src.cdm.observable.asset.fro.FloatingRateIndexDefinition.py Maven / Gradle / Ivy

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# pylint: disable=line-too-long, invalid-name, missing-function-docstring, missing-module-docstring, superfluous-parens
# pylint: disable=wrong-import-position, unused-import, unused-wildcard-import, wildcard-import, wrong-import-order, missing-class-docstring
from __future__ import annotations
from typing import List, Optional
from datetime import date
from datetime import time
from datetime import datetime
from decimal import Decimal
from pydantic import Field
from rosetta.runtime.utils import *

__all__ = ['FloatingRateIndexDefinition']


class FloatingRateIndexDefinition(BaseDataClass):
  fro: FloatingRateIndexIdentification = Field(..., description="The underlying FRO name and designated maturity.")
  """
  The underlying FRO name and designated maturity.
  """
  calculationDefaults: Optional[FloatingRateIndexCalculationDefaults] = Field(None, description="Any calculation default values.")
  """
  Any calculation default values.
  """

from cdm.observable.asset.fro.FloatingRateIndexIdentification import FloatingRateIndexIdentification
from cdm.observable.asset.fro.FloatingRateIndexCalculationDefaults import FloatingRateIndexCalculationDefaults

FloatingRateIndexDefinition.update_forward_refs()