Describe the bug
RiskMeasure.from_dict(IRFwdRate.as_dict()) == IRFwdRate
Returns False. Arguably this should return True.
What is the correct way to check for RiskMeasure equality?
For example:
RiskMeasure.from_dict(IRFwdRate.as_dict()).measure_type == IRFwdRate.measure_type
returns True, but this feels a little clunky.
I ask as I'd like to write code like:
if risk_measure in (IRFwdRate, IRSpotRate, etc, etc):
where risk_measure has been created by RiskMeasure.from_dict(some_measure.as_dict()).
To Reproduce
from gs_quant.risk import IRFwdRate
from gs_quant.target.risk import RiskMeasure
RiskMeasure.from_dict(IRFwdRate.as_dict()) == IRFwdRate
Returns False.
Expected behavior
RiskMeasure.from_dict(IRFwdRate.as_dict()) == IRFwdRate to return True.
OR please explain how I should compare RiskMeasure types