# IndexProjectionDependency

Represents either a dependency on projections of an index.  E.g. If the interest leg of a swap is a FloatingLeg, then it will declare an IndexProjectionDependency upon pricing.  This is to indicate that pricing the floating leg requires predictions of future fixings of the index.
## Properties

| Name | Type | Required | Description |
|------|------|----------|-------------|
| **currency** | **str** | Required | The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR |
| **tenor** | **str** | Required | The tenor of the corresponding IndexConvention. E.g. this would be \&quot;6M\&quot; for a convention named USD.6M.LIBOR |
| **index_name** | **str** | Required | The IndexName of the corresponding IndexConvention. E.g. this would be \&quot;LIBOR\&quot; for a convention named USD.6M.LIBOR |
| **var_date** | **datetime** | Required | The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date. |
| **dependency_type** | **str** | Required | Available values: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency. |


## Usage

### Creating from keyword arguments

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

instance = IndexProjectionDependency(
    currency="...",  # required — The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR
    tenor="...",  # required — The tenor of the corresponding IndexConvention. E.g. this would be \&quot;6M\&quot; for a convention named USD.6M.LIBOR
    index_name="...",  # required — The IndexName of the corresponding IndexConvention. E.g. this would be \&quot;LIBOR\&quot; for a convention named USD.6M.LIBOR
    var_date=datetime.now(),  # required — The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.
    dependency_type="..."  # required — Available values: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency.
)
```



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