lusid-sdk 1.1.250__py3-none-any.whl → 2.0.455__py3-none-any.whl

lusid/models/fx_forward.py

@@ -5,494 +5,112 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.250
     Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
 """
 
 
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
+from __future__ import annotations
 import pprint
 import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
+import json
 
-class FxForward(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
+from datetime import datetime
+from typing import Any, Dict, Optional, Union
+from pydantic import Field, StrictBool, StrictFloat, StrictInt, StrictStr, validator
+from lusid.models.lusid_instrument import LusidInstrument
 
+class FxForward(LusidInstrument):
     """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
+    LUSID representation of an FX Forward.  Including FX Spot and Non-Deliverable Forwards.                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | DomesticLeg | Cash flows in the domestic currency of the forward. |  | 2 | ForeignLeg | Cash flows in the foreign currency of the forward (not present for non-deliverable forwards). |  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'dom_amount': 'float',
-        'dom_ccy': 'str',
-        'fgn_amount': 'float',
-        'fgn_ccy': 'str',
-        'ref_spot_rate': 'float',
-        'is_ndf': 'bool',
-        'fixing_date': 'datetime',
-        'settlement_ccy': 'str',
-        'booked_as_spot': 'bool',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'dom_amount': 'domAmount',
-        'dom_ccy': 'domCcy',
-        'fgn_amount': 'fgnAmount',
-        'fgn_ccy': 'fgnCcy',
-        'ref_spot_rate': 'refSpotRate',
-        'is_ndf': 'isNdf',
-        'fixing_date': 'fixingDate',
-        'settlement_ccy': 'settlementCcy',
-        'booked_as_spot': 'bookedAsSpot',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'dom_amount': 'required',
-        'dom_ccy': 'required',
-        'fgn_amount': 'required',
-        'fgn_ccy': 'required',
-        'ref_spot_rate': 'optional',
-        'is_ndf': 'optional',
-        'fixing_date': 'optional',
-        'settlement_ccy': 'optional',
-        'booked_as_spot': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, dom_amount=None, dom_ccy=None, fgn_amount=None, fgn_ccy=None, ref_spot_rate=None, is_ndf=None, fixing_date=None, settlement_ccy=None, booked_as_spot=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """FxForward - a model defined in OpenAPI"
-        
-        :param start_date:  The start date of the instrument. This is normally synonymous with the trade-date. (required)
-        :type start_date: datetime
-        :param maturity_date:  The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required)
-        :type maturity_date: datetime
-        :param dom_amount:  The amount that is to be paid in the domestic currency on the maturity date. (required)
-        :type dom_amount: float
-        :param dom_ccy:  The domestic currency of the instrument. (required)
-        :type dom_ccy: str
-        :param fgn_amount:  The amount that is to be paid in the foreign currency on the maturity date. (required)
-        :type fgn_amount: float
-        :param fgn_ccy:  The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency.  For the outright forward, currencies are exchanged. (required)
-        :type fgn_ccy: str
-        :param ref_spot_rate:  The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).
-        :type ref_spot_rate: float
-        :param is_ndf:  Is the contract an Fx-Forward of \"Non-Deliverable\" type, meaning a single payment in the domestic currency based on the change in fx-rate vs  a reference rate is used.
-        :type is_ndf: bool
-        :param fixing_date:  The fixing date.
-        :type fixing_date: datetime
-        :param settlement_ccy:  The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.
-        :type settlement_ccy: str
-        :param booked_as_spot:  Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.
-        :type booked_as_spot: bool
-        :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, UnsettledCash, Cash, MasteredInstrument, LoanFacility (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._start_date = None
-        self._maturity_date = None
-        self._dom_amount = None
-        self._dom_ccy = None
-        self._fgn_amount = None
-        self._fgn_ccy = None
-        self._ref_spot_rate = None
-        self._is_ndf = None
-        self._fixing_date = None
-        self._settlement_ccy = None
-        self._booked_as_spot = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        self.dom_amount = dom_amount
-        self.dom_ccy = dom_ccy
-        self.fgn_amount = fgn_amount
-        self.fgn_ccy = fgn_ccy
-        if ref_spot_rate is not None:
-            self.ref_spot_rate = ref_spot_rate
-        if is_ndf is not None:
-            self.is_ndf = is_ndf
-        if fixing_date is not None:
-            self.fixing_date = fixing_date
-        self.settlement_ccy = settlement_ccy
-        if booked_as_spot is not None:
-            self.booked_as_spot = booked_as_spot
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this FxForward.  # noqa: E501
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :return: The start_date of this FxForward.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this FxForward.
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :param start_date: The start_date of this FxForward.  # noqa: E501
-        :type start_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and start_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `start_date`, must not be `None`")  # noqa: E501
-
-        self._start_date = start_date
-
-    @property
-    def maturity_date(self):
-        """Gets the maturity_date of this FxForward.  # noqa: E501
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :return: The maturity_date of this FxForward.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this FxForward.
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :param maturity_date: The maturity_date of this FxForward.  # noqa: E501
-        :type maturity_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and maturity_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `maturity_date`, must not be `None`")  # noqa: E501
-
-        self._maturity_date = maturity_date
-
-    @property
-    def dom_amount(self):
-        """Gets the dom_amount of this FxForward.  # noqa: E501
-
-        The amount that is to be paid in the domestic currency on the maturity date.  # noqa: E501
-
-        :return: The dom_amount of this FxForward.  # noqa: E501
-        :rtype: float
-        """
-        return self._dom_amount
-
-    @dom_amount.setter
-    def dom_amount(self, dom_amount):
-        """Sets the dom_amount of this FxForward.
-
-        The amount that is to be paid in the domestic currency on the maturity date.  # noqa: E501
-
-        :param dom_amount: The dom_amount of this FxForward.  # noqa: E501
-        :type dom_amount: float
-        """
-        if self.local_vars_configuration.client_side_validation and dom_amount is None:  # noqa: E501
-            raise ValueError("Invalid value for `dom_amount`, must not be `None`")  # noqa: E501
-
-        self._dom_amount = dom_amount
-
-    @property
-    def dom_ccy(self):
-        """Gets the dom_ccy of this FxForward.  # noqa: E501
-
-        The domestic currency of the instrument.  # noqa: E501
-
-        :return: The dom_ccy of this FxForward.  # noqa: E501
-        :rtype: str
-        """
-        return self._dom_ccy
-
-    @dom_ccy.setter
-    def dom_ccy(self, dom_ccy):
-        """Sets the dom_ccy of this FxForward.
-
-        The domestic currency of the instrument.  # noqa: E501
-
-        :param dom_ccy: The dom_ccy of this FxForward.  # noqa: E501
-        :type dom_ccy: str
-        """
-        if self.local_vars_configuration.client_side_validation and dom_ccy is None:  # noqa: E501
-            raise ValueError("Invalid value for `dom_ccy`, must not be `None`")  # noqa: E501
-
-        self._dom_ccy = dom_ccy
-
-    @property
-    def fgn_amount(self):
-        """Gets the fgn_amount of this FxForward.  # noqa: E501
-
-        The amount that is to be paid in the foreign currency on the maturity date.  # noqa: E501
-
-        :return: The fgn_amount of this FxForward.  # noqa: E501
-        :rtype: float
-        """
-        return self._fgn_amount
-
-    @fgn_amount.setter
-    def fgn_amount(self, fgn_amount):
-        """Sets the fgn_amount of this FxForward.
-
-        The amount that is to be paid in the foreign currency on the maturity date.  # noqa: E501
-
-        :param fgn_amount: The fgn_amount of this FxForward.  # noqa: E501
-        :type fgn_amount: float
-        """
-        if self.local_vars_configuration.client_side_validation and fgn_amount is None:  # noqa: E501
-            raise ValueError("Invalid value for `fgn_amount`, must not be `None`")  # noqa: E501
-
-        self._fgn_amount = fgn_amount
-
-    @property
-    def fgn_ccy(self):
-        """Gets the fgn_ccy of this FxForward.  # noqa: E501
-
-        The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency.  For the outright forward, currencies are exchanged.  # noqa: E501
-
-        :return: The fgn_ccy of this FxForward.  # noqa: E501
-        :rtype: str
-        """
-        return self._fgn_ccy
-
-    @fgn_ccy.setter
-    def fgn_ccy(self, fgn_ccy):
-        """Sets the fgn_ccy of this FxForward.
-
-        The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency.  For the outright forward, currencies are exchanged.  # noqa: E501
-
-        :param fgn_ccy: The fgn_ccy of this FxForward.  # noqa: E501
-        :type fgn_ccy: str
-        """
-        if self.local_vars_configuration.client_side_validation and fgn_ccy is None:  # noqa: E501
-            raise ValueError("Invalid value for `fgn_ccy`, must not be `None`")  # noqa: E501
-
-        self._fgn_ccy = fgn_ccy
-
-    @property
-    def ref_spot_rate(self):
-        """Gets the ref_spot_rate of this FxForward.  # noqa: E501
-
-        The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).  # noqa: E501
-
-        :return: The ref_spot_rate of this FxForward.  # noqa: E501
-        :rtype: float
-        """
-        return self._ref_spot_rate
-
-    @ref_spot_rate.setter
-    def ref_spot_rate(self, ref_spot_rate):
-        """Sets the ref_spot_rate of this FxForward.
-
-        The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).  # noqa: E501
-
-        :param ref_spot_rate: The ref_spot_rate of this FxForward.  # noqa: E501
-        :type ref_spot_rate: float
-        """
-
-        self._ref_spot_rate = ref_spot_rate
-
-    @property
-    def is_ndf(self):
-        """Gets the is_ndf of this FxForward.  # noqa: E501
-
-        Is the contract an Fx-Forward of \"Non-Deliverable\" type, meaning a single payment in the domestic currency based on the change in fx-rate vs  a reference rate is used.  # noqa: E501
-
-        :return: The is_ndf of this FxForward.  # noqa: E501
-        :rtype: bool
-        """
-        return self._is_ndf
-
-    @is_ndf.setter
-    def is_ndf(self, is_ndf):
-        """Sets the is_ndf of this FxForward.
-
-        Is the contract an Fx-Forward of \"Non-Deliverable\" type, meaning a single payment in the domestic currency based on the change in fx-rate vs  a reference rate is used.  # noqa: E501
-
-        :param is_ndf: The is_ndf of this FxForward.  # noqa: E501
-        :type is_ndf: bool
-        """
-
-        self._is_ndf = is_ndf
-
-    @property
-    def fixing_date(self):
-        """Gets the fixing_date of this FxForward.  # noqa: E501
-
-        The fixing date.  # noqa: E501
-
-        :return: The fixing_date of this FxForward.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._fixing_date
-
-    @fixing_date.setter
-    def fixing_date(self, fixing_date):
-        """Sets the fixing_date of this FxForward.
-
-        The fixing date.  # noqa: E501
-
-        :param fixing_date: The fixing_date of this FxForward.  # noqa: E501
-        :type fixing_date: datetime
-        """
-
-        self._fixing_date = fixing_date
-
-    @property
-    def settlement_ccy(self):
-        """Gets the settlement_ccy of this FxForward.  # noqa: E501
-
-        The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.  # noqa: E501
-
-        :return: The settlement_ccy of this FxForward.  # noqa: E501
-        :rtype: str
-        """
-        return self._settlement_ccy
-
-    @settlement_ccy.setter
-    def settlement_ccy(self, settlement_ccy):
-        """Sets the settlement_ccy of this FxForward.
-
-        The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.  # noqa: E501
-
-        :param settlement_ccy: The settlement_ccy of this FxForward.  # noqa: E501
-        :type settlement_ccy: str
-        """
-
-        self._settlement_ccy = settlement_ccy
-
-    @property
-    def booked_as_spot(self):
-        """Gets the booked_as_spot of this FxForward.  # noqa: E501
-
-        Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.  # noqa: E501
-
-        :return: The booked_as_spot of this FxForward.  # noqa: E501
-        :rtype: bool
-        """
-        return self._booked_as_spot
-
-    @booked_as_spot.setter
-    def booked_as_spot(self, booked_as_spot):
-        """Sets the booked_as_spot of this FxForward.
-
-        Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.  # noqa: E501
-
-        :param booked_as_spot: The booked_as_spot of this FxForward.  # noqa: E501
-        :type booked_as_spot: bool
-        """
-
-        self._booked_as_spot = booked_as_spot
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this FxForward.  # noqa: E501
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility  # noqa: E501
-
-        :return: The instrument_type of this FxForward.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this FxForward.
-
-        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, UnsettledCash, Cash, MasteredInstrument, LoanFacility  # noqa: E501
-
-        :param instrument_type: The instrument_type of this FxForward.  # noqa: E501
-        :type instrument_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["QuotedSecurity", "InterestRateSwap", "FxForward", "Future", "ExoticInstrument", "FxOption", "CreditDefaultSwap", "InterestRateSwaption", "Bond", "EquityOption", "FixedLeg", "FloatingLeg", "BespokeCashFlowsLeg", "Unknown", "TermDeposit", "ContractForDifference", "EquitySwap", "CashPerpetual", "CapFloor", "CashSettled", "CdsIndex", "Basket", "FundingLeg", "FxSwap", "ForwardRateAgreement", "SimpleInstrument", "Repo", "Equity", "ExchangeTradedOption", "ReferenceInstrument", "ComplexBond", "InflationLinkedBond", "InflationSwap", "SimpleCashFlowLoan", "TotalReturnSwap", "InflationLeg", "FundShareClass", "FlexibleLoan", "UnsettledCash", "Cash", "MasteredInstrument", "LoanFacility"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_type, allowed_values)
-            )
-
-        self._instrument_type = instrument_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, FxForward):
-            return False
-
-        return self.to_dict() == other.to_dict()
-
-    def __ne__(self, other):
-        """Returns true if both objects are not equal"""
-        if not isinstance(other, FxForward):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
+    dom_amount: Union[StrictFloat, StrictInt] = Field(..., alias="domAmount", description="The amount that is to be paid in the domestic currency on the maturity date.")
+    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
+    fgn_amount: Union[StrictFloat, StrictInt] = Field(..., alias="fgnAmount", description="The amount that is to be paid in the foreign currency on the maturity date.")
+    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency.  For the outright forward, currencies are exchanged. By domestic is then that of the portfolio.")
+    ref_spot_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="refSpotRate", description="The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).")
+    is_ndf: Optional[StrictBool] = Field(None, alias="isNdf", description="Is the contract an Fx-Forward of \"Non-Deliverable\" type, meaning a single payment in the domestic currency based on the change in fx-rate vs  a reference rate is used.")
+    fixing_date: Optional[datetime] = Field(None, alias="fixingDate", description="The fixing date.")
+    settlement_ccy: Optional[StrictStr] = Field(None, alias="settlementCcy", description="The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.")
+    booked_as_spot: Optional[StrictBool] = Field(None, alias="bookedAsSpot", description="Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "startDate", "maturityDate", "domAmount", "domCcy", "fgnAmount", "fgnCcy", "refSpotRate", "isNdf", "fixingDate", "settlementCcy", "bookedAsSpot"]
+
+    @validator('instrument_type')
+    def instrument_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> FxForward:
+        """Create an instance of FxForward from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if settlement_ccy (nullable) is None
+        # and __fields_set__ contains the field
+        if self.settlement_ccy is None and "settlement_ccy" in self.__fields_set__:
+            _dict['settlementCcy'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> FxForward:
+        """Create an instance of FxForward from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FxForward.parse_obj(obj)
+
+        _obj = FxForward.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "dom_amount": obj.get("domAmount"),
+            "dom_ccy": obj.get("domCcy"),
+            "fgn_amount": obj.get("fgnAmount"),
+            "fgn_ccy": obj.get("fgnCcy"),
+            "ref_spot_rate": obj.get("refSpotRate"),
+            "is_ndf": obj.get("isNdf"),
+            "fixing_date": obj.get("fixingDate"),
+            "settlement_ccy": obj.get("settlementCcy"),
+            "booked_as_spot": obj.get("bookedAsSpot")
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj