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

lusid/models/complex_bond.py

@@ -5,340 +5,164 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.131
     Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
 """
 
 
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
+from __future__ import annotations
 import pprint
 import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
+import json
 
 
-class ComplexBond(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
+from typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.rounding_convention import RoundingConvention
+from lusid.models.schedule import Schedule
+from lusid.models.trading_conventions import TradingConventions
 
-    Do not edit the class manually.
+class ComplexBond(LusidInstrument):
     """
-
+    LUSID representation of a Complex Bond.  Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities.  # noqa: E501
     """
-    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 = {
-        'identifiers': 'dict(str, str)',
-        'calculation_type': 'str',
-        'schedules': 'list[Schedule]',
-        'rounding_conventions': 'list[RoundingConvention]',
-        'asset_backed': 'bool',
-        'asset_pool_identifier': 'str',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'identifiers': 'identifiers',
-        'calculation_type': 'calculationType',
-        'schedules': 'schedules',
-        'rounding_conventions': 'roundingConventions',
-        'asset_backed': 'assetBacked',
-        'asset_pool_identifier': 'assetPoolIdentifier',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'identifiers': 'optional',
-        'calculation_type': 'optional',
-        'schedules': 'optional',
-        'rounding_conventions': 'optional',
-        'asset_backed': 'optional',
-        'asset_pool_identifier': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, identifiers=None, calculation_type=None, schedules=None, rounding_conventions=None, asset_backed=None, asset_pool_identifier=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """ComplexBond - a model defined in OpenAPI"
-        
-        :param identifiers:  External market codes and identifiers for the bond, e.g. ISIN.
-        :type identifiers: dict(str, str)
-        :param calculation_type:  The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].
-        :type calculation_type: str
-        :param schedules:  schedules.
-        :type schedules: list[lusid.Schedule]
-        :param rounding_conventions:  Rounding conventions for analytics, if any.
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        :param asset_backed:  If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.
-        :type asset_backed: bool
-        :param asset_pool_identifier:  Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)
-        :type asset_pool_identifier: str
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._identifiers = None
-        self._calculation_type = None
-        self._schedules = None
-        self._rounding_conventions = None
-        self._asset_backed = None
-        self._asset_pool_identifier = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.identifiers = identifiers
-        self.calculation_type = calculation_type
-        self.schedules = schedules
-        self.rounding_conventions = rounding_conventions
-        self.asset_backed = asset_backed
-        self.asset_pool_identifier = asset_pool_identifier
-        self.instrument_type = instrument_type
-
-    @property
-    def identifiers(self):
-        """Gets the identifiers of this ComplexBond.  # noqa: E501
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :return: The identifiers of this ComplexBond.  # noqa: E501
-        :rtype: dict(str, str)
-        """
-        return self._identifiers
-
-    @identifiers.setter
-    def identifiers(self, identifiers):
-        """Sets the identifiers of this ComplexBond.
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :param identifiers: The identifiers of this ComplexBond.  # noqa: E501
-        :type identifiers: dict(str, str)
-        """
-
-        self._identifiers = identifiers
-
-    @property
-    def calculation_type(self):
-        """Gets the calculation_type of this ComplexBond.  # noqa: E501
-
-        The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].  # noqa: E501
-
-        :return: The calculation_type of this ComplexBond.  # noqa: E501
-        :rtype: str
-        """
-        return self._calculation_type
-
-    @calculation_type.setter
-    def calculation_type(self, calculation_type):
-        """Sets the calculation_type of this ComplexBond.
-
-        The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].  # noqa: E501
-
-        :param calculation_type: The calculation_type of this ComplexBond.  # 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 schedules(self):
-        """Gets the schedules of this ComplexBond.  # noqa: E501
-
-        schedules.  # noqa: E501
-
-        :return: The schedules of this ComplexBond.  # noqa: E501
-        :rtype: list[lusid.Schedule]
-        """
-        return self._schedules
-
-    @schedules.setter
-    def schedules(self, schedules):
-        """Sets the schedules of this ComplexBond.
-
-        schedules.  # noqa: E501
-
-        :param schedules: The schedules of this ComplexBond.  # noqa: E501
-        :type schedules: list[lusid.Schedule]
-        """
-
-        self._schedules = schedules
-
-    @property
-    def rounding_conventions(self):
-        """Gets the rounding_conventions of this ComplexBond.  # noqa: E501
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :return: The rounding_conventions of this ComplexBond.  # 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 ComplexBond.
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :param rounding_conventions: The rounding_conventions of this ComplexBond.  # noqa: E501
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        """
-
-        self._rounding_conventions = rounding_conventions
-
-    @property
-    def asset_backed(self):
-        """Gets the asset_backed of this ComplexBond.  # noqa: E501
-
-        If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.  # noqa: E501
-
-        :return: The asset_backed of this ComplexBond.  # noqa: E501
-        :rtype: bool
-        """
-        return self._asset_backed
-
-    @asset_backed.setter
-    def asset_backed(self, asset_backed):
-        """Sets the asset_backed of this ComplexBond.
-
-        If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.  # noqa: E501
-
-        :param asset_backed: The asset_backed of this ComplexBond.  # noqa: E501
-        :type asset_backed: bool
-        """
-
-        self._asset_backed = asset_backed
-
-    @property
-    def asset_pool_identifier(self):
-        """Gets the asset_pool_identifier of this ComplexBond.  # noqa: E501
-
-        Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)  # noqa: E501
-
-        :return: The asset_pool_identifier of this ComplexBond.  # noqa: E501
-        :rtype: str
-        """
-        return self._asset_pool_identifier
-
-    @asset_pool_identifier.setter
-    def asset_pool_identifier(self, asset_pool_identifier):
-        """Sets the asset_pool_identifier of this ComplexBond.
-
-        Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)  # noqa: E501
-
-        :param asset_pool_identifier: The asset_pool_identifier of this ComplexBond.  # noqa: E501
-        :type asset_pool_identifier: str
-        """
-        if (self.local_vars_configuration.client_side_validation and
-                asset_pool_identifier is not None and len(asset_pool_identifier) > 50):
-            raise ValueError("Invalid value for `asset_pool_identifier`, length must be less than or equal to `50`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                asset_pool_identifier is not None and len(asset_pool_identifier) < 0):
-            raise ValueError("Invalid value for `asset_pool_identifier`, length must be greater than or equal to `0`")  # noqa: E501
-
-        self._asset_pool_identifier = asset_pool_identifier
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this ComplexBond.  # 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 ComplexBond.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this ComplexBond.
-
-        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 ComplexBond.  # 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())
+    identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="External market codes and identifiers for the bond, e.g. ISIN.")
+    calculation_type: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="calculationType", description="The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].")
+    schedules: Optional[conlist(Schedule)] = Field(None, description="schedules.")
+    original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="originalIssuePrice", description="The price the complex bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.")
+    rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
+    asset_backed: Optional[StrictBool] = Field(None, alias="assetBacked", description="If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.")
+    asset_pool_identifier: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="assetPoolIdentifier", description="Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)")
+    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    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, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "identifiers", "calculationType", "schedules", "originalIssuePrice", "roundingConventions", "assetBacked", "assetPoolIdentifier", "tradingConventions"]
+
+    @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', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit'):
+            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', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit')")
+        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 __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, ComplexBond):
-            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, ComplexBond):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    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) -> ComplexBond:
+        """Create an instance of ComplexBond 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 each item in schedules (list)
+        _items = []
+        if self.schedules:
+            for _item in self.schedules:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['schedules'] = _items
+        # 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
+        # override the default output from pydantic by calling `to_dict()` of trading_conventions
+        if self.trading_conventions:
+            _dict['tradingConventions'] = self.trading_conventions.to_dict()
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if 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 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 schedules (nullable) is None
+        # and __fields_set__ contains the field
+        if self.schedules is None and "schedules" in self.__fields_set__:
+            _dict['schedules'] = None
+
+        # set to None if original_issue_price (nullable) is None
+        # and __fields_set__ contains the field
+        if self.original_issue_price is None and "original_issue_price" in self.__fields_set__:
+            _dict['originalIssuePrice'] = 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
+
+        # set to None if asset_backed (nullable) is None
+        # and __fields_set__ contains the field
+        if self.asset_backed is None and "asset_backed" in self.__fields_set__:
+            _dict['assetBacked'] = None
+
+        # set to None if asset_pool_identifier (nullable) is None
+        # and __fields_set__ contains the field
+        if self.asset_pool_identifier is None and "asset_pool_identifier" in self.__fields_set__:
+            _dict['assetPoolIdentifier'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> ComplexBond:
+        """Create an instance of ComplexBond from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return ComplexBond.parse_obj(obj)
+
+        _obj = ComplexBond.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "identifiers": obj.get("identifiers"),
+            "calculation_type": obj.get("calculationType"),
+            "schedules": [Schedule.from_dict(_item) for _item in obj.get("schedules")] if obj.get("schedules") is not None else None,
+            "original_issue_price": obj.get("originalIssuePrice"),
+            "rounding_conventions": [RoundingConvention.from_dict(_item) for _item in obj.get("roundingConventions")] if obj.get("roundingConventions") is not None else None,
+            "asset_backed": obj.get("assetBacked"),
+            "asset_pool_identifier": obj.get("assetPoolIdentifier"),
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") 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