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

lusid/models/fx_rate_schedule.py

@@ -0,0 +1,111 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, List, Optional, Union
+from pydantic import Field, StrictFloat, StrictInt, StrictStr, conlist, validator
+from lusid.models.flow_conventions import FlowConventions
+from lusid.models.schedule import Schedule
+
+class FxRateSchedule(Schedule):
+    """
+    Schedule to define fx conversion of cashflows on complex bonds. If an fx schedule is defined then  on payment schedule generation the coupon and principal payoffs will be wrapped in an fx rate payoff method.  Either the fx rate is predefined (fixed) or relies on fx resets (floating).  Used in representation of dual currency bond.  # noqa: E501
+    """
+    flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
+    fx_conversion_types: Optional[conlist(StrictStr)] = Field(None, alias="fxConversionTypes", description="List of flags to indicate if coupon payments, principal payments or both are converted")
+    rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate")
+    to_currency: Optional[StrictStr] = Field(None, alias="toCurrency", description="Currency that payments are converted to")
+    schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, Invalid")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["scheduleType", "flowConventions", "fxConversionTypes", "rate", "toCurrency"]
+
+    @validator('schedule_type')
+    def schedule_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'Invalid'):
+            raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'Invalid')")
+        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) -> FxRateSchedule:
+        """Create an instance of FxRateSchedule from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of flow_conventions
+        if self.flow_conventions:
+            _dict['flowConventions'] = self.flow_conventions.to_dict()
+        # 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 fx_conversion_types (nullable) is None
+        # and __fields_set__ contains the field
+        if self.fx_conversion_types is None and "fx_conversion_types" in self.__fields_set__:
+            _dict['fxConversionTypes'] = None
+
+        # set to None if to_currency (nullable) is None
+        # and __fields_set__ contains the field
+        if self.to_currency is None and "to_currency" in self.__fields_set__:
+            _dict['toCurrency'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> FxRateSchedule:
+        """Create an instance of FxRateSchedule from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FxRateSchedule.parse_obj(obj)
+
+        _obj = FxRateSchedule.parse_obj({
+            "schedule_type": obj.get("scheduleType"),
+            "flow_conventions": FlowConventions.from_dict(obj.get("flowConventions")) if obj.get("flowConventions") is not None else None,
+            "fx_conversion_types": obj.get("fxConversionTypes"),
+            "rate": obj.get("rate"),
+            "to_currency": obj.get("toCurrency")
+        })
+        # 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

lusid/models/fx_swap.py

@@ -5,238 +5,103 @@
 
     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
 
-class FxSwap(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
 
-    Do not edit the class manually.
-    """
+from typing import Any, Dict, Optional
+from pydantic import Field, StrictStr, validator
+from lusid.models.fx_forward import FxForward
+from lusid.models.lusid_instrument import LusidInstrument
 
+class FxSwap(LusidInstrument):
     """
-    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'.
+    LUSID representation of an FX Swap. Composed of two FX Forwards.  # noqa: E501
     """
-    openapi_types = {
-        'near_fx_forward': 'FxForward',
-        'far_fx_forward': 'FxForward',
-        'notional_symmetry': 'str',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'near_fx_forward': 'nearFxForward',
-        'far_fx_forward': 'farFxForward',
-        'notional_symmetry': 'notionalSymmetry',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'near_fx_forward': 'required',
-        'far_fx_forward': 'required',
-        'notional_symmetry': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, near_fx_forward=None, far_fx_forward=None, notional_symmetry=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """FxSwap - a model defined in OpenAPI"
-        
-        :param near_fx_forward:  (required)
-        :type near_fx_forward: lusid.FxForward
-        :param far_fx_forward:  (required)
-        :type far_fx_forward: lusid.FxForward
-        :param notional_symmetry:  The NotionalSymmetry allows for even and uneven FxSwaps to be supported.  An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the  legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the  domestic and foreign legs.  By default NotionalSymmetry will be set as even.    Supported string (enumeration) values are: [Even, Uneven].
-        :type notional_symmetry: str
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._near_fx_forward = None
-        self._far_fx_forward = None
-        self._notional_symmetry = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.near_fx_forward = near_fx_forward
-        self.far_fx_forward = far_fx_forward
-        self.notional_symmetry = notional_symmetry
-        self.instrument_type = instrument_type
-
-    @property
-    def near_fx_forward(self):
-        """Gets the near_fx_forward of this FxSwap.  # noqa: E501
-
-
-        :return: The near_fx_forward of this FxSwap.  # noqa: E501
-        :rtype: lusid.FxForward
-        """
-        return self._near_fx_forward
-
-    @near_fx_forward.setter
-    def near_fx_forward(self, near_fx_forward):
-        """Sets the near_fx_forward of this FxSwap.
-
-
-        :param near_fx_forward: The near_fx_forward of this FxSwap.  # noqa: E501
-        :type near_fx_forward: lusid.FxForward
-        """
-        if self.local_vars_configuration.client_side_validation and near_fx_forward is None:  # noqa: E501
-            raise ValueError("Invalid value for `near_fx_forward`, must not be `None`")  # noqa: E501
-
-        self._near_fx_forward = near_fx_forward
-
-    @property
-    def far_fx_forward(self):
-        """Gets the far_fx_forward of this FxSwap.  # noqa: E501
-
-
-        :return: The far_fx_forward of this FxSwap.  # noqa: E501
-        :rtype: lusid.FxForward
-        """
-        return self._far_fx_forward
-
-    @far_fx_forward.setter
-    def far_fx_forward(self, far_fx_forward):
-        """Sets the far_fx_forward of this FxSwap.
-
-
-        :param far_fx_forward: The far_fx_forward of this FxSwap.  # noqa: E501
-        :type far_fx_forward: lusid.FxForward
-        """
-        if self.local_vars_configuration.client_side_validation and far_fx_forward is None:  # noqa: E501
-            raise ValueError("Invalid value for `far_fx_forward`, must not be `None`")  # noqa: E501
-
-        self._far_fx_forward = far_fx_forward
-
-    @property
-    def notional_symmetry(self):
-        """Gets the notional_symmetry of this FxSwap.  # noqa: E501
-
-        The NotionalSymmetry allows for even and uneven FxSwaps to be supported.  An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the  legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the  domestic and foreign legs.  By default NotionalSymmetry will be set as even.    Supported string (enumeration) values are: [Even, Uneven].  # noqa: E501
-
-        :return: The notional_symmetry of this FxSwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._notional_symmetry
-
-    @notional_symmetry.setter
-    def notional_symmetry(self, notional_symmetry):
-        """Sets the notional_symmetry of this FxSwap.
-
-        The NotionalSymmetry allows for even and uneven FxSwaps to be supported.  An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the  legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the  domestic and foreign legs.  By default NotionalSymmetry will be set as even.    Supported string (enumeration) values are: [Even, Uneven].  # noqa: E501
-
-        :param notional_symmetry: The notional_symmetry of this FxSwap.  # noqa: E501
-        :type notional_symmetry: str
-        """
-
-        self._notional_symmetry = notional_symmetry
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this FxSwap.  # noqa: E501
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan  # noqa: E501
-
-        :return: The instrument_type of this FxSwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this FxSwap.
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan  # noqa: E501
-
-        :param instrument_type: The instrument_type of this FxSwap.  # noqa: E501
-        :type instrument_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["QuotedSecurity", "InterestRateSwap", "FxForward", "Future", "ExoticInstrument", "FxOption", "CreditDefaultSwap", "InterestRateSwaption", "Bond", "EquityOption", "FixedLeg", "FloatingLeg", "BespokeCashFlowsLeg", "Unknown", "TermDeposit", "ContractForDifference", "EquitySwap", "CashPerpetual", "CapFloor", "CashSettled", "CdsIndex", "Basket", "FundingLeg", "FxSwap", "ForwardRateAgreement", "SimpleInstrument", "Repo", "Equity", "ExchangeTradedOption", "ReferenceInstrument", "ComplexBond", "InflationLinkedBond", "InflationSwap", "SimpleCashFlowLoan", "TotalReturnSwap", "InflationLeg", "FundShareClass", "FlexibleLoan"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_type, allowed_values)
-            )
-
-        self._instrument_type = instrument_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, FxSwap):
-            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, FxSwap):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    near_fx_forward: FxForward = Field(..., alias="nearFxForward")
+    far_fx_forward: FxForward = Field(..., alias="farFxForward")
+    notional_symmetry: Optional[StrictStr] = Field(None, alias="notionalSymmetry", description="The NotionalSymmetry allows for even and uneven FxSwaps to be supported.  An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the  legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the  domestic and foreign legs.  By default NotionalSymmetry will be set as even.    Supported string (enumeration) values are: [Even, Uneven].")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "nearFxForward", "farFxForward", "notionalSymmetry"]
+
+    @validator('instrument_type')
+    def instrument_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> FxSwap:
+        """Create an instance of FxSwap 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 near_fx_forward
+        if self.near_fx_forward:
+            _dict['nearFxForward'] = self.near_fx_forward.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of far_fx_forward
+        if self.far_fx_forward:
+            _dict['farFxForward'] = self.far_fx_forward.to_dict()
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if notional_symmetry (nullable) is None
+        # and __fields_set__ contains the field
+        if self.notional_symmetry is None and "notional_symmetry" in self.__fields_set__:
+            _dict['notionalSymmetry'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> FxSwap:
+        """Create an instance of FxSwap from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FxSwap.parse_obj(obj)
+
+        _obj = FxSwap.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "near_fx_forward": FxForward.from_dict(obj.get("nearFxForward")) if obj.get("nearFxForward") is not None else None,
+            "far_fx_forward": FxForward.from_dict(obj.get("farFxForward")) if obj.get("farFxForward") is not None else None,
+            "notional_symmetry": obj.get("notionalSymmetry")
+        })
+        # 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