-        self._protection_detail_specification = protection_detail_specification
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this CreditDefaultSwap.  # noqa: E501
-
-        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  # noqa: E501
-
-        :return: The instrument_type of this CreditDefaultSwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this CreditDefaultSwap.
-
-        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  # noqa: E501
-
-        :param instrument_type: The instrument_type of this CreditDefaultSwap.  # noqa: E501
-        :type instrument_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_type`, must not be `None`")  # noqa: E501
-        allowed_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"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_type, allowed_values)
-            )
-
-        self._instrument_type = instrument_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, CreditDefaultSwap):
-            return False
-
-        return self.to_dict() == other.to_dict()
-
-    def __ne__(self, other):
-        """Returns true if both objects are not equal"""
-        if not isinstance(other, CreditDefaultSwap):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    ticker: constr(strict=True, min_length=1) = Field(..., description="A ticker to uniquely specify then entity against which the cds is written.")
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
+    flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
+    convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
+    notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The notional protected by the Credit Default Swap")
+    protection_detail_specification: CdsProtectionDetailSpecification = Field(..., alias="protectionDetailSpecification")
+    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")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification"]
+
+    @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'):
+            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')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> CreditDefaultSwap:
+        """Create an instance of CreditDefaultSwap from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    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 flow_conventions
+        if self.flow_conventions:
+            _dict['flowConventions'] = self.flow_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of convention_name
+        if self.convention_name:
+            _dict['conventionName'] = self.convention_name.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of protection_detail_specification
+        if self.protection_detail_specification:
+            _dict['protectionDetailSpecification'] = self.protection_detail_specification.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 (nullable) is None
+        # and __fields_set__ contains the field
+        if self.notional is None and "notional" in self.__fields_set__:
+            _dict['notional'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CreditDefaultSwap:
+        """Create an instance of CreditDefaultSwap from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CreditDefaultSwap.parse_obj(obj)
+
+        _obj = CreditDefaultSwap.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "ticker": obj.get("ticker"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "flow_conventions": CdsFlowConventions.from_dict(obj.get("flowConventions")) if obj.get("flowConventions") is not None else None,
+            "coupon_rate": obj.get("couponRate"),
+            "convention_name": FlowConventionName.from_dict(obj.get("conventionName")) if obj.get("conventionName") is not None else None,
+            "notional": obj.get("notional"),
+            "protection_detail_specification": CdsProtectionDetailSpecification.from_dict(obj.get("protectionDetailSpecification")) if obj.get("protectionDetailSpecification") 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