src.cdm.observable.asset.InterestRateCurve.py Maven / Gradle / Ivy

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# pylint: disable=line-too-long, invalid-name, missing-function-docstring
# pylint: disable=bad-indentation, trailing-whitespace, superfluous-parens
# pylint: disable=wrong-import-position, unused-import, unused-wildcard-import
# pylint: disable=wildcard-import, wrong-import-order, missing-class-docstring
# pylint: disable=missing-module-docstring
from __future__ import annotations
from typing import List, Optional
import datetime
import inspect
from decimal import Decimal
from pydantic import Field
from rosetta.runtime.utils import (
    BaseDataClass, rosetta_condition, rosetta_resolve_attr
)
from rosetta.runtime.utils import *

__all__ = ['InterestRateCurve']


class InterestRateCurve(BaseDataClass):
    floatingRateIndex: AttributeWithMeta[cdm.base.staticdata.asset.rates.FloatingRateIndexEnum.FloatingRateIndexEnum] | cdm.base.staticdata.asset.rates.FloatingRateIndexEnum.FloatingRateIndexEnum = Field(..., description="")
    tenor: cdm.base.datetime.Period.Period = Field(..., description="")

import cdm 
import cdm.base.staticdata.asset.rates.FloatingRateIndexEnum
import cdm.base.datetime.Period