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

lusid/models/float_schedule.py

@@ -0,0 +1,165 @@
+# 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, Optional, Union
+from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, constr, validator
+from lusid.models.compounding import Compounding
+from lusid.models.ex_dividend_configuration import ExDividendConfiguration
+from lusid.models.flow_convention_name import FlowConventionName
+from lusid.models.flow_conventions import FlowConventions
+from lusid.models.index_convention import IndexConvention
+from lusid.models.schedule import Schedule
+
+class FloatSchedule(Schedule):
+    """
+    Schedule for floating rate coupon payments.  # noqa: E501
+    """
+    start_date: Optional[datetime] = Field(None, alias="startDate", description="Date from which LUSID starts generating the payment schedule.")
+    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="Last date of the payment generation schedule. May not necessarily be the maturity date  of the underlying instrument (e.g. in case the instrument has multiple payment schedules).")
+    flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
+    convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
+    ex_dividend_days: Optional[StrictInt] = Field(None, alias="exDividendDays", description="Optional. Number of calendar days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.")
+    index_convention_name: Optional[FlowConventionName] = Field(None, alias="indexConventionName")
+    index_conventions: Optional[IndexConvention] = Field(None, alias="indexConventions")
+    notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Scaling factor, the quantity outstanding on which the rate will be paid.")
+    payment_currency: StrictStr = Field(..., alias="paymentCurrency", description="Payment currency. This does not have to be the same as the nominal bond or observation/reset currency.")
+    spread: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Spread over floating rate given as a fraction.")
+    stub_type: Optional[StrictStr] = Field(None, alias="stubType", description="When a payment schedule doesn't have regular payment intervals just because of the  first and/or last coupons of the schedule, we call those irregular coupons stubs.  This configuration specifies what type of stub is used when building the schedule  Supported values are:  None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour.  ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period.  ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period.  LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period.  LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period.  Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.")
+    ex_dividend_configuration: Optional[ExDividendConfiguration] = Field(None, alias="exDividendConfiguration")
+    compounding: Optional[Compounding] = None
+    reset_convention: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="resetConvention", description="Control how resets are generated relative to payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].")
+    use_annualised_direct_rates: Optional[StrictBool] = Field(None, alias="useAnnualisedDirectRates", description="Flag indicating whether to use daily updated annualised interest  rates for calculating the accrued interest. Defaults to false.")
+    schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["scheduleType", "startDate", "maturityDate", "flowConventions", "conventionName", "exDividendDays", "indexConventionName", "indexConventions", "notional", "paymentCurrency", "spread", "stubType", "exDividendConfiguration", "compounding", "resetConvention", "useAnnualisedDirectRates"]
+
+    @validator('schedule_type')
+    def schedule_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid'):
+            raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid')")
+        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) -> FloatSchedule:
+        """Create an instance of FloatSchedule 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 convention_name
+        if self.convention_name:
+            _dict['conventionName'] = self.convention_name.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of index_convention_name
+        if self.index_convention_name:
+            _dict['indexConventionName'] = self.index_convention_name.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of index_conventions
+        if self.index_conventions:
+            _dict['indexConventions'] = self.index_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of ex_dividend_configuration
+        if self.ex_dividend_configuration:
+            _dict['exDividendConfiguration'] = self.ex_dividend_configuration.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of compounding
+        if self.compounding:
+            _dict['compounding'] = self.compounding.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 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 reset_convention (nullable) is None
+        # and __fields_set__ contains the field
+        if self.reset_convention is None and "reset_convention" in self.__fields_set__:
+            _dict['resetConvention'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> FloatSchedule:
+        """Create an instance of FloatSchedule from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FloatSchedule.parse_obj(obj)
+
+        _obj = FloatSchedule.parse_obj({
+            "schedule_type": obj.get("scheduleType"),
+            "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,
+            "convention_name": FlowConventionName.from_dict(obj.get("conventionName")) if obj.get("conventionName") is not None else None,
+            "ex_dividend_days": obj.get("exDividendDays"),
+            "index_convention_name": FlowConventionName.from_dict(obj.get("indexConventionName")) if obj.get("indexConventionName") is not None else None,
+            "index_conventions": IndexConvention.from_dict(obj.get("indexConventions")) if obj.get("indexConventions") is not None else None,
+            "notional": obj.get("notional"),
+            "payment_currency": obj.get("paymentCurrency"),
+            "spread": obj.get("spread"),
+            "stub_type": obj.get("stubType"),
+            "ex_dividend_configuration": ExDividendConfiguration.from_dict(obj.get("exDividendConfiguration")) if obj.get("exDividendConfiguration") is not None else None,
+            "compounding": Compounding.from_dict(obj.get("compounding")) if obj.get("compounding") is not None else None,
+            "reset_convention": obj.get("resetConvention"),
+            "use_annualised_direct_rates": obj.get("useAnnualisedDirectRates")
+        })
+        # 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

lusid/models/floating_leg.py

@@ -5,362 +5,130 @@
 
     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
-
-
-class FloatingLeg(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
+import json
 
-    Do not edit the class manually.
-    """
+from datetime import datetime
+from typing import Any, Dict, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from lusid.models.fixed_leg_all_of_overrides import FixedLegAllOfOverrides
+from lusid.models.instrument_leg import InstrumentLeg
+from lusid.models.leg_definition import LegDefinition
 
+class FloatingLeg(InstrumentLeg):
     """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
+    LUSID representation of a Floating Rate Leg.  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'leg_definition': 'LegDefinition',
-        'notional': 'float',
-        'overrides': 'FixedLegAllOfOverrides',
-        'cap_rate': 'float',
-        'floor_rate': 'float',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'leg_definition': 'legDefinition',
-        'notional': 'notional',
-        'overrides': 'overrides',
-        'cap_rate': 'capRate',
-        'floor_rate': 'floorRate',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'leg_definition': 'required',
-        'notional': 'required',
-        'overrides': 'optional',
-        'cap_rate': 'optional',
-        'floor_rate': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, leg_definition=None, notional=None, overrides=None, cap_rate=None, floor_rate=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """FloatingLeg - a model defined in OpenAPI"
-        
-        :param start_date:  The start date of the instrument. This is normally synonymous with the trade-date. (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 leg_definition:  (required)
-        :type leg_definition: lusid.LegDefinition
-        :param notional:  Scaling factor to apply to leg quantities. (required)
-        :type notional: float
-        :param overrides: 
-        :type overrides: lusid.FixedLegAllOfOverrides
-        :param cap_rate:  The maximum floating rate which a cashflow can accrue.
-        :type cap_rate: float
-        :param floor_rate:  The minimum floating rate which a cashflow can accrue.
-        :type floor_rate: float
-        :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._leg_definition = None
-        self._notional = None
-        self._overrides = None
-        self._cap_rate = None
-        self._floor_rate = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        self.leg_definition = leg_definition
-        self.notional = notional
-        self.overrides = overrides
-        self.cap_rate = cap_rate
-        self.floor_rate = floor_rate
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this FloatingLeg.  # noqa: E501
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :return: The start_date of this FloatingLeg.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this FloatingLeg.
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :param start_date: The start_date of this FloatingLeg.  # 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 FloatingLeg.  # 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 FloatingLeg.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this FloatingLeg.
-
-        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 FloatingLeg.  # 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 leg_definition(self):
-        """Gets the leg_definition of this FloatingLeg.  # noqa: E501
-
-
-        :return: The leg_definition of this FloatingLeg.  # noqa: E501
-        :rtype: lusid.LegDefinition
-        """
-        return self._leg_definition
-
-    @leg_definition.setter
-    def leg_definition(self, leg_definition):
-        """Sets the leg_definition of this FloatingLeg.
-
-
-        :param leg_definition: The leg_definition of this FloatingLeg.  # noqa: E501
-        :type leg_definition: lusid.LegDefinition
-        """
-        if self.local_vars_configuration.client_side_validation and leg_definition is None:  # noqa: E501
-            raise ValueError("Invalid value for `leg_definition`, must not be `None`")  # noqa: E501
-
-        self._leg_definition = leg_definition
-
-    @property
-    def notional(self):
-        """Gets the notional of this FloatingLeg.  # noqa: E501
-
-        Scaling factor to apply to leg quantities.  # noqa: E501
-
-        :return: The notional of this FloatingLeg.  # noqa: E501
-        :rtype: float
-        """
-        return self._notional
-
-    @notional.setter
-    def notional(self, notional):
-        """Sets the notional of this FloatingLeg.
-
-        Scaling factor to apply to leg quantities.  # noqa: E501
-
-        :param notional: The notional of this FloatingLeg.  # noqa: E501
-        :type notional: float
-        """
-        if self.local_vars_configuration.client_side_validation and notional is None:  # noqa: E501
-            raise ValueError("Invalid value for `notional`, must not be `None`")  # noqa: E501
-
-        self._notional = notional
-
-    @property
-    def overrides(self):
-        """Gets the overrides of this FloatingLeg.  # noqa: E501
-
-
-        :return: The overrides of this FloatingLeg.  # noqa: E501
-        :rtype: lusid.FixedLegAllOfOverrides
-        """
-        return self._overrides
-
-    @overrides.setter
-    def overrides(self, overrides):
-        """Sets the overrides of this FloatingLeg.
-
-
-        :param overrides: The overrides of this FloatingLeg.  # noqa: E501
-        :type overrides: lusid.FixedLegAllOfOverrides
-        """
-
-        self._overrides = overrides
-
-    @property
-    def cap_rate(self):
-        """Gets the cap_rate of this FloatingLeg.  # noqa: E501
-
-        The maximum floating rate which a cashflow can accrue.  # noqa: E501
-
-        :return: The cap_rate of this FloatingLeg.  # noqa: E501
-        :rtype: float
-        """
-        return self._cap_rate
-
-    @cap_rate.setter
-    def cap_rate(self, cap_rate):
-        """Sets the cap_rate of this FloatingLeg.
-
-        The maximum floating rate which a cashflow can accrue.  # noqa: E501
-
-        :param cap_rate: The cap_rate of this FloatingLeg.  # noqa: E501
-        :type cap_rate: float
-        """
-
-        self._cap_rate = cap_rate
-
-    @property
-    def floor_rate(self):
-        """Gets the floor_rate of this FloatingLeg.  # noqa: E501
-
-        The minimum floating rate which a cashflow can accrue.  # noqa: E501
-
-        :return: The floor_rate of this FloatingLeg.  # noqa: E501
-        :rtype: float
-        """
-        return self._floor_rate
-
-    @floor_rate.setter
-    def floor_rate(self, floor_rate):
-        """Sets the floor_rate of this FloatingLeg.
-
-        The minimum floating rate which a cashflow can accrue.  # noqa: E501
-
-        :param floor_rate: The floor_rate of this FloatingLeg.  # noqa: E501
-        :type floor_rate: float
-        """
-
-        self._floor_rate = floor_rate
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this FloatingLeg.  # 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 FloatingLeg.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this FloatingLeg.
-
-        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 FloatingLeg.  # 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())
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    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.")
+    leg_definition: LegDefinition = Field(..., alias="legDefinition")
+    notional: Union[StrictFloat, StrictInt] = Field(..., description="Scaling factor to apply to leg quantities.")
+    overrides: Optional[FixedLegAllOfOverrides] = None
+    cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="capRate", description="The maximum floating rate which a cashflow can accrue.")
+    floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorRate", description="The minimum floating rate which a cashflow can accrue.")
+    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", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "capRate", "floorRate"]
+
+    @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, FloatingLeg):
-            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, FloatingLeg):
-            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) -> FloatingLeg:
+        """Create an instance of FloatingLeg 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 leg_definition
+        if self.leg_definition:
+            _dict['legDefinition'] = self.leg_definition.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of overrides
+        if self.overrides:
+            _dict['overrides'] = self.overrides.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 overrides (nullable) is None
+        # and __fields_set__ contains the field
+        if self.overrides is None and "overrides" in self.__fields_set__:
+            _dict['overrides'] = None
+
+        # set to None if cap_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cap_rate is None and "cap_rate" in self.__fields_set__:
+            _dict['capRate'] = None
+
+        # set to None if floor_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.floor_rate is None and "floor_rate" in self.__fields_set__:
+            _dict['floorRate'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> FloatingLeg:
+        """Create an instance of FloatingLeg from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FloatingLeg.parse_obj(obj)
+
+        _obj = FloatingLeg.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "leg_definition": LegDefinition.from_dict(obj.get("legDefinition")) if obj.get("legDefinition") is not None else None,
+            "notional": obj.get("notional"),
+            "overrides": FixedLegAllOfOverrides.from_dict(obj.get("overrides")) if obj.get("overrides") is not None else None,
+            "cap_rate": obj.get("capRate"),
+            "floor_rate": obj.get("floorRate")
+        })
+        # 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