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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- lusid_sdk-1.1.118.dist-info/top_level.txt +0 -1
lusid/models/index_convention.py
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from __future__ import annotations
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import pprint
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import re # noqa: F401
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from lusid.configuration import Configuration
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import json
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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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from typing import Any, Dict, Optional
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from pydantic import BaseModel, Field, StrictInt, StrictStr, constr, validator
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class IndexConvention(BaseModel):
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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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A set of conventions that describe the conventions for calculation of payments made on rates interbank lending and similar. Based on ISDA 2006 conventions and similar documentation. Please see the knowledge base for further documentation. # noqa: E501
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The reference rate name for fixings. # noqa: E501
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:param fixing_reference: The fixing_reference of this IndexConvention. # noqa: E501
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:type fixing_reference: str
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"""
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raise ValueError("Invalid value for `fixing_reference`, must not be `None`") # noqa: E501
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fixing_reference is not None and len(fixing_reference) > 64):
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raise ValueError("Invalid value for `fixing_reference`, length must be less than or equal to `64`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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fixing_reference is not None and len(fixing_reference) < 0):
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raise ValueError("Invalid value for `fixing_reference`, length must be greater than or equal to `0`") # noqa: E501
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self._fixing_reference = fixing_reference
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@property
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def publication_day_lag(self):
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"""Gets the publication_day_lag of this IndexConvention. # noqa: E501
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Number of days between spot and publication of the rate. # noqa: E501
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:return: The publication_day_lag of this IndexConvention. # noqa: E501
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:rtype: int
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"""
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return self._publication_day_lag
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@publication_day_lag.setter
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def publication_day_lag(self, publication_day_lag):
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"""Sets the publication_day_lag of this IndexConvention.
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Number of days between spot and publication of the rate. # noqa: E501
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:param publication_day_lag: The publication_day_lag of this IndexConvention. # noqa: E501
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:type publication_day_lag: int
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"""
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raise ValueError("Invalid value for `publication_day_lag`, must not be `None`") # noqa: E501
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self._publication_day_lag = publication_day_lag
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@property
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def payment_tenor(self):
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"""Gets the payment_tenor of this IndexConvention. # noqa: E501
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The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. 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 payment_tenor of this IndexConvention. # noqa: E501
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:rtype: str
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"""
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return self._payment_tenor
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@payment_tenor.setter
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def payment_tenor(self, payment_tenor):
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"""Sets the payment_tenor of this IndexConvention.
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The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year. 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 payment_tenor: The payment_tenor of this IndexConvention. # noqa: E501
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:type payment_tenor: str
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"""
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if self.local_vars_configuration.client_side_validation and payment_tenor is None: # noqa: E501
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raise ValueError("Invalid value for `payment_tenor`, must not be `None`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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payment_tenor is not None and len(payment_tenor) > 32):
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raise ValueError("Invalid value for `payment_tenor`, length must be less than or equal to `32`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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payment_tenor is not None and len(payment_tenor) < 0):
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raise ValueError("Invalid value for `payment_tenor`, length must be greater than or equal to `0`") # noqa: E501
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self._payment_tenor = payment_tenor
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@property
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def day_count_convention(self):
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"""Gets the day_count_convention of this IndexConvention. # noqa: E501
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when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365]. # noqa: E501
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:return: The day_count_convention of this IndexConvention. # noqa: E501
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:rtype: str
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"""
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return self._day_count_convention
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@day_count_convention.setter
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def day_count_convention(self, day_count_convention):
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"""Sets the day_count_convention of this IndexConvention.
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when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365]. # noqa: E501
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:param day_count_convention: The day_count_convention of this IndexConvention. # noqa: E501
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:type day_count_convention: str
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"""
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raise ValueError("Invalid value for `day_count_convention`, must not be `None`") # noqa: E501
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raise ValueError("Invalid value for `day_count_convention`, length must be less than or equal to `32`") # noqa: E501
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raise ValueError("Invalid value for `day_count_convention`, length must be greater than or equal to `0`") # noqa: E501
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self._day_count_convention = day_count_convention
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@property
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def currency(self):
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"""Gets the currency of this IndexConvention. # noqa: E501
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Currency of the index convention. # noqa: E501
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:return: The currency of this IndexConvention. # noqa: E501
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:rtype: str
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"""
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return self._currency
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@currency.setter
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def currency(self, currency):
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"""Sets the currency of this IndexConvention.
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Currency of the index convention. # noqa: E501
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:param currency: The currency of this IndexConvention. # noqa: E501
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:type currency: str
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"""
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if self.local_vars_configuration.client_side_validation and currency is None: # noqa: E501
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raise ValueError("Invalid value for `currency`, must not be `None`") # noqa: E501
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self._currency = currency
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@property
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def index_name(self):
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"""Gets the index_name of this IndexConvention. # noqa: E501
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The name of the index for which this represents the conventions of. For instance, \"SOFR\", \"LIBOR\", \"EURIBOR\", etc. Defaults to \"INDEX\" if not specified. # noqa: E501
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:return: The index_name of this IndexConvention. # noqa: E501
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:rtype: str
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"""
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return self._index_name
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@index_name.setter
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def index_name(self, index_name):
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"""Sets the index_name of this IndexConvention.
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The name of the index for which this represents the conventions of. For instance, \"SOFR\", \"LIBOR\", \"EURIBOR\", etc. Defaults to \"INDEX\" if not specified. # noqa: E501
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:param index_name: The index_name of this IndexConvention. # noqa: E501
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:type index_name: str
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"""
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if (self.local_vars_configuration.client_side_validation and
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index_name is not None and len(index_name) > 16):
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raise ValueError("Invalid value for `index_name`, length must be less than or equal to `16`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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index_name is not None and len(index_name) < 0):
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raise ValueError("Invalid value for `index_name`, length must be greater than or equal to `0`") # noqa: E501
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self._index_name = index_name
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@property
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def scope(self):
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"""Gets the scope of this IndexConvention. # noqa: E501
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The scope used when updating or inserting the convention. # noqa: E501
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:return: The scope of this IndexConvention. # noqa: E501
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:rtype: str
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"""
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return self._scope
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@scope.setter
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def scope(self, scope):
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"""Sets the scope of this IndexConvention.
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The scope used when updating or inserting the convention. # noqa: E501
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:param scope: The scope of this IndexConvention. # noqa: E501
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:type scope: str
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"""
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if (self.local_vars_configuration.client_side_validation and
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scope is not None and len(scope) > 256):
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raise ValueError("Invalid value for `scope`, length must be less than or equal to `256`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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scope is not None and len(scope) < 1):
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raise ValueError("Invalid value for `scope`, length must be greater than or equal to `1`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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scope is not None and not re.search(r'^[a-zA-Z0-9\-_]+$', scope)): # noqa: E501
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raise ValueError(r"Invalid value for `scope`, must be a follow pattern or equal to `/^[a-zA-Z0-9\-_]+$/`") # noqa: E501
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self._scope = scope
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@property
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def code(self):
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"""Gets the code of this IndexConvention. # noqa: E501
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The code of the convention. # noqa: E501
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:return: The code of this IndexConvention. # noqa: E501
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:rtype: str
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"""
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return self._code
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@code.setter
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def code(self, code):
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"""Sets the code of this IndexConvention.
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The code of the convention. # noqa: E501
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:param code: The code of this IndexConvention. # noqa: E501
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:type code: str
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"""
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if (self.local_vars_configuration.client_side_validation and
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code is not None and len(code) > 256):
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raise ValueError("Invalid value for `code`, length must be less than or equal to `256`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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code is not None and len(code) < 1):
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raise ValueError("Invalid value for `code`, length must be greater than or equal to `1`") # noqa: E501
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if (self.local_vars_configuration.client_side_validation and
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code is not None and not re.search(r'^[a-zA-Z0-9\-_]+$', code)): # noqa: E501
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raise ValueError(r"Invalid value for `code`, must be a follow pattern or equal to `/^[a-zA-Z0-9\-_]+$/`") # noqa: E501
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self._code = code
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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()
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else:
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return x.to_dict(serialize)
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else:
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return x
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for attr, _ in six.iteritems(self.openapi_types):
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value = getattr(self, attr)
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attr = self.attribute_map.get(attr, attr) if serialize else attr
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if isinstance(value, list):
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result[attr] = list(map(
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lambda x: convert(x),
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value
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))
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elif isinstance(value, dict):
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result[attr] = dict(map(
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lambda item: (item[0], convert(item[1])),
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value.items()
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))
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else:
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result[attr] = convert(value)
|
383
|
-
|
384
|
-
return result
|
385
|
-
|
386
|
-
def to_str(self):
|
387
|
-
"""Returns the string representation of the model"""
|
388
|
-
return pprint.pformat(self.to_dict())
|
389
|
-
|
390
|
-
def __repr__(self):
|
391
|
-
"""For `print` and `pprint`"""
|
392
|
-
return self.to_str()
|
393
|
-
|
394
|
-
def __eq__(self, other):
|
395
|
-
"""Returns true if both objects are equal"""
|
396
|
-
if not isinstance(other, IndexConvention):
|
397
|
-
return False
|
398
|
-
|
399
|
-
return self.to_dict() == other.to_dict()
|
400
|
-
|
401
|
-
def __ne__(self, other):
|
402
|
-
"""Returns true if both objects are not equal"""
|
403
|
-
if not isinstance(other, IndexConvention):
|
404
|
-
return True
|
405
|
-
|
406
|
-
return self.to_dict() != other.to_dict()
|
28
|
+
fixing_reference: constr(strict=True, max_length=64, min_length=0) = Field(..., alias="fixingReference", description="The reference rate name for fixings.")
|
29
|
+
publication_day_lag: StrictInt = Field(..., alias="publicationDayLag", description="Number of days between spot and publication of the rate.")
|
30
|
+
payment_tenor: constr(strict=True, max_length=32, min_length=0) = Field(..., alias="paymentTenor", description="The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year.")
|
31
|
+
day_count_convention: constr(strict=True, max_length=32, min_length=0) = Field(..., alias="dayCountConvention", description="when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798) Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365].")
|
32
|
+
currency: StrictStr = Field(..., description="Currency of the index convention.")
|
33
|
+
index_name: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="indexName", description="The name of the index for which this represents the conventions of. For instance, \"SOFR\", \"LIBOR\", \"EURIBOR\", etc. Defaults to \"INDEX\" if not specified.")
|
34
|
+
scope: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, description="The scope used when updating or inserting the convention.")
|
35
|
+
code: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, description="The code of the convention.")
|
36
|
+
__properties = ["fixingReference", "publicationDayLag", "paymentTenor", "dayCountConvention", "currency", "indexName", "scope", "code"]
|
37
|
+
|
38
|
+
@validator('scope')
|
39
|
+
def scope_validate_regular_expression(cls, value):
|
40
|
+
"""Validates the regular expression"""
|
41
|
+
if value is None:
|
42
|
+
return value
|
43
|
+
|
44
|
+
if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
|
45
|
+
raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
|
46
|
+
return value
|
47
|
+
|
48
|
+
@validator('code')
|
49
|
+
def code_validate_regular_expression(cls, value):
|
50
|
+
"""Validates the regular expression"""
|
51
|
+
if value is None:
|
52
|
+
return value
|
53
|
+
|
54
|
+
if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
|
55
|
+
raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
|
56
|
+
return value
|
57
|
+
|
58
|
+
class Config:
|
59
|
+
"""Pydantic configuration"""
|
60
|
+
allow_population_by_field_name = True
|
61
|
+
validate_assignment = True
|
62
|
+
|
63
|
+
def to_str(self) -> str:
|
64
|
+
"""Returns the string representation of the model using alias"""
|
65
|
+
return pprint.pformat(self.dict(by_alias=True))
|
66
|
+
|
67
|
+
def to_json(self) -> str:
|
68
|
+
"""Returns the JSON representation of the model using alias"""
|
69
|
+
return json.dumps(self.to_dict())
|
70
|
+
|
71
|
+
@classmethod
|
72
|
+
def from_json(cls, json_str: str) -> IndexConvention:
|
73
|
+
"""Create an instance of IndexConvention from a JSON string"""
|
74
|
+
return cls.from_dict(json.loads(json_str))
|
75
|
+
|
76
|
+
def to_dict(self):
|
77
|
+
"""Returns the dictionary representation of the model using alias"""
|
78
|
+
_dict = self.dict(by_alias=True,
|
79
|
+
exclude={
|
80
|
+
},
|
81
|
+
exclude_none=True)
|
82
|
+
# set to None if index_name (nullable) is None
|
83
|
+
# and __fields_set__ contains the field
|
84
|
+
if self.index_name is None and "index_name" in self.__fields_set__:
|
85
|
+
_dict['indexName'] = None
|
86
|
+
|
87
|
+
# set to None if scope (nullable) is None
|
88
|
+
# and __fields_set__ contains the field
|
89
|
+
if self.scope is None and "scope" in self.__fields_set__:
|
90
|
+
_dict['scope'] = None
|
91
|
+
|
92
|
+
# set to None if code (nullable) is None
|
93
|
+
# and __fields_set__ contains the field
|
94
|
+
if self.code is None and "code" in self.__fields_set__:
|
95
|
+
_dict['code'] = None
|
96
|
+
|
97
|
+
return _dict
|
98
|
+
|
99
|
+
@classmethod
|
100
|
+
def from_dict(cls, obj: dict) -> IndexConvention:
|
101
|
+
"""Create an instance of IndexConvention from a dict"""
|
102
|
+
if obj is None:
|
103
|
+
return None
|
104
|
+
|
105
|
+
if not isinstance(obj, dict):
|
106
|
+
return IndexConvention.parse_obj(obj)
|
107
|
+
|
108
|
+
_obj = IndexConvention.parse_obj({
|
109
|
+
"fixing_reference": obj.get("fixingReference"),
|
110
|
+
"publication_day_lag": obj.get("publicationDayLag"),
|
111
|
+
"payment_tenor": obj.get("paymentTenor"),
|
112
|
+
"day_count_convention": obj.get("dayCountConvention"),
|
113
|
+
"currency": obj.get("currency"),
|
114
|
+
"index_name": obj.get("indexName"),
|
115
|
+
"scope": obj.get("scope"),
|
116
|
+
"code": obj.get("code")
|
117
|
+
})
|
118
|
+
return _obj
|