lusid-sdk 1.1.229__py3-none-any.whl → 1.1.235__py3-none-any.whl

lusid/models/fund_share_class.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -44,6 +44,7 @@ class FundShareClass(object):
         'distribution_payment_type': 'str',
         'hedging': 'str',
         'dom_ccy': 'str',
+        'rounding_conventions': 'list[SimpleRoundingConvention]',
         'instrument_type': 'str'
     }
 
@@ -53,6 +54,7 @@ class FundShareClass(object):
         'distribution_payment_type': 'distributionPaymentType',
         'hedging': 'hedging',
         'dom_ccy': 'domCcy',
+        'rounding_conventions': 'roundingConventions',
         'instrument_type': 'instrumentType'
     }
 
@@ -62,10 +64,11 @@ class FundShareClass(object):
         'distribution_payment_type': 'required',
         'hedging': 'required',
         'dom_ccy': 'required',
+        'rounding_conventions': 'optional',
         'instrument_type': 'required'
     }
 
-    def __init__(self, short_code=None, fund_share_class_type=None, distribution_payment_type=None, hedging=None, dom_ccy=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
+    def __init__(self, short_code=None, fund_share_class_type=None, distribution_payment_type=None, hedging=None, dom_ccy=None, rounding_conventions=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
         """FundShareClass - a model defined in OpenAPI"
         
         :param short_code:  A short identifier, unique across a single fund, usually made up of the ShareClass components. Eg \"A Accumulation Euro Hedged Class\" could become \"A Acc H EUR\". (required)
@@ -78,7 +81,9 @@ class FundShareClass(object):
         :type hedging: str
         :param dom_ccy:  The domestic currency of the instrument. (required)
         :type dom_ccy: 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, UnsettledCash, Cash (required)
+        :param rounding_conventions:  Rounding Convention used for the FundShareClass quotes
+        :type rounding_conventions: list[lusid.SimpleRoundingConvention]
+        :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, UnsettledCash, Cash, MasteredInstrument (required)
         :type instrument_type: str
 
         """  # noqa: E501
@@ -91,6 +96,7 @@ class FundShareClass(object):
         self._distribution_payment_type = None
         self._hedging = None
         self._dom_ccy = None
+        self._rounding_conventions = None
         self._instrument_type = None
         self.discriminator = None
 
@@ -99,6 +105,7 @@ class FundShareClass(object):
         self.distribution_payment_type = distribution_payment_type
         self.hedging = hedging
         self.dom_ccy = dom_ccy
+        self.rounding_conventions = rounding_conventions
         self.instrument_type = instrument_type
 
     @property
@@ -238,11 +245,34 @@ class FundShareClass(object):
 
         self._dom_ccy = dom_ccy
 
+    @property
+    def rounding_conventions(self):
+        """Gets the rounding_conventions of this FundShareClass.  # noqa: E501
+
+        Rounding Convention used for the FundShareClass quotes  # noqa: E501
+
+        :return: The rounding_conventions of this FundShareClass.  # noqa: E501
+        :rtype: list[lusid.SimpleRoundingConvention]
+        """
+        return self._rounding_conventions
+
+    @rounding_conventions.setter
+    def rounding_conventions(self, rounding_conventions):
+        """Sets the rounding_conventions of this FundShareClass.
+
+        Rounding Convention used for the FundShareClass quotes  # noqa: E501
+
+        :param rounding_conventions: The rounding_conventions of this FundShareClass.  # noqa: E501
+        :type rounding_conventions: list[lusid.SimpleRoundingConvention]
+        """
+
+        self._rounding_conventions = rounding_conventions
+
     @property
     def instrument_type(self):
         """Gets the instrument_type of this FundShareClass.  # 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, UnsettledCash, Cash  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :return: The instrument_type of this FundShareClass.  # noqa: E501
         :rtype: str
@@ -253,14 +283,14 @@ class FundShareClass(object):
     def instrument_type(self, instrument_type):
         """Sets the instrument_type of this FundShareClass.
 
-        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  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :param instrument_type: The instrument_type of this FundShareClass.  # 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", "UnsettledCash", "Cash"]  # 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", "UnsettledCash", "Cash", "MasteredInstrument"]  # 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

lusid/models/fund_share_class_all_of.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -44,6 +44,7 @@ class FundShareClassAllOf(object):
         'distribution_payment_type': 'str',
         'hedging': 'str',
         'dom_ccy': 'str',
+        'rounding_conventions': 'list[SimpleRoundingConvention]',
         'instrument_type': 'str'
     }
 
@@ -53,6 +54,7 @@ class FundShareClassAllOf(object):
         'distribution_payment_type': 'distributionPaymentType',
         'hedging': 'hedging',
         'dom_ccy': 'domCcy',
+        'rounding_conventions': 'roundingConventions',
         'instrument_type': 'instrumentType'
     }
 
@@ -62,10 +64,11 @@ class FundShareClassAllOf(object):
         'distribution_payment_type': 'required',
         'hedging': 'required',
         'dom_ccy': 'required',
+        'rounding_conventions': 'optional',
         'instrument_type': 'required'
     }
 
-    def __init__(self, short_code=None, fund_share_class_type=None, distribution_payment_type=None, hedging=None, dom_ccy=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
+    def __init__(self, short_code=None, fund_share_class_type=None, distribution_payment_type=None, hedging=None, dom_ccy=None, rounding_conventions=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
         """FundShareClassAllOf - a model defined in OpenAPI"
         
         :param short_code:  A short identifier, unique across a single fund, usually made up of the ShareClass components. Eg \"A Accumulation Euro Hedged Class\" could become \"A Acc H EUR\". (required)
@@ -78,7 +81,9 @@ class FundShareClassAllOf(object):
         :type hedging: str
         :param dom_ccy:  The domestic currency of the instrument. (required)
         :type dom_ccy: 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, UnsettledCash, Cash (required)
+        :param rounding_conventions:  Rounding Convention used for the FundShareClass quotes
+        :type rounding_conventions: list[lusid.SimpleRoundingConvention]
+        :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, UnsettledCash, Cash, MasteredInstrument (required)
         :type instrument_type: str
 
         """  # noqa: E501
@@ -91,6 +96,7 @@ class FundShareClassAllOf(object):
         self._distribution_payment_type = None
         self._hedging = None
         self._dom_ccy = None
+        self._rounding_conventions = None
         self._instrument_type = None
         self.discriminator = None
 
@@ -99,6 +105,7 @@ class FundShareClassAllOf(object):
         self.distribution_payment_type = distribution_payment_type
         self.hedging = hedging
         self.dom_ccy = dom_ccy
+        self.rounding_conventions = rounding_conventions
         self.instrument_type = instrument_type
 
     @property
@@ -238,11 +245,34 @@ class FundShareClassAllOf(object):
 
         self._dom_ccy = dom_ccy
 
+    @property
+    def rounding_conventions(self):
+        """Gets the rounding_conventions of this FundShareClassAllOf.  # noqa: E501
+
+        Rounding Convention used for the FundShareClass quotes  # noqa: E501
+
+        :return: The rounding_conventions of this FundShareClassAllOf.  # noqa: E501
+        :rtype: list[lusid.SimpleRoundingConvention]
+        """
+        return self._rounding_conventions
+
+    @rounding_conventions.setter
+    def rounding_conventions(self, rounding_conventions):
+        """Sets the rounding_conventions of this FundShareClassAllOf.
+
+        Rounding Convention used for the FundShareClass quotes  # noqa: E501
+
+        :param rounding_conventions: The rounding_conventions of this FundShareClassAllOf.  # noqa: E501
+        :type rounding_conventions: list[lusid.SimpleRoundingConvention]
+        """
+
+        self._rounding_conventions = rounding_conventions
+
     @property
     def instrument_type(self):
         """Gets the instrument_type of this FundShareClassAllOf.  # 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, UnsettledCash, Cash  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :return: The instrument_type of this FundShareClassAllOf.  # noqa: E501
         :rtype: str
@@ -253,14 +283,14 @@ class FundShareClassAllOf(object):
     def instrument_type(self, instrument_type):
         """Sets the instrument_type of this FundShareClassAllOf.
 
-        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  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :param instrument_type: The instrument_type of this FundShareClassAllOf.  # 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", "UnsettledCash", "Cash"]  # 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", "UnsettledCash", "Cash", "MasteredInstrument"]  # 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

lusid/models/funding_leg.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -73,7 +73,7 @@ class FundingLeg(object):
         :type leg_definition: lusid.LegDefinition
         :param notional:  The initial notional of the Funding Leg instrument.  When \"RequiresFundingLegHistory\" property key is present in transaction key, during a GetValuation endpoint call (for instance),  this field would overriden by the Funding Leg history's notional and this notional field would not be used in the pricing and accrual calculations.  As such, we recommend setting this to 0 or not setting it at all.  Please see the following Notebook example and Knowledge Base article:  Notebook: https://github.com/finbourne/sample-notebooks/blob/master/examples/use-cases/instruments/Funding%20Leg%20Swap.ipynb  Knowledge Base article: https://support.lusid.com/knowledgebase/article/KA-01764/
         :type notional: float
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash (required)
+        :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, UnsettledCash, Cash, MasteredInstrument (required)
         :type instrument_type: str
 
         """  # noqa: E501
@@ -194,7 +194,7 @@ class FundingLeg(object):
     def instrument_type(self):
         """Gets the instrument_type of this FundingLeg.  # 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, UnsettledCash, Cash  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :return: The instrument_type of this FundingLeg.  # noqa: E501
         :rtype: str
@@ -205,14 +205,14 @@ class FundingLeg(object):
     def instrument_type(self, instrument_type):
         """Sets the instrument_type of this FundingLeg.
 
-        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  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :param instrument_type: The instrument_type of this FundingLeg.  # 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", "UnsettledCash", "Cash"]  # 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", "UnsettledCash", "Cash", "MasteredInstrument"]  # 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

lusid/models/funding_leg_all_of.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -73,7 +73,7 @@ class FundingLegAllOf(object):
         :type leg_definition: lusid.LegDefinition
         :param notional:  The initial notional of the Funding Leg instrument.  When \"RequiresFundingLegHistory\" property key is present in transaction key, during a GetValuation endpoint call (for instance),  this field would overriden by the Funding Leg history's notional and this notional field would not be used in the pricing and accrual calculations.  As such, we recommend setting this to 0 or not setting it at all.  Please see the following Notebook example and Knowledge Base article:  Notebook: https://github.com/finbourne/sample-notebooks/blob/master/examples/use-cases/instruments/Funding%20Leg%20Swap.ipynb  Knowledge Base article: https://support.lusid.com/knowledgebase/article/KA-01764/
         :type notional: float
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash (required)
+        :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, UnsettledCash, Cash, MasteredInstrument (required)
         :type instrument_type: str
 
         """  # noqa: E501
@@ -194,7 +194,7 @@ class FundingLegAllOf(object):
     def instrument_type(self):
         """Gets the instrument_type of this FundingLegAllOf.  # 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, UnsettledCash, Cash  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :return: The instrument_type of this FundingLegAllOf.  # noqa: E501
         :rtype: str
@@ -205,14 +205,14 @@ class FundingLegAllOf(object):
     def instrument_type(self, instrument_type):
         """Sets the instrument_type of this FundingLegAllOf.
 
-        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  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :param instrument_type: The instrument_type of this FundingLegAllOf.  # 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", "UnsettledCash", "Cash"]  # 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", "UnsettledCash", "Cash", "MasteredInstrument"]  # 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

lusid/models/future.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -93,7 +93,7 @@ class Future(object):
         :type underlying: lusid.LusidInstrument
         :param calculation_type:  Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard    Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.    Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].
         :type calculation_type: 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, UnsettledCash, Cash (required)
+        :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, UnsettledCash, Cash, MasteredInstrument (required)
         :type instrument_type: str
 
         """  # noqa: E501
@@ -323,7 +323,7 @@ class Future(object):
     def instrument_type(self):
         """Gets the instrument_type of this Future.  # 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, UnsettledCash, Cash  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :return: The instrument_type of this Future.  # noqa: E501
         :rtype: str
@@ -334,14 +334,14 @@ class Future(object):
     def instrument_type(self, instrument_type):
         """Sets the instrument_type of this Future.
 
-        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  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :param instrument_type: The instrument_type of this Future.  # 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", "UnsettledCash", "Cash"]  # 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", "UnsettledCash", "Cash", "MasteredInstrument"]  # 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

lusid/models/future_all_of.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -93,7 +93,7 @@ class FutureAllOf(object):
         :type underlying: lusid.LusidInstrument
         :param calculation_type:  Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard    Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.    Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].
         :type calculation_type: 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, UnsettledCash, Cash (required)
+        :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, UnsettledCash, Cash, MasteredInstrument (required)
         :type instrument_type: str
 
         """  # noqa: E501
@@ -323,7 +323,7 @@ class FutureAllOf(object):
     def instrument_type(self):
         """Gets the instrument_type of this FutureAllOf.  # 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, UnsettledCash, Cash  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :return: The instrument_type of this FutureAllOf.  # noqa: E501
         :rtype: str
@@ -334,14 +334,14 @@ class FutureAllOf(object):
     def instrument_type(self, instrument_type):
         """Sets the instrument_type of this FutureAllOf.
 
-        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  # 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, UnsettledCash, Cash, MasteredInstrument  # noqa: E501
 
         :param instrument_type: The instrument_type of this FutureAllOf.  # 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", "UnsettledCash", "Cash"]  # 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", "UnsettledCash", "Cash", "MasteredInstrument"]  # 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

lusid/models/future_expiry_event.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -68,7 +68,7 @@ class FutureExpiryEvent(object):
         :type settlement_currency: str
         :param notional_amount_per_unit:  The notional amount of each unit in the Future instrument.
         :type notional_amount_per_unit: float
-        :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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent (required)
+        :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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent (required)
         :type instrument_event_type: str
 
         """  # noqa: E501
@@ -164,7 +164,7 @@ class FutureExpiryEvent(object):
     def instrument_event_type(self):
         """Gets the instrument_event_type of this FutureExpiryEvent.  # 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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent  # 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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent  # noqa: E501
 
         :return: The instrument_event_type of this FutureExpiryEvent.  # noqa: E501
         :rtype: str
@@ -175,14 +175,14 @@ class FutureExpiryEvent(object):
     def instrument_event_type(self, instrument_event_type):
         """Sets the instrument_event_type of this FutureExpiryEvent.
 
-        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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent  # 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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent  # noqa: E501
 
         :param instrument_event_type: The instrument_event_type of this FutureExpiryEvent.  # 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", "CapitalDistributionEvent", "SpinOffEvent", "MergerEvent", "FutureExpiryEvent", "SwapCashFlowEvent", "SwapPrincipalEvent", "CreditPremiumCashFlowEvent", "CdsCreditEvent", "CdxCreditEvent", "MbsCouponEvent", "MbsPrincipalEvent"]  # 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", "CapitalDistributionEvent", "SpinOffEvent", "MergerEvent", "FutureExpiryEvent", "SwapCashFlowEvent", "SwapPrincipalEvent", "CreditPremiumCashFlowEvent", "CdsCreditEvent", "CdxCreditEvent", "MbsCouponEvent", "MbsPrincipalEvent", "BonusIssueEvent", "MbsPrincipalWriteOffEvent", "MbsInterestDeferralEvent"]  # 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

lusid/models/future_expiry_event_all_of.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """
@@ -68,7 +68,7 @@ class FutureExpiryEventAllOf(object):
         :type settlement_currency: str
         :param notional_amount_per_unit:  The notional amount of each unit in the Future instrument.
         :type notional_amount_per_unit: float
-        :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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent (required)
+        :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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent (required)
         :type instrument_event_type: str
 
         """  # noqa: E501
@@ -164,7 +164,7 @@ class FutureExpiryEventAllOf(object):
     def instrument_event_type(self):
         """Gets the instrument_event_type of this FutureExpiryEventAllOf.  # 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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent  # 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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent  # noqa: E501
 
         :return: The instrument_event_type of this FutureExpiryEventAllOf.  # noqa: E501
         :rtype: str
@@ -175,14 +175,14 @@ class FutureExpiryEventAllOf(object):
     def instrument_event_type(self, instrument_event_type):
         """Sets the instrument_event_type of this FutureExpiryEventAllOf.
 
-        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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent  # 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, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent  # noqa: E501
 
         :param instrument_event_type: The instrument_event_type of this FutureExpiryEventAllOf.  # 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", "CapitalDistributionEvent", "SpinOffEvent", "MergerEvent", "FutureExpiryEvent", "SwapCashFlowEvent", "SwapPrincipalEvent", "CreditPremiumCashFlowEvent", "CdsCreditEvent", "CdxCreditEvent", "MbsCouponEvent", "MbsPrincipalEvent"]  # 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", "CapitalDistributionEvent", "SpinOffEvent", "MergerEvent", "FutureExpiryEvent", "SwapCashFlowEvent", "SwapPrincipalEvent", "CreditPremiumCashFlowEvent", "CdsCreditEvent", "CdxCreditEvent", "MbsCouponEvent", "MbsPrincipalEvent", "BonusIssueEvent", "MbsPrincipalWriteOffEvent", "MbsInterestDeferralEvent"]  # 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

lusid/models/futures_contract_details.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """

lusid/models/fx_conventions.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """

lusid/models/fx_dependency.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """

lusid/models/fx_dependency_all_of.py

@@ -5,7 +5,7 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.229
+    The version of the OpenAPI document: 1.1.235
     Contact: info@finbourne.com
     Generated by: https://openapi-generator.tech
 """