lusid-sdk 1.1.131__py3-none-any.whl → 2.0.50b0__py3-none-any.whl
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- lusid/__init__.py +247 -197
- lusid/api/__init__.py +14 -3
- 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 -1248
- 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 +2859 -3031
- 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 +5287 -3537
- 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 -188
- 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 -570
- 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 -326
- 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 -156
- 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 -535
- 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 -574
- 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 -578
- 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/utilities/lusid_retry.py +0 -47
- lusid_sdk-1.1.131.dist-info/METADATA +0 -21
- lusid_sdk-1.1.131.dist-info/RECORD +0 -866
- lusid_sdk-1.1.131.dist-info/top_level.txt +0 -1
lusid/models/fx_swap_all_of.py
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# coding: utf-8
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"""
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LUSID API
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FINBOURNE Technology # noqa: E501
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The version of the OpenAPI document: 1.1.131
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Contact: info@finbourne.com
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Generated by: https://openapi-generator.tech
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"""
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try:
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from inspect import getfullargspec
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except ImportError:
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from inspect import getargspec as getfullargspec
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import pprint
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import re # noqa: F401
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import six
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from lusid.configuration import Configuration
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class FxSwapAllOf(object):
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"""NOTE: This class is auto generated by OpenAPI Generator.
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Ref: https://openapi-generator.tech
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Do not edit the class manually.
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"""
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"""
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Attributes:
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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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"""
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openapi_types = {
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'near_fx_forward': 'FxForward',
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'far_fx_forward': 'FxForward',
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'notional_symmetry': 'str',
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'instrument_type': 'str'
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}
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attribute_map = {
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'near_fx_forward': 'nearFxForward',
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'far_fx_forward': 'farFxForward',
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'notional_symmetry': 'notionalSymmetry',
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'instrument_type': 'instrumentType'
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}
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required_map = {
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'near_fx_forward': 'required',
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'far_fx_forward': 'required',
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'notional_symmetry': 'optional',
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'instrument_type': 'required'
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}
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def __init__(self, near_fx_forward=None, far_fx_forward=None, notional_symmetry=None, instrument_type=None, local_vars_configuration=None): # noqa: E501
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"""FxSwapAllOf - a model defined in OpenAPI"
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:param near_fx_forward: (required)
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:type near_fx_forward: lusid.FxForward
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:param far_fx_forward: (required)
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:type far_fx_forward: lusid.FxForward
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: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].
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:type notional_symmetry: str
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: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)
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:type instrument_type: str
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""" # noqa: E501
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if local_vars_configuration is None:
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local_vars_configuration = Configuration.get_default_copy()
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self.local_vars_configuration = local_vars_configuration
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self._near_fx_forward = None
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self._far_fx_forward = None
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self._notional_symmetry = None
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self._instrument_type = None
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self.discriminator = None
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self.near_fx_forward = near_fx_forward
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self.far_fx_forward = far_fx_forward
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self.notional_symmetry = notional_symmetry
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self.instrument_type = instrument_type
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@property
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def near_fx_forward(self):
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"""Gets the near_fx_forward of this FxSwapAllOf. # noqa: E501
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:return: The near_fx_forward of this FxSwapAllOf. # noqa: E501
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:rtype: lusid.FxForward
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"""
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return self._near_fx_forward
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@near_fx_forward.setter
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def near_fx_forward(self, near_fx_forward):
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"""Sets the near_fx_forward of this FxSwapAllOf.
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:param near_fx_forward: The near_fx_forward of this FxSwapAllOf. # noqa: E501
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:type near_fx_forward: lusid.FxForward
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"""
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if self.local_vars_configuration.client_side_validation and near_fx_forward is None: # noqa: E501
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raise ValueError("Invalid value for `near_fx_forward`, must not be `None`") # noqa: E501
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self._near_fx_forward = near_fx_forward
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@property
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def far_fx_forward(self):
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"""Gets the far_fx_forward of this FxSwapAllOf. # noqa: E501
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:return: The far_fx_forward of this FxSwapAllOf. # noqa: E501
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:rtype: lusid.FxForward
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"""
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return self._far_fx_forward
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@far_fx_forward.setter
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def far_fx_forward(self, far_fx_forward):
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"""Sets the far_fx_forward of this FxSwapAllOf.
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:param far_fx_forward: The far_fx_forward of this FxSwapAllOf. # noqa: E501
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:type far_fx_forward: lusid.FxForward
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"""
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if self.local_vars_configuration.client_side_validation and far_fx_forward is None: # noqa: E501
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raise ValueError("Invalid value for `far_fx_forward`, must not be `None`") # noqa: E501
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self._far_fx_forward = far_fx_forward
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@property
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def notional_symmetry(self):
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"""Gets the notional_symmetry of this FxSwapAllOf. # noqa: E501
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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
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:return: The notional_symmetry of this FxSwapAllOf. # noqa: E501
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:rtype: str
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"""
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return self._notional_symmetry
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@notional_symmetry.setter
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def notional_symmetry(self, notional_symmetry):
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"""Sets the notional_symmetry of this FxSwapAllOf.
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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
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:param notional_symmetry: The notional_symmetry of this FxSwapAllOf. # noqa: E501
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:type notional_symmetry: str
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"""
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self._notional_symmetry = notional_symmetry
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@property
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def instrument_type(self):
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"""Gets the instrument_type of this FxSwapAllOf. # noqa: E501
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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
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:return: The instrument_type of this FxSwapAllOf. # noqa: E501
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:rtype: str
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"""
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return self._instrument_type
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@instrument_type.setter
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def instrument_type(self, instrument_type):
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"""Sets the instrument_type of this FxSwapAllOf.
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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
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:param instrument_type: The instrument_type of this FxSwapAllOf. # noqa: E501
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:type instrument_type: str
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"""
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raise ValueError("Invalid value for `instrument_type`, must not be `None`") # noqa: E501
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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
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if self.local_vars_configuration.client_side_validation and instrument_type not in allowed_values: # noqa: E501
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raise ValueError(
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"Invalid value for `instrument_type` ({0}), must be one of {1}" # noqa: E501
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.format(instrument_type, allowed_values)
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)
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self._instrument_type = instrument_type
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def to_dict(self, serialize=False):
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"""Returns the model properties as a dict"""
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result = {}
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return x.to_dict()
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return x.to_dict(serialize)
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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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result[attr] = list(map(
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value
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result[attr] = dict(map(
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return result
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def to_str(self):
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return pprint.pformat(self.to_dict())
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def __repr__(self):
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"""For `print` and `pprint`"""
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return self.to_str()
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def __eq__(self, other):
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"""Returns true if both objects are equal"""
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if not isinstance(other, FxSwapAllOf):
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return False
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return self.to_dict() == other.to_dict()
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def __ne__(self, other):
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"""Returns true if both objects are not equal"""
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if not isinstance(other, FxSwapAllOf):
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return True
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return self.to_dict() != other.to_dict()
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# coding: utf-8
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"""
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LUSID API
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FINBOURNE Technology # noqa: E501
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The version of the OpenAPI document: 1.1.131
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Contact: info@finbourne.com
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Generated by: https://openapi-generator.tech
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"""
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try:
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from inspect import getfullargspec
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except ImportError:
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from inspect import getargspec as getfullargspec
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import pprint
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from lusid.configuration import Configuration
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class FxVolDependencyAllOf(object):
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"""NOTE: This class is auto generated by OpenAPI Generator.
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Do not edit the class manually.
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"""
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"""
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Attributes:
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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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"""
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openapi_types = {
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'domestic_currency': 'str',
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'foreign_currency': 'str',
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'vol_type': 'str',
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'date': 'datetime',
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'dependency_type': 'str'
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}
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attribute_map = {
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'domestic_currency': 'domesticCurrency',
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'foreign_currency': 'foreignCurrency',
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'vol_type': 'volType',
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'date': 'date',
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'dependency_type': 'dependencyType'
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}
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required_map = {
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'domestic_currency': 'required',
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'foreign_currency': 'required',
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'vol_type': 'required',
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'date': 'required',
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'dependency_type': 'required'
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}
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def __init__(self, domestic_currency=None, foreign_currency=None, vol_type=None, date=None, dependency_type=None, local_vars_configuration=None): # noqa: E501
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"""FxVolDependencyAllOf - a model defined in OpenAPI"
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:param domestic_currency: DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency. (required)
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:type domestic_currency: str
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:param foreign_currency: ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency. (required)
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:type foreign_currency: str
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:param vol_type: Volatility type e.g. \"LN\" and \"N\" for log-normal and normal volatility. (required)
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:type vol_type: str
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:param date: The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. (required)
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:type date: datetime
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:param dependency_type: The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency (required)
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:type dependency_type: str
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""" # noqa: E501
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if local_vars_configuration is None:
|
81
|
-
local_vars_configuration = Configuration.get_default_copy()
|
82
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self.local_vars_configuration = local_vars_configuration
|
83
|
-
|
84
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self._domestic_currency = None
|
85
|
-
self._foreign_currency = None
|
86
|
-
self._vol_type = None
|
87
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-
self._date = None
|
88
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self._dependency_type = None
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89
|
-
self.discriminator = None
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90
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-
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91
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self.domestic_currency = domestic_currency
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92
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-
self.foreign_currency = foreign_currency
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93
|
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self.vol_type = vol_type
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94
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self.date = date
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95
|
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self.dependency_type = dependency_type
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96
|
-
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97
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@property
|
98
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def domestic_currency(self):
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99
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"""Gets the domestic_currency of this FxVolDependencyAllOf. # noqa: E501
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100
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-
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101
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DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency. # noqa: E501
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102
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-
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103
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:return: The domestic_currency of this FxVolDependencyAllOf. # noqa: E501
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104
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-
:rtype: str
|
105
|
-
"""
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106
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return self._domestic_currency
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107
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-
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108
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@domestic_currency.setter
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109
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def domestic_currency(self, domestic_currency):
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110
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"""Sets the domestic_currency of this FxVolDependencyAllOf.
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111
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-
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112
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DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency. # noqa: E501
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113
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-
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114
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:param domestic_currency: The domestic_currency of this FxVolDependencyAllOf. # noqa: E501
|
115
|
-
:type domestic_currency: str
|
116
|
-
"""
|
117
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if self.local_vars_configuration.client_side_validation and domestic_currency is None: # noqa: E501
|
118
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raise ValueError("Invalid value for `domestic_currency`, must not be `None`") # noqa: E501
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119
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-
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120
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self._domestic_currency = domestic_currency
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121
|
-
|
122
|
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@property
|
123
|
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def foreign_currency(self):
|
124
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"""Gets the foreign_currency of this FxVolDependencyAllOf. # noqa: E501
|
125
|
-
|
126
|
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ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency. # noqa: E501
|
127
|
-
|
128
|
-
:return: The foreign_currency of this FxVolDependencyAllOf. # noqa: E501
|
129
|
-
:rtype: str
|
130
|
-
"""
|
131
|
-
return self._foreign_currency
|
132
|
-
|
133
|
-
@foreign_currency.setter
|
134
|
-
def foreign_currency(self, foreign_currency):
|
135
|
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"""Sets the foreign_currency of this FxVolDependencyAllOf.
|
136
|
-
|
137
|
-
ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency. # noqa: E501
|
138
|
-
|
139
|
-
:param foreign_currency: The foreign_currency of this FxVolDependencyAllOf. # noqa: E501
|
140
|
-
:type foreign_currency: str
|
141
|
-
"""
|
142
|
-
if self.local_vars_configuration.client_side_validation and foreign_currency is None: # noqa: E501
|
143
|
-
raise ValueError("Invalid value for `foreign_currency`, must not be `None`") # noqa: E501
|
144
|
-
|
145
|
-
self._foreign_currency = foreign_currency
|
146
|
-
|
147
|
-
@property
|
148
|
-
def vol_type(self):
|
149
|
-
"""Gets the vol_type of this FxVolDependencyAllOf. # noqa: E501
|
150
|
-
|
151
|
-
Volatility type e.g. \"LN\" and \"N\" for log-normal and normal volatility. # noqa: E501
|
152
|
-
|
153
|
-
:return: The vol_type of this FxVolDependencyAllOf. # noqa: E501
|
154
|
-
:rtype: str
|
155
|
-
"""
|
156
|
-
return self._vol_type
|
157
|
-
|
158
|
-
@vol_type.setter
|
159
|
-
def vol_type(self, vol_type):
|
160
|
-
"""Sets the vol_type of this FxVolDependencyAllOf.
|
161
|
-
|
162
|
-
Volatility type e.g. \"LN\" and \"N\" for log-normal and normal volatility. # noqa: E501
|
163
|
-
|
164
|
-
:param vol_type: The vol_type of this FxVolDependencyAllOf. # noqa: E501
|
165
|
-
:type vol_type: str
|
166
|
-
"""
|
167
|
-
if self.local_vars_configuration.client_side_validation and vol_type is None: # noqa: E501
|
168
|
-
raise ValueError("Invalid value for `vol_type`, must not be `None`") # noqa: E501
|
169
|
-
if (self.local_vars_configuration.client_side_validation and
|
170
|
-
vol_type is not None and len(vol_type) > 50):
|
171
|
-
raise ValueError("Invalid value for `vol_type`, length must be less than or equal to `50`") # noqa: E501
|
172
|
-
if (self.local_vars_configuration.client_side_validation and
|
173
|
-
vol_type is not None and len(vol_type) < 0):
|
174
|
-
raise ValueError("Invalid value for `vol_type`, length must be greater than or equal to `0`") # noqa: E501
|
175
|
-
|
176
|
-
self._vol_type = vol_type
|
177
|
-
|
178
|
-
@property
|
179
|
-
def date(self):
|
180
|
-
"""Gets the date of this FxVolDependencyAllOf. # noqa: E501
|
181
|
-
|
182
|
-
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. # noqa: E501
|
183
|
-
|
184
|
-
:return: The date of this FxVolDependencyAllOf. # noqa: E501
|
185
|
-
:rtype: datetime
|
186
|
-
"""
|
187
|
-
return self._date
|
188
|
-
|
189
|
-
@date.setter
|
190
|
-
def date(self, date):
|
191
|
-
"""Sets the date of this FxVolDependencyAllOf.
|
192
|
-
|
193
|
-
The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. # noqa: E501
|
194
|
-
|
195
|
-
:param date: The date of this FxVolDependencyAllOf. # noqa: E501
|
196
|
-
:type date: datetime
|
197
|
-
"""
|
198
|
-
if self.local_vars_configuration.client_side_validation and date is None: # noqa: E501
|
199
|
-
raise ValueError("Invalid value for `date`, must not be `None`") # noqa: E501
|
200
|
-
|
201
|
-
self._date = date
|
202
|
-
|
203
|
-
@property
|
204
|
-
def dependency_type(self):
|
205
|
-
"""Gets the dependency_type of this FxVolDependencyAllOf. # noqa: E501
|
206
|
-
|
207
|
-
The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency # noqa: E501
|
208
|
-
|
209
|
-
:return: The dependency_type of this FxVolDependencyAllOf. # noqa: E501
|
210
|
-
:rtype: str
|
211
|
-
"""
|
212
|
-
return self._dependency_type
|
213
|
-
|
214
|
-
@dependency_type.setter
|
215
|
-
def dependency_type(self, dependency_type):
|
216
|
-
"""Sets the dependency_type of this FxVolDependencyAllOf.
|
217
|
-
|
218
|
-
The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency # noqa: E501
|
219
|
-
|
220
|
-
:param dependency_type: The dependency_type of this FxVolDependencyAllOf. # noqa: E501
|
221
|
-
:type dependency_type: str
|
222
|
-
"""
|
223
|
-
if self.local_vars_configuration.client_side_validation and dependency_type is None: # noqa: E501
|
224
|
-
raise ValueError("Invalid value for `dependency_type`, must not be `None`") # noqa: E501
|
225
|
-
allowed_values = ["OpaqueDependency", "CashDependency", "DiscountingDependency", "EquityCurveDependency", "EquityVolDependency", "FxDependency", "FxForwardsDependency", "FxVolDependency", "IndexProjectionDependency", "IrVolDependency", "QuoteDependency", "Vendor", "CalendarDependency", "InflationFixingDependency"] # noqa: E501
|
226
|
-
if self.local_vars_configuration.client_side_validation and dependency_type not in allowed_values: # noqa: E501
|
227
|
-
raise ValueError(
|
228
|
-
"Invalid value for `dependency_type` ({0}), must be one of {1}" # noqa: E501
|
229
|
-
.format(dependency_type, allowed_values)
|
230
|
-
)
|
231
|
-
|
232
|
-
self._dependency_type = dependency_type
|
233
|
-
|
234
|
-
def to_dict(self, serialize=False):
|
235
|
-
"""Returns the model properties as a dict"""
|
236
|
-
result = {}
|
237
|
-
|
238
|
-
def convert(x):
|
239
|
-
if hasattr(x, "to_dict"):
|
240
|
-
args = getfullargspec(x.to_dict).args
|
241
|
-
if len(args) == 1:
|
242
|
-
return x.to_dict()
|
243
|
-
else:
|
244
|
-
return x.to_dict(serialize)
|
245
|
-
else:
|
246
|
-
return x
|
247
|
-
|
248
|
-
for attr, _ in six.iteritems(self.openapi_types):
|
249
|
-
value = getattr(self, attr)
|
250
|
-
attr = self.attribute_map.get(attr, attr) if serialize else attr
|
251
|
-
if isinstance(value, list):
|
252
|
-
result[attr] = list(map(
|
253
|
-
lambda x: convert(x),
|
254
|
-
value
|
255
|
-
))
|
256
|
-
elif isinstance(value, dict):
|
257
|
-
result[attr] = dict(map(
|
258
|
-
lambda item: (item[0], convert(item[1])),
|
259
|
-
value.items()
|
260
|
-
))
|
261
|
-
else:
|
262
|
-
result[attr] = convert(value)
|
263
|
-
|
264
|
-
return result
|
265
|
-
|
266
|
-
def to_str(self):
|
267
|
-
"""Returns the string representation of the model"""
|
268
|
-
return pprint.pformat(self.to_dict())
|
269
|
-
|
270
|
-
def __repr__(self):
|
271
|
-
"""For `print` and `pprint`"""
|
272
|
-
return self.to_str()
|
273
|
-
|
274
|
-
def __eq__(self, other):
|
275
|
-
"""Returns true if both objects are equal"""
|
276
|
-
if not isinstance(other, FxVolDependencyAllOf):
|
277
|
-
return False
|
278
|
-
|
279
|
-
return self.to_dict() == other.to_dict()
|
280
|
-
|
281
|
-
def __ne__(self, other):
|
282
|
-
"""Returns true if both objects are not equal"""
|
283
|
-
if not isinstance(other, FxVolDependencyAllOf):
|
284
|
-
return True
|
285
|
-
|
286
|
-
return self.to_dict() != other.to_dict()
|