lusid-sdk 1.1.118__py3-none-any.whl → 2.0.50b0__py3-none-any.whl

lusid/models/bond.py

@@ -5,577 +5,157 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.118
     Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
 """
 
 
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
+from __future__ import annotations
 import pprint
 import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
+import json
 
-class Bond(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
+from datetime import datetime
+from typing import Any, Dict, List, Optional, Union
+from pydantic import Field, StrictFloat, StrictInt, StrictStr, conlist, validator
+from lusid.models.ex_dividend_configuration import ExDividendConfiguration
+from lusid.models.flow_conventions import FlowConventions
+from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.rounding_convention import RoundingConvention
 
+class Bond(LusidInstrument):
     """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
+    LUSID representation of a Vanilla Fixed Rate Bond.  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'dom_ccy': 'str',
-        'flow_conventions': 'FlowConventions',
-        'principal': 'float',
-        'coupon_rate': 'float',
-        'identifiers': 'dict(str, str)',
-        'ex_dividend_days': 'int',
-        'initial_coupon_date': 'datetime',
-        'first_coupon_pay_date': 'datetime',
-        'calculation_type': 'str',
-        'rounding_conventions': 'list[RoundingConvention]',
-        'ex_dividend_configuration': 'ExDividendConfiguration',
-        'original_issue_price': 'float',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'dom_ccy': 'domCcy',
-        'flow_conventions': 'flowConventions',
-        'principal': 'principal',
-        'coupon_rate': 'couponRate',
-        'identifiers': 'identifiers',
-        'ex_dividend_days': 'exDividendDays',
-        'initial_coupon_date': 'initialCouponDate',
-        'first_coupon_pay_date': 'firstCouponPayDate',
-        'calculation_type': 'calculationType',
-        'rounding_conventions': 'roundingConventions',
-        'ex_dividend_configuration': 'exDividendConfiguration',
-        'original_issue_price': 'originalIssuePrice',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'dom_ccy': 'required',
-        'flow_conventions': 'required',
-        'principal': 'required',
-        'coupon_rate': 'required',
-        'identifiers': 'optional',
-        'ex_dividend_days': 'optional',
-        'initial_coupon_date': 'optional',
-        'first_coupon_pay_date': 'optional',
-        'calculation_type': 'optional',
-        'rounding_conventions': 'optional',
-        'ex_dividend_configuration': 'optional',
-        'original_issue_price': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, dom_ccy=None, flow_conventions=None, principal=None, coupon_rate=None, identifiers=None, ex_dividend_days=None, initial_coupon_date=None, first_coupon_pay_date=None, calculation_type=None, rounding_conventions=None, ex_dividend_configuration=None, original_issue_price=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """Bond - a model defined in OpenAPI"
-        
-        :param start_date:  The Start date of the bond, this is normally when accrual of the first coupon begins. (required)
-        :type start_date: datetime
-        :param maturity_date:  The Maturity date of the bond, this is when the last coupon accrual period ends.  Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day. (required)
-        :type maturity_date: datetime
-        :param dom_ccy:  The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions. (required)
-        :type dom_ccy: str
-        :param flow_conventions:  (required)
-        :type flow_conventions: lusid.FlowConventions
-        :param principal:  The face-value or principal for the bond at outset.  This might be reduced through its lifetime in the event of amortisation or similar. (required)
-        :type principal: float
-        :param coupon_rate:  Simple coupon rate. (required)
-        :type coupon_rate: float
-        :param identifiers:  External market codes and identifiers for the bond, e.g. ISIN.
-        :type identifiers: dict(str, str)
-        :param ex_dividend_days:  Optional. Number of calendar days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.
-        :type ex_dividend_days: int
-        :param initial_coupon_date:  Optional and to be DEPRECATED. If set, this is the date at which the bond begins to accrue interest. Instead, this information should be entered in the field StartDate.
-        :type initial_coupon_date: datetime
-        :param first_coupon_pay_date:  The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used  as an anchor to compare with the start date and determine if this is a long/short coupon period.
-        :type first_coupon_pay_date: datetime
-        :param calculation_type:  The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].
-        :type calculation_type: str
-        :param rounding_conventions:  Rounding conventions for analytics, if any.
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        :param ex_dividend_configuration: 
-        :type ex_dividend_configuration: lusid.ExDividendConfiguration
-        :param original_issue_price:  The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.
-        :type original_issue_price: float
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._start_date = None
-        self._maturity_date = None
-        self._dom_ccy = None
-        self._flow_conventions = None
-        self._principal = None
-        self._coupon_rate = None
-        self._identifiers = None
-        self._ex_dividend_days = None
-        self._initial_coupon_date = None
-        self._first_coupon_pay_date = None
-        self._calculation_type = None
-        self._rounding_conventions = None
-        self._ex_dividend_configuration = None
-        self._original_issue_price = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        self.dom_ccy = dom_ccy
-        self.flow_conventions = flow_conventions
-        self.principal = principal
-        self.coupon_rate = coupon_rate
-        self.identifiers = identifiers
-        self.ex_dividend_days = ex_dividend_days
-        self.initial_coupon_date = initial_coupon_date
-        self.first_coupon_pay_date = first_coupon_pay_date
-        self.calculation_type = calculation_type
-        self.rounding_conventions = rounding_conventions
-        if ex_dividend_configuration is not None:
-            self.ex_dividend_configuration = ex_dividend_configuration
-        self.original_issue_price = original_issue_price
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this Bond.  # noqa: E501
-
-        The Start date of the bond, this is normally when accrual of the first coupon begins.  # noqa: E501
-
-        :return: The start_date of this Bond.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this Bond.
-
-        The Start date of the bond, this is normally when accrual of the first coupon begins.  # noqa: E501
-
-        :param start_date: The start_date of this Bond.  # noqa: E501
-        :type start_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and start_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `start_date`, must not be `None`")  # noqa: E501
-
-        self._start_date = start_date
-
-    @property
-    def maturity_date(self):
-        """Gets the maturity_date of this Bond.  # noqa: E501
-
-        The Maturity date of the bond, this is when the last coupon accrual period ends.  Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day.  # noqa: E501
-
-        :return: The maturity_date of this Bond.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this Bond.
-
-        The Maturity date of the bond, this is when the last coupon accrual period ends.  Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day.  # noqa: E501
-
-        :param maturity_date: The maturity_date of this Bond.  # noqa: E501
-        :type maturity_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and maturity_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `maturity_date`, must not be `None`")  # noqa: E501
-
-        self._maturity_date = maturity_date
-
-    @property
-    def dom_ccy(self):
-        """Gets the dom_ccy of this Bond.  # noqa: E501
-
-        The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions.  # noqa: E501
-
-        :return: The dom_ccy of this Bond.  # noqa: E501
-        :rtype: str
-        """
-        return self._dom_ccy
-
-    @dom_ccy.setter
-    def dom_ccy(self, dom_ccy):
-        """Sets the dom_ccy of this Bond.
-
-        The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions.  # noqa: E501
-
-        :param dom_ccy: The dom_ccy of this Bond.  # noqa: E501
-        :type dom_ccy: str
-        """
-        if self.local_vars_configuration.client_side_validation and dom_ccy is None:  # noqa: E501
-            raise ValueError("Invalid value for `dom_ccy`, must not be `None`")  # noqa: E501
-
-        self._dom_ccy = dom_ccy
-
-    @property
-    def flow_conventions(self):
-        """Gets the flow_conventions of this Bond.  # noqa: E501
-
-
-        :return: The flow_conventions of this Bond.  # noqa: E501
-        :rtype: lusid.FlowConventions
-        """
-        return self._flow_conventions
-
-    @flow_conventions.setter
-    def flow_conventions(self, flow_conventions):
-        """Sets the flow_conventions of this Bond.
-
-
-        :param flow_conventions: The flow_conventions of this Bond.  # noqa: E501
-        :type flow_conventions: lusid.FlowConventions
-        """
-        if self.local_vars_configuration.client_side_validation and flow_conventions is None:  # noqa: E501
-            raise ValueError("Invalid value for `flow_conventions`, must not be `None`")  # noqa: E501
-
-        self._flow_conventions = flow_conventions
-
-    @property
-    def principal(self):
-        """Gets the principal of this Bond.  # noqa: E501
-
-        The face-value or principal for the bond at outset.  This might be reduced through its lifetime in the event of amortisation or similar.  # noqa: E501
-
-        :return: The principal of this Bond.  # noqa: E501
-        :rtype: float
-        """
-        return self._principal
-
-    @principal.setter
-    def principal(self, principal):
-        """Sets the principal of this Bond.
-
-        The face-value or principal for the bond at outset.  This might be reduced through its lifetime in the event of amortisation or similar.  # noqa: E501
-
-        :param principal: The principal of this Bond.  # noqa: E501
-        :type principal: float
-        """
-        if self.local_vars_configuration.client_side_validation and principal is None:  # noqa: E501
-            raise ValueError("Invalid value for `principal`, must not be `None`")  # noqa: E501
-
-        self._principal = principal
-
-    @property
-    def coupon_rate(self):
-        """Gets the coupon_rate of this Bond.  # noqa: E501
-
-        Simple coupon rate.  # noqa: E501
-
-        :return: The coupon_rate of this Bond.  # noqa: E501
-        :rtype: float
-        """
-        return self._coupon_rate
-
-    @coupon_rate.setter
-    def coupon_rate(self, coupon_rate):
-        """Sets the coupon_rate of this Bond.
-
-        Simple coupon rate.  # noqa: E501
-
-        :param coupon_rate: The coupon_rate of this Bond.  # noqa: E501
-        :type coupon_rate: float
-        """
-        if self.local_vars_configuration.client_side_validation and coupon_rate is None:  # noqa: E501
-            raise ValueError("Invalid value for `coupon_rate`, must not be `None`")  # noqa: E501
-
-        self._coupon_rate = coupon_rate
-
-    @property
-    def identifiers(self):
-        """Gets the identifiers of this Bond.  # noqa: E501
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :return: The identifiers of this Bond.  # noqa: E501
-        :rtype: dict(str, str)
-        """
-        return self._identifiers
-
-    @identifiers.setter
-    def identifiers(self, identifiers):
-        """Sets the identifiers of this Bond.
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :param identifiers: The identifiers of this Bond.  # noqa: E501
-        :type identifiers: dict(str, str)
-        """
-
-        self._identifiers = identifiers
-
-    @property
-    def ex_dividend_days(self):
-        """Gets the ex_dividend_days of this Bond.  # noqa: E501
-
-        Optional. Number of calendar days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.  # noqa: E501
-
-        :return: The ex_dividend_days of this Bond.  # noqa: E501
-        :rtype: int
-        """
-        return self._ex_dividend_days
-
-    @ex_dividend_days.setter
-    def ex_dividend_days(self, ex_dividend_days):
-        """Sets the ex_dividend_days of this Bond.
-
-        Optional. Number of calendar days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.  # noqa: E501
-
-        :param ex_dividend_days: The ex_dividend_days of this Bond.  # noqa: E501
-        :type ex_dividend_days: int
-        """
-
-        self._ex_dividend_days = ex_dividend_days
-
-    @property
-    def initial_coupon_date(self):
-        """Gets the initial_coupon_date of this Bond.  # noqa: E501
-
-        Optional and to be DEPRECATED. If set, this is the date at which the bond begins to accrue interest. Instead, this information should be entered in the field StartDate.  # noqa: E501
-
-        :return: The initial_coupon_date of this Bond.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._initial_coupon_date
-
-    @initial_coupon_date.setter
-    def initial_coupon_date(self, initial_coupon_date):
-        """Sets the initial_coupon_date of this Bond.
-
-        Optional and to be DEPRECATED. If set, this is the date at which the bond begins to accrue interest. Instead, this information should be entered in the field StartDate.  # noqa: E501
-
-        :param initial_coupon_date: The initial_coupon_date of this Bond.  # noqa: E501
-        :type initial_coupon_date: datetime
-        """
-
-        self._initial_coupon_date = initial_coupon_date
-
-    @property
-    def first_coupon_pay_date(self):
-        """Gets the first_coupon_pay_date of this Bond.  # noqa: E501
-
-        The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used  as an anchor to compare with the start date and determine if this is a long/short coupon period.  # noqa: E501
-
-        :return: The first_coupon_pay_date of this Bond.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._first_coupon_pay_date
-
-    @first_coupon_pay_date.setter
-    def first_coupon_pay_date(self, first_coupon_pay_date):
-        """Sets the first_coupon_pay_date of this Bond.
-
-        The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used  as an anchor to compare with the start date and determine if this is a long/short coupon period.  # noqa: E501
-
-        :param first_coupon_pay_date: The first_coupon_pay_date of this Bond.  # noqa: E501
-        :type first_coupon_pay_date: datetime
-        """
-
-        self._first_coupon_pay_date = first_coupon_pay_date
-
-    @property
-    def calculation_type(self):
-        """Gets the calculation_type of this Bond.  # noqa: E501
-
-        The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].  # noqa: E501
-
-        :return: The calculation_type of this Bond.  # noqa: E501
-        :rtype: str
-        """
-        return self._calculation_type
-
-    @calculation_type.setter
-    def calculation_type(self, calculation_type):
-        """Sets the calculation_type of this Bond.
-
-        The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].  # noqa: E501
-
-        :param calculation_type: The calculation_type of this Bond.  # noqa: E501
-        :type calculation_type: str
-        """
-
-        self._calculation_type = calculation_type
-
-    @property
-    def rounding_conventions(self):
-        """Gets the rounding_conventions of this Bond.  # noqa: E501
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :return: The rounding_conventions of this Bond.  # noqa: E501
-        :rtype: list[lusid.RoundingConvention]
-        """
-        return self._rounding_conventions
-
-    @rounding_conventions.setter
-    def rounding_conventions(self, rounding_conventions):
-        """Sets the rounding_conventions of this Bond.
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :param rounding_conventions: The rounding_conventions of this Bond.  # noqa: E501
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        """
-
-        self._rounding_conventions = rounding_conventions
-
-    @property
-    def ex_dividend_configuration(self):
-        """Gets the ex_dividend_configuration of this Bond.  # noqa: E501
-
-
-        :return: The ex_dividend_configuration of this Bond.  # noqa: E501
-        :rtype: lusid.ExDividendConfiguration
-        """
-        return self._ex_dividend_configuration
-
-    @ex_dividend_configuration.setter
-    def ex_dividend_configuration(self, ex_dividend_configuration):
-        """Sets the ex_dividend_configuration of this Bond.
-
-
-        :param ex_dividend_configuration: The ex_dividend_configuration of this Bond.  # noqa: E501
-        :type ex_dividend_configuration: lusid.ExDividendConfiguration
-        """
-
-        self._ex_dividend_configuration = ex_dividend_configuration
-
-    @property
-    def original_issue_price(self):
-        """Gets the original_issue_price of this Bond.  # noqa: E501
-
-        The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.  # noqa: E501
-
-        :return: The original_issue_price of this Bond.  # noqa: E501
-        :rtype: float
-        """
-        return self._original_issue_price
-
-    @original_issue_price.setter
-    def original_issue_price(self, original_issue_price):
-        """Sets the original_issue_price of this Bond.
-
-        The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.  # noqa: E501
-
-        :param original_issue_price: The original_issue_price of this Bond.  # noqa: E501
-        :type original_issue_price: float
-        """
-
-        self._original_issue_price = original_issue_price
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this Bond.  # noqa: E501
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan  # noqa: E501
-
-        :return: The instrument_type of this Bond.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this Bond.
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan  # noqa: E501
-
-        :param instrument_type: The instrument_type of this Bond.  # noqa: E501
-        :type instrument_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["QuotedSecurity", "InterestRateSwap", "FxForward", "Future", "ExoticInstrument", "FxOption", "CreditDefaultSwap", "InterestRateSwaption", "Bond", "EquityOption", "FixedLeg", "FloatingLeg", "BespokeCashFlowsLeg", "Unknown", "TermDeposit", "ContractForDifference", "EquitySwap", "CashPerpetual", "CapFloor", "CashSettled", "CdsIndex", "Basket", "FundingLeg", "FxSwap", "ForwardRateAgreement", "SimpleInstrument", "Repo", "Equity", "ExchangeTradedOption", "ReferenceInstrument", "ComplexBond", "InflationLinkedBond", "InflationSwap", "SimpleCashFlowLoan", "TotalReturnSwap", "InflationLeg", "FundShareClass", "FlexibleLoan"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_type, allowed_values)
-            )
-
-        self._instrument_type = instrument_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, Bond):
-            return False
-
-        return self.to_dict() == other.to_dict()
-
-    def __ne__(self, other):
-        """Returns true if both objects are not equal"""
-        if not isinstance(other, Bond):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    start_date: datetime = Field(..., alias="startDate", description="The Start date of the bond, this is normally when accrual of the first coupon begins.")
+    maturity_date: datetime = Field(..., alias="maturityDate", description="The Maturity date of the bond, this is when the last coupon accrual period ends.  Note that while most bonds have their last payment on this date there are some cases where the final payment is the next working day.")
+    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions.")
+    flow_conventions: FlowConventions = Field(..., alias="flowConventions")
+    principal: Union[StrictFloat, StrictInt] = Field(..., description="The face-value or principal for the bond at outset.  This might be reduced through its lifetime in the event of amortisation or similar.")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="Simple coupon rate.")
+    identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="External market codes and identifiers for the bond, e.g. ISIN.")
+    ex_dividend_days: Optional[StrictInt] = Field(None, alias="exDividendDays", description="Optional. Number of calendar days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.")
+    initial_coupon_date: Optional[datetime] = Field(None, alias="initialCouponDate", description="Optional. If set, this is the date at which the bond begins to accrue interest, if not set then the bond begins to accrue on the StartDate.")
+    first_coupon_pay_date: Optional[datetime] = Field(None, alias="firstCouponPayDate", description="The date that the first coupon of the bond is paid. This is required for bonds that have a long first coupon or short first coupon. The first coupon pay date is used  as an anchor to compare with the start date and determine if this is a long/short coupon period.")
+    calculation_type: Optional[StrictStr] = Field(None, alias="calculationType", description="The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].")
+    rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
+    ex_dividend_configuration: Optional[ExDividendConfiguration] = Field(None, alias="exDividendConfiguration")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "flowConventions", "principal", "couponRate", "identifiers", "exDividendDays", "initialCouponDate", "firstCouponPayDate", "calculationType", "roundingConventions", "exDividendConfiguration"]
+
+    @validator('instrument_type')
+    def instrument_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> Bond:
+        """Create an instance of Bond from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of flow_conventions
+        if self.flow_conventions:
+            _dict['flowConventions'] = self.flow_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in rounding_conventions (list)
+        _items = []
+        if self.rounding_conventions:
+            for _item in self.rounding_conventions:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['roundingConventions'] = _items
+        # override the default output from pydantic by calling `to_dict()` of ex_dividend_configuration
+        if self.ex_dividend_configuration:
+            _dict['exDividendConfiguration'] = self.ex_dividend_configuration.to_dict()
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if identifiers (nullable) is None
+        # and __fields_set__ contains the field
+        if self.identifiers is None and "identifiers" in self.__fields_set__:
+            _dict['identifiers'] = None
+
+        # set to None if ex_dividend_days (nullable) is None
+        # and __fields_set__ contains the field
+        if self.ex_dividend_days is None and "ex_dividend_days" in self.__fields_set__:
+            _dict['exDividendDays'] = None
+
+        # set to None if initial_coupon_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.initial_coupon_date is None and "initial_coupon_date" in self.__fields_set__:
+            _dict['initialCouponDate'] = None
+
+        # set to None if first_coupon_pay_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.first_coupon_pay_date is None and "first_coupon_pay_date" in self.__fields_set__:
+            _dict['firstCouponPayDate'] = None
+
+        # set to None if calculation_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.calculation_type is None and "calculation_type" in self.__fields_set__:
+            _dict['calculationType'] = None
+
+        # set to None if rounding_conventions (nullable) is None
+        # and __fields_set__ contains the field
+        if self.rounding_conventions is None and "rounding_conventions" in self.__fields_set__:
+            _dict['roundingConventions'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> Bond:
+        """Create an instance of Bond from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return Bond.parse_obj(obj)
+
+        _obj = Bond.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "dom_ccy": obj.get("domCcy"),
+            "flow_conventions": FlowConventions.from_dict(obj.get("flowConventions")) if obj.get("flowConventions") is not None else None,
+            "principal": obj.get("principal"),
+            "coupon_rate": obj.get("couponRate"),
+            "identifiers": obj.get("identifiers"),
+            "ex_dividend_days": obj.get("exDividendDays"),
+            "initial_coupon_date": obj.get("initialCouponDate"),
+            "first_coupon_pay_date": obj.get("firstCouponPayDate"),
+            "calculation_type": obj.get("calculationType"),
+            "rounding_conventions": [RoundingConvention.from_dict(_item) for _item in obj.get("roundingConventions")] if obj.get("roundingConventions") is not None else None,
+            "ex_dividend_configuration": ExDividendConfiguration.from_dict(obj.get("exDividendConfiguration")) if obj.get("exDividendConfiguration") is not None else None
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj