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

lusid/models/leg_definition.py

@@ -5,630 +5,162 @@
 
     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 LegDefinition(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
+import json
+
+from datetime import datetime
+from typing import Any, Dict, Optional, Union
+from pydantic.v1 import BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, constr
+from lusid.models.compounding import Compounding
+from lusid.models.flow_convention_name import FlowConventionName
+from lusid.models.flow_conventions import FlowConventions
+from lusid.models.fx_linked_notional_schedule import FxLinkedNotionalSchedule
+from lusid.models.index_convention import IndexConvention
+from lusid.models.step_schedule import StepSchedule
+
+class LegDefinition(BaseModel):
     """
-    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'.
+    Definition of the set of flow and index conventions along with other miscellaneous information required to generate an instrument leg.  # noqa: E501
     """
-    openapi_types = {
-        'convention_name': 'FlowConventionName',
-        'conventions': 'FlowConventions',
-        'index_convention': 'IndexConvention',
-        'index_convention_name': 'FlowConventionName',
-        'notional_exchange_type': 'str',
-        'pay_receive': 'str',
-        'rate_or_spread': 'float',
-        'reset_convention': 'str',
-        'stub_type': 'str',
-        'compounding': 'Compounding',
-        'amortisation': 'StepSchedule',
-        'first_regular_payment_date': 'datetime',
-        'first_coupon_type': 'str',
-        'last_regular_payment_date': 'datetime',
-        'last_coupon_type': 'str',
-        'fx_linked_notional_schedule': 'FxLinkedNotionalSchedule',
-        'intermediate_notional_exchange': 'bool'
-    }
-
-    attribute_map = {
-        'convention_name': 'conventionName',
-        'conventions': 'conventions',
-        'index_convention': 'indexConvention',
-        'index_convention_name': 'indexConventionName',
-        'notional_exchange_type': 'notionalExchangeType',
-        'pay_receive': 'payReceive',
-        'rate_or_spread': 'rateOrSpread',
-        'reset_convention': 'resetConvention',
-        'stub_type': 'stubType',
-        'compounding': 'compounding',
-        'amortisation': 'amortisation',
-        'first_regular_payment_date': 'firstRegularPaymentDate',
-        'first_coupon_type': 'firstCouponType',
-        'last_regular_payment_date': 'lastRegularPaymentDate',
-        'last_coupon_type': 'lastCouponType',
-        'fx_linked_notional_schedule': 'fxLinkedNotionalSchedule',
-        'intermediate_notional_exchange': 'intermediateNotionalExchange'
-    }
-
-    required_map = {
-        'convention_name': 'optional',
-        'conventions': 'optional',
-        'index_convention': 'optional',
-        'index_convention_name': 'optional',
-        'notional_exchange_type': 'required',
-        'pay_receive': 'required',
-        'rate_or_spread': 'required',
-        'reset_convention': 'optional',
-        'stub_type': 'required',
-        'compounding': 'optional',
-        'amortisation': 'optional',
-        'first_regular_payment_date': 'optional',
-        'first_coupon_type': 'optional',
-        'last_regular_payment_date': 'optional',
-        'last_coupon_type': 'optional',
-        'fx_linked_notional_schedule': 'optional',
-        'intermediate_notional_exchange': 'optional'
-    }
-
-    def __init__(self, convention_name=None, conventions=None, index_convention=None, index_convention_name=None, notional_exchange_type=None, pay_receive=None, rate_or_spread=None, reset_convention=None, stub_type=None, compounding=None, amortisation=None, first_regular_payment_date=None, first_coupon_type=None, last_regular_payment_date=None, last_coupon_type=None, fx_linked_notional_schedule=None, intermediate_notional_exchange=None, local_vars_configuration=None):  # noqa: E501
-        """LegDefinition - a model defined in OpenAPI"
-        
-        :param convention_name: 
-        :type convention_name: lusid.FlowConventionName
-        :param conventions: 
-        :type conventions: lusid.FlowConventions
-        :param index_convention: 
-        :type index_convention: lusid.IndexConvention
-        :param index_convention_name: 
-        :type index_convention_name: lusid.FlowConventionName
-        :param notional_exchange_type:  what type of notional exchange does the leg have    Supported string (enumeration) values are: [None, Initial, Final, Both]. (required)
-        :type notional_exchange_type: str
-        :param pay_receive:  Is the leg to be paid or received    Supported string (enumeration) values are: [Pay, Receive]. (required)
-        :type pay_receive: str
-        :param rate_or_spread:  Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg. (required)
-        :type rate_or_spread: float
-        :param reset_convention:  Control how resets are generated relative to swap payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].
-        :type reset_convention: str
-        :param stub_type:  If a stub is required should it be at the front or back of the leg.    Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both]. (required)
-        :type stub_type: str
-        :param compounding: 
-        :type compounding: lusid.Compounding
-        :param amortisation: 
-        :type amortisation: lusid.StepSchedule
-        :param first_regular_payment_date:  Optional payment date of the first regular coupon.  Must be greater than the StartDate.  If set, the regular coupon schedule will be built such that the first regular coupon  will end on this date. The start date of this coupon will be calculated as normal and  a stub coupon will be created from the StartDate to the start of the first regular coupon.
-        :type first_regular_payment_date: datetime
-        :param first_coupon_type:  Optional coupon type setting for the first coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].
-        :type first_coupon_type: str
-        :param last_regular_payment_date:  Optional payment date of the last regular coupon.  Must be less than the Maturity date.  If set, the regular coupon schedule will be built up to this date and the final  coupon will be a stub between this date and the Maturity date.
-        :type last_regular_payment_date: datetime
-        :param last_coupon_type:  Optional coupon type setting for the last coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].
-        :type last_coupon_type: str
-        :param fx_linked_notional_schedule: 
-        :type fx_linked_notional_schedule: lusid.FxLinkedNotionalSchedule
-        :param intermediate_notional_exchange:  Indicates whether there are intermediate notional exchanges.
-        :type intermediate_notional_exchange: bool
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._convention_name = None
-        self._conventions = None
-        self._index_convention = None
-        self._index_convention_name = None
-        self._notional_exchange_type = None
-        self._pay_receive = None
-        self._rate_or_spread = None
-        self._reset_convention = None
-        self._stub_type = None
-        self._compounding = None
-        self._amortisation = None
-        self._first_regular_payment_date = None
-        self._first_coupon_type = None
-        self._last_regular_payment_date = None
-        self._last_coupon_type = None
-        self._fx_linked_notional_schedule = None
-        self._intermediate_notional_exchange = None
-        self.discriminator = None
-
-        if convention_name is not None:
-            self.convention_name = convention_name
-        if conventions is not None:
-            self.conventions = conventions
-        if index_convention is not None:
-            self.index_convention = index_convention
-        if index_convention_name is not None:
-            self.index_convention_name = index_convention_name
-        self.notional_exchange_type = notional_exchange_type
-        self.pay_receive = pay_receive
-        self.rate_or_spread = rate_or_spread
-        self.reset_convention = reset_convention
-        self.stub_type = stub_type
-        if compounding is not None:
-            self.compounding = compounding
-        if amortisation is not None:
-            self.amortisation = amortisation
-        self.first_regular_payment_date = first_regular_payment_date
-        self.first_coupon_type = first_coupon_type
-        self.last_regular_payment_date = last_regular_payment_date
-        self.last_coupon_type = last_coupon_type
-        if fx_linked_notional_schedule is not None:
-            self.fx_linked_notional_schedule = fx_linked_notional_schedule
-        self.intermediate_notional_exchange = intermediate_notional_exchange
-
-    @property
-    def convention_name(self):
-        """Gets the convention_name of this LegDefinition.  # noqa: E501
-
-
-        :return: The convention_name of this LegDefinition.  # noqa: E501
-        :rtype: lusid.FlowConventionName
-        """
-        return self._convention_name
-
-    @convention_name.setter
-    def convention_name(self, convention_name):
-        """Sets the convention_name of this LegDefinition.
-
-
-        :param convention_name: The convention_name of this LegDefinition.  # noqa: E501
-        :type convention_name: lusid.FlowConventionName
-        """
-
-        self._convention_name = convention_name
-
-    @property
-    def conventions(self):
-        """Gets the conventions of this LegDefinition.  # noqa: E501
-
-
-        :return: The conventions of this LegDefinition.  # noqa: E501
-        :rtype: lusid.FlowConventions
-        """
-        return self._conventions
-
-    @conventions.setter
-    def conventions(self, conventions):
-        """Sets the conventions of this LegDefinition.
-
-
-        :param conventions: The conventions of this LegDefinition.  # noqa: E501
-        :type conventions: lusid.FlowConventions
-        """
-
-        self._conventions = conventions
-
-    @property
-    def index_convention(self):
-        """Gets the index_convention of this LegDefinition.  # noqa: E501
-
-
-        :return: The index_convention of this LegDefinition.  # noqa: E501
-        :rtype: lusid.IndexConvention
-        """
-        return self._index_convention
-
-    @index_convention.setter
-    def index_convention(self, index_convention):
-        """Sets the index_convention of this LegDefinition.
-
-
-        :param index_convention: The index_convention of this LegDefinition.  # noqa: E501
-        :type index_convention: lusid.IndexConvention
-        """
-
-        self._index_convention = index_convention
-
-    @property
-    def index_convention_name(self):
-        """Gets the index_convention_name of this LegDefinition.  # noqa: E501
-
-
-        :return: The index_convention_name of this LegDefinition.  # noqa: E501
-        :rtype: lusid.FlowConventionName
-        """
-        return self._index_convention_name
-
-    @index_convention_name.setter
-    def index_convention_name(self, index_convention_name):
-        """Sets the index_convention_name of this LegDefinition.
-
-
-        :param index_convention_name: The index_convention_name of this LegDefinition.  # noqa: E501
-        :type index_convention_name: lusid.FlowConventionName
-        """
-
-        self._index_convention_name = index_convention_name
-
-    @property
-    def notional_exchange_type(self):
-        """Gets the notional_exchange_type of this LegDefinition.  # noqa: E501
-
-        what type of notional exchange does the leg have    Supported string (enumeration) values are: [None, Initial, Final, Both].  # noqa: E501
-
-        :return: The notional_exchange_type of this LegDefinition.  # noqa: E501
-        :rtype: str
-        """
-        return self._notional_exchange_type
-
-    @notional_exchange_type.setter
-    def notional_exchange_type(self, notional_exchange_type):
-        """Sets the notional_exchange_type of this LegDefinition.
-
-        what type of notional exchange does the leg have    Supported string (enumeration) values are: [None, Initial, Final, Both].  # noqa: E501
-
-        :param notional_exchange_type: The notional_exchange_type of this LegDefinition.  # noqa: E501
-        :type notional_exchange_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and notional_exchange_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `notional_exchange_type`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                notional_exchange_type is not None and len(notional_exchange_type) < 1):
-            raise ValueError("Invalid value for `notional_exchange_type`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._notional_exchange_type = notional_exchange_type
-
-    @property
-    def pay_receive(self):
-        """Gets the pay_receive of this LegDefinition.  # noqa: E501
-
-        Is the leg to be paid or received    Supported string (enumeration) values are: [Pay, Receive].  # noqa: E501
-
-        :return: The pay_receive of this LegDefinition.  # noqa: E501
-        :rtype: str
-        """
-        return self._pay_receive
-
-    @pay_receive.setter
-    def pay_receive(self, pay_receive):
-        """Sets the pay_receive of this LegDefinition.
-
-        Is the leg to be paid or received    Supported string (enumeration) values are: [Pay, Receive].  # noqa: E501
-
-        :param pay_receive: The pay_receive of this LegDefinition.  # noqa: E501
-        :type pay_receive: str
-        """
-        if self.local_vars_configuration.client_side_validation and pay_receive is None:  # noqa: E501
-            raise ValueError("Invalid value for `pay_receive`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                pay_receive is not None and len(pay_receive) < 1):
-            raise ValueError("Invalid value for `pay_receive`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._pay_receive = pay_receive
-
-    @property
-    def rate_or_spread(self):
-        """Gets the rate_or_spread of this LegDefinition.  # noqa: E501
-
-        Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg.  # noqa: E501
-
-        :return: The rate_or_spread of this LegDefinition.  # noqa: E501
-        :rtype: float
-        """
-        return self._rate_or_spread
-
-    @rate_or_spread.setter
-    def rate_or_spread(self, rate_or_spread):
-        """Sets the rate_or_spread of this LegDefinition.
-
-        Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg.  # noqa: E501
-
-        :param rate_or_spread: The rate_or_spread of this LegDefinition.  # noqa: E501
-        :type rate_or_spread: float
-        """
-        if self.local_vars_configuration.client_side_validation and rate_or_spread is None:  # noqa: E501
-            raise ValueError("Invalid value for `rate_or_spread`, must not be `None`")  # noqa: E501
-
-        self._rate_or_spread = rate_or_spread
-
-    @property
-    def reset_convention(self):
-        """Gets the reset_convention of this LegDefinition.  # noqa: E501
-
-        Control how resets are generated relative to swap payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].  # noqa: E501
-
-        :return: The reset_convention of this LegDefinition.  # noqa: E501
-        :rtype: str
-        """
-        return self._reset_convention
-
-    @reset_convention.setter
-    def reset_convention(self, reset_convention):
-        """Sets the reset_convention of this LegDefinition.
-
-        Control how resets are generated relative to swap payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].  # noqa: E501
-
-        :param reset_convention: The reset_convention of this LegDefinition.  # noqa: E501
-        :type reset_convention: str
-        """
-
-        self._reset_convention = reset_convention
-
-    @property
-    def stub_type(self):
-        """Gets the stub_type of this LegDefinition.  # noqa: E501
-
-        If a stub is required should it be at the front or back of the leg.    Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both].  # noqa: E501
-
-        :return: The stub_type of this LegDefinition.  # noqa: E501
-        :rtype: str
-        """
-        return self._stub_type
-
-    @stub_type.setter
-    def stub_type(self, stub_type):
-        """Sets the stub_type of this LegDefinition.
-
-        If a stub is required should it be at the front or back of the leg.    Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both].  # noqa: E501
-
-        :param stub_type: The stub_type of this LegDefinition.  # noqa: E501
-        :type stub_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and stub_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `stub_type`, must not be `None`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                stub_type is not None and len(stub_type) < 1):
-            raise ValueError("Invalid value for `stub_type`, length must be greater than or equal to `1`")  # noqa: E501
-
-        self._stub_type = stub_type
-
-    @property
-    def compounding(self):
-        """Gets the compounding of this LegDefinition.  # noqa: E501
-
-
-        :return: The compounding of this LegDefinition.  # noqa: E501
-        :rtype: lusid.Compounding
-        """
-        return self._compounding
-
-    @compounding.setter
-    def compounding(self, compounding):
-        """Sets the compounding of this LegDefinition.
-
-
-        :param compounding: The compounding of this LegDefinition.  # noqa: E501
-        :type compounding: lusid.Compounding
-        """
-
-        self._compounding = compounding
-
-    @property
-    def amortisation(self):
-        """Gets the amortisation of this LegDefinition.  # noqa: E501
-
-
-        :return: The amortisation of this LegDefinition.  # noqa: E501
-        :rtype: lusid.StepSchedule
-        """
-        return self._amortisation
-
-    @amortisation.setter
-    def amortisation(self, amortisation):
-        """Sets the amortisation of this LegDefinition.
-
-
-        :param amortisation: The amortisation of this LegDefinition.  # noqa: E501
-        :type amortisation: lusid.StepSchedule
-        """
-
-        self._amortisation = amortisation
-
-    @property
-    def first_regular_payment_date(self):
-        """Gets the first_regular_payment_date of this LegDefinition.  # noqa: E501
-
-        Optional payment date of the first regular coupon.  Must be greater than the StartDate.  If set, the regular coupon schedule will be built such that the first regular coupon  will end on this date. The start date of this coupon will be calculated as normal and  a stub coupon will be created from the StartDate to the start of the first regular coupon.  # noqa: E501
-
-        :return: The first_regular_payment_date of this LegDefinition.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._first_regular_payment_date
-
-    @first_regular_payment_date.setter
-    def first_regular_payment_date(self, first_regular_payment_date):
-        """Sets the first_regular_payment_date of this LegDefinition.
-
-        Optional payment date of the first regular coupon.  Must be greater than the StartDate.  If set, the regular coupon schedule will be built such that the first regular coupon  will end on this date. The start date of this coupon will be calculated as normal and  a stub coupon will be created from the StartDate to the start of the first regular coupon.  # noqa: E501
-
-        :param first_regular_payment_date: The first_regular_payment_date of this LegDefinition.  # noqa: E501
-        :type first_regular_payment_date: datetime
-        """
-
-        self._first_regular_payment_date = first_regular_payment_date
-
-    @property
-    def first_coupon_type(self):
-        """Gets the first_coupon_type of this LegDefinition.  # noqa: E501
-
-        Optional coupon type setting for the first coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].  # noqa: E501
-
-        :return: The first_coupon_type of this LegDefinition.  # noqa: E501
-        :rtype: str
-        """
-        return self._first_coupon_type
-
-    @first_coupon_type.setter
-    def first_coupon_type(self, first_coupon_type):
-        """Sets the first_coupon_type of this LegDefinition.
-
-        Optional coupon type setting for the first coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].  # noqa: E501
-
-        :param first_coupon_type: The first_coupon_type of this LegDefinition.  # noqa: E501
-        :type first_coupon_type: str
-        """
-
-        self._first_coupon_type = first_coupon_type
-
-    @property
-    def last_regular_payment_date(self):
-        """Gets the last_regular_payment_date of this LegDefinition.  # noqa: E501
-
-        Optional payment date of the last regular coupon.  Must be less than the Maturity date.  If set, the regular coupon schedule will be built up to this date and the final  coupon will be a stub between this date and the Maturity date.  # noqa: E501
-
-        :return: The last_regular_payment_date of this LegDefinition.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._last_regular_payment_date
-
-    @last_regular_payment_date.setter
-    def last_regular_payment_date(self, last_regular_payment_date):
-        """Sets the last_regular_payment_date of this LegDefinition.
-
-        Optional payment date of the last regular coupon.  Must be less than the Maturity date.  If set, the regular coupon schedule will be built up to this date and the final  coupon will be a stub between this date and the Maturity date.  # noqa: E501
-
-        :param last_regular_payment_date: The last_regular_payment_date of this LegDefinition.  # noqa: E501
-        :type last_regular_payment_date: datetime
-        """
-
-        self._last_regular_payment_date = last_regular_payment_date
-
-    @property
-    def last_coupon_type(self):
-        """Gets the last_coupon_type of this LegDefinition.  # noqa: E501
-
-        Optional coupon type setting for the last coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].  # noqa: E501
-
-        :return: The last_coupon_type of this LegDefinition.  # noqa: E501
-        :rtype: str
-        """
-        return self._last_coupon_type
-
-    @last_coupon_type.setter
-    def last_coupon_type(self, last_coupon_type):
-        """Sets the last_coupon_type of this LegDefinition.
-
-        Optional coupon type setting for the last coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].  # noqa: E501
-
-        :param last_coupon_type: The last_coupon_type of this LegDefinition.  # noqa: E501
-        :type last_coupon_type: str
-        """
-
-        self._last_coupon_type = last_coupon_type
-
-    @property
-    def fx_linked_notional_schedule(self):
-        """Gets the fx_linked_notional_schedule of this LegDefinition.  # noqa: E501
-
-
-        :return: The fx_linked_notional_schedule of this LegDefinition.  # noqa: E501
-        :rtype: lusid.FxLinkedNotionalSchedule
-        """
-        return self._fx_linked_notional_schedule
-
-    @fx_linked_notional_schedule.setter
-    def fx_linked_notional_schedule(self, fx_linked_notional_schedule):
-        """Sets the fx_linked_notional_schedule of this LegDefinition.
-
-
-        :param fx_linked_notional_schedule: The fx_linked_notional_schedule of this LegDefinition.  # noqa: E501
-        :type fx_linked_notional_schedule: lusid.FxLinkedNotionalSchedule
-        """
-
-        self._fx_linked_notional_schedule = fx_linked_notional_schedule
-
-    @property
-    def intermediate_notional_exchange(self):
-        """Gets the intermediate_notional_exchange of this LegDefinition.  # noqa: E501
-
-        Indicates whether there are intermediate notional exchanges.  # noqa: E501
-
-        :return: The intermediate_notional_exchange of this LegDefinition.  # noqa: E501
-        :rtype: bool
-        """
-        return self._intermediate_notional_exchange
-
-    @intermediate_notional_exchange.setter
-    def intermediate_notional_exchange(self, intermediate_notional_exchange):
-        """Sets the intermediate_notional_exchange of this LegDefinition.
-
-        Indicates whether there are intermediate notional exchanges.  # noqa: E501
-
-        :param intermediate_notional_exchange: The intermediate_notional_exchange of this LegDefinition.  # noqa: E501
-        :type intermediate_notional_exchange: bool
-        """
-
-        self._intermediate_notional_exchange = intermediate_notional_exchange
-
-    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())
+    convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
+    conventions: Optional[FlowConventions] = None
+    index_convention: Optional[IndexConvention] = Field(None, alias="indexConvention")
+    index_convention_name: Optional[FlowConventionName] = Field(None, alias="indexConventionName")
+    notional_exchange_type: constr(strict=True, min_length=1) = Field(..., alias="notionalExchangeType", description="what type of notional exchange does the leg have    Supported string (enumeration) values are: [None, Initial, Final, Both].")
+    pay_receive: constr(strict=True, min_length=1) = Field(..., alias="payReceive", description="Is the leg to be paid or received    Supported string (enumeration) values are: [Pay, Receive].")
+    rate_or_spread: Union[StrictFloat, StrictInt] = Field(..., alias="rateOrSpread", description="Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg.")
+    reset_convention: Optional[StrictStr] = Field(None, alias="resetConvention", description="Control how resets are generated relative to swap payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].")
+    stub_type: constr(strict=True, min_length=1) = Field(..., alias="stubType", description="If a stub is required should it be at the front or back of the leg.    Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both].")
+    compounding: Optional[Compounding] = None
+    amortisation: Optional[StepSchedule] = None
+    first_regular_payment_date: Optional[datetime] = Field(None, alias="firstRegularPaymentDate", description="Optional payment date of the first regular coupon.  Must be greater than the StartDate.  If set, the regular coupon schedule will be built such that the first regular coupon  will end on this date. The start date of this coupon will be calculated as normal and  a stub coupon will be created from the StartDate to the start of the first regular coupon.")
+    first_coupon_type: Optional[StrictStr] = Field(None, alias="firstCouponType", description="Optional coupon type setting for the first coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].")
+    last_regular_payment_date: Optional[datetime] = Field(None, alias="lastRegularPaymentDate", description="Optional payment date of the last regular coupon.  Must be less than the Maturity date.  If set, the regular coupon schedule will be built up to this date and the final  coupon will be a stub between this date and the Maturity date.")
+    last_coupon_type: Optional[StrictStr] = Field(None, alias="lastCouponType", description="Optional coupon type setting for the last coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].")
+    fx_linked_notional_schedule: Optional[FxLinkedNotionalSchedule] = Field(None, alias="fxLinkedNotionalSchedule")
+    intermediate_notional_exchange: Optional[StrictBool] = Field(None, alias="intermediateNotionalExchange", description="Indicates whether there are intermediate notional exchanges.")
+    __properties = ["conventionName", "conventions", "indexConvention", "indexConventionName", "notionalExchangeType", "payReceive", "rateOrSpread", "resetConvention", "stubType", "compounding", "amortisation", "firstRegularPaymentDate", "firstCouponType", "lastRegularPaymentDate", "lastCouponType", "fxLinkedNotionalSchedule", "intermediateNotionalExchange"]
+
+    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, LegDefinition):
-            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, LegDefinition):
-            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) -> LegDefinition:
+        """Create an instance of LegDefinition from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of convention_name
+        if self.convention_name:
+            _dict['conventionName'] = self.convention_name.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of conventions
+        if self.conventions:
+            _dict['conventions'] = self.conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of index_convention
+        if self.index_convention:
+            _dict['indexConvention'] = self.index_convention.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 compounding
+        if self.compounding:
+            _dict['compounding'] = self.compounding.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of amortisation
+        if self.amortisation:
+            _dict['amortisation'] = self.amortisation.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of fx_linked_notional_schedule
+        if self.fx_linked_notional_schedule:
+            _dict['fxLinkedNotionalSchedule'] = self.fx_linked_notional_schedule.to_dict()
+        # 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
+
+        # set to None if first_regular_payment_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.first_regular_payment_date is None and "first_regular_payment_date" in self.__fields_set__:
+            _dict['firstRegularPaymentDate'] = None
+
+        # set to None if first_coupon_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.first_coupon_type is None and "first_coupon_type" in self.__fields_set__:
+            _dict['firstCouponType'] = None
+
+        # set to None if last_regular_payment_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.last_regular_payment_date is None and "last_regular_payment_date" in self.__fields_set__:
+            _dict['lastRegularPaymentDate'] = None
+
+        # set to None if last_coupon_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.last_coupon_type is None and "last_coupon_type" in self.__fields_set__:
+            _dict['lastCouponType'] = None
+
+        # set to None if intermediate_notional_exchange (nullable) is None
+        # and __fields_set__ contains the field
+        if self.intermediate_notional_exchange is None and "intermediate_notional_exchange" in self.__fields_set__:
+            _dict['intermediateNotionalExchange'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> LegDefinition:
+        """Create an instance of LegDefinition from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return LegDefinition.parse_obj(obj)
+
+        _obj = LegDefinition.parse_obj({
+            "convention_name": FlowConventionName.from_dict(obj.get("conventionName")) if obj.get("conventionName") is not None else None,
+            "conventions": FlowConventions.from_dict(obj.get("conventions")) if obj.get("conventions") is not None else None,
+            "index_convention": IndexConvention.from_dict(obj.get("indexConvention")) if obj.get("indexConvention") is not None else None,
+            "index_convention_name": FlowConventionName.from_dict(obj.get("indexConventionName")) if obj.get("indexConventionName") is not None else None,
+            "notional_exchange_type": obj.get("notionalExchangeType"),
+            "pay_receive": obj.get("payReceive"),
+            "rate_or_spread": obj.get("rateOrSpread"),
+            "reset_convention": obj.get("resetConvention"),
+            "stub_type": obj.get("stubType"),
+            "compounding": Compounding.from_dict(obj.get("compounding")) if obj.get("compounding") is not None else None,
+            "amortisation": StepSchedule.from_dict(obj.get("amortisation")) if obj.get("amortisation") is not None else None,
+            "first_regular_payment_date": obj.get("firstRegularPaymentDate"),
+            "first_coupon_type": obj.get("firstCouponType"),
+            "last_regular_payment_date": obj.get("lastRegularPaymentDate"),
+            "last_coupon_type": obj.get("lastCouponType"),
+            "fx_linked_notional_schedule": FxLinkedNotionalSchedule.from_dict(obj.get("fxLinkedNotionalSchedule")) if obj.get("fxLinkedNotionalSchedule") is not None else None,
+            "intermediate_notional_exchange": obj.get("intermediateNotionalExchange")
+        })
+        return _obj