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

lusid/models/inflation_linked_bond.py

@@ -5,614 +5,166 @@
 
     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
 
+from datetime import datetime
+from typing import Any, Dict, List, Optional, Union
+from pydantic import Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, validator
+from lusid.models.flow_conventions import FlowConventions
+from lusid.models.inflation_index_conventions import InflationIndexConventions
+from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.rounding_convention import RoundingConvention
 
-class InflationLinkedBond(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
+class InflationLinkedBond(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'.
+    Inflation Linked Bond.  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'flow_conventions': 'FlowConventions',
-        'inflation_index_conventions': 'InflationIndexConventions',
-        'coupon_rate': 'float',
-        'identifiers': 'dict(str, str)',
-        'base_cpi': 'float',
-        'base_cpi_date': 'datetime',
-        'calculation_type': 'str',
-        'ex_dividend_days': 'int',
-        'index_precision': 'int',
-        'principal': 'float',
-        'principal_protection': 'bool',
-        'stub_type': 'str',
-        'rounding_conventions': 'list[RoundingConvention]',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'flow_conventions': 'flowConventions',
-        'inflation_index_conventions': 'inflationIndexConventions',
-        'coupon_rate': 'couponRate',
-        'identifiers': 'identifiers',
-        'base_cpi': 'baseCPI',
-        'base_cpi_date': 'baseCPIDate',
-        'calculation_type': 'calculationType',
-        'ex_dividend_days': 'exDividendDays',
-        'index_precision': 'indexPrecision',
-        'principal': 'principal',
-        'principal_protection': 'principalProtection',
-        'stub_type': 'stubType',
-        'rounding_conventions': 'roundingConventions',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'flow_conventions': 'required',
-        'inflation_index_conventions': 'required',
-        'coupon_rate': 'required',
-        'identifiers': 'optional',
-        'base_cpi': 'optional',
-        'base_cpi_date': 'optional',
-        'calculation_type': 'optional',
-        'ex_dividend_days': 'optional',
-        'index_precision': 'optional',
-        'principal': 'required',
-        'principal_protection': 'optional',
-        'stub_type': 'optional',
-        'rounding_conventions': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, flow_conventions=None, inflation_index_conventions=None, coupon_rate=None, identifiers=None, base_cpi=None, base_cpi_date=None, calculation_type=None, ex_dividend_days=None, index_precision=None, principal=None, principal_protection=None, stub_type=None, rounding_conventions=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """InflationLinkedBond - a model defined in OpenAPI"
-        
-        :param start_date:  The start date of the bond. (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 flow_conventions:  (required)
-        :type flow_conventions: lusid.FlowConventions
-        :param inflation_index_conventions:  (required)
-        :type inflation_index_conventions: lusid.InflationIndexConventions
-        :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 base_cpi:  BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate,  if that too is not present the StartDate will be used.                If provided then this value will always set the BaseCPI on this bond.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the BaseCPIDate.
-        :type base_cpi: float
-        :param base_cpi_date:  BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for.                Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will  be applied to this date when calculating the CPI.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the actual BaseCPI.
-        :type base_cpi_date: datetime
-        :param calculation_type:  The calculation type applied to the bond coupon and principal amount.  The default CalculationType is `Standard`.    Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil, StandardAccruedOnly, RatioAccruedOnly, StandardWithCappedAccruedInterest].
-        :type calculation_type: str
-        :param ex_dividend_days:  Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.
-        :type ex_dividend_days: int
-        :param index_precision:  Number of decimal places used to round IndexRatio. This defaults to 5 if not set.
-        :type index_precision: int
-        :param principal:  The face-value or principal for the bond at outset. (required)
-        :type principal: float
-        :param principal_protection:  If true then the principal is protected in that the redemption amount will be at least the face value (Principal).  This is typically set to true for inflation linked bonds issued by the United States and France (for example).  This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005).  For other sovereigns this can vary from issue to issue.  If not set this property defaults to true.  This is sometimes referred to as Deflation protection or an inflation floor of 0%.
-        :type principal_protection: bool
-        :param stub_type:  StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases  with a long front stub LongFront should be selected.  StubType Both is not supported for InflationLinkedBonds.    Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].
-        :type stub_type: str
-        :param rounding_conventions:  Rounding conventions for analytics, if any.
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        :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._flow_conventions = None
-        self._inflation_index_conventions = None
-        self._coupon_rate = None
-        self._identifiers = None
-        self._base_cpi = None
-        self._base_cpi_date = None
-        self._calculation_type = None
-        self._ex_dividend_days = None
-        self._index_precision = None
-        self._principal = None
-        self._principal_protection = None
-        self._stub_type = None
-        self._rounding_conventions = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        self.flow_conventions = flow_conventions
-        self.inflation_index_conventions = inflation_index_conventions
-        self.coupon_rate = coupon_rate
-        self.identifiers = identifiers
-        self.base_cpi = base_cpi
-        self.base_cpi_date = base_cpi_date
-        self.calculation_type = calculation_type
-        self.ex_dividend_days = ex_dividend_days
-        if index_precision is not None:
-            self.index_precision = index_precision
-        self.principal = principal
-        if principal_protection is not None:
-            self.principal_protection = principal_protection
-        self.stub_type = stub_type
-        self.rounding_conventions = rounding_conventions
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this InflationLinkedBond.  # noqa: E501
-
-        The start date of the bond.  # noqa: E501
-
-        :return: The start_date of this InflationLinkedBond.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this InflationLinkedBond.
-
-        The start date of the bond.  # noqa: E501
-
-        :param start_date: The start_date of this InflationLinkedBond.  # 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 InflationLinkedBond.  # 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 InflationLinkedBond.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this InflationLinkedBond.
-
-        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 InflationLinkedBond.  # 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 flow_conventions(self):
-        """Gets the flow_conventions of this InflationLinkedBond.  # noqa: E501
-
-
-        :return: The flow_conventions of this InflationLinkedBond.  # noqa: E501
-        :rtype: lusid.FlowConventions
-        """
-        return self._flow_conventions
-
-    @flow_conventions.setter
-    def flow_conventions(self, flow_conventions):
-        """Sets the flow_conventions of this InflationLinkedBond.
-
-
-        :param flow_conventions: The flow_conventions of this InflationLinkedBond.  # 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 inflation_index_conventions(self):
-        """Gets the inflation_index_conventions of this InflationLinkedBond.  # noqa: E501
-
-
-        :return: The inflation_index_conventions of this InflationLinkedBond.  # noqa: E501
-        :rtype: lusid.InflationIndexConventions
-        """
-        return self._inflation_index_conventions
-
-    @inflation_index_conventions.setter
-    def inflation_index_conventions(self, inflation_index_conventions):
-        """Sets the inflation_index_conventions of this InflationLinkedBond.
-
-
-        :param inflation_index_conventions: The inflation_index_conventions of this InflationLinkedBond.  # noqa: E501
-        :type inflation_index_conventions: lusid.InflationIndexConventions
-        """
-        if self.local_vars_configuration.client_side_validation and inflation_index_conventions is None:  # noqa: E501
-            raise ValueError("Invalid value for `inflation_index_conventions`, must not be `None`")  # noqa: E501
-
-        self._inflation_index_conventions = inflation_index_conventions
-
-    @property
-    def coupon_rate(self):
-        """Gets the coupon_rate of this InflationLinkedBond.  # noqa: E501
-
-        Simple coupon rate.  # noqa: E501
-
-        :return: The coupon_rate of this InflationLinkedBond.  # noqa: E501
-        :rtype: float
-        """
-        return self._coupon_rate
-
-    @coupon_rate.setter
-    def coupon_rate(self, coupon_rate):
-        """Sets the coupon_rate of this InflationLinkedBond.
-
-        Simple coupon rate.  # noqa: E501
-
-        :param coupon_rate: The coupon_rate of this InflationLinkedBond.  # 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 InflationLinkedBond.  # noqa: E501
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :return: The identifiers of this InflationLinkedBond.  # noqa: E501
-        :rtype: dict(str, str)
-        """
-        return self._identifiers
-
-    @identifiers.setter
-    def identifiers(self, identifiers):
-        """Sets the identifiers of this InflationLinkedBond.
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :param identifiers: The identifiers of this InflationLinkedBond.  # noqa: E501
-        :type identifiers: dict(str, str)
-        """
-
-        self._identifiers = identifiers
-
-    @property
-    def base_cpi(self):
-        """Gets the base_cpi of this InflationLinkedBond.  # noqa: E501
-
-        BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate,  if that too is not present the StartDate will be used.                If provided then this value will always set the BaseCPI on this bond.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the BaseCPIDate.  # noqa: E501
-
-        :return: The base_cpi of this InflationLinkedBond.  # noqa: E501
-        :rtype: float
-        """
-        return self._base_cpi
-
-    @base_cpi.setter
-    def base_cpi(self, base_cpi):
-        """Sets the base_cpi of this InflationLinkedBond.
-
-        BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate,  if that too is not present the StartDate will be used.                If provided then this value will always set the BaseCPI on this bond.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the BaseCPIDate.  # noqa: E501
-
-        :param base_cpi: The base_cpi of this InflationLinkedBond.  # noqa: E501
-        :type base_cpi: float
-        """
-
-        self._base_cpi = base_cpi
-
-    @property
-    def base_cpi_date(self):
-        """Gets the base_cpi_date of this InflationLinkedBond.  # noqa: E501
-
-        BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for.                Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will  be applied to this date when calculating the CPI.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the actual BaseCPI.  # noqa: E501
-
-        :return: The base_cpi_date of this InflationLinkedBond.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._base_cpi_date
-
-    @base_cpi_date.setter
-    def base_cpi_date(self, base_cpi_date):
-        """Sets the base_cpi_date of this InflationLinkedBond.
-
-        BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for.                Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will  be applied to this date when calculating the CPI.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the actual BaseCPI.  # noqa: E501
-
-        :param base_cpi_date: The base_cpi_date of this InflationLinkedBond.  # noqa: E501
-        :type base_cpi_date: datetime
-        """
-
-        self._base_cpi_date = base_cpi_date
-
-    @property
-    def calculation_type(self):
-        """Gets the calculation_type of this InflationLinkedBond.  # noqa: E501
-
-        The calculation type applied to the bond coupon and principal amount.  The default CalculationType is `Standard`.    Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil, StandardAccruedOnly, RatioAccruedOnly, StandardWithCappedAccruedInterest].  # noqa: E501
-
-        :return: The calculation_type of this InflationLinkedBond.  # noqa: E501
-        :rtype: str
-        """
-        return self._calculation_type
-
-    @calculation_type.setter
-    def calculation_type(self, calculation_type):
-        """Sets the calculation_type of this InflationLinkedBond.
-
-        The calculation type applied to the bond coupon and principal amount.  The default CalculationType is `Standard`.    Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil, StandardAccruedOnly, RatioAccruedOnly, StandardWithCappedAccruedInterest].  # noqa: E501
-
-        :param calculation_type: The calculation_type of this InflationLinkedBond.  # noqa: E501
-        :type calculation_type: str
-        """
-        if (self.local_vars_configuration.client_side_validation and
-                calculation_type is not None and len(calculation_type) > 50):
-            raise ValueError("Invalid value for `calculation_type`, length must be less than or equal to `50`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                calculation_type is not None and len(calculation_type) < 0):
-            raise ValueError("Invalid value for `calculation_type`, length must be greater than or equal to `0`")  # noqa: E501
-
-        self._calculation_type = calculation_type
-
-    @property
-    def ex_dividend_days(self):
-        """Gets the ex_dividend_days of this InflationLinkedBond.  # noqa: E501
-
-        Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.  # noqa: E501
-
-        :return: The ex_dividend_days of this InflationLinkedBond.  # 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 InflationLinkedBond.
-
-        Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.  # noqa: E501
-
-        :param ex_dividend_days: The ex_dividend_days of this InflationLinkedBond.  # noqa: E501
-        :type ex_dividend_days: int
-        """
-
-        self._ex_dividend_days = ex_dividend_days
-
-    @property
-    def index_precision(self):
-        """Gets the index_precision of this InflationLinkedBond.  # noqa: E501
-
-        Number of decimal places used to round IndexRatio. This defaults to 5 if not set.  # noqa: E501
-
-        :return: The index_precision of this InflationLinkedBond.  # noqa: E501
-        :rtype: int
-        """
-        return self._index_precision
-
-    @index_precision.setter
-    def index_precision(self, index_precision):
-        """Sets the index_precision of this InflationLinkedBond.
-
-        Number of decimal places used to round IndexRatio. This defaults to 5 if not set.  # noqa: E501
-
-        :param index_precision: The index_precision of this InflationLinkedBond.  # noqa: E501
-        :type index_precision: int
-        """
-
-        self._index_precision = index_precision
-
-    @property
-    def principal(self):
-        """Gets the principal of this InflationLinkedBond.  # noqa: E501
-
-        The face-value or principal for the bond at outset.  # noqa: E501
-
-        :return: The principal of this InflationLinkedBond.  # noqa: E501
-        :rtype: float
-        """
-        return self._principal
-
-    @principal.setter
-    def principal(self, principal):
-        """Sets the principal of this InflationLinkedBond.
-
-        The face-value or principal for the bond at outset.  # noqa: E501
-
-        :param principal: The principal of this InflationLinkedBond.  # 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 principal_protection(self):
-        """Gets the principal_protection of this InflationLinkedBond.  # noqa: E501
-
-        If true then the principal is protected in that the redemption amount will be at least the face value (Principal).  This is typically set to true for inflation linked bonds issued by the United States and France (for example).  This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005).  For other sovereigns this can vary from issue to issue.  If not set this property defaults to true.  This is sometimes referred to as Deflation protection or an inflation floor of 0%.  # noqa: E501
-
-        :return: The principal_protection of this InflationLinkedBond.  # noqa: E501
-        :rtype: bool
-        """
-        return self._principal_protection
-
-    @principal_protection.setter
-    def principal_protection(self, principal_protection):
-        """Sets the principal_protection of this InflationLinkedBond.
-
-        If true then the principal is protected in that the redemption amount will be at least the face value (Principal).  This is typically set to true for inflation linked bonds issued by the United States and France (for example).  This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005).  For other sovereigns this can vary from issue to issue.  If not set this property defaults to true.  This is sometimes referred to as Deflation protection or an inflation floor of 0%.  # noqa: E501
-
-        :param principal_protection: The principal_protection of this InflationLinkedBond.  # noqa: E501
-        :type principal_protection: bool
-        """
-
-        self._principal_protection = principal_protection
-
-    @property
-    def stub_type(self):
-        """Gets the stub_type of this InflationLinkedBond.  # noqa: E501
-
-        StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases  with a long front stub LongFront should be selected.  StubType Both is not supported for InflationLinkedBonds.    Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].  # noqa: E501
-
-        :return: The stub_type of this InflationLinkedBond.  # noqa: E501
-        :rtype: str
-        """
-        return self._stub_type
-
-    @stub_type.setter
-    def stub_type(self, stub_type):
-        """Sets the stub_type of this InflationLinkedBond.
-
-        StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases  with a long front stub LongFront should be selected.  StubType Both is not supported for InflationLinkedBonds.    Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].  # noqa: E501
-
-        :param stub_type: The stub_type of this InflationLinkedBond.  # noqa: E501
-        :type stub_type: str
-        """
-
-        self._stub_type = stub_type
-
-    @property
-    def rounding_conventions(self):
-        """Gets the rounding_conventions of this InflationLinkedBond.  # noqa: E501
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :return: The rounding_conventions of this InflationLinkedBond.  # 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 InflationLinkedBond.
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :param rounding_conventions: The rounding_conventions of this InflationLinkedBond.  # noqa: E501
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        """
-
-        self._rounding_conventions = rounding_conventions
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this InflationLinkedBond.  # 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 InflationLinkedBond.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this InflationLinkedBond.
-
-        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 InflationLinkedBond.  # 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, InflationLinkedBond):
-            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, InflationLinkedBond):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the bond.")
+    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.")
+    flow_conventions: FlowConventions = Field(..., alias="flowConventions")
+    inflation_index_conventions: InflationIndexConventions = Field(..., alias="inflationIndexConventions")
+    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.")
+    base_cpi: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="baseCPI", description="BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate,  if that too is not present the StartDate will be used.                If provided then this value will always set the BaseCPI on this bond.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the BaseCPIDate.")
+    base_cpi_date: Optional[datetime] = Field(None, alias="baseCPIDate", description="BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for.                Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will  be applied to this date when calculating the CPI.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the actual BaseCPI.")
+    calculation_type: Optional[StrictStr] = Field(None, alias="calculationType", description="The calculation type applied to the bond coupon and principal amount.  The default CalculationType is `Standard`.    Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil].")
+    ex_dividend_days: Optional[StrictInt] = Field(None, alias="exDividendDays", description="Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.")
+    index_precision: Optional[StrictInt] = Field(None, alias="indexPrecision", description="Number of decimal places used to round IndexRatio. This defaults to 5 if not set.")
+    principal: Union[StrictFloat, StrictInt] = Field(..., description="The face-value or principal for the bond at outset.")
+    principal_protection: Optional[StrictBool] = Field(None, alias="principalProtection", description="If true then the principal is protected in that the redemption amount will be at least the face value (Principal).  This is typically set to true for inflation linked bonds issued by the United States and France (for example).  This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005).  For other sovereigns this can vary from issue to issue.  If not set this property defaults to true.  This is sometimes referred to as Deflation protection or an inflation floor of 0%.")
+    stub_type: Optional[StrictStr] = Field(None, alias="stubType", description="StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases  with a long front stub LongFront should be selected.  StubType Both is not supported for InflationLinkedBonds.    Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].")
+    rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
+    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", "flowConventions", "inflationIndexConventions", "couponRate", "identifiers", "baseCPI", "baseCPIDate", "calculationType", "exDividendDays", "indexPrecision", "principal", "principalProtection", "stubType", "roundingConventions"]
+
+    @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) -> InflationLinkedBond:
+        """Create an instance of InflationLinkedBond 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 inflation_index_conventions
+        if self.inflation_index_conventions:
+            _dict['inflationIndexConventions'] = self.inflation_index_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
+        # 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 base_cpi (nullable) is None
+        # and __fields_set__ contains the field
+        if self.base_cpi is None and "base_cpi" in self.__fields_set__:
+            _dict['baseCPI'] = None
+
+        # set to None if base_cpi_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.base_cpi_date is None and "base_cpi_date" in self.__fields_set__:
+            _dict['baseCPIDate'] = 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 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 stub_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.stub_type is None and "stub_type" in self.__fields_set__:
+            _dict['stubType'] = 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) -> InflationLinkedBond:
+        """Create an instance of InflationLinkedBond from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return InflationLinkedBond.parse_obj(obj)
+
+        _obj = InflationLinkedBond.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "flow_conventions": FlowConventions.from_dict(obj.get("flowConventions")) if obj.get("flowConventions") is not None else None,
+            "inflation_index_conventions": InflationIndexConventions.from_dict(obj.get("inflationIndexConventions")) if obj.get("inflationIndexConventions") is not None else None,
+            "coupon_rate": obj.get("couponRate"),
+            "identifiers": obj.get("identifiers"),
+            "base_cpi": obj.get("baseCPI"),
+            "base_cpi_date": obj.get("baseCPIDate"),
+            "calculation_type": obj.get("calculationType"),
+            "ex_dividend_days": obj.get("exDividendDays"),
+            "index_precision": obj.get("indexPrecision"),
+            "principal": obj.get("principal"),
+            "principal_protection": obj.get("principalProtection"),
+            "stub_type": obj.get("stubType"),
+            "rounding_conventions": [RoundingConvention.from_dict(_item) for _item in obj.get("roundingConventions")] if obj.get("roundingConventions") 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