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

lusid/models/close_event_all_of.py

@@ -1,214 +0,0 @@
-# coding: utf-8
-
-"""
-    LUSID API
-
-    FINBOURNE Technology  # noqa: E501
-
-    The version of the OpenAPI document: 1.1.131
-    Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
-"""
-
-
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
-import pprint
-import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
-
-class CloseEventAllOf(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
-    """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
-    """
-    openapi_types = {
-        'start_date': 'datetime',
-        'end_date': 'datetime',
-        'instrument_event_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'end_date': 'endDate',
-        'instrument_event_type': 'instrumentEventType'
-    }
-
-    required_map = {
-        'start_date': 'optional',
-        'end_date': 'optional',
-        'instrument_event_type': 'required'
-    }
-
-    def __init__(self, start_date=None, end_date=None, instrument_event_type=None, local_vars_configuration=None):  # noqa: E501
-        """CloseEventAllOf - a model defined in OpenAPI"
-        
-        :param start_date:  The first date on which the instrument could close
-        :type start_date: datetime
-        :param end_date:  The last date on which the instrument could close
-        :type end_date: datetime
-        :param instrument_event_type:  The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent (required)
-        :type instrument_event_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._end_date = None
-        self._instrument_event_type = None
-        self.discriminator = None
-
-        if start_date is not None:
-            self.start_date = start_date
-        if end_date is not None:
-            self.end_date = end_date
-        self.instrument_event_type = instrument_event_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this CloseEventAllOf.  # noqa: E501
-
-        The first date on which the instrument could close  # noqa: E501
-
-        :return: The start_date of this CloseEventAllOf.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this CloseEventAllOf.
-
-        The first date on which the instrument could close  # noqa: E501
-
-        :param start_date: The start_date of this CloseEventAllOf.  # noqa: E501
-        :type start_date: datetime
-        """
-
-        self._start_date = start_date
-
-    @property
-    def end_date(self):
-        """Gets the end_date of this CloseEventAllOf.  # noqa: E501
-
-        The last date on which the instrument could close  # noqa: E501
-
-        :return: The end_date of this CloseEventAllOf.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._end_date
-
-    @end_date.setter
-    def end_date(self, end_date):
-        """Sets the end_date of this CloseEventAllOf.
-
-        The last date on which the instrument could close  # noqa: E501
-
-        :param end_date: The end_date of this CloseEventAllOf.  # noqa: E501
-        :type end_date: datetime
-        """
-
-        self._end_date = end_date
-
-    @property
-    def instrument_event_type(self):
-        """Gets the instrument_event_type of this CloseEventAllOf.  # noqa: E501
-
-        The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent  # noqa: E501
-
-        :return: The instrument_event_type of this CloseEventAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_event_type
-
-    @instrument_event_type.setter
-    def instrument_event_type(self, instrument_event_type):
-        """Sets the instrument_event_type of this CloseEventAllOf.
-
-        The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent  # noqa: E501
-
-        :param instrument_event_type: The instrument_event_type of this CloseEventAllOf.  # noqa: E501
-        :type instrument_event_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_event_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_event_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["TransitionEvent", "InformationalEvent", "OpenEvent", "CloseEvent", "StockSplitEvent", "BondDefaultEvent", "CashDividendEvent", "AmortisationEvent", "CashFlowEvent", "ExerciseEvent", "ResetEvent", "TriggerEvent", "RawVendorEvent", "InformationalErrorEvent", "BondCouponEvent", "DividendReinvestmentEvent", "AccumulationEvent", "BondPrincipalEvent", "DividendOptionEvent", "MaturityEvent", "FxForwardSettlementEvent", "ExpiryEvent", "ScripDividendEvent", "StockDividendEvent", "ReverseStockSplitEvent"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_event_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_event_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_event_type, allowed_values)
-            )
-
-        self._instrument_event_type = instrument_event_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())
-
-    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, CloseEventAllOf):
-            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, CloseEventAllOf):
-            return True
-
-        return self.to_dict() != other.to_dict()

lusid/models/complex_bond_all_of.py

@@ -1,344 +0,0 @@
-# coding: utf-8
-
-"""
-    LUSID API
-
-    FINBOURNE Technology  # noqa: E501
-
-    The version of the OpenAPI document: 1.1.131
-    Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
-"""
-
-
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
-import pprint
-import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
-
-class ComplexBondAllOf(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
-    """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
-    """
-    openapi_types = {
-        'identifiers': 'dict(str, str)',
-        'calculation_type': 'str',
-        'schedules': 'list[Schedule]',
-        'rounding_conventions': 'list[RoundingConvention]',
-        'asset_backed': 'bool',
-        'asset_pool_identifier': 'str',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'identifiers': 'identifiers',
-        'calculation_type': 'calculationType',
-        'schedules': 'schedules',
-        'rounding_conventions': 'roundingConventions',
-        'asset_backed': 'assetBacked',
-        'asset_pool_identifier': 'assetPoolIdentifier',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'identifiers': 'optional',
-        'calculation_type': 'optional',
-        'schedules': 'optional',
-        'rounding_conventions': 'optional',
-        'asset_backed': 'optional',
-        'asset_pool_identifier': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, identifiers=None, calculation_type=None, schedules=None, rounding_conventions=None, asset_backed=None, asset_pool_identifier=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """ComplexBondAllOf - a model defined in OpenAPI"
-        
-        :param identifiers:  External market codes and identifiers for the bond, e.g. ISIN.
-        :type identifiers: dict(str, str)
-        :param calculation_type:  The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].
-        :type calculation_type: str
-        :param schedules:  schedules.
-        :type schedules: list[lusid.Schedule]
-        :param rounding_conventions:  Rounding conventions for analytics, if any.
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        :param asset_backed:  If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.
-        :type asset_backed: bool
-        :param asset_pool_identifier:  Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)
-        :type asset_pool_identifier: str
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._identifiers = None
-        self._calculation_type = None
-        self._schedules = None
-        self._rounding_conventions = None
-        self._asset_backed = None
-        self._asset_pool_identifier = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.identifiers = identifiers
-        self.calculation_type = calculation_type
-        self.schedules = schedules
-        self.rounding_conventions = rounding_conventions
-        self.asset_backed = asset_backed
-        self.asset_pool_identifier = asset_pool_identifier
-        self.instrument_type = instrument_type
-
-    @property
-    def identifiers(self):
-        """Gets the identifiers of this ComplexBondAllOf.  # noqa: E501
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :return: The identifiers of this ComplexBondAllOf.  # noqa: E501
-        :rtype: dict(str, str)
-        """
-        return self._identifiers
-
-    @identifiers.setter
-    def identifiers(self, identifiers):
-        """Sets the identifiers of this ComplexBondAllOf.
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :param identifiers: The identifiers of this ComplexBondAllOf.  # noqa: E501
-        :type identifiers: dict(str, str)
-        """
-
-        self._identifiers = identifiers
-
-    @property
-    def calculation_type(self):
-        """Gets the calculation_type of this ComplexBondAllOf.  # noqa: E501
-
-        The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].  # noqa: E501
-
-        :return: The calculation_type of this ComplexBondAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._calculation_type
-
-    @calculation_type.setter
-    def calculation_type(self, calculation_type):
-        """Sets the calculation_type of this ComplexBondAllOf.
-
-        The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].  # noqa: E501
-
-        :param calculation_type: The calculation_type of this ComplexBondAllOf.  # noqa: E501
-        :type calculation_type: str
-        """
-        if (self.local_vars_configuration.client_side_validation and
-                calculation_type is not None and len(calculation_type) > 50):
-            raise ValueError("Invalid value for `calculation_type`, length must be less than or equal to `50`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                calculation_type is not None and len(calculation_type) < 0):
-            raise ValueError("Invalid value for `calculation_type`, length must be greater than or equal to `0`")  # noqa: E501
-
-        self._calculation_type = calculation_type
-
-    @property
-    def schedules(self):
-        """Gets the schedules of this ComplexBondAllOf.  # noqa: E501
-
-        schedules.  # noqa: E501
-
-        :return: The schedules of this ComplexBondAllOf.  # noqa: E501
-        :rtype: list[lusid.Schedule]
-        """
-        return self._schedules
-
-    @schedules.setter
-    def schedules(self, schedules):
-        """Sets the schedules of this ComplexBondAllOf.
-
-        schedules.  # noqa: E501
-
-        :param schedules: The schedules of this ComplexBondAllOf.  # noqa: E501
-        :type schedules: list[lusid.Schedule]
-        """
-
-        self._schedules = schedules
-
-    @property
-    def rounding_conventions(self):
-        """Gets the rounding_conventions of this ComplexBondAllOf.  # noqa: E501
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :return: The rounding_conventions of this ComplexBondAllOf.  # noqa: E501
-        :rtype: list[lusid.RoundingConvention]
-        """
-        return self._rounding_conventions
-
-    @rounding_conventions.setter
-    def rounding_conventions(self, rounding_conventions):
-        """Sets the rounding_conventions of this ComplexBondAllOf.
-
-        Rounding conventions for analytics, if any.  # noqa: E501
-
-        :param rounding_conventions: The rounding_conventions of this ComplexBondAllOf.  # noqa: E501
-        :type rounding_conventions: list[lusid.RoundingConvention]
-        """
-
-        self._rounding_conventions = rounding_conventions
-
-    @property
-    def asset_backed(self):
-        """Gets the asset_backed of this ComplexBondAllOf.  # noqa: E501
-
-        If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.  # noqa: E501
-
-        :return: The asset_backed of this ComplexBondAllOf.  # noqa: E501
-        :rtype: bool
-        """
-        return self._asset_backed
-
-    @asset_backed.setter
-    def asset_backed(self, asset_backed):
-        """Sets the asset_backed of this ComplexBondAllOf.
-
-        If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.  # noqa: E501
-
-        :param asset_backed: The asset_backed of this ComplexBondAllOf.  # noqa: E501
-        :type asset_backed: bool
-        """
-
-        self._asset_backed = asset_backed
-
-    @property
-    def asset_pool_identifier(self):
-        """Gets the asset_pool_identifier of this ComplexBondAllOf.  # noqa: E501
-
-        Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)  # noqa: E501
-
-        :return: The asset_pool_identifier of this ComplexBondAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._asset_pool_identifier
-
-    @asset_pool_identifier.setter
-    def asset_pool_identifier(self, asset_pool_identifier):
-        """Sets the asset_pool_identifier of this ComplexBondAllOf.
-
-        Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)  # noqa: E501
-
-        :param asset_pool_identifier: The asset_pool_identifier of this ComplexBondAllOf.  # noqa: E501
-        :type asset_pool_identifier: str
-        """
-        if (self.local_vars_configuration.client_side_validation and
-                asset_pool_identifier is not None and len(asset_pool_identifier) > 50):
-            raise ValueError("Invalid value for `asset_pool_identifier`, length must be less than or equal to `50`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                asset_pool_identifier is not None and len(asset_pool_identifier) < 0):
-            raise ValueError("Invalid value for `asset_pool_identifier`, length must be greater than or equal to `0`")  # noqa: E501
-
-        self._asset_pool_identifier = asset_pool_identifier
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this ComplexBondAllOf.  # 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 ComplexBondAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this ComplexBondAllOf.
-
-        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 ComplexBondAllOf.  # 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())
-
-    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, ComplexBondAllOf):
-            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, ComplexBondAllOf):
-            return True
-
-        return self.to_dict() != other.to_dict()