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

lusid/models/equity_option.py

@@ -5,567 +5,130 @@
 
     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 EquityOption(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, Optional, Union
+from pydantic import Field, StrictFloat, StrictInt, StrictStr, constr, validator
+from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.premium import Premium
 
+class EquityOption(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 plain vanilla OTC Equity Option.  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'option_maturity_date': 'datetime',
-        'option_settlement_date': 'datetime',
-        'delivery_type': 'str',
-        'option_type': 'str',
-        'strike': 'float',
-        'dom_ccy': 'str',
-        'underlying_identifier': 'str',
-        'code': 'str',
-        'equity_option_type': 'str',
-        'number_of_shares': 'float',
-        'premium': 'Premium',
-        'exercise_type': 'str',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'option_maturity_date': 'optionMaturityDate',
-        'option_settlement_date': 'optionSettlementDate',
-        'delivery_type': 'deliveryType',
-        'option_type': 'optionType',
-        'strike': 'strike',
-        'dom_ccy': 'domCcy',
-        'underlying_identifier': 'underlyingIdentifier',
-        'code': 'code',
-        'equity_option_type': 'equityOptionType',
-        'number_of_shares': 'numberOfShares',
-        'premium': 'premium',
-        'exercise_type': 'exerciseType',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'option_maturity_date': 'required',
-        'option_settlement_date': 'required',
-        'delivery_type': 'required',
-        'option_type': 'required',
-        'strike': 'required',
-        'dom_ccy': 'required',
-        'underlying_identifier': 'required',
-        'code': 'required',
-        'equity_option_type': 'optional',
-        'number_of_shares': 'optional',
-        'premium': 'optional',
-        'exercise_type': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, option_maturity_date=None, option_settlement_date=None, delivery_type=None, option_type=None, strike=None, dom_ccy=None, underlying_identifier=None, code=None, equity_option_type=None, number_of_shares=None, premium=None, exercise_type=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """EquityOption - a model defined in OpenAPI"
-        
-        :param start_date:  The start date of the instrument. This is normally synonymous with the trade-date. (required)
-        :type start_date: datetime
-        :param option_maturity_date:  The maturity date of the option. (required)
-        :type option_maturity_date: datetime
-        :param option_settlement_date:  The settlement date of the option. (required)
-        :type option_settlement_date: datetime
-        :param delivery_type:  Is the option cash settled or physical delivery of option    Supported string (enumeration) values are: [Cash, Physical]. (required)
-        :type delivery_type: str
-        :param option_type:  Type of optionality for the option    Supported string (enumeration) values are: [Call, Put]. (required)
-        :type option_type: str
-        :param strike:  The strike of the option. (required)
-        :type strike: float
-        :param dom_ccy:  The domestic currency of the instrument. (required)
-        :type dom_ccy: str
-        :param underlying_identifier:  The market identifier type of the underlying code, e.g RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. (required)
-        :type underlying_identifier: str
-        :param code:  The identifying code for the equity underlying, e.g. 'IBM.N'. (required)
-        :type code: str
-        :param equity_option_type:  Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.    Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].
-        :type equity_option_type: str
-        :param number_of_shares:  The amount of shares to exchange if the option is exercised.
-        :type number_of_shares: float
-        :param premium: 
-        :type premium: lusid.Premium
-        :param exercise_type:  Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].
-        :type exercise_type: str
-        :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._option_maturity_date = None
-        self._option_settlement_date = None
-        self._delivery_type = None
-        self._option_type = None
-        self._strike = None
-        self._dom_ccy = None
-        self._underlying_identifier = None
-        self._code = None
-        self._equity_option_type = None
-        self._number_of_shares = None
-        self._premium = None
-        self._exercise_type = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.option_maturity_date = option_maturity_date
-        self.option_settlement_date = option_settlement_date
-        self.delivery_type = delivery_type
-        self.option_type = option_type
-        self.strike = strike
-        self.dom_ccy = dom_ccy
-        self.underlying_identifier = underlying_identifier
-        self.code = code
-        self.equity_option_type = equity_option_type
-        self.number_of_shares = number_of_shares
-        if premium is not None:
-            self.premium = premium
-        self.exercise_type = exercise_type
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this EquityOption.  # noqa: E501
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :return: The start_date of this EquityOption.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this EquityOption.
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :param start_date: The start_date of this EquityOption.  # 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 option_maturity_date(self):
-        """Gets the option_maturity_date of this EquityOption.  # noqa: E501
-
-        The maturity date of the option.  # noqa: E501
-
-        :return: The option_maturity_date of this EquityOption.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._option_maturity_date
-
-    @option_maturity_date.setter
-    def option_maturity_date(self, option_maturity_date):
-        """Sets the option_maturity_date of this EquityOption.
-
-        The maturity date of the option.  # noqa: E501
-
-        :param option_maturity_date: The option_maturity_date of this EquityOption.  # noqa: E501
-        :type option_maturity_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and option_maturity_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `option_maturity_date`, must not be `None`")  # noqa: E501
-
-        self._option_maturity_date = option_maturity_date
-
-    @property
-    def option_settlement_date(self):
-        """Gets the option_settlement_date of this EquityOption.  # noqa: E501
-
-        The settlement date of the option.  # noqa: E501
-
-        :return: The option_settlement_date of this EquityOption.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._option_settlement_date
-
-    @option_settlement_date.setter
-    def option_settlement_date(self, option_settlement_date):
-        """Sets the option_settlement_date of this EquityOption.
-
-        The settlement date of the option.  # noqa: E501
-
-        :param option_settlement_date: The option_settlement_date of this EquityOption.  # noqa: E501
-        :type option_settlement_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and option_settlement_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `option_settlement_date`, must not be `None`")  # noqa: E501
-
-        self._option_settlement_date = option_settlement_date
-
-    @property
-    def delivery_type(self):
-        """Gets the delivery_type of this EquityOption.  # noqa: E501
-
-        Is the option cash settled or physical delivery of option    Supported string (enumeration) values are: [Cash, Physical].  # noqa: E501
-
-        :return: The delivery_type of this EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._delivery_type
-
-    @delivery_type.setter
-    def delivery_type(self, delivery_type):
-        """Sets the delivery_type of this EquityOption.
-
-        Is the option cash settled or physical delivery of option    Supported string (enumeration) values are: [Cash, Physical].  # noqa: E501
-
-        :param delivery_type: The delivery_type of this EquityOption.  # noqa: E501
-        :type delivery_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and delivery_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `delivery_type`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                delivery_type is not None and len(delivery_type) < 1):
-            raise ValueError("Invalid value for `delivery_type`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._delivery_type = delivery_type
-
-    @property
-    def option_type(self):
-        """Gets the option_type of this EquityOption.  # noqa: E501
-
-        Type of optionality for the option    Supported string (enumeration) values are: [Call, Put].  # noqa: E501
-
-        :return: The option_type of this EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._option_type
-
-    @option_type.setter
-    def option_type(self, option_type):
-        """Sets the option_type of this EquityOption.
-
-        Type of optionality for the option    Supported string (enumeration) values are: [Call, Put].  # noqa: E501
-
-        :param option_type: The option_type of this EquityOption.  # noqa: E501
-        :type option_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and option_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `option_type`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                option_type is not None and len(option_type) < 1):
-            raise ValueError("Invalid value for `option_type`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._option_type = option_type
-
-    @property
-    def strike(self):
-        """Gets the strike of this EquityOption.  # noqa: E501
-
-        The strike of the option.  # noqa: E501
-
-        :return: The strike of this EquityOption.  # noqa: E501
-        :rtype: float
-        """
-        return self._strike
-
-    @strike.setter
-    def strike(self, strike):
-        """Sets the strike of this EquityOption.
-
-        The strike of the option.  # noqa: E501
-
-        :param strike: The strike of this EquityOption.  # noqa: E501
-        :type strike: float
-        """
-        if self.local_vars_configuration.client_side_validation and strike is None:  # noqa: E501
-            raise ValueError("Invalid value for `strike`, must not be `None`")  # noqa: E501
-
-        self._strike = strike
-
-    @property
-    def dom_ccy(self):
-        """Gets the dom_ccy of this EquityOption.  # noqa: E501
-
-        The domestic currency of the instrument.  # noqa: E501
-
-        :return: The dom_ccy of this EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._dom_ccy
-
-    @dom_ccy.setter
-    def dom_ccy(self, dom_ccy):
-        """Sets the dom_ccy of this EquityOption.
-
-        The domestic currency of the instrument.  # noqa: E501
-
-        :param dom_ccy: The dom_ccy of this EquityOption.  # 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 underlying_identifier(self):
-        """Gets the underlying_identifier of this EquityOption.  # noqa: E501
-
-        The market identifier type of the underlying code, e.g RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  # noqa: E501
-
-        :return: The underlying_identifier of this EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._underlying_identifier
-
-    @underlying_identifier.setter
-    def underlying_identifier(self, underlying_identifier):
-        """Sets the underlying_identifier of this EquityOption.
-
-        The market identifier type of the underlying code, e.g RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  # noqa: E501
-
-        :param underlying_identifier: The underlying_identifier of this EquityOption.  # noqa: E501
-        :type underlying_identifier: str
-        """
-        if self.local_vars_configuration.client_side_validation and underlying_identifier is None:  # noqa: E501
-            raise ValueError("Invalid value for `underlying_identifier`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                underlying_identifier is not None and len(underlying_identifier) < 1):
-            raise ValueError("Invalid value for `underlying_identifier`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._underlying_identifier = underlying_identifier
-
-    @property
-    def code(self):
-        """Gets the code of this EquityOption.  # noqa: E501
-
-        The identifying code for the equity underlying, e.g. 'IBM.N'.  # noqa: E501
-
-        :return: The code of this EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._code
-
-    @code.setter
-    def code(self, code):
-        """Sets the code of this EquityOption.
-
-        The identifying code for the equity underlying, e.g. 'IBM.N'.  # noqa: E501
-
-        :param code: The code of this EquityOption.  # noqa: E501
-        :type code: str
-        """
-        if self.local_vars_configuration.client_side_validation and code is None:  # noqa: E501
-            raise ValueError("Invalid value for `code`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                code is not None and len(code) < 1):
-            raise ValueError("Invalid value for `code`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._code = code
-
-    @property
-    def equity_option_type(self):
-        """Gets the equity_option_type of this EquityOption.  # noqa: E501
-
-        Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.    Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].  # noqa: E501
-
-        :return: The equity_option_type of this EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._equity_option_type
-
-    @equity_option_type.setter
-    def equity_option_type(self, equity_option_type):
-        """Sets the equity_option_type of this EquityOption.
-
-        Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.    Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].  # noqa: E501
-
-        :param equity_option_type: The equity_option_type of this EquityOption.  # noqa: E501
-        :type equity_option_type: str
-        """
-
-        self._equity_option_type = equity_option_type
-
-    @property
-    def number_of_shares(self):
-        """Gets the number_of_shares of this EquityOption.  # noqa: E501
-
-        The amount of shares to exchange if the option is exercised.  # noqa: E501
-
-        :return: The number_of_shares of this EquityOption.  # noqa: E501
-        :rtype: float
-        """
-        return self._number_of_shares
-
-    @number_of_shares.setter
-    def number_of_shares(self, number_of_shares):
-        """Sets the number_of_shares of this EquityOption.
-
-        The amount of shares to exchange if the option is exercised.  # noqa: E501
-
-        :param number_of_shares: The number_of_shares of this EquityOption.  # noqa: E501
-        :type number_of_shares: float
-        """
-
-        self._number_of_shares = number_of_shares
-
-    @property
-    def premium(self):
-        """Gets the premium of this EquityOption.  # noqa: E501
-
-
-        :return: The premium of this EquityOption.  # noqa: E501
-        :rtype: lusid.Premium
-        """
-        return self._premium
-
-    @premium.setter
-    def premium(self, premium):
-        """Sets the premium of this EquityOption.
-
-
-        :param premium: The premium of this EquityOption.  # noqa: E501
-        :type premium: lusid.Premium
-        """
-
-        self._premium = premium
-
-    @property
-    def exercise_type(self):
-        """Gets the exercise_type of this EquityOption.  # noqa: E501
-
-        Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].  # noqa: E501
-
-        :return: The exercise_type of this EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._exercise_type
-
-    @exercise_type.setter
-    def exercise_type(self, exercise_type):
-        """Sets the exercise_type of this EquityOption.
-
-        Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].  # noqa: E501
-
-        :param exercise_type: The exercise_type of this EquityOption.  # noqa: E501
-        :type exercise_type: str
-        """
-
-        self._exercise_type = exercise_type
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this EquityOption.  # 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 EquityOption.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this EquityOption.
-
-        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 EquityOption.  # 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, EquityOption):
-            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, EquityOption):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    option_maturity_date: datetime = Field(..., alias="optionMaturityDate", description="The maturity date of the option.")
+    option_settlement_date: datetime = Field(..., alias="optionSettlementDate", description="The settlement date of the option.")
+    delivery_type: constr(strict=True, min_length=1) = Field(..., alias="deliveryType", description="Is the option cash settled or physical delivery of option    Supported string (enumeration) values are: [Cash, Physical].")
+    option_type: constr(strict=True, min_length=1) = Field(..., alias="optionType", description="Type of optionality for the option    Supported string (enumeration) values are: [Call, Put].")
+    strike: Union[StrictFloat, StrictInt] = Field(..., description="The strike of the option.")
+    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
+    underlying_identifier: constr(strict=True, min_length=1) = Field(..., alias="underlyingIdentifier", description="The market identifier type of the underlying code, e.g RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].")
+    code: constr(strict=True, min_length=1) = Field(..., description="The identifying code for the equity underlying, e.g. 'IBM.N'.")
+    equity_option_type: Optional[StrictStr] = Field(None, alias="equityOptionType", description="Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.    Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].")
+    number_of_shares: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="numberOfShares", description="The amount of shares to exchange if the option is exercised.")
+    premium: Optional[Premium] = None
+    exercise_type: Optional[StrictStr] = Field(None, alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].")
+    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", "optionMaturityDate", "optionSettlementDate", "deliveryType", "optionType", "strike", "domCcy", "underlyingIdentifier", "code", "equityOptionType", "numberOfShares", "premium", "exerciseType"]
+
+    @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) -> EquityOption:
+        """Create an instance of EquityOption 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 premium
+        if self.premium:
+            _dict['premium'] = self.premium.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 equity_option_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.equity_option_type is None and "equity_option_type" in self.__fields_set__:
+            _dict['equityOptionType'] = None
+
+        # set to None if number_of_shares (nullable) is None
+        # and __fields_set__ contains the field
+        if self.number_of_shares is None and "number_of_shares" in self.__fields_set__:
+            _dict['numberOfShares'] = None
+
+        # set to None if exercise_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.exercise_type is None and "exercise_type" in self.__fields_set__:
+            _dict['exerciseType'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> EquityOption:
+        """Create an instance of EquityOption from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return EquityOption.parse_obj(obj)
+
+        _obj = EquityOption.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "option_maturity_date": obj.get("optionMaturityDate"),
+            "option_settlement_date": obj.get("optionSettlementDate"),
+            "delivery_type": obj.get("deliveryType"),
+            "option_type": obj.get("optionType"),
+            "strike": obj.get("strike"),
+            "dom_ccy": obj.get("domCcy"),
+            "underlying_identifier": obj.get("underlyingIdentifier"),
+            "code": obj.get("code"),
+            "equity_option_type": obj.get("equityOptionType"),
+            "number_of_shares": obj.get("numberOfShares"),
+            "premium": Premium.from_dict(obj.get("premium")) if obj.get("premium") is not None else None,
+            "exercise_type": obj.get("exerciseType")
+        })
+        # 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