lusid-sdk 1.1.118__py3-none-any.whl → 2.0.50b0__py3-none-any.whl
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- lusid/__init__.py +247 -180
- lusid/api/__init__.py +14 -2
- lusid/api/abor_api.py +1963 -0
- lusid/api/abor_configuration_api.py +943 -0
- lusid/api/address_key_definition_api.py +296 -269
- lusid/api/aggregation_api.py +469 -260
- lusid/api/allocations_api.py +419 -404
- lusid/api/application_metadata_api.py +266 -244
- lusid/api/blocks_api.py +409 -402
- lusid/api/calendars_api.py +1185 -1262
- lusid/api/chart_of_accounts_api.py +4087 -0
- lusid/api/complex_market_data_api.py +469 -308
- lusid/api/compliance_api.py +1081 -1169
- lusid/api/configuration_recipe_api.py +381 -375
- lusid/api/conventions_api.py +1982 -0
- lusid/api/corporate_action_sources_api.py +961 -885
- lusid/api/counterparties_api.py +729 -711
- lusid/api/custom_entities_api.py +1186 -1465
- lusid/api/custom_entity_definitions_api.py +387 -364
- lusid/api/custom_entity_types_api.py +393 -369
- lusid/api/cut_label_definitions_api.py +492 -453
- lusid/api/data_types_api.py +726 -734
- lusid/api/derived_transaction_portfolios_api.py +204 -213
- lusid/api/entities_api.py +113 -113
- lusid/api/executions_api.py +409 -402
- lusid/api/instrument_events_api.py +734 -0
- lusid/api/instruments_api.py +2407 -1721
- lusid/api/legacy_compliance_api.py +1449 -0
- lusid/api/legal_entities_api.py +1982 -2102
- lusid/api/order_graph_api.py +357 -364
- lusid/api/order_instructions_api.py +745 -0
- lusid/api/order_management_api.py +240 -342
- lusid/api/orders_api.py +423 -408
- lusid/api/packages_api.py +745 -0
- lusid/api/participations_api.py +407 -400
- lusid/api/persons_api.py +1791 -1945
- lusid/api/placements_api.py +411 -404
- lusid/api/portfolio_groups_api.py +2810 -2975
- lusid/api/portfolios_api.py +3022 -2898
- lusid/api/property_definitions_api.py +981 -1267
- lusid/api/quotes_api.py +1314 -517
- lusid/api/reconciliations_api.py +3548 -855
- lusid/api/reference_lists_api.py +388 -388
- lusid/api/reference_portfolio_api.py +409 -432
- lusid/api/relation_definitions_api.py +538 -0
- lusid/api/relations_api.py +414 -0
- lusid/api/relationship_definitions_api.py +484 -494
- lusid/api/relationships_api.py +204 -222
- lusid/api/schemas_api.py +374 -322
- lusid/api/scopes_api.py +100 -241
- lusid/api/scripted_translation_api.py +784 -795
- lusid/api/search_api.py +408 -423
- lusid/api/sequences_api.py +376 -404
- lusid/api/structured_result_data_api.py +1472 -325
- lusid/api/system_configuration_api.py +979 -143
- lusid/api/tax_rule_sets_api.py +900 -0
- lusid/api/transaction_configuration_api.py +1066 -1104
- lusid/api/transaction_fees_api.py +935 -0
- lusid/api/transaction_portfolios_api.py +5285 -3517
- lusid/api/translation_api.py +364 -0
- lusid/api_client.py +195 -124
- lusid/api_response.py +25 -0
- lusid/configuration.py +58 -81
- lusid/exceptions.py +17 -15
- lusid/extensions/__init__.py +15 -0
- lusid/extensions/api_client.py +764 -0
- lusid/extensions/api_client_builder.py +138 -0
- lusid/extensions/api_client_factory.py +137 -0
- lusid/{utilities → extensions}/api_configuration.py +4 -5
- lusid/extensions/configuration_loaders.py +203 -0
- lusid/{utilities → extensions}/proxy_config.py +21 -6
- lusid/{utilities → extensions}/refreshing_token.py +82 -35
- lusid/extensions/rest.py +300 -0
- lusid/extensions/retry.py +357 -0
- lusid/extensions/socket_keep_alive.py +53 -0
- lusid/extensions/tcp_keep_alive_connector.py +66 -0
- lusid/models/__init__.py +232 -172
- lusid/models/a2_b_breakdown.py +65 -187
- lusid/models/a2_b_category.py +60 -154
- lusid/models/a2_b_data_record.py +178 -540
- lusid/models/a2_b_movement_record.py +192 -635
- lusid/models/abor.py +150 -0
- lusid/models/abor_configuration.py +159 -0
- lusid/models/abor_configuration_properties.py +115 -0
- lusid/models/abor_configuration_request.py +145 -0
- lusid/models/abor_properties.py +115 -0
- lusid/models/abor_request.py +131 -0
- lusid/models/access_controlled_action.py +87 -221
- lusid/models/access_controlled_resource.py +105 -283
- lusid/models/access_metadata_operation.py +84 -234
- lusid/models/access_metadata_value.py +58 -166
- lusid/models/account.py +126 -0
- lusid/models/account_properties.py +115 -0
- lusid/models/accounting_method.py +42 -0
- lusid/models/accounts_upsert_response.py +110 -0
- lusid/models/action_id.py +55 -204
- lusid/models/action_result_of_portfolio.py +57 -154
- lusid/models/add_business_days_to_date_request.py +63 -214
- lusid/models/add_business_days_to_date_response.py +52 -127
- lusid/models/additional_payment.py +58 -228
- lusid/models/address_definition.py +97 -284
- lusid/models/address_key_compliance_parameter.py +80 -166
- lusid/models/address_key_definition.py +74 -222
- lusid/models/address_key_filter.py +69 -191
- lusid/models/address_key_list.py +73 -170
- lusid/models/address_key_list_compliance_parameter.py +77 -164
- lusid/models/address_key_option_definition.py +69 -293
- lusid/models/adjust_holding.py +101 -216
- lusid/models/adjust_holding_for_date_request.py +109 -285
- lusid/models/adjust_holding_request.py +107 -250
- lusid/models/aggregate_spec.py +67 -196
- lusid/models/aggregated_return.py +106 -373
- lusid/models/aggregated_returns_dispersion_request.py +102 -291
- lusid/models/aggregated_returns_request.py +128 -403
- lusid/models/aggregated_returns_response.py +95 -186
- lusid/models/aggregated_transactions_request.py +131 -0
- lusid/models/aggregation_context.py +55 -125
- lusid/models/aggregation_measure_failure_detail.py +80 -238
- lusid/models/aggregation_op.py +49 -0
- lusid/models/aggregation_options.py +55 -189
- lusid/models/aggregation_query.py +106 -439
- lusid/models/aggregation_type.py +44 -0
- lusid/models/allocation.py +207 -737
- lusid/models/allocation_request.py +175 -611
- lusid/models/allocation_service_run_response.py +102 -0
- lusid/models/allocation_set_request.py +64 -126
- lusid/models/amortisation_event.py +82 -266
- lusid/models/annul_quotes_response.py +99 -217
- lusid/models/annul_single_structured_data_response.py +74 -188
- lusid/models/annul_structured_data_response.py +99 -217
- lusid/models/asset_class.py +44 -0
- lusid/models/barrier.py +62 -228
- lusid/models/basket.py +85 -229
- lusid/models/basket_identifier.py +57 -224
- lusid/models/batch_adjust_holdings_response.py +128 -216
- lusid/models/batch_upsert_instrument_properties_response.py +101 -223
- lusid/models/batch_upsert_portfolio_transactions_response.py +128 -216
- lusid/models/batch_upsert_property_definition_properties_response.py +97 -223
- lusid/models/block.py +133 -544
- lusid/models/block_request.py +108 -448
- lusid/models/block_set_request.py +64 -126
- lusid/models/bond.py +144 -564
- lusid/models/bond_default_event.py +84 -167
- lusid/models/book_transactions_response.py +107 -0
- lusid/models/bool_compliance_parameter.py +73 -164
- lusid/models/bool_list_compliance_parameter.py +77 -164
- lusid/models/bucketed_cash_flow_request.py +172 -0
- lusid/models/bucketed_cash_flow_response.py +129 -0
- lusid/models/bucketing_schedule.py +74 -0
- lusid/models/calculation_info.py +73 -0
- lusid/models/calendar.py +88 -309
- lusid/models/calendar_date.py +84 -407
- lusid/models/calendar_dependency.py +73 -166
- lusid/models/cap_floor.py +85 -295
- lusid/models/cash_dependency.py +76 -199
- lusid/models/cash_dividend_event.py +78 -291
- lusid/models/cash_flow_event.py +82 -199
- lusid/models/cash_flow_lineage.py +91 -276
- lusid/models/cash_flow_value.py +90 -289
- lusid/models/cash_flow_value_set.py +86 -164
- lusid/models/cash_ladder_record.py +58 -216
- lusid/models/cash_perpetual.py +78 -231
- lusid/models/cds_flow_conventions.py +113 -514
- lusid/models/cds_index.py +100 -382
- lusid/models/cds_protection_detail_specification.py +57 -230
- lusid/models/change.py +110 -357
- lusid/models/change_history.py +90 -299
- lusid/models/change_history_action.py +39 -0
- lusid/models/change_item.py +80 -252
- lusid/models/chart_of_accounts.py +135 -0
- lusid/models/chart_of_accounts_properties.py +115 -0
- lusid/models/chart_of_accounts_request.py +120 -0
- lusid/models/client.py +75 -0
- lusid/models/close_event.py +76 -197
- lusid/models/complete_portfolio.py +142 -495
- lusid/models/complete_relation.py +96 -0
- lusid/models/complete_relationship.py +88 -378
- lusid/models/complex_bond.py +129 -320
- lusid/models/complex_market_data.py +81 -151
- lusid/models/complex_market_data_id.py +74 -274
- lusid/models/compliance_breached_order_info.py +83 -0
- lusid/models/compliance_parameter.py +83 -155
- lusid/models/compliance_parameter_type.py +53 -0
- lusid/models/compliance_rule.py +137 -0
- lusid/models/compliance_rule_breakdown.py +76 -257
- lusid/models/compliance_rule_breakdown_request.py +76 -252
- lusid/models/compliance_rule_response.py +149 -411
- lusid/models/compliance_rule_result.py +91 -0
- lusid/models/compliance_rule_result_detail.py +91 -414
- lusid/models/compliance_rule_result_portfolio_detail.py +57 -159
- lusid/models/compliance_rule_upsert_request.py +178 -0
- lusid/models/compliance_rule_upsert_response.py +82 -0
- lusid/models/compliance_run_info.py +81 -0
- lusid/models/compliance_run_info_v2.py +64 -253
- lusid/models/compliance_run_summary.py +72 -250
- lusid/models/compliance_summary_rule_result.py +97 -342
- lusid/models/compliance_summary_rule_result_request.py +97 -348
- lusid/models/compliance_template.py +89 -253
- lusid/models/compliance_template_parameter.py +55 -201
- lusid/models/compliance_template_variation.py +84 -292
- lusid/models/composite_breakdown.py +72 -188
- lusid/models/composite_breakdown_request.py +97 -281
- lusid/models/composite_breakdown_response.py +90 -188
- lusid/models/composite_dispersion.py +91 -339
- lusid/models/composite_dispersion_response.py +95 -186
- lusid/models/compounding.py +76 -299
- lusid/models/configuration_recipe.py +123 -362
- lusid/models/configuration_recipe_snippet.py +121 -354
- lusid/models/constituents_adjustment_header.py +73 -187
- lusid/models/contract_for_difference.py +90 -430
- lusid/models/corporate_action.py +82 -313
- lusid/models/corporate_action_source.py +104 -304
- lusid/models/corporate_action_transition.py +69 -155
- lusid/models/corporate_action_transition_component.py +59 -262
- lusid/models/corporate_action_transition_component_request.py +55 -192
- lusid/models/corporate_action_transition_request.py +69 -153
- lusid/models/counterparty_agreement.py +73 -292
- lusid/models/counterparty_risk_information.py +78 -197
- lusid/models/counterparty_signatory.py +57 -161
- lusid/models/create_address_key_definition_request.py +53 -163
- lusid/models/create_calendar_request.py +94 -262
- lusid/models/create_corporate_action_source_request.py +100 -291
- lusid/models/create_custom_entity_type_request.py +79 -242
- lusid/models/create_cut_label_definition_request.py +85 -256
- lusid/models/create_data_map_request.py +79 -0
- lusid/models/create_data_type_request.py +143 -462
- lusid/models/create_date_request.py +111 -368
- lusid/models/create_derived_property_definition_request.py +79 -331
- lusid/models/create_derived_transaction_portfolio_request.py +153 -506
- lusid/models/create_portfolio_details.py +55 -125
- lusid/models/create_portfolio_group_request.py +117 -314
- lusid/models/create_property_definition_request.py +98 -424
- lusid/models/create_recipe_request.py +90 -0
- lusid/models/create_reconciliation_request.py +140 -0
- lusid/models/create_reference_portfolio_request.py +102 -317
- lusid/models/create_relation_definition_request.py +95 -0
- lusid/models/create_relation_request.py +71 -0
- lusid/models/create_relationship_definition_request.py +112 -437
- lusid/models/create_relationship_request.py +87 -238
- lusid/models/create_sequence_request.py +105 -327
- lusid/models/create_tax_rule_set_request.py +103 -0
- lusid/models/create_transaction_portfolio_request.py +145 -545
- lusid/models/create_unit_definition.py +83 -241
- lusid/models/credit_default_swap.py +105 -384
- lusid/models/credit_rating.py +67 -178
- lusid/models/credit_spread_curve_data.py +109 -420
- lusid/models/credit_support_annex.py +73 -432
- lusid/models/criterion_type.py +39 -0
- lusid/models/currency_and_amount.py +58 -153
- lusid/models/curve_options.py +110 -0
- lusid/models/custodian_account.py +93 -396
- lusid/models/custodian_account_properties.py +115 -0
- lusid/models/custodian_account_request.py +148 -0
- lusid/models/custodian_accounts_upsert_response.py +110 -0
- lusid/models/custom_entity_definition.py +79 -323
- lusid/models/custom_entity_definition_request.py +79 -242
- lusid/models/custom_entity_field.py +73 -222
- lusid/models/custom_entity_field_definition.py +71 -296
- lusid/models/custom_entity_id.py +91 -280
- lusid/models/custom_entity_request.py +78 -228
- lusid/models/custom_entity_response.py +118 -382
- lusid/models/custom_entity_type.py +79 -323
- lusid/models/cut_label_definition.py +105 -324
- lusid/models/cut_local_time.py +53 -154
- lusid/models/data_definition.py +104 -0
- lusid/models/data_map_key.py +101 -0
- lusid/models/data_mapping.py +82 -0
- lusid/models/data_scope.py +80 -0
- lusid/models/data_type.py +139 -477
- lusid/models/data_type_summary.py +111 -398
- lusid/models/data_type_value_range.py +38 -0
- lusid/models/date_attributes.py +140 -371
- lusid/models/date_or_diary_entry.py +91 -0
- lusid/models/date_range.py +59 -155
- lusid/models/date_time_comparison_type.py +38 -0
- lusid/models/date_time_compliance_parameter.py +74 -165
- lusid/models/date_time_list_compliance_parameter.py +77 -164
- lusid/models/day_of_week.py +20 -102
- lusid/models/decimal_compliance_parameter.py +73 -164
- lusid/models/decimal_list.py +73 -170
- lusid/models/decimal_list_compliance_parameter.py +77 -164
- lusid/models/decorated_compliance_run_summary.py +65 -156
- lusid/models/delete_accounts_response.py +95 -0
- lusid/models/delete_custodian_accounts_response.py +103 -0
- lusid/models/delete_instrument_properties_response.py +67 -159
- lusid/models/delete_instrument_response.py +74 -189
- lusid/models/delete_instruments_response.py +74 -189
- lusid/models/delete_modes.py +38 -0
- lusid/models/delete_relation_request.py +71 -0
- lusid/models/delete_relationship_request.py +87 -238
- lusid/models/deleted_entity_response.py +81 -219
- lusid/models/dependency_source_filter.py +70 -198
- lusid/models/described_address_key.py +81 -0
- lusid/models/dialect.py +61 -185
- lusid/models/dialect_id.py +89 -330
- lusid/models/dialect_schema.py +58 -167
- lusid/models/diary_entry.py +155 -0
- lusid/models/diary_entry_request.py +120 -0
- lusid/models/discount_factor_curve_data.py +91 -296
- lusid/models/discounting_dependency.py +76 -199
- lusid/models/discounting_method.py +39 -0
- lusid/models/economic_dependency.py +82 -150
- lusid/models/economic_dependency_type.py +50 -0
- lusid/models/economic_dependency_with_complex_market_data.py +61 -156
- lusid/models/economic_dependency_with_quote.py +68 -186
- lusid/models/empty_model_options.py +71 -134
- lusid/models/entity_identifier.py +60 -190
- lusid/models/equity.py +84 -225
- lusid/models/equity_all_of_identifiers.py +83 -415
- lusid/models/equity_curve_by_prices_data.py +91 -296
- lusid/models/equity_curve_dependency.py +80 -281
- lusid/models/equity_model_options.py +73 -169
- lusid/models/equity_option.py +117 -554
- lusid/models/equity_swap.py +107 -487
- lusid/models/equity_vol_dependency.py +80 -275
- lusid/models/equity_vol_surface_data.py +101 -267
- lusid/models/error_detail.py +77 -216
- lusid/models/event_date_range.py +54 -155
- lusid/models/ex_dividend_configuration.py +57 -221
- lusid/models/exchange_traded_option.py +84 -261
- lusid/models/exchange_traded_option_contract_details.py +80 -535
- lusid/models/execution.py +144 -673
- lusid/models/execution_request.py +119 -577
- lusid/models/execution_set_request.py +64 -126
- lusid/models/exercise_event.py +85 -228
- lusid/models/exotic_instrument.py +79 -199
- lusid/models/expanded_group.py +121 -340
- lusid/models/fee_rule.py +138 -0
- lusid/models/fee_rule_upsert_request.py +142 -0
- lusid/models/fee_rule_upsert_response.py +97 -0
- lusid/models/field_definition.py +62 -195
- lusid/models/field_schema.py +83 -247
- lusid/models/field_value.py +60 -165
- lusid/models/file_response.py +69 -181
- lusid/models/fixed_leg.py +95 -287
- lusid/models/fixed_leg_all_of_overrides.py +65 -154
- lusid/models/fixed_schedule.py +136 -0
- lusid/models/float_schedule.py +147 -0
- lusid/models/floating_leg.py +109 -349
- lusid/models/flow_convention_name.py +60 -193
- lusid/models/flow_conventions.py +120 -542
- lusid/models/forward_rate_agreement.py +90 -356
- lusid/models/funding_leg.py +89 -259
- lusid/models/funding_leg_options.py +91 -0
- lusid/models/future.py +100 -388
- lusid/models/futures_contract_details.py +112 -537
- lusid/models/fx_dependency.py +78 -231
- lusid/models/fx_forward.py +97 -481
- lusid/models/fx_forward_curve_by_quote_reference.py +114 -387
- lusid/models/fx_forward_curve_data.py +95 -360
- lusid/models/fx_forward_model_options.py +91 -242
- lusid/models/fx_forward_pips_curve_data.py +95 -360
- lusid/models/fx_forward_tenor_curve_data.py +117 -420
- lusid/models/fx_forward_tenor_pips_curve_data.py +117 -420
- lusid/models/fx_forwards_dependency.py +80 -269
- lusid/models/fx_option.py +159 -629
- lusid/models/fx_rate_schedule.py +111 -0
- lusid/models/fx_swap.py +89 -224
- lusid/models/fx_tenor_convention.py +53 -166
- lusid/models/fx_vol_dependency.py +80 -269
- lusid/models/fx_vol_surface_data.py +101 -267
- lusid/models/general_ledger_profile_mapping.py +78 -0
- lusid/models/general_ledger_profile_request.py +112 -0
- lusid/models/general_ledger_profile_response.py +146 -0
- lusid/models/get_cds_flow_conventions_response.py +115 -0
- lusid/models/get_complex_market_data_response.py +111 -216
- lusid/models/get_counterparty_agreement_response.py +97 -215
- lusid/models/get_credit_support_annex_response.py +97 -215
- lusid/models/get_data_map_response.py +129 -0
- lusid/models/get_flow_conventions_response.py +115 -0
- lusid/models/get_index_convention_response.py +115 -0
- lusid/models/get_instruments_response.py +111 -216
- lusid/models/get_quotes_response.py +130 -246
- lusid/models/get_recipe_response.py +77 -185
- lusid/models/get_reference_portfolio_constituents_response.py +117 -321
- lusid/models/get_structured_result_data_response.py +129 -0
- lusid/models/get_virtual_document_response.py +129 -0
- lusid/models/grouped_result_of_address_key.py +89 -0
- lusid/models/holding_adjustment.py +121 -313
- lusid/models/holding_adjustment_with_date.py +124 -345
- lusid/models/holding_context.py +51 -127
- lusid/models/holding_contributor.py +55 -126
- lusid/models/holdings_adjustment.py +92 -259
- lusid/models/holdings_adjustment_header.py +82 -227
- lusid/models/i_unit_definition_dto.py +85 -217
- lusid/models/id_selector_definition.py +75 -227
- lusid/models/identifier_part_schema.py +74 -295
- lusid/models/index_convention.py +100 -388
- lusid/models/index_model_options.py +80 -172
- lusid/models/index_projection_dependency.py +80 -275
- lusid/models/industry_classifier.py +60 -172
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import re # noqa: F401
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import
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from lusid.configuration import Configuration
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import json
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from datetime import datetime
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from typing import Any, Dict, List, Optional, Union
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from pydantic import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
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from lusid.models.complex_market_data import ComplexMarketData
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from lusid.models.fx_tenor_convention import FxTenorConvention
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from lusid.models.market_data_options import MarketDataOptions
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class FxForwardTenorCurveData(
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"""NOTE: This class is auto generated by OpenAPI Generator.
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Ref: https://openapi-generator.tech
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Do not edit the class manually.
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"""
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class FxForwardTenorCurveData(ComplexMarketData):
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"""
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openapi_types (dict): The key is attribute name
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and the value is attribute type.
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attribute_map (dict): The key is attribute name
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and the value is json key in definition.
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required_map (dict): The key is attribute name
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and the value is whether it is 'required' or 'optional'.
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Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on) # noqa: E501
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"""
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:
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def base_date(self, base_date):
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"""Sets the base_date of this FxForwardTenorCurveData.
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EffectiveAt date of the quoted rates # noqa: E501
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:param base_date: The base_date of this FxForwardTenorCurveData. # noqa: E501
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:type base_date: datetime
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"""
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if self.local_vars_configuration.client_side_validation and base_date is None: # noqa: E501
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raise ValueError("Invalid value for `base_date`, must not be `None`") # noqa: E501
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self._base_date = base_date
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@property
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def dom_ccy(self):
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"""Gets the dom_ccy of this FxForwardTenorCurveData. # noqa: E501
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Domestic currency of the fx forward # noqa: E501
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:return: The dom_ccy of this FxForwardTenorCurveData. # noqa: E501
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:rtype: str
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"""
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return self._dom_ccy
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@dom_ccy.setter
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def dom_ccy(self, dom_ccy):
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"""Sets the dom_ccy of this FxForwardTenorCurveData.
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Domestic currency of the fx forward # noqa: E501
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:param dom_ccy: The dom_ccy of this FxForwardTenorCurveData. # noqa: E501
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:type dom_ccy: str
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"""
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if self.local_vars_configuration.client_side_validation and dom_ccy is None: # noqa: E501
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raise ValueError("Invalid value for `dom_ccy`, must not be `None`") # noqa: E501
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self._dom_ccy = dom_ccy
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@property
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def fgn_ccy(self):
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"""Gets the fgn_ccy of this FxForwardTenorCurveData. # noqa: E501
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Foreign currency of the fx forward # noqa: E501
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:return: The fgn_ccy of this FxForwardTenorCurveData. # noqa: E501
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:rtype: str
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"""
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return self._fgn_ccy
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@fgn_ccy.setter
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def fgn_ccy(self, fgn_ccy):
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"""Sets the fgn_ccy of this FxForwardTenorCurveData.
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Foreign currency of the fx forward # noqa: E501
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:param fgn_ccy: The fgn_ccy of this FxForwardTenorCurveData. # noqa: E501
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:type fgn_ccy: str
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"""
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if self.local_vars_configuration.client_side_validation and fgn_ccy is None: # noqa: E501
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raise ValueError("Invalid value for `fgn_ccy`, must not be `None`") # noqa: E501
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self._fgn_ccy = fgn_ccy
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@property
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def tenors(self):
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"""Gets the tenors of this FxForwardTenorCurveData. # noqa: E501
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Tenors for which the forward rates apply. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097) # noqa: E501
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:return: The tenors of this FxForwardTenorCurveData. # noqa: E501
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:rtype: list[str]
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"""
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return self._tenors
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@tenors.setter
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def tenors(self, tenors):
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"""Sets the tenors of this FxForwardTenorCurveData.
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Tenors for which the forward rates apply. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097) # noqa: E501
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:param tenors: The tenors of this FxForwardTenorCurveData. # noqa: E501
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:type tenors: list[str]
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"""
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if self.local_vars_configuration.client_side_validation and tenors is None: # noqa: E501
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raise ValueError("Invalid value for `tenors`, must not be `None`") # noqa: E501
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self._tenors = tenors
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@property
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def rates(self):
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"""Gets the rates of this FxForwardTenorCurveData. # noqa: E501
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Rates provided for the fx forward (price in FgnCcy per unit of DomCcy) # noqa: E501
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:return: The rates of this FxForwardTenorCurveData. # noqa: E501
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:rtype: list[float]
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"""
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return self._rates
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@rates.setter
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def rates(self, rates):
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"""Sets the rates of this FxForwardTenorCurveData.
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Rates provided for the fx forward (price in FgnCcy per unit of DomCcy) # noqa: E501
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:param rates: The rates of this FxForwardTenorCurveData. # noqa: E501
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:type rates: list[float]
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"""
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if self.local_vars_configuration.client_side_validation and rates is None: # noqa: E501
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raise ValueError("Invalid value for `rates`, must not be `None`") # noqa: E501
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self._rates = rates
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@property
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def lineage(self):
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"""Gets the lineage of this FxForwardTenorCurveData. # noqa: E501
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Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. # noqa: E501
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:return: The lineage of this FxForwardTenorCurveData. # noqa: E501
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:rtype: str
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"""
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return self._lineage
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@lineage.setter
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def lineage(self, lineage):
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"""Sets the lineage of this FxForwardTenorCurveData.
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Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. # noqa: E501
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:param lineage: The lineage of this FxForwardTenorCurveData. # noqa: E501
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:type lineage: str
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"""
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if (self.local_vars_configuration.client_side_validation and
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lineage is not None and len(lineage) > 1024):
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raise ValueError("Invalid value for `lineage`, length must be less than or equal to `1024`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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lineage is not None and len(lineage) < 0):
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raise ValueError("Invalid value for `lineage`, length must be greater than or equal to `0`") # noqa: E501
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self._lineage = lineage
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@property
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def market_data_options(self):
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"""Gets the market_data_options of this FxForwardTenorCurveData. # noqa: E501
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:return: The market_data_options of this FxForwardTenorCurveData. # noqa: E501
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:rtype: lusid.MarketDataOptions
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"""
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return self._market_data_options
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@market_data_options.setter
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def market_data_options(self, market_data_options):
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"""Sets the market_data_options of this FxForwardTenorCurveData.
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:param market_data_options: The market_data_options of this FxForwardTenorCurveData. # noqa: E501
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:type market_data_options: lusid.MarketDataOptions
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"""
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self._market_data_options = market_data_options
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@property
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def calendars(self):
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"""Gets the calendars of this FxForwardTenorCurveData. # noqa: E501
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The list of conventions that should be used when interpreting tenors as dates. # noqa: E501
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:return: The calendars of this FxForwardTenorCurveData. # noqa: E501
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:rtype: list[lusid.FxTenorConvention]
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"""
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return self._calendars
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@calendars.setter
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def calendars(self, calendars):
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"""Sets the calendars of this FxForwardTenorCurveData.
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The list of conventions that should be used when interpreting tenors as dates. # noqa: E501
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:param calendars: The calendars of this FxForwardTenorCurveData. # noqa: E501
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:type calendars: list[lusid.FxTenorConvention]
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"""
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self._calendars = calendars
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@property
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def spot_days_calculation_type(self):
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"""Gets the spot_days_calculation_type of this FxForwardTenorCurveData. # noqa: E501
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Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ] # noqa: E501
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:return: The spot_days_calculation_type of this FxForwardTenorCurveData. # noqa: E501
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:rtype: str
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"""
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return self._spot_days_calculation_type
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@spot_days_calculation_type.setter
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def spot_days_calculation_type(self, spot_days_calculation_type):
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"""Sets the spot_days_calculation_type of this FxForwardTenorCurveData.
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Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ] # noqa: E501
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:param spot_days_calculation_type: The spot_days_calculation_type of this FxForwardTenorCurveData. # noqa: E501
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:type spot_days_calculation_type: str
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"""
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self._spot_days_calculation_type = spot_days_calculation_type
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@property
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def market_data_type(self):
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"""Gets the market_data_type of this FxForwardTenorCurveData. # noqa: E501
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The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface # noqa: E501
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:return: The market_data_type of this FxForwardTenorCurveData. # noqa: E501
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:rtype: str
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"""
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return self._market_data_type
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@market_data_type.setter
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def market_data_type(self, market_data_type):
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"""Sets the market_data_type of this FxForwardTenorCurveData.
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The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface # noqa: E501
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:param market_data_type: The market_data_type of this FxForwardTenorCurveData. # noqa: E501
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:type market_data_type: str
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"""
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if self.local_vars_configuration.client_side_validation and market_data_type is None: # noqa: E501
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raise ValueError("Invalid value for `market_data_type`, must not be `None`") # noqa: E501
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allowed_values = ["DiscountFactorCurveData", "EquityVolSurfaceData", "FxVolSurfaceData", "IrVolCubeData", "OpaqueMarketData", "YieldCurveData", "FxForwardCurveData", "FxForwardPipsCurveData", "FxForwardTenorCurveData", "FxForwardTenorPipsCurveData", "FxForwardCurveByQuoteReference", "CreditSpreadCurveData", "EquityCurveByPricesData", "ConstantVolatilitySurface"] # noqa: E501
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if self.local_vars_configuration.client_side_validation and market_data_type not in allowed_values: # noqa: E501
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raise ValueError(
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"Invalid value for `market_data_type` ({0}), must be one of {1}" # noqa: E501
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.format(market_data_type, allowed_values)
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)
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self._market_data_type = market_data_type
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def to_dict(self, serialize=False):
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"""Returns the model properties as a dict"""
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result = {}
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def convert(x):
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if hasattr(x, "to_dict"):
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args = getfullargspec(x.to_dict).args
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if len(args) == 1:
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|
-
return x.to_dict()
|
394
|
-
else:
|
395
|
-
return x.to_dict(serialize)
|
396
|
-
else:
|
397
|
-
return x
|
398
|
-
|
399
|
-
for attr, _ in six.iteritems(self.openapi_types):
|
400
|
-
value = getattr(self, attr)
|
401
|
-
attr = self.attribute_map.get(attr, attr) if serialize else attr
|
402
|
-
if isinstance(value, list):
|
403
|
-
result[attr] = list(map(
|
404
|
-
lambda x: convert(x),
|
405
|
-
value
|
406
|
-
))
|
407
|
-
elif isinstance(value, dict):
|
408
|
-
result[attr] = dict(map(
|
409
|
-
lambda item: (item[0], convert(item[1])),
|
410
|
-
value.items()
|
411
|
-
))
|
412
|
-
else:
|
413
|
-
result[attr] = convert(value)
|
414
|
-
|
415
|
-
return result
|
416
|
-
|
417
|
-
def to_str(self):
|
418
|
-
"""Returns the string representation of the model"""
|
419
|
-
return pprint.pformat(self.to_dict())
|
420
|
-
|
421
|
-
def __repr__(self):
|
422
|
-
"""For `print` and `pprint`"""
|
423
|
-
return self.to_str()
|
424
|
-
|
425
|
-
def __eq__(self, other):
|
426
|
-
"""Returns true if both objects are equal"""
|
427
|
-
if not isinstance(other, FxForwardTenorCurveData):
|
428
|
-
return False
|
429
|
-
|
430
|
-
return self.to_dict() == other.to_dict()
|
431
|
-
|
432
|
-
def __ne__(self, other):
|
433
|
-
"""Returns true if both objects are not equal"""
|
434
|
-
if not isinstance(other, FxForwardTenorCurveData):
|
435
|
-
return True
|
436
|
-
|
437
|
-
return self.to_dict() != other.to_dict()
|
31
|
+
base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
|
32
|
+
dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the fx forward")
|
33
|
+
fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="Foreign currency of the fx forward")
|
34
|
+
tenors: conlist(StrictStr) = Field(..., description="Tenors for which the forward rates apply")
|
35
|
+
rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
|
36
|
+
lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
|
37
|
+
market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
|
38
|
+
calendars: Optional[conlist(FxTenorConvention)] = Field(None, description="The list of conventions that should be used when interpreting tenors as dates.")
|
39
|
+
spot_days_calculation_type: Optional[StrictStr] = Field(None, alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]")
|
40
|
+
market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData")
|
41
|
+
additional_properties: Dict[str, Any] = {}
|
42
|
+
__properties = ["marketDataType", "baseDate", "domCcy", "fgnCcy", "tenors", "rates", "lineage", "marketDataOptions", "calendars", "spotDaysCalculationType"]
|
43
|
+
|
44
|
+
@validator('market_data_type')
|
45
|
+
def market_data_type_validate_enum(cls, value):
|
46
|
+
"""Validates the enum"""
|
47
|
+
if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData'):
|
48
|
+
raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData')")
|
49
|
+
return value
|
50
|
+
|
51
|
+
class Config:
|
52
|
+
"""Pydantic configuration"""
|
53
|
+
allow_population_by_field_name = True
|
54
|
+
validate_assignment = True
|
55
|
+
|
56
|
+
def to_str(self) -> str:
|
57
|
+
"""Returns the string representation of the model using alias"""
|
58
|
+
return pprint.pformat(self.dict(by_alias=True))
|
59
|
+
|
60
|
+
def to_json(self) -> str:
|
61
|
+
"""Returns the JSON representation of the model using alias"""
|
62
|
+
return json.dumps(self.to_dict())
|
63
|
+
|
64
|
+
@classmethod
|
65
|
+
def from_json(cls, json_str: str) -> FxForwardTenorCurveData:
|
66
|
+
"""Create an instance of FxForwardTenorCurveData from a JSON string"""
|
67
|
+
return cls.from_dict(json.loads(json_str))
|
68
|
+
|
69
|
+
def to_dict(self):
|
70
|
+
"""Returns the dictionary representation of the model using alias"""
|
71
|
+
_dict = self.dict(by_alias=True,
|
72
|
+
exclude={
|
73
|
+
"additional_properties"
|
74
|
+
},
|
75
|
+
exclude_none=True)
|
76
|
+
# override the default output from pydantic by calling `to_dict()` of market_data_options
|
77
|
+
if self.market_data_options:
|
78
|
+
_dict['marketDataOptions'] = self.market_data_options.to_dict()
|
79
|
+
# override the default output from pydantic by calling `to_dict()` of each item in calendars (list)
|
80
|
+
_items = []
|
81
|
+
if self.calendars:
|
82
|
+
for _item in self.calendars:
|
83
|
+
if _item:
|
84
|
+
_items.append(_item.to_dict())
|
85
|
+
_dict['calendars'] = _items
|
86
|
+
# puts key-value pairs in additional_properties in the top level
|
87
|
+
if self.additional_properties is not None:
|
88
|
+
for _key, _value in self.additional_properties.items():
|
89
|
+
_dict[_key] = _value
|
90
|
+
|
91
|
+
# set to None if lineage (nullable) is None
|
92
|
+
# and __fields_set__ contains the field
|
93
|
+
if self.lineage is None and "lineage" in self.__fields_set__:
|
94
|
+
_dict['lineage'] = None
|
95
|
+
|
96
|
+
# set to None if calendars (nullable) is None
|
97
|
+
# and __fields_set__ contains the field
|
98
|
+
if self.calendars is None and "calendars" in self.__fields_set__:
|
99
|
+
_dict['calendars'] = None
|
100
|
+
|
101
|
+
# set to None if spot_days_calculation_type (nullable) is None
|
102
|
+
# and __fields_set__ contains the field
|
103
|
+
if self.spot_days_calculation_type is None and "spot_days_calculation_type" in self.__fields_set__:
|
104
|
+
_dict['spotDaysCalculationType'] = None
|
105
|
+
|
106
|
+
return _dict
|
107
|
+
|
108
|
+
@classmethod
|
109
|
+
def from_dict(cls, obj: dict) -> FxForwardTenorCurveData:
|
110
|
+
"""Create an instance of FxForwardTenorCurveData from a dict"""
|
111
|
+
if obj is None:
|
112
|
+
return None
|
113
|
+
|
114
|
+
if not isinstance(obj, dict):
|
115
|
+
return FxForwardTenorCurveData.parse_obj(obj)
|
116
|
+
|
117
|
+
_obj = FxForwardTenorCurveData.parse_obj({
|
118
|
+
"market_data_type": obj.get("marketDataType"),
|
119
|
+
"base_date": obj.get("baseDate"),
|
120
|
+
"dom_ccy": obj.get("domCcy"),
|
121
|
+
"fgn_ccy": obj.get("fgnCcy"),
|
122
|
+
"tenors": obj.get("tenors"),
|
123
|
+
"rates": obj.get("rates"),
|
124
|
+
"lineage": obj.get("lineage"),
|
125
|
+
"market_data_options": MarketDataOptions.from_dict(obj.get("marketDataOptions")) if obj.get("marketDataOptions") is not None else None,
|
126
|
+
"calendars": [FxTenorConvention.from_dict(_item) for _item in obj.get("calendars")] if obj.get("calendars") is not None else None,
|
127
|
+
"spot_days_calculation_type": obj.get("spotDaysCalculationType")
|
128
|
+
})
|
129
|
+
# store additional fields in additional_properties
|
130
|
+
for _key in obj.keys():
|
131
|
+
if _key not in cls.__properties:
|
132
|
+
_obj.additional_properties[_key] = obj.get(_key)
|
133
|
+
|
134
|
+
return _obj
|