lusid-sdk 1.1.131__py3-none-any.whl → 2.0.50b0__py3-none-any.whl

lusid/models/equity_swap.py

@@ -5,500 +5,120 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.131
     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 EquitySwap(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, StrictBool, StrictFloat, StrictInt, StrictStr, constr, validator
+from lusid.models.flow_conventions import FlowConventions
+from lusid.models.instrument_leg import InstrumentLeg
+from lusid.models.lusid_instrument import LusidInstrument
 
+class EquitySwap(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 an Equity Swap.  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'code': 'str',
-        'equity_flow_conventions': 'FlowConventions',
-        'funding_leg': 'InstrumentLeg',
-        'include_dividends': 'bool',
-        'initial_price': 'float',
-        'notional_reset': 'bool',
-        'quantity': 'float',
-        'underlying_identifier': 'str',
-        'equity_swap_dividend_payment_timing': 'str',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'code': 'code',
-        'equity_flow_conventions': 'equityFlowConventions',
-        'funding_leg': 'fundingLeg',
-        'include_dividends': 'includeDividends',
-        'initial_price': 'initialPrice',
-        'notional_reset': 'notionalReset',
-        'quantity': 'quantity',
-        'underlying_identifier': 'underlyingIdentifier',
-        'equity_swap_dividend_payment_timing': 'equitySwapDividendPaymentTiming',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'code': 'required',
-        'equity_flow_conventions': 'required',
-        'funding_leg': 'required',
-        'include_dividends': 'required',
-        'initial_price': 'required',
-        'notional_reset': 'required',
-        'quantity': 'required',
-        'underlying_identifier': 'required',
-        'equity_swap_dividend_payment_timing': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, code=None, equity_flow_conventions=None, funding_leg=None, include_dividends=None, initial_price=None, notional_reset=None, quantity=None, underlying_identifier=None, equity_swap_dividend_payment_timing=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """EquitySwap - a model defined in OpenAPI"
-        
-        :param start_date:  The start date of the EquitySwap. (required)
-        :type start_date: datetime
-        :param maturity_date:  The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required)
-        :type maturity_date: datetime
-        :param code:  The code of the underlying. (required)
-        :type code: str
-        :param equity_flow_conventions:  (required)
-        :type equity_flow_conventions: lusid.FlowConventions
-        :param funding_leg:  (required)
-        :type funding_leg: lusid.InstrumentLeg
-        :param include_dividends:  Dividend inclusion flag, if true dividends are included in the equity leg (total return). (required)
-        :type include_dividends: bool
-        :param initial_price:  The initial equity price of the Equity Swap. (required)
-        :type initial_price: float
-        :param notional_reset:  Notional reset flag, if true the notional of the funding leg is reset at the start of every  coupon to match the value of the equity leg (equity price at start of coupon times quantity). (required)
-        :type notional_reset: bool
-        :param quantity:  The quantity or number of shares in the Equity Swap. (required)
-        :type quantity: float
-        :param underlying_identifier:  External market codes and identifiers for the EquitySwap, 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 equity_swap_dividend_payment_timing:  Determines how the payment of dividends is handled for the equity swap.  Defaults to paying at the next Equity coupon date.                Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].
-        :type equity_swap_dividend_payment_timing: 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._maturity_date = None
-        self._code = None
-        self._equity_flow_conventions = None
-        self._funding_leg = None
-        self._include_dividends = None
-        self._initial_price = None
-        self._notional_reset = None
-        self._quantity = None
-        self._underlying_identifier = None
-        self._equity_swap_dividend_payment_timing = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        self.code = code
-        self.equity_flow_conventions = equity_flow_conventions
-        self.funding_leg = funding_leg
-        self.include_dividends = include_dividends
-        self.initial_price = initial_price
-        self.notional_reset = notional_reset
-        self.quantity = quantity
-        self.underlying_identifier = underlying_identifier
-        self.equity_swap_dividend_payment_timing = equity_swap_dividend_payment_timing
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this EquitySwap.  # noqa: E501
-
-        The start date of the EquitySwap.  # noqa: E501
-
-        :return: The start_date of this EquitySwap.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this EquitySwap.
-
-        The start date of the EquitySwap.  # noqa: E501
-
-        :param start_date: The start_date of this EquitySwap.  # 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 EquitySwap.  # noqa: E501
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :return: The maturity_date of this EquitySwap.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this EquitySwap.
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :param maturity_date: The maturity_date of this EquitySwap.  # 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 code(self):
-        """Gets the code of this EquitySwap.  # noqa: E501
-
-        The code of the underlying.  # noqa: E501
-
-        :return: The code of this EquitySwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._code
-
-    @code.setter
-    def code(self, code):
-        """Sets the code of this EquitySwap.
-
-        The code of the underlying.  # noqa: E501
-
-        :param code: The code of this EquitySwap.  # 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_flow_conventions(self):
-        """Gets the equity_flow_conventions of this EquitySwap.  # noqa: E501
-
-
-        :return: The equity_flow_conventions of this EquitySwap.  # noqa: E501
-        :rtype: lusid.FlowConventions
-        """
-        return self._equity_flow_conventions
-
-    @equity_flow_conventions.setter
-    def equity_flow_conventions(self, equity_flow_conventions):
-        """Sets the equity_flow_conventions of this EquitySwap.
-
-
-        :param equity_flow_conventions: The equity_flow_conventions of this EquitySwap.  # noqa: E501
-        :type equity_flow_conventions: lusid.FlowConventions
-        """
-        if self.local_vars_configuration.client_side_validation and equity_flow_conventions is None:  # noqa: E501
-            raise ValueError("Invalid value for `equity_flow_conventions`, must not be `None`")  # noqa: E501
-
-        self._equity_flow_conventions = equity_flow_conventions
-
-    @property
-    def funding_leg(self):
-        """Gets the funding_leg of this EquitySwap.  # noqa: E501
-
-
-        :return: The funding_leg of this EquitySwap.  # noqa: E501
-        :rtype: lusid.InstrumentLeg
-        """
-        return self._funding_leg
-
-    @funding_leg.setter
-    def funding_leg(self, funding_leg):
-        """Sets the funding_leg of this EquitySwap.
-
-
-        :param funding_leg: The funding_leg of this EquitySwap.  # noqa: E501
-        :type funding_leg: lusid.InstrumentLeg
-        """
-        if self.local_vars_configuration.client_side_validation and funding_leg is None:  # noqa: E501
-            raise ValueError("Invalid value for `funding_leg`, must not be `None`")  # noqa: E501
-
-        self._funding_leg = funding_leg
-
-    @property
-    def include_dividends(self):
-        """Gets the include_dividends of this EquitySwap.  # noqa: E501
-
-        Dividend inclusion flag, if true dividends are included in the equity leg (total return).  # noqa: E501
-
-        :return: The include_dividends of this EquitySwap.  # noqa: E501
-        :rtype: bool
-        """
-        return self._include_dividends
-
-    @include_dividends.setter
-    def include_dividends(self, include_dividends):
-        """Sets the include_dividends of this EquitySwap.
-
-        Dividend inclusion flag, if true dividends are included in the equity leg (total return).  # noqa: E501
-
-        :param include_dividends: The include_dividends of this EquitySwap.  # noqa: E501
-        :type include_dividends: bool
-        """
-        if self.local_vars_configuration.client_side_validation and include_dividends is None:  # noqa: E501
-            raise ValueError("Invalid value for `include_dividends`, must not be `None`")  # noqa: E501
-
-        self._include_dividends = include_dividends
-
-    @property
-    def initial_price(self):
-        """Gets the initial_price of this EquitySwap.  # noqa: E501
-
-        The initial equity price of the Equity Swap.  # noqa: E501
-
-        :return: The initial_price of this EquitySwap.  # noqa: E501
-        :rtype: float
-        """
-        return self._initial_price
-
-    @initial_price.setter
-    def initial_price(self, initial_price):
-        """Sets the initial_price of this EquitySwap.
-
-        The initial equity price of the Equity Swap.  # noqa: E501
-
-        :param initial_price: The initial_price of this EquitySwap.  # noqa: E501
-        :type initial_price: float
-        """
-        if self.local_vars_configuration.client_side_validation and initial_price is None:  # noqa: E501
-            raise ValueError("Invalid value for `initial_price`, must not be `None`")  # noqa: E501
-
-        self._initial_price = initial_price
-
-    @property
-    def notional_reset(self):
-        """Gets the notional_reset of this EquitySwap.  # noqa: E501
-
-        Notional reset flag, if true the notional of the funding leg is reset at the start of every  coupon to match the value of the equity leg (equity price at start of coupon times quantity).  # noqa: E501
-
-        :return: The notional_reset of this EquitySwap.  # noqa: E501
-        :rtype: bool
-        """
-        return self._notional_reset
-
-    @notional_reset.setter
-    def notional_reset(self, notional_reset):
-        """Sets the notional_reset of this EquitySwap.
-
-        Notional reset flag, if true the notional of the funding leg is reset at the start of every  coupon to match the value of the equity leg (equity price at start of coupon times quantity).  # noqa: E501
-
-        :param notional_reset: The notional_reset of this EquitySwap.  # noqa: E501
-        :type notional_reset: bool
-        """
-        if self.local_vars_configuration.client_side_validation and notional_reset is None:  # noqa: E501
-            raise ValueError("Invalid value for `notional_reset`, must not be `None`")  # noqa: E501
-
-        self._notional_reset = notional_reset
-
-    @property
-    def quantity(self):
-        """Gets the quantity of this EquitySwap.  # noqa: E501
-
-        The quantity or number of shares in the Equity Swap.  # noqa: E501
-
-        :return: The quantity of this EquitySwap.  # noqa: E501
-        :rtype: float
-        """
-        return self._quantity
-
-    @quantity.setter
-    def quantity(self, quantity):
-        """Sets the quantity of this EquitySwap.
-
-        The quantity or number of shares in the Equity Swap.  # noqa: E501
-
-        :param quantity: The quantity of this EquitySwap.  # noqa: E501
-        :type quantity: float
-        """
-        if self.local_vars_configuration.client_side_validation and quantity is None:  # noqa: E501
-            raise ValueError("Invalid value for `quantity`, must not be `None`")  # noqa: E501
-
-        self._quantity = quantity
-
-    @property
-    def underlying_identifier(self):
-        """Gets the underlying_identifier of this EquitySwap.  # noqa: E501
-
-        External market codes and identifiers for the EquitySwap, 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 EquitySwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._underlying_identifier
-
-    @underlying_identifier.setter
-    def underlying_identifier(self, underlying_identifier):
-        """Sets the underlying_identifier of this EquitySwap.
-
-        External market codes and identifiers for the EquitySwap, 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 EquitySwap.  # 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 equity_swap_dividend_payment_timing(self):
-        """Gets the equity_swap_dividend_payment_timing of this EquitySwap.  # noqa: E501
-
-        Determines how the payment of dividends is handled for the equity swap.  Defaults to paying at the next Equity coupon date.                Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].  # noqa: E501
-
-        :return: The equity_swap_dividend_payment_timing of this EquitySwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._equity_swap_dividend_payment_timing
-
-    @equity_swap_dividend_payment_timing.setter
-    def equity_swap_dividend_payment_timing(self, equity_swap_dividend_payment_timing):
-        """Sets the equity_swap_dividend_payment_timing of this EquitySwap.
-
-        Determines how the payment of dividends is handled for the equity swap.  Defaults to paying at the next Equity coupon date.                Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].  # noqa: E501
-
-        :param equity_swap_dividend_payment_timing: The equity_swap_dividend_payment_timing of this EquitySwap.  # noqa: E501
-        :type equity_swap_dividend_payment_timing: str
-        """
-
-        self._equity_swap_dividend_payment_timing = equity_swap_dividend_payment_timing
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this EquitySwap.  # 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 EquitySwap.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this EquitySwap.
-
-        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 EquitySwap.  # 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, EquitySwap):
-            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, EquitySwap):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the EquitySwap.")
+    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
+    code: constr(strict=True, min_length=1) = Field(..., description="The code of the underlying.")
+    equity_flow_conventions: FlowConventions = Field(..., alias="equityFlowConventions")
+    funding_leg: InstrumentLeg = Field(..., alias="fundingLeg")
+    include_dividends: StrictBool = Field(..., alias="includeDividends", description="Dividend inclusion flag, if true dividends are included in the equity leg (total return).")
+    initial_price: Union[StrictFloat, StrictInt] = Field(..., alias="initialPrice", description="The initial equity price of the Equity Swap.")
+    notional_reset: StrictBool = Field(..., alias="notionalReset", description="Notional reset flag, if true the notional of the funding leg is reset at the start of every  coupon to match the value of the equity leg (equity price at start of coupon times quantity).")
+    quantity: Union[StrictFloat, StrictInt] = Field(..., description="The quantity or number of shares in the Equity Swap.")
+    underlying_identifier: constr(strict=True, min_length=1) = Field(..., alias="underlyingIdentifier", description="External market codes and identifiers for the EquitySwap, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].")
+    equity_swap_dividend_payment_timing: Optional[StrictStr] = Field(None, alias="equitySwapDividendPaymentTiming", description="Determines how the payment of dividends is handled for the equity swap.  Defaults to paying at the next Equity coupon date.                Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].")
+    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", "code", "equityFlowConventions", "fundingLeg", "includeDividends", "initialPrice", "notionalReset", "quantity", "underlyingIdentifier", "equitySwapDividendPaymentTiming"]
+
+    @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) -> EquitySwap:
+        """Create an instance of EquitySwap 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 equity_flow_conventions
+        if self.equity_flow_conventions:
+            _dict['equityFlowConventions'] = self.equity_flow_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of funding_leg
+        if self.funding_leg:
+            _dict['fundingLeg'] = self.funding_leg.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_swap_dividend_payment_timing (nullable) is None
+        # and __fields_set__ contains the field
+        if self.equity_swap_dividend_payment_timing is None and "equity_swap_dividend_payment_timing" in self.__fields_set__:
+            _dict['equitySwapDividendPaymentTiming'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> EquitySwap:
+        """Create an instance of EquitySwap from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return EquitySwap.parse_obj(obj)
+
+        _obj = EquitySwap.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "code": obj.get("code"),
+            "equity_flow_conventions": FlowConventions.from_dict(obj.get("equityFlowConventions")) if obj.get("equityFlowConventions") is not None else None,
+            "funding_leg": InstrumentLeg.from_dict(obj.get("fundingLeg")) if obj.get("fundingLeg") is not None else None,
+            "include_dividends": obj.get("includeDividends"),
+            "initial_price": obj.get("initialPrice"),
+            "notional_reset": obj.get("notionalReset"),
+            "quantity": obj.get("quantity"),
+            "underlying_identifier": obj.get("underlyingIdentifier"),
+            "equity_swap_dividend_payment_timing": obj.get("equitySwapDividendPaymentTiming")
+        })
+        # 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