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

lusid/models/inflation_leg.py

@@ -5,468 +5,141 @@
 
     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 InflationLeg(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    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, constr, validator
+from lusid.models.flow_conventions import FlowConventions
+from lusid.models.inflation_index_conventions import InflationIndexConventions
+from lusid.models.lusid_instrument import LusidInstrument
 
+class InflationLeg(LusidInstrument):
     """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
+    LUSID representation of an Inflation Leg.  This leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument.  The implementation supports the following inflation leg types:  * Zero Coupon inflation leg (CPI Leg), with a single payment at maturity.  * Year on Year inflation leg  * LPI Swap Leg (capped and floored YoY)  # noqa: E501
     """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'flow_conventions': 'FlowConventions',
-        'base_cpi': 'float',
-        'calculation_type': 'str',
-        'cap_rate': 'float',
-        'floor_rate': 'float',
-        'inflation_index_conventions': 'InflationIndexConventions',
-        'notional': 'float',
-        'pay_receive': 'str',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'flow_conventions': 'flowConventions',
-        'base_cpi': 'baseCPI',
-        'calculation_type': 'calculationType',
-        'cap_rate': 'capRate',
-        'floor_rate': 'floorRate',
-        'inflation_index_conventions': 'inflationIndexConventions',
-        'notional': 'notional',
-        'pay_receive': 'payReceive',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'flow_conventions': 'required',
-        'base_cpi': 'optional',
-        'calculation_type': 'required',
-        'cap_rate': 'optional',
-        'floor_rate': 'optional',
-        'inflation_index_conventions': 'required',
-        'notional': 'required',
-        'pay_receive': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, flow_conventions=None, base_cpi=None, calculation_type=None, cap_rate=None, floor_rate=None, inflation_index_conventions=None, notional=None, pay_receive=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """InflationLeg - 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 flow_conventions:  (required)
-        :type flow_conventions: lusid.FlowConventions
-        :param base_cpi:  Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.
-        :type base_cpi: float
-        :param calculation_type:  The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded]. (required)
-        :type calculation_type: str
-        :param cap_rate:  Optional cap, needed for LPI Legs or CPI Legs with Caps
-        :type cap_rate: float
-        :param floor_rate:  Optional floor, needed for LPI Legs or CPI Legs with Floors.
-        :type floor_rate: float
-        :param inflation_index_conventions:  (required)
-        :type inflation_index_conventions: lusid.InflationIndexConventions
-        :param notional:  The notional (required)
-        :type notional: float
-        :param pay_receive:  PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive].
-        :type pay_receive: 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._start_date = None
-        self._maturity_date = None
-        self._flow_conventions = None
-        self._base_cpi = None
-        self._calculation_type = None
-        self._cap_rate = None
-        self._floor_rate = None
-        self._inflation_index_conventions = None
-        self._notional = None
-        self._pay_receive = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        self.flow_conventions = flow_conventions
-        self.base_cpi = base_cpi
-        self.calculation_type = calculation_type
-        self.cap_rate = cap_rate
-        self.floor_rate = floor_rate
-        self.inflation_index_conventions = inflation_index_conventions
-        self.notional = notional
-        self.pay_receive = pay_receive
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this InflationLeg.  # noqa: E501
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :return: The start_date of this InflationLeg.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this InflationLeg.
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :param start_date: The start_date of this InflationLeg.  # 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 InflationLeg.  # 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 InflationLeg.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this InflationLeg.
-
-        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 InflationLeg.  # 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 InflationLeg.  # noqa: E501
-
-
-        :return: The flow_conventions of this InflationLeg.  # noqa: E501
-        :rtype: lusid.FlowConventions
-        """
-        return self._flow_conventions
-
-    @flow_conventions.setter
-    def flow_conventions(self, flow_conventions):
-        """Sets the flow_conventions of this InflationLeg.
-
-
-        :param flow_conventions: The flow_conventions of this InflationLeg.  # 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 base_cpi(self):
-        """Gets the base_cpi of this InflationLeg.  # noqa: E501
-
-        Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.  # noqa: E501
-
-        :return: The base_cpi of this InflationLeg.  # noqa: E501
-        :rtype: float
-        """
-        return self._base_cpi
-
-    @base_cpi.setter
-    def base_cpi(self, base_cpi):
-        """Sets the base_cpi of this InflationLeg.
-
-        Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.  # noqa: E501
-
-        :param base_cpi: The base_cpi of this InflationLeg.  # noqa: E501
-        :type base_cpi: float
-        """
-
-        self._base_cpi = base_cpi
-
-    @property
-    def calculation_type(self):
-        """Gets the calculation_type of this InflationLeg.  # noqa: E501
-
-        The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].  # noqa: E501
-
-        :return: The calculation_type of this InflationLeg.  # noqa: E501
-        :rtype: str
-        """
-        return self._calculation_type
-
-    @calculation_type.setter
-    def calculation_type(self, calculation_type):
-        """Sets the calculation_type of this InflationLeg.
-
-        The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].  # noqa: E501
-
-        :param calculation_type: The calculation_type of this InflationLeg.  # noqa: E501
-        :type calculation_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and calculation_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `calculation_type`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                calculation_type is not None and len(calculation_type) > 32):
-            raise ValueError("Invalid value for `calculation_type`, length must be less than or equal to `32`")  # 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 cap_rate(self):
-        """Gets the cap_rate of this InflationLeg.  # noqa: E501
-
-        Optional cap, needed for LPI Legs or CPI Legs with Caps  # noqa: E501
-
-        :return: The cap_rate of this InflationLeg.  # noqa: E501
-        :rtype: float
-        """
-        return self._cap_rate
-
-    @cap_rate.setter
-    def cap_rate(self, cap_rate):
-        """Sets the cap_rate of this InflationLeg.
-
-        Optional cap, needed for LPI Legs or CPI Legs with Caps  # noqa: E501
-
-        :param cap_rate: The cap_rate of this InflationLeg.  # noqa: E501
-        :type cap_rate: float
-        """
-
-        self._cap_rate = cap_rate
-
-    @property
-    def floor_rate(self):
-        """Gets the floor_rate of this InflationLeg.  # noqa: E501
-
-        Optional floor, needed for LPI Legs or CPI Legs with Floors.  # noqa: E501
-
-        :return: The floor_rate of this InflationLeg.  # noqa: E501
-        :rtype: float
-        """
-        return self._floor_rate
-
-    @floor_rate.setter
-    def floor_rate(self, floor_rate):
-        """Sets the floor_rate of this InflationLeg.
-
-        Optional floor, needed for LPI Legs or CPI Legs with Floors.  # noqa: E501
-
-        :param floor_rate: The floor_rate of this InflationLeg.  # noqa: E501
-        :type floor_rate: float
-        """
-
-        self._floor_rate = floor_rate
-
-    @property
-    def inflation_index_conventions(self):
-        """Gets the inflation_index_conventions of this InflationLeg.  # noqa: E501
-
-
-        :return: The inflation_index_conventions of this InflationLeg.  # 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 InflationLeg.
-
-
-        :param inflation_index_conventions: The inflation_index_conventions of this InflationLeg.  # 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 notional(self):
-        """Gets the notional of this InflationLeg.  # noqa: E501
-
-        The notional  # noqa: E501
-
-        :return: The notional of this InflationLeg.  # noqa: E501
-        :rtype: float
-        """
-        return self._notional
-
-    @notional.setter
-    def notional(self, notional):
-        """Sets the notional of this InflationLeg.
-
-        The notional  # noqa: E501
-
-        :param notional: The notional of this InflationLeg.  # 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 pay_receive(self):
-        """Gets the pay_receive of this InflationLeg.  # noqa: E501
-
-        PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive].  # noqa: E501
-
-        :return: The pay_receive of this InflationLeg.  # noqa: E501
-        :rtype: str
-        """
-        return self._pay_receive
-
-    @pay_receive.setter
-    def pay_receive(self, pay_receive):
-        """Sets the pay_receive of this InflationLeg.
-
-        PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive].  # noqa: E501
-
-        :param pay_receive: The pay_receive of this InflationLeg.  # noqa: E501
-        :type pay_receive: str
-        """
-        if (self.local_vars_configuration.client_side_validation and
-                pay_receive is not None and len(pay_receive) > 32):
-            raise ValueError("Invalid value for `pay_receive`, length must be less than or equal to `32`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                pay_receive is not None and len(pay_receive) < 0):
-            raise ValueError("Invalid value for `pay_receive`, length must be greater than or equal to `0`")  # noqa: E501
-
-        self._pay_receive = pay_receive
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this InflationLeg.  # 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 InflationLeg.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this InflationLeg.
-
-        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 InflationLeg.  # 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.")
+    flow_conventions: FlowConventions = Field(..., alias="flowConventions")
+    base_cpi: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="baseCPI", description="Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.")
+    calculation_type: constr(strict=True, max_length=32, min_length=0) = Field(..., alias="calculationType", description="The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].")
+    cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="capRate", description="Optional cap, needed for LPI Legs or CPI Legs with Caps")
+    floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorRate", description="Optional floor, needed for LPI Legs or CPI Legs with Floors.")
+    inflation_index_conventions: InflationIndexConventions = Field(..., alias="inflationIndexConventions")
+    notional: Union[StrictFloat, StrictInt] = Field(..., description="The notional")
+    pay_receive: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, alias="payReceive", description="PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive].")
+    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", "flowConventions", "baseCPI", "calculationType", "capRate", "floorRate", "inflationIndexConventions", "notional", "payReceive"]
+
+    @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, InflationLeg):
-            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, InflationLeg):
-            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) -> InflationLeg:
+        """Create an instance of InflationLeg from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of flow_conventions
+        if self.flow_conventions:
+            _dict['flowConventions'] = self.flow_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of inflation_index_conventions
+        if self.inflation_index_conventions:
+            _dict['inflationIndexConventions'] = self.inflation_index_conventions.to_dict()
+        # 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 base_cpi (nullable) is None
+        # and __fields_set__ contains the field
+        if self.base_cpi is None and "base_cpi" in self.__fields_set__:
+            _dict['baseCPI'] = None
+
+        # set to None if 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
+
+        # set to None if pay_receive (nullable) is None
+        # and __fields_set__ contains the field
+        if self.pay_receive is None and "pay_receive" in self.__fields_set__:
+            _dict['payReceive'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> InflationLeg:
+        """Create an instance of InflationLeg from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return InflationLeg.parse_obj(obj)
+
+        _obj = InflationLeg.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "flow_conventions": FlowConventions.from_dict(obj.get("flowConventions")) if obj.get("flowConventions") is not None else None,
+            "base_cpi": obj.get("baseCPI"),
+            "calculation_type": obj.get("calculationType"),
+            "cap_rate": obj.get("capRate"),
+            "floor_rate": obj.get("floorRate"),
+            "inflation_index_conventions": InflationIndexConventions.from_dict(obj.get("inflationIndexConventions")) if obj.get("inflationIndexConventions") is not None else None,
+            "notional": obj.get("notional"),
+            "pay_receive": obj.get("payReceive")
+        })
+        # 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