# FxForwardCurveByQuoteReference

Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on)
## Properties

| Name | Type | Required | Description |
|------|------|----------|-------------|
| **dom_ccy** | **str** | Required | Domestic currency of the fx forward |
| **fgn_ccy** | **str** | Required | Foreign currency of the fx forward |
| **tenors** | **List[str]** | Required | 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) |
| **quote_references** | **List[Dict[str, str]]** | Required | For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates.  Accepts an array of Dictionary&lt;string, string&gt;. The keys of each dictionary must be chosen from the following enumeration:  [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  For example:    \&quot;quoteReferences\&quot;: [{\&quot;ClientInternal\&quot;: \&quot;SomeIdentifierForFirstTenor\&quot;},{\&quot;ClientInternal\&quot;: \&quot;SomeIdentifierForSecondTenor\&quot;} |
| **lineage** | **str** | Optional | Description of the complex market data&#39;s lineage e.g. &#39;FundAccountant_GreenQuality&#39;. |
| **market_data_options** | [MarketDataOptions](MarketDataOptions.md) | Optional | *No description available.* |
| **calendars** | [List[FxTenorConvention]](FxTenorConvention.md) | Optional | The list of conventions that should be used when interpreting tenors as dates. |
| **spot_days_calculation_type** | **str** | Optional | Configures how to calculate the spot date from the build date using the Calendars provided. Available values: SingleCalendar, UnionCalendars. |
| **version** | [Version](Version.md) | Optional | *No description available.* |
| **market_data_type** | **str** | Required | Available values: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface. |


## Usage

### Creating from keyword arguments

```python
from finbourne.sdk.services.lusid.models.FxForwardCurveByQuoteReference import FxForwardCurveByQuoteReference

instance = FxForwardCurveByQuoteReference(
    dom_ccy="...",  # required — Domestic currency of the fx forward
    fgn_ccy="...",  # required — Foreign currency of the fx forward
    tenors=,  # required — 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)
    quote_references=,  # required — For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates.  Accepts an array of Dictionary&lt;string, string&gt;. The keys of each dictionary must be chosen from the following enumeration:  [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  For example:    \&quot;quoteReferences\&quot;: [{\&quot;ClientInternal\&quot;: \&quot;SomeIdentifierForFirstTenor\&quot;},{\&quot;ClientInternal\&quot;: \&quot;SomeIdentifierForSecondTenor\&quot;}
    lineage="...",  # optional — Description of the complex market data&#39;s lineage e.g. &#39;FundAccountant_GreenQuality&#39;.
    market_data_options=MarketDataOptions(...),  # optional
    calendars=[],  # optional — The list of conventions that should be used when interpreting tenors as dates.
    spot_days_calculation_type="...",  # optional — Configures how to calculate the spot date from the build date using the Calendars provided. Available values: SingleCalendar, UnionCalendars.
    version=Version(...),  # optional
    market_data_type="..."  # required — Available values: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface.
)
```

- [MarketDataOptions](MarketDataOptions.md)
- [FxTenorConvention](FxTenorConvention.md) — used in `calendars`
- [Version](Version.md)


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