lusid-sdk 1.1.131__py3-none-any.whl → 2.0.50b0__py3-none-any.whl

lusid/models/credit_spread_curve_data.py

@@ -5,433 +5,122 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.131
     Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
 """
 
 
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
+from __future__ import annotations
 import pprint
 import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
+import json
 
+from datetime import datetime
+from typing import Any, Dict, List, Optional, Union
+from pydantic import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from lusid.models.complex_market_data import ComplexMarketData
+from lusid.models.market_data_options import MarketDataOptions
 
-class CreditSpreadCurveData(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
+class CreditSpreadCurveData(ComplexMarketData):
     """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
+    A credit spread curve matching tenors against par spread quotes  # noqa: E501
     """
-    openapi_types = {
-        'base_date': 'datetime',
-        'dom_ccy': 'str',
-        'tenors': 'list[str]',
-        'spreads': 'list[float]',
-        'recovery_rate': 'float',
-        'reference_date': 'datetime',
-        'maturities': 'list[datetime]',
-        'lineage': 'str',
-        'market_data_options': 'MarketDataOptions',
-        'market_data_type': 'str'
-    }
-
-    attribute_map = {
-        'base_date': 'baseDate',
-        'dom_ccy': 'domCcy',
-        'tenors': 'tenors',
-        'spreads': 'spreads',
-        'recovery_rate': 'recoveryRate',
-        'reference_date': 'referenceDate',
-        'maturities': 'maturities',
-        'lineage': 'lineage',
-        'market_data_options': 'marketDataOptions',
-        'market_data_type': 'marketDataType'
-    }
-
-    required_map = {
-        'base_date': 'required',
-        'dom_ccy': 'required',
-        'tenors': 'required',
-        'spreads': 'required',
-        'recovery_rate': 'required',
-        'reference_date': 'optional',
-        'maturities': 'optional',
-        'lineage': 'optional',
-        'market_data_options': 'optional',
-        'market_data_type': 'required'
-    }
-
-    def __init__(self, base_date=None, dom_ccy=None, tenors=None, spreads=None, recovery_rate=None, reference_date=None, maturities=None, lineage=None, market_data_options=None, market_data_type=None, local_vars_configuration=None):  # noqa: E501
-        """CreditSpreadCurveData - a model defined in OpenAPI"
-        
-        :param base_date:  EffectiveAt date of the quoted rates (required)
-        :type base_date: datetime
-        :param dom_ccy:  Domestic currency of the curve (required)
-        :type dom_ccy: str
-        :param tenors:  The tenors for which the rates apply  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097) (required)
-        :type tenors: list[str]
-        :param spreads:  Par spread quotes corresponding to the tenors. (required)
-        :type spreads: list[float]
-        :param recovery_rate:  The recovery rate in default. (required)
-        :type recovery_rate: float
-        :param reference_date:  If tenors are provided, this is the date against which the tenors will be resolved.  This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date.  In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid.  If not provided, this defaults to the BaseDate of the curve.
-        :type reference_date: datetime
-        :param maturities:  The maturity dates for which the rates apply.  Either tenors or maturities should be provided, not both.
-        :type maturities: list[datetime]
-        :param lineage:  Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
-        :type lineage: str
-        :param market_data_options: 
-        :type market_data_options: lusid.MarketDataOptions
-        :param market_data_type:  The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required)
-        :type market_data_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._base_date = None
-        self._dom_ccy = None
-        self._tenors = None
-        self._spreads = None
-        self._recovery_rate = None
-        self._reference_date = None
-        self._maturities = None
-        self._lineage = None
-        self._market_data_options = None
-        self._market_data_type = None
-        self.discriminator = None
-
-        self.base_date = base_date
-        self.dom_ccy = dom_ccy
-        self.tenors = tenors
-        self.spreads = spreads
-        self.recovery_rate = recovery_rate
-        self.reference_date = reference_date
-        self.maturities = maturities
-        self.lineage = lineage
-        if market_data_options is not None:
-            self.market_data_options = market_data_options
-        self.market_data_type = market_data_type
-
-    @property
-    def base_date(self):
-        """Gets the base_date of this CreditSpreadCurveData.  # noqa: E501
-
-        EffectiveAt date of the quoted rates  # noqa: E501
-
-        :return: The base_date of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._base_date
-
-    @base_date.setter
-    def base_date(self, base_date):
-        """Sets the base_date of this CreditSpreadCurveData.
-
-        EffectiveAt date of the quoted rates  # noqa: E501
-
-        :param base_date: The base_date of this CreditSpreadCurveData.  # noqa: E501
-        :type base_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and base_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `base_date`, must not be `None`")  # noqa: E501
-
-        self._base_date = base_date
-
-    @property
-    def dom_ccy(self):
-        """Gets the dom_ccy of this CreditSpreadCurveData.  # noqa: E501
-
-        Domestic currency of the curve  # noqa: E501
-
-        :return: The dom_ccy of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: str
-        """
-        return self._dom_ccy
-
-    @dom_ccy.setter
-    def dom_ccy(self, dom_ccy):
-        """Sets the dom_ccy of this CreditSpreadCurveData.
-
-        Domestic currency of the curve  # noqa: E501
-
-        :param dom_ccy: The dom_ccy of this CreditSpreadCurveData.  # noqa: E501
-        :type dom_ccy: str
-        """
-        if self.local_vars_configuration.client_side_validation and dom_ccy is None:  # noqa: E501
-            raise ValueError("Invalid value for `dom_ccy`, must not be `None`")  # noqa: E501
-
-        self._dom_ccy = dom_ccy
-
-    @property
-    def tenors(self):
-        """Gets the tenors of this CreditSpreadCurveData.  # noqa: E501
-
-        The tenors for which the rates apply  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)  # noqa: E501
-
-        :return: The tenors of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: list[str]
-        """
-        return self._tenors
-
-    @tenors.setter
-    def tenors(self, tenors):
-        """Sets the tenors of this CreditSpreadCurveData.
-
-        The tenors for which the rates apply  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)  # noqa: E501
-
-        :param tenors: The tenors of this CreditSpreadCurveData.  # noqa: E501
-        :type tenors: list[str]
-        """
-        if self.local_vars_configuration.client_side_validation and tenors is None:  # noqa: E501
-            raise ValueError("Invalid value for `tenors`, must not be `None`")  # noqa: E501
-
-        self._tenors = tenors
-
-    @property
-    def spreads(self):
-        """Gets the spreads of this CreditSpreadCurveData.  # noqa: E501
-
-        Par spread quotes corresponding to the tenors.  # noqa: E501
-
-        :return: The spreads of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: list[float]
-        """
-        return self._spreads
-
-    @spreads.setter
-    def spreads(self, spreads):
-        """Sets the spreads of this CreditSpreadCurveData.
-
-        Par spread quotes corresponding to the tenors.  # noqa: E501
-
-        :param spreads: The spreads of this CreditSpreadCurveData.  # noqa: E501
-        :type spreads: list[float]
-        """
-        if self.local_vars_configuration.client_side_validation and spreads is None:  # noqa: E501
-            raise ValueError("Invalid value for `spreads`, must not be `None`")  # noqa: E501
-
-        self._spreads = spreads
-
-    @property
-    def recovery_rate(self):
-        """Gets the recovery_rate of this CreditSpreadCurveData.  # noqa: E501
-
-        The recovery rate in default.  # noqa: E501
-
-        :return: The recovery_rate of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: float
-        """
-        return self._recovery_rate
-
-    @recovery_rate.setter
-    def recovery_rate(self, recovery_rate):
-        """Sets the recovery_rate of this CreditSpreadCurveData.
-
-        The recovery rate in default.  # noqa: E501
-
-        :param recovery_rate: The recovery_rate of this CreditSpreadCurveData.  # noqa: E501
-        :type recovery_rate: float
-        """
-        if self.local_vars_configuration.client_side_validation and recovery_rate is None:  # noqa: E501
-            raise ValueError("Invalid value for `recovery_rate`, must not be `None`")  # noqa: E501
-
-        self._recovery_rate = recovery_rate
-
-    @property
-    def reference_date(self):
-        """Gets the reference_date of this CreditSpreadCurveData.  # noqa: E501
-
-        If tenors are provided, this is the date against which the tenors will be resolved.  This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date.  In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid.  If not provided, this defaults to the BaseDate of the curve.  # noqa: E501
-
-        :return: The reference_date of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._reference_date
-
-    @reference_date.setter
-    def reference_date(self, reference_date):
-        """Sets the reference_date of this CreditSpreadCurveData.
-
-        If tenors are provided, this is the date against which the tenors will be resolved.  This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date.  In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid.  If not provided, this defaults to the BaseDate of the curve.  # noqa: E501
-
-        :param reference_date: The reference_date of this CreditSpreadCurveData.  # noqa: E501
-        :type reference_date: datetime
-        """
-
-        self._reference_date = reference_date
-
-    @property
-    def maturities(self):
-        """Gets the maturities of this CreditSpreadCurveData.  # noqa: E501
-
-        The maturity dates for which the rates apply.  Either tenors or maturities should be provided, not both.  # noqa: E501
-
-        :return: The maturities of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: list[datetime]
-        """
-        return self._maturities
-
-    @maturities.setter
-    def maturities(self, maturities):
-        """Sets the maturities of this CreditSpreadCurveData.
-
-        The maturity dates for which the rates apply.  Either tenors or maturities should be provided, not both.  # noqa: E501
-
-        :param maturities: The maturities of this CreditSpreadCurveData.  # noqa: E501
-        :type maturities: list[datetime]
-        """
-
-        self._maturities = maturities
-
-    @property
-    def lineage(self):
-        """Gets the lineage of this CreditSpreadCurveData.  # noqa: E501
-
-        Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.  # noqa: E501
-
-        :return: The lineage of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: str
-        """
-        return self._lineage
-
-    @lineage.setter
-    def lineage(self, lineage):
-        """Sets the lineage of this CreditSpreadCurveData.
-
-        Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.  # noqa: E501
-
-        :param lineage: The lineage of this CreditSpreadCurveData.  # noqa: E501
-        :type lineage: str
-        """
-        if (self.local_vars_configuration.client_side_validation and
-                lineage is not None and len(lineage) > 1024):
-            raise ValueError("Invalid value for `lineage`, length must be less than or equal to `1024`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                lineage is not None and len(lineage) < 0):
-            raise ValueError("Invalid value for `lineage`, length must be greater than or equal to `0`")  # noqa: E501
-
-        self._lineage = lineage
-
-    @property
-    def market_data_options(self):
-        """Gets the market_data_options of this CreditSpreadCurveData.  # noqa: E501
-
-
-        :return: The market_data_options of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: lusid.MarketDataOptions
-        """
-        return self._market_data_options
-
-    @market_data_options.setter
-    def market_data_options(self, market_data_options):
-        """Sets the market_data_options of this CreditSpreadCurveData.
-
-
-        :param market_data_options: The market_data_options of this CreditSpreadCurveData.  # noqa: E501
-        :type market_data_options: lusid.MarketDataOptions
-        """
-
-        self._market_data_options = market_data_options
-
-    @property
-    def market_data_type(self):
-        """Gets the market_data_type of this CreditSpreadCurveData.  # noqa: E501
-
-        The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface  # noqa: E501
-
-        :return: The market_data_type of this CreditSpreadCurveData.  # noqa: E501
-        :rtype: str
-        """
-        return self._market_data_type
-
-    @market_data_type.setter
-    def market_data_type(self, market_data_type):
-        """Sets the market_data_type of this CreditSpreadCurveData.
-
-        The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface  # noqa: E501
-
-        :param market_data_type: The market_data_type of this CreditSpreadCurveData.  # noqa: E501
-        :type market_data_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and market_data_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `market_data_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["DiscountFactorCurveData", "EquityVolSurfaceData", "FxVolSurfaceData", "IrVolCubeData", "OpaqueMarketData", "YieldCurveData", "FxForwardCurveData", "FxForwardPipsCurveData", "FxForwardTenorCurveData", "FxForwardTenorPipsCurveData", "FxForwardCurveByQuoteReference", "CreditSpreadCurveData", "EquityCurveByPricesData", "ConstantVolatilitySurface"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and market_data_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `market_data_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(market_data_type, allowed_values)
-            )
-
-        self._market_data_type = market_data_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, CreditSpreadCurveData):
-            return False
-
-        return self.to_dict() == other.to_dict()
-
-    def __ne__(self, other):
-        """Returns true if both objects are not equal"""
-        if not isinstance(other, CreditSpreadCurveData):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
+    dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the curve")
+    tenors: conlist(StrictStr) = Field(..., description="The tenors for which the rates apply")
+    spreads: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Par spread quotes corresponding to the tenors.")
+    recovery_rate: Union[StrictFloat, StrictInt] = Field(..., alias="recoveryRate", description="The recovery rate in default.")
+    reference_date: Optional[datetime] = Field(None, alias="referenceDate", description="If tenors are provided, this is the date against which the tenors will be resolved.  This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date.  In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid.  If not provided, this defaults to the BaseDate of the curve.")
+    maturities: Optional[conlist(datetime)] = Field(None, description="The maturity dates for which the rates apply.  Either tenors or maturities should be provided, not both.")
+    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'.")
+    market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
+    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")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["marketDataType", "baseDate", "domCcy", "tenors", "spreads", "recoveryRate", "referenceDate", "maturities", "lineage", "marketDataOptions"]
+
+    @validator('market_data_type')
+    def market_data_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData'):
+            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> CreditSpreadCurveData:
+        """Create an instance of CreditSpreadCurveData from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of market_data_options
+        if self.market_data_options:
+            _dict['marketDataOptions'] = self.market_data_options.to_dict()
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if reference_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.reference_date is None and "reference_date" in self.__fields_set__:
+            _dict['referenceDate'] = None
+
+        # set to None if maturities (nullable) is None
+        # and __fields_set__ contains the field
+        if self.maturities is None and "maturities" in self.__fields_set__:
+            _dict['maturities'] = None
+
+        # set to None if lineage (nullable) is None
+        # and __fields_set__ contains the field
+        if self.lineage is None and "lineage" in self.__fields_set__:
+            _dict['lineage'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CreditSpreadCurveData:
+        """Create an instance of CreditSpreadCurveData from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CreditSpreadCurveData.parse_obj(obj)
+
+        _obj = CreditSpreadCurveData.parse_obj({
+            "market_data_type": obj.get("marketDataType"),
+            "base_date": obj.get("baseDate"),
+            "dom_ccy": obj.get("domCcy"),
+            "tenors": obj.get("tenors"),
+            "spreads": obj.get("spreads"),
+            "recovery_rate": obj.get("recoveryRate"),
+            "reference_date": obj.get("referenceDate"),
+            "maturities": obj.get("maturities"),
+            "lineage": obj.get("lineage"),
+            "market_data_options": MarketDataOptions.from_dict(obj.get("marketDataOptions")) if obj.get("marketDataOptions") is not None else None
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj