lusid-sdk 1.1.131__py3-none-any.whl → 2.1.683__py3-none-any.whl

lusid/models/break_code_source.py

@@ -0,0 +1,81 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict
+from pydantic.v1 import BaseModel, Field
+from lusid.models.resource_id import ResourceId
+
+class BreakCodeSource(BaseModel):
+    """
+    BreakCodeSource
+    """
+    data_type_id: ResourceId = Field(..., alias="dataTypeId")
+    __properties = ["dataTypeId"]
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
+    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) -> BreakCodeSource:
+        """Create an instance of BreakCodeSource 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={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of data_type_id
+        if self.data_type_id:
+            _dict['dataTypeId'] = self.data_type_id.to_dict()
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> BreakCodeSource:
+        """Create an instance of BreakCodeSource from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return BreakCodeSource.parse_obj(obj)
+
+        _obj = BreakCodeSource.parse_obj({
+            "data_type_id": ResourceId.from_dict(obj.get("dataTypeId")) if obj.get("dataTypeId") is not None else None
+        })
+        return _obj

lusid/models/bucketed_cash_flow_request.py

@@ -0,0 +1,180 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+from datetime import datetime
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import BaseModel, Field, StrictBool, StrictStr, conlist, constr, validator
+from lusid.models.bucketing_schedule import BucketingSchedule
+from lusid.models.resource_id import ResourceId
+
+class BucketedCashFlowRequest(BaseModel):
+    """
+    Specification class consisting of parameters for BucketedCashFlow endpoint.  # noqa: E501
+    """
+    rounding_method: constr(strict=True, min_length=1) = Field(..., alias="roundingMethod", description="When bucketing, there is not a unique way to allocate the bucket points.  RoundingMethod Supported string (enumeration) values are: [RoundDown, RoundUp].")
+    bucketing_dates: Optional[conlist(datetime)] = Field(None, alias="bucketingDates", description="A list of dates to perform cashflow bucketing upon.  If this is provided, the list of tenors for bucketing should be empty.")
+    bucket_tenors: Optional[conlist(StrictStr)] = Field(None, alias="bucketTenors", description="A list of tenors to perform cashflow bucketing upon.  If this is provided, the list of dates for bucketing should be empty.")
+    effective_at: Optional[StrictStr] = Field(None, alias="effectiveAt", description="The valuation (pricing) effective datetime or cut label (inclusive) at which to evaluate the cashflows.  This determines whether cashflows are evaluated in a historic or forward looking context and will, for certain models, affect where data is looked up.  For example, on a swap if the effectiveAt is in the middle of the window, cashflows before it will be historic and resets assumed to exist where if the effectiveAt  is before the start of the range they are forward looking and will be expectations assuming the model supports that.  There is evidently a presumption here about availability of data and that the effectiveAt is realistically on or before the real-world today.")
+    window_start: Optional[StrictStr] = Field(None, alias="windowStart", description="The lower bound effective datetime or cut label (inclusive) from which to retrieve the cashflows.  There is no lower bound if this is not specified.")
+    window_end: Optional[StrictStr] = Field(None, alias="windowEnd", description="The upper bound effective datetime or cut label (inclusive) from which to retrieve the cashflows.  The upper bound defaults to 'today' if it is not specified")
+    recipe_id: Optional[ResourceId] = Field(None, alias="recipeId")
+    report_currency: Optional[constr(strict=True, max_length=3, min_length=0)] = Field(None, alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries.")
+    group_by: Optional[conlist(StrictStr)] = Field(None, alias="groupBy", description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping  that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.")
+    addresses: Optional[conlist(StrictStr)] = Field(None, description="The set of items that the user wishes to see in the results. If empty, will be defaulted to standard ones.")
+    equip_with_subtotals: Optional[StrictBool] = Field(None, alias="equipWithSubtotals", description="Flag directing the Valuation call to populate the results with subtotals of aggregates.")
+    as_at: Optional[datetime] = Field(None, alias="asAt", description="The time of the system at which to query for bucketed cashflows.")
+    exclude_unsettled_trades: Optional[StrictBool] = Field(None, alias="excludeUnsettledTrades", description="Flag directing the Valuation call to exclude cashflows from unsettled trades.  If absent or set to false, cashflows will returned based on trade date - more specifically, cashflows from any unsettled trades will be included in the results. If set to true, unsettled trades will be excluded from the result set.")
+    cash_flow_type: Optional[StrictStr] = Field(None, alias="cashFlowType", description="Indicate the requested cash flow representation InstrumentCashFlows or PortfolioCashFlows (GetCashLadder uses this)  Options: [InstrumentCashFlow, PortfolioCashFlow]")
+    bucketing_schedule: Optional[BucketingSchedule] = Field(None, alias="bucketingSchedule")
+    filter: Optional[constr(strict=True, max_length=16384, min_length=0)] = None
+    __properties = ["roundingMethod", "bucketingDates", "bucketTenors", "effectiveAt", "windowStart", "windowEnd", "recipeId", "reportCurrency", "groupBy", "addresses", "equipWithSubtotals", "asAt", "excludeUnsettledTrades", "cashFlowType", "bucketingSchedule", "filter"]
+
+    @validator('filter')
+    def filter_validate_regular_expression(cls, value):
+        """Validates the regular expression"""
+        if value is None:
+            return value
+
+        if not re.match(r"^[\s\S]*$", value):
+            raise ValueError(r"must validate the regular expression /^[\s\S]*$/")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
+    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) -> BucketedCashFlowRequest:
+        """Create an instance of BucketedCashFlowRequest 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={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of recipe_id
+        if self.recipe_id:
+            _dict['recipeId'] = self.recipe_id.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of bucketing_schedule
+        if self.bucketing_schedule:
+            _dict['bucketingSchedule'] = self.bucketing_schedule.to_dict()
+        # set to None if bucketing_dates (nullable) is None
+        # and __fields_set__ contains the field
+        if self.bucketing_dates is None and "bucketing_dates" in self.__fields_set__:
+            _dict['bucketingDates'] = None
+
+        # set to None if bucket_tenors (nullable) is None
+        # and __fields_set__ contains the field
+        if self.bucket_tenors is None and "bucket_tenors" in self.__fields_set__:
+            _dict['bucketTenors'] = None
+
+        # set to None if effective_at (nullable) is None
+        # and __fields_set__ contains the field
+        if self.effective_at is None and "effective_at" in self.__fields_set__:
+            _dict['effectiveAt'] = None
+
+        # set to None if window_start (nullable) is None
+        # and __fields_set__ contains the field
+        if self.window_start is None and "window_start" in self.__fields_set__:
+            _dict['windowStart'] = None
+
+        # set to None if window_end (nullable) is None
+        # and __fields_set__ contains the field
+        if self.window_end is None and "window_end" in self.__fields_set__:
+            _dict['windowEnd'] = None
+
+        # set to None if report_currency (nullable) is None
+        # and __fields_set__ contains the field
+        if self.report_currency is None and "report_currency" in self.__fields_set__:
+            _dict['reportCurrency'] = None
+
+        # set to None if group_by (nullable) is None
+        # and __fields_set__ contains the field
+        if self.group_by is None and "group_by" in self.__fields_set__:
+            _dict['groupBy'] = None
+
+        # set to None if addresses (nullable) is None
+        # and __fields_set__ contains the field
+        if self.addresses is None and "addresses" in self.__fields_set__:
+            _dict['addresses'] = None
+
+        # set to None if as_at (nullable) is None
+        # and __fields_set__ contains the field
+        if self.as_at is None and "as_at" in self.__fields_set__:
+            _dict['asAt'] = None
+
+        # set to None if cash_flow_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cash_flow_type is None and "cash_flow_type" in self.__fields_set__:
+            _dict['cashFlowType'] = None
+
+        # set to None if filter (nullable) is None
+        # and __fields_set__ contains the field
+        if self.filter is None and "filter" in self.__fields_set__:
+            _dict['filter'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> BucketedCashFlowRequest:
+        """Create an instance of BucketedCashFlowRequest from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return BucketedCashFlowRequest.parse_obj(obj)
+
+        _obj = BucketedCashFlowRequest.parse_obj({
+            "rounding_method": obj.get("roundingMethod"),
+            "bucketing_dates": obj.get("bucketingDates"),
+            "bucket_tenors": obj.get("bucketTenors"),
+            "effective_at": obj.get("effectiveAt"),
+            "window_start": obj.get("windowStart"),
+            "window_end": obj.get("windowEnd"),
+            "recipe_id": ResourceId.from_dict(obj.get("recipeId")) if obj.get("recipeId") is not None else None,
+            "report_currency": obj.get("reportCurrency"),
+            "group_by": obj.get("groupBy"),
+            "addresses": obj.get("addresses"),
+            "equip_with_subtotals": obj.get("equipWithSubtotals"),
+            "as_at": obj.get("asAt"),
+            "exclude_unsettled_trades": obj.get("excludeUnsettledTrades"),
+            "cash_flow_type": obj.get("cashFlowType"),
+            "bucketing_schedule": BucketingSchedule.from_dict(obj.get("bucketingSchedule")) if obj.get("bucketingSchedule") is not None else None,
+            "filter": obj.get("filter")
+        })
+        return _obj

lusid/models/bucketed_cash_flow_response.py

@@ -0,0 +1,137 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import BaseModel, Field, StrictStr, conlist
+from lusid.models.error_detail import ErrorDetail
+from lusid.models.link import Link
+from lusid.models.result_data_schema import ResultDataSchema
+
+class BucketedCashFlowResponse(BaseModel):
+    """
+    BucketedCashFlowResponse
+    """
+    href: Optional[StrictStr] = None
+    data: Optional[conlist(Dict[str, Any])] = Field(None, description="List of dictionary bucketed cash flow result set.  Each dictionary represent a bucketed cashflow result set keyed by AddressKeys.  e.g. dictionary[\"Valuation/CashFlowAmount\"] for the aggregated cash flow amount for the bucket.  e.g. suppose \"RoundUp\" method, then dictionary[\"Valuation/CashFlowDate/RoundUp\"] returns the bucketed cashflow date.")
+    report_currency: Optional[StrictStr] = Field(None, alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCcy denominated queries.  If not present then the currency of the relevant portfolio will be used in its place where relevant.")
+    data_schema: Optional[ResultDataSchema] = Field(None, alias="dataSchema")
+    failed: Optional[Dict[str, ErrorDetail]] = Field(None, description="Information about where instruments have failed to return cashflows in so far as it is available.  e.g., failure to retrieve a market quote for a floating rate instrument.")
+    links: Optional[conlist(Link)] = None
+    __properties = ["href", "data", "reportCurrency", "dataSchema", "failed", "links"]
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
+    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) -> BucketedCashFlowResponse:
+        """Create an instance of BucketedCashFlowResponse 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={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of data_schema
+        if self.data_schema:
+            _dict['dataSchema'] = self.data_schema.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each value in failed (dict)
+        _field_dict = {}
+        if self.failed:
+            for _key in self.failed:
+                if self.failed[_key]:
+                    _field_dict[_key] = self.failed[_key].to_dict()
+            _dict['failed'] = _field_dict
+        # override the default output from pydantic by calling `to_dict()` of each item in links (list)
+        _items = []
+        if self.links:
+            for _item in self.links:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['links'] = _items
+        # set to None if href (nullable) is None
+        # and __fields_set__ contains the field
+        if self.href is None and "href" in self.__fields_set__:
+            _dict['href'] = None
+
+        # set to None if data (nullable) is None
+        # and __fields_set__ contains the field
+        if self.data is None and "data" in self.__fields_set__:
+            _dict['data'] = None
+
+        # set to None if report_currency (nullable) is None
+        # and __fields_set__ contains the field
+        if self.report_currency is None and "report_currency" in self.__fields_set__:
+            _dict['reportCurrency'] = None
+
+        # set to None if failed (nullable) is None
+        # and __fields_set__ contains the field
+        if self.failed is None and "failed" in self.__fields_set__:
+            _dict['failed'] = None
+
+        # set to None if links (nullable) is None
+        # and __fields_set__ contains the field
+        if self.links is None and "links" in self.__fields_set__:
+            _dict['links'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> BucketedCashFlowResponse:
+        """Create an instance of BucketedCashFlowResponse from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return BucketedCashFlowResponse.parse_obj(obj)
+
+        _obj = BucketedCashFlowResponse.parse_obj({
+            "href": obj.get("href"),
+            "data": obj.get("data"),
+            "report_currency": obj.get("reportCurrency"),
+            "data_schema": ResultDataSchema.from_dict(obj.get("dataSchema")) if obj.get("dataSchema") is not None else None,
+            "failed": dict(
+                (_k, ErrorDetail.from_dict(_v))
+                for _k, _v in obj.get("failed").items()
+            )
+            if obj.get("failed") is not None
+            else None,
+            "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
+        })
+        return _obj

lusid/models/bucketing_schedule.py

@@ -0,0 +1,82 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, Optional
+from pydantic.v1 import BaseModel, Field, StrictStr
+
+class BucketingSchedule(BaseModel):
+    """
+    A schedule for dates  # noqa: E501
+    """
+    tenor: Optional[StrictStr] = Field(None, description="Rolling tenor")
+    __properties = ["tenor"]
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
+    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) -> BucketingSchedule:
+        """Create an instance of BucketingSchedule 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={
+                          },
+                          exclude_none=True)
+        # set to None if tenor (nullable) is None
+        # and __fields_set__ contains the field
+        if self.tenor is None and "tenor" in self.__fields_set__:
+            _dict['tenor'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> BucketingSchedule:
+        """Create an instance of BucketingSchedule from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return BucketingSchedule.parse_obj(obj)
+
+        _obj = BucketingSchedule.parse_obj({
+            "tenor": obj.get("tenor")
+        })
+        return _obj

lusid/models/calculation_info.py

@@ -0,0 +1,81 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, Union
+from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, constr
+
+class CalculationInfo(BaseModel):
+    """
+    CalculationInfo
+    """
+    calculation_method: constr(strict=True, min_length=1) = Field(..., alias="calculationMethod", description="Method of calculating the fees or commission among: BasisPoints, Percentage, Rate, Flat etc.")
+    multiplier: constr(strict=True, min_length=1) = Field(..., description="Field by which to multiply the numerical amount. Eg: Quantity, Value")
+    calculation_amount: Union[StrictFloat, StrictInt] = Field(..., alias="calculationAmount", description="Numerical fee amount")
+    __properties = ["calculationMethod", "multiplier", "calculationAmount"]
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
+    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) -> CalculationInfo:
+        """Create an instance of CalculationInfo 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={
+                          },
+                          exclude_none=True)
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CalculationInfo:
+        """Create an instance of CalculationInfo from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CalculationInfo.parse_obj(obj)
+
+        _obj = CalculationInfo.parse_obj({
+            "calculation_method": obj.get("calculationMethod"),
+            "multiplier": obj.get("multiplier"),
+            "calculation_amount": obj.get("calculationAmount")
+        })
+        return _obj