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

lusid/models/inflation_linked_bond_all_of.py

@@ -1,618 +0,0 @@
-# coding: utf-8
-
-"""
-    LUSID API
-
-    FINBOURNE Technology  # noqa: E501
-
-    The version of the OpenAPI document: 1.1.131
-    Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
-"""
-
-
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
-import pprint
-import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
-
-class InflationLinkedBondAllOf(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
-    """
-    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'.
-    """
-    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
-        """InflationLinkedBondAllOf - 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 InflationLinkedBondAllOf.  # noqa: E501
-
-        The start date of the bond.  # noqa: E501
-
-        :return: The start_date of this InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this InflationLinkedBondAllOf.
-
-        The start date of the bond.  # noqa: E501
-
-        :param start_date: The start_date of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-
-
-        :return: The flow_conventions of this InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: lusid.FlowConventions
-        """
-        return self._flow_conventions
-
-    @flow_conventions.setter
-    def flow_conventions(self, flow_conventions):
-        """Sets the flow_conventions of this InflationLinkedBondAllOf.
-
-
-        :param flow_conventions: The flow_conventions of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-
-
-        :return: The inflation_index_conventions of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.
-
-
-        :param inflation_index_conventions: The inflation_index_conventions of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-
-        Simple coupon rate.  # noqa: E501
-
-        :return: The coupon_rate of this InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: float
-        """
-        return self._coupon_rate
-
-    @coupon_rate.setter
-    def coupon_rate(self, coupon_rate):
-        """Sets the coupon_rate of this InflationLinkedBondAllOf.
-
-        Simple coupon rate.  # noqa: E501
-
-        :param coupon_rate: The coupon_rate of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :return: The identifiers of this InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: dict(str, str)
-        """
-        return self._identifiers
-
-    @identifiers.setter
-    def identifiers(self, identifiers):
-        """Sets the identifiers of this InflationLinkedBondAllOf.
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :param identifiers: The identifiers of this InflationLinkedBondAllOf.  # noqa: E501
-        :type identifiers: dict(str, str)
-        """
-
-        self._identifiers = identifiers
-
-    @property
-    def base_cpi(self):
-        """Gets the base_cpi of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: float
-        """
-        return self._base_cpi
-
-    @base_cpi.setter
-    def base_cpi(self, base_cpi):
-        """Sets the base_cpi of this InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # noqa: E501
-        :type base_cpi: float
-        """
-
-        self._base_cpi = base_cpi
-
-    @property
-    def base_cpi_date(self):
-        """Gets the base_cpi_date of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._calculation_type
-
-    @calculation_type.setter
-    def calculation_type(self, calculation_type):
-        """Sets the calculation_type of this InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: int
-        """
-        return self._index_precision
-
-    @index_precision.setter
-    def index_precision(self, index_precision):
-        """Sets the index_precision of this InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # noqa: E501
-        :type index_precision: int
-        """
-
-        self._index_precision = index_precision
-
-    @property
-    def principal(self):
-        """Gets the principal of this InflationLinkedBondAllOf.  # noqa: E501
-
-        The face-value or principal for the bond at outset.  # noqa: E501
-
-        :return: The principal of this InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: float
-        """
-        return self._principal
-
-    @principal.setter
-    def principal(self, principal):
-        """Sets the principal of this InflationLinkedBondAllOf.
-
-        The face-value or principal for the bond at outset.  # noqa: E501
-
-        :param principal: The principal of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: bool
-        """
-        return self._principal_protection
-
-    @principal_protection.setter
-    def principal_protection(self, principal_protection):
-        """Sets the principal_protection of this InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # noqa: E501
-        :type principal_protection: bool
-        """
-
-        self._principal_protection = principal_protection
-
-    @property
-    def stub_type(self):
-        """Gets the stub_type of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._stub_type
-
-    @stub_type.setter
-    def stub_type(self, stub_type):
-        """Sets the stub_type of this InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # noqa: E501
-        :type stub_type: str
-        """
-
-        self._stub_type = stub_type
-
-    @property
-    def rounding_conventions(self):
-        """Gets the rounding_conventions of this InflationLinkedBondAllOf.  # noqa: E501
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :return: The rounding_conventions of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :param rounding_conventions: The rounding_conventions of this InflationLinkedBondAllOf.  # noqa: E501
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        """
-
-        self._rounding_conventions = rounding_conventions
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this InflationLinkedBondAllOf.  # 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 InflationLinkedBondAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this InflationLinkedBondAllOf.
-
-        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 InflationLinkedBondAllOf.  # 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, InflationLinkedBondAllOf):
-            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, InflationLinkedBondAllOf):
-            return True
-
-        return self.to_dict() != other.to_dict()