lusid-sdk 1.1.131__py3-none-any.whl → 2.1.683__py3-none-any.whl
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- lusid/__init__.py +1817 -135
- lusid/api/__init__.py +100 -2
- lusid/api/abor_api.py +2465 -0
- lusid/api/abor_configuration_api.py +945 -0
- lusid/api/address_key_definition_api.py +312 -284
- lusid/api/aggregation_api.py +486 -276
- lusid/api/allocations_api.py +452 -425
- lusid/api/amortisation_rule_sets_api.py +1101 -0
- lusid/api/application_metadata_api.py +282 -259
- lusid/api/blocks_api.py +428 -420
- lusid/api/calendars_api.py +1594 -1307
- lusid/api/chart_of_accounts_api.py +5931 -0
- lusid/api/complex_market_data_api.py +487 -325
- lusid/api/compliance_api.py +1796 -1181
- lusid/api/configuration_recipe_api.py +1528 -379
- lusid/api/conventions_api.py +1983 -0
- lusid/api/corporate_action_sources_api.py +1002 -925
- lusid/api/counterparties_api.py +770 -751
- lusid/api/custom_data_models_api.py +1043 -0
- lusid/api/custom_entities_api.py +1246 -1524
- lusid/api/custom_entity_definitions_api.py +408 -384
- lusid/api/custom_entity_types_api.py +414 -389
- lusid/api/cut_label_definitions_api.py +508 -476
- lusid/api/data_types_api.py +1072 -760
- lusid/api/derived_transaction_portfolios_api.py +215 -223
- lusid/api/entities_api.py +1214 -117
- lusid/api/executions_api.py +430 -422
- lusid/api/fee_types_api.py +1053 -0
- lusid/api/fund_configuration_api.py +1120 -0
- lusid/api/funds_api.py +4402 -0
- lusid/api/group_reconciliations_api.py +2497 -0
- lusid/api/instrument_event_types_api.py +1288 -0
- lusid/api/instrument_events_api.py +924 -0
- lusid/api/instruments_api.py +2651 -1785
- lusid/api/legacy_compliance_api.py +1450 -0
- lusid/api/legal_entities_api.py +2078 -2197
- lusid/api/order_graph_api.py +371 -377
- lusid/api/order_instructions_api.py +746 -0
- lusid/api/order_management_api.py +1613 -245
- lusid/api/orders_api.py +430 -422
- lusid/api/packages_api.py +746 -0
- lusid/api/participations_api.py +428 -420
- lusid/api/persons_api.py +2036 -2030
- lusid/api/placements_api.py +428 -420
- lusid/api/portfolio_groups_api.py +2943 -3099
- lusid/api/portfolios_api.py +3915 -3161
- lusid/api/property_definitions_api.py +1158 -1238
- lusid/api/queryable_keys_api.py +116 -100
- lusid/api/quotes_api.py +1320 -538
- lusid/api/reconciliations_api.py +1904 -778
- lusid/api/reference_lists_api.py +410 -409
- lusid/api/reference_portfolio_api.py +604 -450
- lusid/api/relation_definitions_api.py +539 -0
- lusid/api/relations_api.py +415 -0
- lusid/api/relationship_definitions_api.py +510 -519
- lusid/api/relationships_api.py +217 -234
- lusid/api/schemas_api.py +387 -342
- lusid/api/scopes_api.py +228 -188
- lusid/api/scripted_translation_api.py +807 -815
- lusid/api/search_api.py +429 -443
- lusid/api/sequences_api.py +397 -424
- lusid/api/simple_position_portfolios_api.py +213 -0
- lusid/api/staged_modifications_api.py +763 -0
- lusid/api/staging_rule_set_api.py +886 -0
- lusid/api/structured_result_data_api.py +1442 -294
- lusid/api/system_configuration_api.py +992 -155
- lusid/api/tax_rule_sets_api.py +901 -0
- lusid/api/timelines_api.py +1307 -0
- lusid/api/transaction_configuration_api.py +1111 -1148
- lusid/api/transaction_fees_api.py +936 -0
- lusid/api/transaction_portfolios_api.py +5819 -3540
- lusid/api/translation_api.py +365 -0
- lusid/api/workspace_api.py +3482 -0
- lusid/api_client.py +222 -140
- lusid/api_response.py +25 -0
- lusid/configuration.py +157 -86
- lusid/exceptions.py +17 -15
- lusid/extensions/__init__.py +20 -0
- lusid/extensions/api_client.py +774 -0
- lusid/extensions/api_client_factory.py +260 -0
- lusid/extensions/api_configuration.py +283 -0
- lusid/extensions/configuration_loaders.py +300 -0
- lusid/extensions/configuration_options.py +67 -0
- lusid/extensions/file_access_token.py +42 -0
- lusid/{utilities → extensions}/proxy_config.py +24 -6
- lusid/{utilities → extensions}/refreshing_token.py +82 -35
- lusid/extensions/rest.py +352 -0
- lusid/extensions/retry.py +429 -0
- lusid/extensions/socket_keep_alive.py +52 -0
- lusid/extensions/tcp_keep_alive_connector.py +113 -0
- lusid/models/__init__.py +1695 -128
- lusid/models/a2_b_breakdown.py +66 -180
- lusid/models/a2_b_category.py +63 -149
- lusid/models/a2_b_data_record.py +181 -535
- lusid/models/a2_b_movement_record.py +195 -630
- lusid/models/abor.py +165 -0
- lusid/models/abor_configuration.py +167 -0
- lusid/models/abor_configuration_properties.py +123 -0
- lusid/models/abor_configuration_request.py +153 -0
- lusid/models/abor_properties.py +123 -0
- lusid/models/abor_request.py +139 -0
- lusid/models/accept_estimate_valuation_point_response.py +108 -0
- lusid/models/access_controlled_action.py +90 -216
- lusid/models/access_controlled_resource.py +108 -278
- lusid/models/access_metadata_operation.py +87 -229
- lusid/models/access_metadata_value.py +61 -161
- lusid/models/account.py +139 -0
- lusid/models/account_properties.py +123 -0
- lusid/models/accounted_transaction.py +96 -0
- lusid/models/accounting_method.py +52 -0
- lusid/models/accounts_upsert_response.py +118 -0
- lusid/models/accumulation_event.py +90 -288
- lusid/models/action_id.py +58 -199
- lusid/models/add_business_days_to_date_request.py +66 -209
- lusid/models/add_business_days_to_date_response.py +55 -122
- lusid/models/additional_payment.py +61 -223
- lusid/models/address_definition.py +100 -279
- lusid/models/address_key_compliance_parameter.py +76 -161
- lusid/models/address_key_definition.py +77 -217
- lusid/models/address_key_filter.py +71 -185
- lusid/models/address_key_list.py +76 -165
- lusid/models/address_key_list_compliance_parameter.py +80 -159
- lusid/models/address_key_option_definition.py +74 -288
- lusid/models/adjust_global_commitment_event.py +101 -0
- lusid/models/adjust_holding.py +104 -211
- lusid/models/adjust_holding_for_date_request.py +112 -280
- lusid/models/adjust_holding_request.py +110 -245
- lusid/models/aggregate_spec.py +70 -191
- lusid/models/aggregated_return.py +109 -368
- lusid/models/aggregated_returns_dispersion_request.py +105 -286
- lusid/models/aggregated_returns_request.py +131 -398
- lusid/models/aggregated_returns_response.py +96 -179
- lusid/models/aggregated_transactions_request.py +139 -0
- lusid/models/aggregation_context.py +58 -120
- lusid/models/aggregation_measure_failure_detail.py +83 -233
- lusid/models/aggregation_op.py +50 -0
- lusid/models/aggregation_options.py +56 -182
- lusid/models/aggregation_query.py +110 -435
- lusid/models/aggregation_type.py +44 -0
- lusid/models/alias.py +79 -0
- lusid/models/allocation.py +210 -732
- lusid/models/allocation_request.py +178 -606
- lusid/models/allocation_service_run_response.py +110 -0
- lusid/models/allocation_set_request.py +67 -121
- lusid/models/amortisation_event.py +83 -261
- lusid/models/amortisation_rule.py +112 -0
- lusid/models/amortisation_rule_set.py +141 -0
- lusid/models/amount.py +77 -0
- lusid/models/annul_quotes_response.py +102 -212
- lusid/models/annul_single_structured_data_response.py +75 -181
- lusid/models/annul_structured_data_response.py +102 -212
- lusid/models/applicable_instrument_event.py +138 -0
- lusid/models/asset_class.py +44 -0
- lusid/models/asset_leg.py +60 -156
- lusid/models/barrier.py +65 -223
- lusid/models/basket.py +88 -224
- lusid/models/basket_identifier.py +60 -219
- lusid/models/batch_adjust_holdings_response.py +131 -211
- lusid/models/batch_update_user_review_for_comparison_result_request.py +89 -0
- lusid/models/batch_update_user_review_for_comparison_result_response.py +154 -0
- lusid/models/batch_upsert_dates_for_calendar_response.py +154 -0
- lusid/models/batch_upsert_instrument_properties_response.py +104 -218
- lusid/models/batch_upsert_portfolio_access_metadata_request.py +100 -0
- lusid/models/batch_upsert_portfolio_access_metadata_response.py +130 -0
- lusid/models/batch_upsert_portfolio_access_metadata_response_item.py +100 -0
- lusid/models/batch_upsert_portfolio_transactions_response.py +131 -211
- lusid/models/batch_upsert_property_definition_properties_response.py +100 -218
- lusid/models/block.py +136 -539
- lusid/models/block_and_order_id_request.py +63 -151
- lusid/models/block_and_orders.py +68 -151
- lusid/models/block_and_orders_create_request.py +62 -129
- lusid/models/block_and_orders_request.py +120 -400
- lusid/models/block_request.py +111 -443
- lusid/models/block_set_request.py +67 -121
- lusid/models/blocked_order_request.py +116 -390
- lusid/models/bond.py +162 -567
- lusid/models/bond_conversion_entry.py +83 -0
- lusid/models/bond_conversion_schedule.py +138 -0
- lusid/models/bond_coupon_event.py +88 -258
- lusid/models/bond_default_event.py +77 -162
- lusid/models/bond_principal_event.py +88 -258
- lusid/models/bonus_issue_event.py +174 -0
- lusid/models/book_transactions_request.py +105 -0
- lusid/models/book_transactions_response.py +115 -0
- lusid/models/bool_compliance_parameter.py +76 -159
- lusid/models/bool_list_compliance_parameter.py +80 -159
- lusid/models/branch_step.py +86 -196
- lusid/models/branch_step_request.py +106 -0
- lusid/models/break_code_source.py +81 -0
- lusid/models/bucketed_cash_flow_request.py +180 -0
- lusid/models/bucketed_cash_flow_response.py +137 -0
- lusid/models/bucketing_schedule.py +82 -0
- lusid/models/calculation_info.py +81 -0
- lusid/models/calendar.py +106 -304
- lusid/models/calendar_date.py +87 -402
- lusid/models/calendar_dependency.py +76 -161
- lusid/models/call_on_intermediate_securities_event.py +147 -0
- lusid/models/cancel_order_and_move_remaining_result.py +92 -0
- lusid/models/cancel_orders_and_move_remaining_request.py +91 -0
- lusid/models/cancel_orders_and_move_remaining_response.py +161 -0
- lusid/models/cancel_orders_response.py +161 -0
- lusid/models/cancel_placements_response.py +161 -0
- lusid/models/cancel_single_holding_adjustment_request.py +104 -0
- lusid/models/cancelled_order_result.py +81 -0
- lusid/models/cancelled_placement_result.py +91 -0
- lusid/models/cap_floor.py +113 -290
- lusid/models/capital_distribution_event.py +125 -0
- lusid/models/cash.py +101 -0
- lusid/models/cash_and_security_offer_election.py +98 -0
- lusid/models/cash_dependency.py +79 -194
- lusid/models/cash_dividend_event.py +103 -286
- lusid/models/cash_election.py +76 -311
- lusid/models/cash_flow_event.py +83 -194
- lusid/models/cash_flow_lineage.py +94 -271
- lusid/models/cash_flow_value.py +93 -284
- lusid/models/cash_flow_value_set.py +89 -159
- lusid/models/cash_ladder_record.py +61 -211
- lusid/models/cash_offer_election.py +85 -0
- lusid/models/cash_perpetual.py +81 -226
- lusid/models/cds_credit_event.py +113 -0
- lusid/models/cds_flow_conventions.py +116 -509
- lusid/models/cds_index.py +120 -379
- lusid/models/cds_protection_detail_specification.py +60 -225
- lusid/models/cdx_credit_event.py +122 -0
- lusid/models/change.py +113 -352
- lusid/models/change_history.py +93 -294
- lusid/models/change_history_action.py +39 -0
- lusid/models/change_interval.py +131 -0
- lusid/models/change_interval_with_order_management_detail.py +145 -0
- lusid/models/change_item.py +83 -247
- lusid/models/chart_of_accounts.py +143 -0
- lusid/models/chart_of_accounts_properties.py +123 -0
- lusid/models/chart_of_accounts_request.py +128 -0
- lusid/models/check_step.py +95 -228
- lusid/models/check_step_request.py +106 -0
- lusid/models/cleardown_module_details.py +103 -0
- lusid/models/cleardown_module_request.py +125 -0
- lusid/models/cleardown_module_response.py +147 -0
- lusid/models/cleardown_module_rule.py +102 -0
- lusid/models/cleardown_module_rules_updated_response.py +118 -0
- lusid/models/client.py +83 -0
- lusid/models/close_event.py +79 -192
- lusid/models/close_period_diary_entry_request.py +157 -0
- lusid/models/closed_period.py +136 -0
- lusid/models/comparison_attribute_value_pair.py +84 -0
- lusid/models/complete_portfolio.py +152 -490
- lusid/models/complete_relation.py +104 -0
- lusid/models/complete_relationship.py +91 -373
- lusid/models/complex_bond.py +145 -321
- lusid/models/complex_market_data.py +85 -146
- lusid/models/complex_market_data_id.py +77 -269
- lusid/models/compliance_breached_order_info.py +91 -0
- lusid/models/compliance_parameter.py +90 -150
- lusid/models/compliance_parameter_type.py +58 -0
- lusid/models/compliance_rule.py +145 -0
- lusid/models/compliance_rule_breakdown.py +87 -252
- lusid/models/compliance_rule_breakdown_request.py +87 -247
- lusid/models/compliance_rule_response.py +152 -406
- lusid/models/compliance_rule_result.py +99 -0
- lusid/models/compliance_rule_result_detail.py +94 -409
- lusid/models/compliance_rule_result_portfolio_detail.py +60 -154
- lusid/models/compliance_rule_result_v2.py +71 -245
- lusid/models/compliance_rule_template.py +161 -0
- lusid/models/compliance_rule_upsert_request.py +186 -0
- lusid/models/compliance_rule_upsert_response.py +90 -0
- lusid/models/compliance_run_configuration.py +81 -0
- lusid/models/compliance_run_info.py +89 -0
- lusid/models/compliance_run_info_v2.py +67 -248
- lusid/models/compliance_step.py +81 -140
- lusid/models/compliance_step_request.py +107 -0
- lusid/models/compliance_step_type.py +43 -0
- lusid/models/compliance_step_type_request.py +42 -0
- lusid/models/compliance_summary_rule_result.py +97 -337
- lusid/models/compliance_summary_rule_result_request.py +97 -343
- lusid/models/compliance_template.py +92 -248
- lusid/models/compliance_template_parameter.py +58 -196
- lusid/models/compliance_template_variation.py +104 -287
- lusid/models/compliance_template_variation_dto.py +120 -0
- lusid/models/compliance_template_variation_request.py +120 -0
- lusid/models/component_filter.py +93 -0
- lusid/models/component_transaction.py +107 -0
- lusid/models/composite_breakdown.py +73 -181
- lusid/models/composite_breakdown_request.py +100 -276
- lusid/models/composite_breakdown_response.py +91 -181
- lusid/models/composite_dispersion.py +119 -334
- lusid/models/composite_dispersion_response.py +96 -179
- lusid/models/compounding.py +79 -294
- lusid/models/configuration_recipe.py +117 -357
- lusid/models/constant_volatility_surface.py +88 -263
- lusid/models/constituents_adjustment_header.py +74 -180
- lusid/models/contract_details.py +109 -0
- lusid/models/contract_for_difference.py +95 -425
- lusid/models/contract_initialisation_event.py +107 -0
- lusid/models/contribution_to_non_passing_rule_detail.py +97 -0
- lusid/models/corporate_action.py +85 -308
- lusid/models/corporate_action_source.py +107 -299
- lusid/models/corporate_action_transition.py +72 -150
- lusid/models/corporate_action_transition_component.py +62 -257
- lusid/models/corporate_action_transition_component_request.py +58 -187
- lusid/models/corporate_action_transition_request.py +72 -148
- lusid/models/counterparty_agreement.py +76 -287
- lusid/models/counterparty_risk_information.py +81 -192
- lusid/models/counterparty_signatory.py +60 -156
- lusid/models/create_address_key_definition_request.py +56 -158
- lusid/models/create_amortisation_rule_set_request.py +110 -0
- lusid/models/create_calendar_request.py +97 -257
- lusid/models/create_closed_period_request.py +104 -0
- lusid/models/create_compliance_template_request.py +103 -0
- lusid/models/create_corporate_action_source_request.py +103 -286
- lusid/models/create_custom_entity_type_request.py +82 -237
- lusid/models/create_cut_label_definition_request.py +88 -251
- lusid/models/create_data_map_request.py +87 -0
- lusid/models/create_data_type_request.py +146 -457
- lusid/models/create_date_request.py +114 -363
- lusid/models/create_derived_property_definition_request.py +84 -326
- lusid/models/create_derived_transaction_portfolio_request.py +174 -530
- lusid/models/create_group_reconciliation_comparison_ruleset_request.py +105 -0
- lusid/models/create_group_reconciliation_definition_request.py +121 -0
- lusid/models/create_portfolio_details.py +58 -120
- lusid/models/create_portfolio_group_request.py +120 -309
- lusid/models/create_property_definition_request.py +108 -419
- lusid/models/create_recipe_request.py +98 -0
- lusid/models/create_reconciliation_request.py +148 -0
- lusid/models/create_reference_portfolio_request.py +105 -312
- lusid/models/create_relation_definition_request.py +103 -0
- lusid/models/create_relation_request.py +79 -0
- lusid/models/create_relationship_definition_request.py +115 -432
- lusid/models/create_relationship_request.py +90 -233
- lusid/models/create_sequence_request.py +108 -322
- lusid/models/create_simple_position_portfolio_request.py +196 -0
- lusid/models/create_staging_rule_set_request.py +94 -0
- lusid/models/create_tax_rule_set_request.py +111 -0
- lusid/models/create_timeline_request.py +110 -0
- lusid/models/create_trade_tickets_response.py +72 -151
- lusid/models/create_transaction_portfolio_request.py +167 -570
- lusid/models/create_unit_definition.py +86 -236
- lusid/models/credit_default_swap.py +125 -381
- lusid/models/credit_premium_cash_flow_event.py +110 -0
- lusid/models/credit_rating.py +70 -173
- lusid/models/credit_spread_curve_data.py +112 -415
- lusid/models/credit_support_annex.py +76 -427
- lusid/models/criterion_type.py +39 -0
- lusid/models/currency_and_amount.py +56 -148
- lusid/models/curve_options.py +118 -0
- lusid/models/custodian_account.py +96 -391
- lusid/models/custodian_account_properties.py +123 -0
- lusid/models/custodian_account_request.py +156 -0
- lusid/models/custodian_accounts_upsert_response.py +118 -0
- lusid/models/custom_data_model.py +97 -0
- lusid/models/custom_data_model_criteria.py +142 -0
- lusid/models/custom_data_model_identifier_type_specification.py +79 -0
- lusid/models/custom_data_model_identifier_type_specification_with_display_name.py +86 -0
- lusid/models/custom_data_model_property_specification.py +79 -0
- lusid/models/custom_data_model_property_specification_with_display_name.py +86 -0
- lusid/models/custom_entity_definition.py +103 -318
- lusid/models/custom_entity_definition_request.py +82 -237
- lusid/models/custom_entity_entity.py +154 -0
- lusid/models/custom_entity_field.py +76 -217
- lusid/models/custom_entity_field_definition.py +74 -291
- lusid/models/custom_entity_id.py +94 -275
- lusid/models/custom_entity_request.py +81 -223
- lusid/models/custom_entity_response.py +127 -377
- lusid/models/custom_entity_type.py +103 -318
- lusid/models/cut_label_definition.py +114 -319
- lusid/models/cut_local_time.py +58 -149
- lusid/models/data_definition.py +112 -0
- lusid/models/data_map_key.py +109 -0
- lusid/models/data_mapping.py +90 -0
- lusid/models/data_model_summary.py +120 -0
- lusid/models/data_scope.py +88 -0
- lusid/models/data_type.py +154 -472
- lusid/models/data_type_entity.py +139 -0
- lusid/models/data_type_summary.py +120 -393
- lusid/models/data_type_value_range.py +38 -0
- lusid/models/date_attributes.py +143 -366
- lusid/models/date_or_diary_entry.py +99 -0
- lusid/models/date_range.py +62 -150
- lusid/models/date_time_comparison_type.py +38 -0
- lusid/models/date_time_compliance_parameter.py +77 -160
- lusid/models/date_time_list_compliance_parameter.py +80 -159
- lusid/models/day_month.py +79 -0
- lusid/models/day_of_week.py +20 -102
- lusid/models/decimal_compliance_parameter.py +76 -159
- lusid/models/decimal_list.py +76 -165
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'lineage': 'lineage',
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'market_data_options': 'marketDataOptions',
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'calendars': 'calendars',
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'spot_days_calculation_type': 'spotDaysCalculationType',
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'market_data_type': 'marketDataType'
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}
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required_map = {
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'base_date': 'required',
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'dom_ccy': 'required',
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'fgn_ccy': 'required',
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'tenors': 'required',
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'pip_rates': 'required',
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'lineage': 'optional',
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'market_data_options': 'optional',
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'calendars': 'optional',
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'spot_days_calculation_type': 'optional',
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'market_data_type': 'required'
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}
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def __init__(self, base_date=None, dom_ccy=None, fgn_ccy=None, tenors=None, pip_rates=None, lineage=None, market_data_options=None, calendars=None, spot_days_calculation_type=None, market_data_type=None, local_vars_configuration=None): # noqa: E501
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"""FxForwardTenorPipsCurveDataAllOf - a model defined in OpenAPI"
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:param base_date: EffectiveAt date of the quoted pip rates (required)
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:type base_date: datetime
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:param dom_ccy: Domestic currency of the fx forward (required)
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:type dom_ccy: str
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:param fgn_ccy: Foreign currency of the fx forward (required)
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:type fgn_ccy: str
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:param tenors: Tenors for which the forward rates apply. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097) (required)
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:type tenors: list[str]
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:param pip_rates: Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips (required)
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:type pip_rates: list[float]
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:param lineage: Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.
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:type lineage: str
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:param market_data_options:
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:type market_data_options: lusid.MarketDataOptions
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:param calendars: The list of conventions that should be used when interpreting tenors as dates.
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:type calendars: list[lusid.FxTenorConvention]
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:param spot_days_calculation_type: Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]
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:type spot_days_calculation_type: str
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:param market_data_type: The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface (required)
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:type market_data_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._base_date = None
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self._dom_ccy = None
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self._fgn_ccy = None
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self._tenors = None
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self._pip_rates = None
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self._lineage = None
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self._market_data_options = None
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self._calendars = None
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self._spot_days_calculation_type = None
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self._market_data_type = None
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self.discriminator = None
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self.base_date = base_date
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self.dom_ccy = dom_ccy
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self.fgn_ccy = fgn_ccy
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self.tenors = tenors
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self.pip_rates = pip_rates
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self.lineage = lineage
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if market_data_options is not None:
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self.market_data_options = market_data_options
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self.calendars = calendars
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self.spot_days_calculation_type = spot_days_calculation_type
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self.market_data_type = market_data_type
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@property
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def base_date(self):
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"""Gets the base_date of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
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EffectiveAt date of the quoted pip rates # noqa: E501
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:return: The base_date of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
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:rtype: datetime
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"""
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return self._base_date
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@base_date.setter
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def base_date(self, base_date):
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"""Sets the base_date of this FxForwardTenorPipsCurveDataAllOf.
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-
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EffectiveAt date of the quoted pip rates # noqa: E501
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:param base_date: The base_date of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
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:type base_date: datetime
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"""
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if self.local_vars_configuration.client_side_validation and base_date is None: # noqa: E501
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raise ValueError("Invalid value for `base_date`, must not be `None`") # noqa: E501
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self._base_date = base_date
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@property
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def dom_ccy(self):
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"""Gets the dom_ccy of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
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161
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-
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Domestic currency of the fx forward # noqa: E501
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:return: The dom_ccy of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
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:rtype: str
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"""
|
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return self._dom_ccy
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@dom_ccy.setter
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def dom_ccy(self, dom_ccy):
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"""Sets the dom_ccy of this FxForwardTenorPipsCurveDataAllOf.
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-
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Domestic currency of the fx forward # noqa: E501
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:param dom_ccy: The dom_ccy of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
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:type dom_ccy: str
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"""
|
178
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if self.local_vars_configuration.client_side_validation and dom_ccy is None: # noqa: E501
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raise ValueError("Invalid value for `dom_ccy`, must not be `None`") # noqa: E501
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self._dom_ccy = dom_ccy
|
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-
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@property
|
184
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def fgn_ccy(self):
|
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"""Gets the fgn_ccy of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
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186
|
-
|
187
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Foreign currency of the fx forward # noqa: E501
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|
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:return: The fgn_ccy of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
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:rtype: str
|
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-
"""
|
192
|
-
return self._fgn_ccy
|
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|
-
|
194
|
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@fgn_ccy.setter
|
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|
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def fgn_ccy(self, fgn_ccy):
|
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"""Sets the fgn_ccy of this FxForwardTenorPipsCurveDataAllOf.
|
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|
-
|
198
|
-
Foreign currency of the fx forward # noqa: E501
|
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-
|
200
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:param fgn_ccy: The fgn_ccy of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
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|
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:type fgn_ccy: str
|
202
|
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"""
|
203
|
-
if self.local_vars_configuration.client_side_validation and fgn_ccy is None: # noqa: E501
|
204
|
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raise ValueError("Invalid value for `fgn_ccy`, must not be `None`") # noqa: E501
|
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|
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|
206
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self._fgn_ccy = fgn_ccy
|
207
|
-
|
208
|
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@property
|
209
|
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def tenors(self):
|
210
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"""Gets the tenors of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
211
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|
212
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Tenors for which the forward rates apply. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097) # noqa: E501
|
213
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-
|
214
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:return: The tenors of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
215
|
-
:rtype: list[str]
|
216
|
-
"""
|
217
|
-
return self._tenors
|
218
|
-
|
219
|
-
@tenors.setter
|
220
|
-
def tenors(self, tenors):
|
221
|
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"""Sets the tenors of this FxForwardTenorPipsCurveDataAllOf.
|
222
|
-
|
223
|
-
Tenors for which the forward rates apply. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097) # noqa: E501
|
224
|
-
|
225
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:param tenors: The tenors of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
226
|
-
:type tenors: list[str]
|
227
|
-
"""
|
228
|
-
if self.local_vars_configuration.client_side_validation and tenors is None: # noqa: E501
|
229
|
-
raise ValueError("Invalid value for `tenors`, must not be `None`") # noqa: E501
|
230
|
-
|
231
|
-
self._tenors = tenors
|
232
|
-
|
233
|
-
@property
|
234
|
-
def pip_rates(self):
|
235
|
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"""Gets the pip_rates of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
236
|
-
|
237
|
-
Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips # noqa: E501
|
238
|
-
|
239
|
-
:return: The pip_rates of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
240
|
-
:rtype: list[float]
|
241
|
-
"""
|
242
|
-
return self._pip_rates
|
243
|
-
|
244
|
-
@pip_rates.setter
|
245
|
-
def pip_rates(self, pip_rates):
|
246
|
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"""Sets the pip_rates of this FxForwardTenorPipsCurveDataAllOf.
|
247
|
-
|
248
|
-
Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips # noqa: E501
|
249
|
-
|
250
|
-
:param pip_rates: The pip_rates of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
251
|
-
:type pip_rates: list[float]
|
252
|
-
"""
|
253
|
-
if self.local_vars_configuration.client_side_validation and pip_rates is None: # noqa: E501
|
254
|
-
raise ValueError("Invalid value for `pip_rates`, must not be `None`") # noqa: E501
|
255
|
-
|
256
|
-
self._pip_rates = pip_rates
|
257
|
-
|
258
|
-
@property
|
259
|
-
def lineage(self):
|
260
|
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"""Gets the lineage of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
261
|
-
|
262
|
-
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. # noqa: E501
|
263
|
-
|
264
|
-
:return: The lineage of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
265
|
-
:rtype: str
|
266
|
-
"""
|
267
|
-
return self._lineage
|
268
|
-
|
269
|
-
@lineage.setter
|
270
|
-
def lineage(self, lineage):
|
271
|
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"""Sets the lineage of this FxForwardTenorPipsCurveDataAllOf.
|
272
|
-
|
273
|
-
Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'. # noqa: E501
|
274
|
-
|
275
|
-
:param lineage: The lineage of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
276
|
-
:type lineage: str
|
277
|
-
"""
|
278
|
-
if (self.local_vars_configuration.client_side_validation and
|
279
|
-
lineage is not None and len(lineage) > 1024):
|
280
|
-
raise ValueError("Invalid value for `lineage`, length must be less than or equal to `1024`") # noqa: E501
|
281
|
-
if (self.local_vars_configuration.client_side_validation and
|
282
|
-
lineage is not None and len(lineage) < 0):
|
283
|
-
raise ValueError("Invalid value for `lineage`, length must be greater than or equal to `0`") # noqa: E501
|
284
|
-
|
285
|
-
self._lineage = lineage
|
286
|
-
|
287
|
-
@property
|
288
|
-
def market_data_options(self):
|
289
|
-
"""Gets the market_data_options of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
290
|
-
|
291
|
-
|
292
|
-
:return: The market_data_options of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
293
|
-
:rtype: lusid.MarketDataOptions
|
294
|
-
"""
|
295
|
-
return self._market_data_options
|
296
|
-
|
297
|
-
@market_data_options.setter
|
298
|
-
def market_data_options(self, market_data_options):
|
299
|
-
"""Sets the market_data_options of this FxForwardTenorPipsCurveDataAllOf.
|
300
|
-
|
301
|
-
|
302
|
-
:param market_data_options: The market_data_options of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
303
|
-
:type market_data_options: lusid.MarketDataOptions
|
304
|
-
"""
|
305
|
-
|
306
|
-
self._market_data_options = market_data_options
|
307
|
-
|
308
|
-
@property
|
309
|
-
def calendars(self):
|
310
|
-
"""Gets the calendars of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
311
|
-
|
312
|
-
The list of conventions that should be used when interpreting tenors as dates. # noqa: E501
|
313
|
-
|
314
|
-
:return: The calendars of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
315
|
-
:rtype: list[lusid.FxTenorConvention]
|
316
|
-
"""
|
317
|
-
return self._calendars
|
318
|
-
|
319
|
-
@calendars.setter
|
320
|
-
def calendars(self, calendars):
|
321
|
-
"""Sets the calendars of this FxForwardTenorPipsCurveDataAllOf.
|
322
|
-
|
323
|
-
The list of conventions that should be used when interpreting tenors as dates. # noqa: E501
|
324
|
-
|
325
|
-
:param calendars: The calendars of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
326
|
-
:type calendars: list[lusid.FxTenorConvention]
|
327
|
-
"""
|
328
|
-
|
329
|
-
self._calendars = calendars
|
330
|
-
|
331
|
-
@property
|
332
|
-
def spot_days_calculation_type(self):
|
333
|
-
"""Gets the spot_days_calculation_type of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
334
|
-
|
335
|
-
Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ] # noqa: E501
|
336
|
-
|
337
|
-
:return: The spot_days_calculation_type of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
338
|
-
:rtype: str
|
339
|
-
"""
|
340
|
-
return self._spot_days_calculation_type
|
341
|
-
|
342
|
-
@spot_days_calculation_type.setter
|
343
|
-
def spot_days_calculation_type(self, spot_days_calculation_type):
|
344
|
-
"""Sets the spot_days_calculation_type of this FxForwardTenorPipsCurveDataAllOf.
|
345
|
-
|
346
|
-
Configures how to calculate the spot date from the build date using the Calendars provided. Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ] # noqa: E501
|
347
|
-
|
348
|
-
:param spot_days_calculation_type: The spot_days_calculation_type of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
349
|
-
:type spot_days_calculation_type: str
|
350
|
-
"""
|
351
|
-
|
352
|
-
self._spot_days_calculation_type = spot_days_calculation_type
|
353
|
-
|
354
|
-
@property
|
355
|
-
def market_data_type(self):
|
356
|
-
"""Gets the market_data_type of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
357
|
-
|
358
|
-
The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface # noqa: E501
|
359
|
-
|
360
|
-
:return: The market_data_type of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
361
|
-
:rtype: str
|
362
|
-
"""
|
363
|
-
return self._market_data_type
|
364
|
-
|
365
|
-
@market_data_type.setter
|
366
|
-
def market_data_type(self, market_data_type):
|
367
|
-
"""Sets the market_data_type of this FxForwardTenorPipsCurveDataAllOf.
|
368
|
-
|
369
|
-
The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface # noqa: E501
|
370
|
-
|
371
|
-
:param market_data_type: The market_data_type of this FxForwardTenorPipsCurveDataAllOf. # noqa: E501
|
372
|
-
:type market_data_type: str
|
373
|
-
"""
|
374
|
-
if self.local_vars_configuration.client_side_validation and market_data_type is None: # noqa: E501
|
375
|
-
raise ValueError("Invalid value for `market_data_type`, must not be `None`") # noqa: E501
|
376
|
-
allowed_values = ["DiscountFactorCurveData", "EquityVolSurfaceData", "FxVolSurfaceData", "IrVolCubeData", "OpaqueMarketData", "YieldCurveData", "FxForwardCurveData", "FxForwardPipsCurveData", "FxForwardTenorCurveData", "FxForwardTenorPipsCurveData", "FxForwardCurveByQuoteReference", "CreditSpreadCurveData", "EquityCurveByPricesData", "ConstantVolatilitySurface"] # noqa: E501
|
377
|
-
if self.local_vars_configuration.client_side_validation and market_data_type not in allowed_values: # noqa: E501
|
378
|
-
raise ValueError(
|
379
|
-
"Invalid value for `market_data_type` ({0}), must be one of {1}" # noqa: E501
|
380
|
-
.format(market_data_type, allowed_values)
|
381
|
-
)
|
382
|
-
|
383
|
-
self._market_data_type = market_data_type
|
384
|
-
|
385
|
-
def to_dict(self, serialize=False):
|
386
|
-
"""Returns the model properties as a dict"""
|
387
|
-
result = {}
|
388
|
-
|
389
|
-
def convert(x):
|
390
|
-
if hasattr(x, "to_dict"):
|
391
|
-
args = getfullargspec(x.to_dict).args
|
392
|
-
if len(args) == 1:
|
393
|
-
return x.to_dict()
|
394
|
-
else:
|
395
|
-
return x.to_dict(serialize)
|
396
|
-
else:
|
397
|
-
return x
|
398
|
-
|
399
|
-
for attr, _ in six.iteritems(self.openapi_types):
|
400
|
-
value = getattr(self, attr)
|
401
|
-
attr = self.attribute_map.get(attr, attr) if serialize else attr
|
402
|
-
if isinstance(value, list):
|
403
|
-
result[attr] = list(map(
|
404
|
-
lambda x: convert(x),
|
405
|
-
value
|
406
|
-
))
|
407
|
-
elif isinstance(value, dict):
|
408
|
-
result[attr] = dict(map(
|
409
|
-
lambda item: (item[0], convert(item[1])),
|
410
|
-
value.items()
|
411
|
-
))
|
412
|
-
else:
|
413
|
-
result[attr] = convert(value)
|
414
|
-
|
415
|
-
return result
|
416
|
-
|
417
|
-
def to_str(self):
|
418
|
-
"""Returns the string representation of the model"""
|
419
|
-
return pprint.pformat(self.to_dict())
|
420
|
-
|
421
|
-
def __repr__(self):
|
422
|
-
"""For `print` and `pprint`"""
|
423
|
-
return self.to_str()
|
424
|
-
|
425
|
-
def __eq__(self, other):
|
426
|
-
"""Returns true if both objects are equal"""
|
427
|
-
if not isinstance(other, FxForwardTenorPipsCurveDataAllOf):
|
428
|
-
return False
|
429
|
-
|
430
|
-
return self.to_dict() == other.to_dict()
|
431
|
-
|
432
|
-
def __ne__(self, other):
|
433
|
-
"""Returns true if both objects are not equal"""
|
434
|
-
if not isinstance(other, FxForwardTenorPipsCurveDataAllOf):
|
435
|
-
return True
|
436
|
-
|
437
|
-
return self.to_dict() != other.to_dict()
|