lusid-sdk 1.1.250__py3-none-any.whl → 2.0.455__py3-none-any.whl

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  1. lusid/__init__.py +1263 -244
  2. lusid/api/__init__.py +79 -2
  3. lusid/api/abor_api.py +2297 -0
  4. lusid/api/abor_configuration_api.py +944 -0
  5. lusid/api/address_key_definition_api.py +296 -269
  6. lusid/api/aggregation_api.py +470 -261
  7. lusid/api/allocations_api.py +409 -402
  8. lusid/api/application_metadata_api.py +266 -244
  9. lusid/api/blocks_api.py +407 -400
  10. lusid/api/calendars_api.py +1179 -1634
  11. lusid/api/chart_of_accounts_api.py +5391 -0
  12. lusid/api/complex_market_data_api.py +471 -310
  13. lusid/api/compliance_api.py +1042 -1866
  14. lusid/api/configuration_recipe_api.py +1507 -359
  15. lusid/api/conventions_api.py +1982 -0
  16. lusid/api/corporate_action_sources_api.py +957 -881
  17. lusid/api/counterparties_api.py +729 -711
  18. lusid/api/custom_entities_api.py +1190 -1469
  19. lusid/api/custom_entity_definitions_api.py +387 -364
  20. lusid/api/custom_entity_types_api.py +393 -369
  21. lusid/api/cut_label_definitions_api.py +482 -451
  22. lusid/api/data_types_api.py +708 -1090
  23. lusid/api/derived_transaction_portfolios_api.py +204 -213
  24. lusid/api/entities_api.py +114 -114
  25. lusid/api/executions_api.py +409 -402
  26. lusid/api/funds_api.py +944 -0
  27. lusid/api/instrument_event_types_api.py +1287 -0
  28. lusid/api/instrument_events_api.py +631 -82
  29. lusid/api/instruments_api.py +2388 -1911
  30. lusid/api/legacy_compliance_api.py +1449 -0
  31. lusid/api/legal_entities_api.py +1898 -2242
  32. lusid/api/order_graph_api.py +355 -362
  33. lusid/api/order_instructions_api.py +745 -0
  34. lusid/api/order_management_api.py +508 -873
  35. lusid/api/orders_api.py +409 -402
  36. lusid/api/packages_api.py +745 -0
  37. lusid/api/participations_api.py +407 -400
  38. lusid/api/persons_api.py +1775 -2102
  39. lusid/api/placements_api.py +407 -400
  40. lusid/api/portfolio_groups_api.py +2811 -2983
  41. lusid/api/portfolios_api.py +2861 -4068
  42. lusid/api/property_definitions_api.py +1102 -1183
  43. lusid/api/queryable_keys_api.py +110 -95
  44. lusid/api/quotes_api.py +1293 -512
  45. lusid/api/reconciliations_api.py +1858 -733
  46. lusid/api/reference_lists_api.py +389 -389
  47. lusid/api/reference_portfolio_api.py +409 -619
  48. lusid/api/relation_definitions_api.py +538 -0
  49. lusid/api/relations_api.py +414 -0
  50. lusid/api/relationship_definitions_api.py +484 -494
  51. lusid/api/relationships_api.py +206 -224
  52. lusid/api/schemas_api.py +366 -322
  53. lusid/api/scopes_api.py +184 -207
  54. lusid/api/scripted_translation_api.py +766 -775
  55. lusid/api/search_api.py +408 -423
  56. lusid/api/sequences_api.py +376 -404
  57. lusid/api/structured_result_data_api.py +1205 -575
  58. lusid/api/system_configuration_api.py +979 -143
  59. lusid/api/tax_rule_sets_api.py +900 -0
  60. lusid/api/transaction_configuration_api.py +1055 -1093
  61. lusid/api/transaction_fees_api.py +935 -0
  62. lusid/api/transaction_portfolios_api.py +4373 -3879
  63. lusid/api/translation_api.py +364 -0
  64. lusid/api_client.py +197 -124
  65. lusid/api_response.py +25 -0
  66. lusid/configuration.py +58 -81
  67. lusid/exceptions.py +17 -15
  68. lusid/extensions/__init__.py +18 -0
  69. lusid/extensions/api_client.py +766 -0
  70. lusid/extensions/api_client_factory.py +248 -0
  71. lusid/extensions/api_configuration.py +234 -0
  72. lusid/extensions/configuration_loaders.py +201 -0
  73. lusid/{utilities → extensions}/proxy_config.py +24 -6
  74. lusid/{utilities → extensions}/refreshing_token.py +82 -35
  75. lusid/extensions/rest.py +300 -0
  76. lusid/extensions/retry.py +357 -0
  77. lusid/extensions/socket_keep_alive.py +52 -0
  78. lusid/extensions/tcp_keep_alive_connector.py +113 -0
  79. lusid/models/__init__.py +1165 -237
  80. lusid/models/a2_b_breakdown.py +65 -187
  81. lusid/models/a2_b_category.py +60 -154
  82. lusid/models/a2_b_data_record.py +178 -540
  83. lusid/models/a2_b_movement_record.py +192 -635
  84. lusid/models/abor.py +157 -0
  85. lusid/models/abor_configuration.py +159 -0
  86. lusid/models/abor_configuration_properties.py +115 -0
  87. lusid/models/abor_configuration_request.py +145 -0
  88. lusid/models/abor_properties.py +115 -0
  89. lusid/models/abor_request.py +131 -0
  90. lusid/models/access_controlled_action.py +87 -215
  91. lusid/models/access_controlled_resource.py +105 -271
  92. lusid/models/access_metadata_operation.py +84 -234
  93. lusid/models/access_metadata_value.py +58 -166
  94. lusid/models/account.py +131 -0
  95. lusid/models/account_properties.py +115 -0
  96. lusid/models/accounting_method.py +42 -0
  97. lusid/models/accounts_upsert_response.py +110 -0
  98. lusid/models/accumulation_event.py +87 -293
  99. lusid/models/action_id.py +55 -204
  100. lusid/models/action_result_of_portfolio.py +57 -154
  101. lusid/models/add_business_days_to_date_request.py +63 -214
  102. lusid/models/add_business_days_to_date_response.py +52 -127
  103. lusid/models/additional_payment.py +58 -228
  104. lusid/models/address_definition.py +97 -284
  105. lusid/models/address_key_compliance_parameter.py +73 -166
  106. lusid/models/address_key_definition.py +74 -220
  107. lusid/models/address_key_filter.py +69 -191
  108. lusid/models/address_key_list.py +73 -170
  109. lusid/models/address_key_list_compliance_parameter.py +77 -164
  110. lusid/models/address_key_option_definition.py +71 -293
  111. lusid/models/adjust_holding.py +101 -214
  112. lusid/models/adjust_holding_for_date_request.py +109 -285
  113. lusid/models/adjust_holding_request.py +107 -250
  114. lusid/models/aggregate_spec.py +67 -196
  115. lusid/models/aggregated_return.py +106 -373
  116. lusid/models/aggregated_returns_dispersion_request.py +102 -291
  117. lusid/models/aggregated_returns_request.py +128 -403
  118. lusid/models/aggregated_returns_response.py +95 -184
  119. lusid/models/aggregated_transactions_request.py +131 -0
  120. lusid/models/aggregation_context.py +55 -125
  121. lusid/models/aggregation_measure_failure_detail.py +80 -238
  122. lusid/models/aggregation_op.py +49 -0
  123. lusid/models/aggregation_options.py +55 -189
  124. lusid/models/aggregation_query.py +106 -439
  125. lusid/models/aggregation_type.py +44 -0
  126. lusid/models/allocation.py +207 -735
  127. lusid/models/allocation_request.py +175 -611
  128. lusid/models/allocation_service_run_response.py +102 -0
  129. lusid/models/allocation_set_request.py +64 -126
  130. lusid/models/amortisation_event.py +80 -266
  131. lusid/models/annul_quotes_response.py +99 -215
  132. lusid/models/annul_single_structured_data_response.py +74 -186
  133. lusid/models/annul_structured_data_response.py +99 -215
  134. lusid/models/asset_class.py +44 -0
  135. lusid/models/asset_leg.py +57 -161
  136. lusid/models/barrier.py +62 -228
  137. lusid/models/basket.py +85 -229
  138. lusid/models/basket_identifier.py +57 -224
  139. lusid/models/batch_adjust_holdings_response.py +128 -214
  140. lusid/models/batch_upsert_instrument_properties_response.py +101 -221
  141. lusid/models/batch_upsert_portfolio_transactions_response.py +128 -214
  142. lusid/models/batch_upsert_property_definition_properties_response.py +97 -221
  143. lusid/models/block.py +133 -542
  144. lusid/models/block_and_order_id_request.py +60 -156
  145. lusid/models/block_and_orders.py +65 -156
  146. lusid/models/block_and_orders_create_request.py +59 -134
  147. lusid/models/block_and_orders_request.py +117 -405
  148. lusid/models/block_request.py +108 -448
  149. lusid/models/block_set_request.py +64 -126
  150. lusid/models/blocked_order_request.py +113 -395
  151. lusid/models/bond.py +151 -570
  152. lusid/models/bond_coupon_event.py +80 -261
  153. lusid/models/bond_default_event.py +74 -167
  154. lusid/models/bond_principal_event.py +80 -261
  155. lusid/models/book_transactions_request.py +97 -0
  156. lusid/models/book_transactions_response.py +107 -0
  157. lusid/models/bool_compliance_parameter.py +73 -164
  158. lusid/models/bool_list_compliance_parameter.py +77 -164
  159. lusid/models/branch_step.py +83 -201
  160. lusid/models/bucketed_cash_flow_request.py +172 -0
  161. lusid/models/bucketed_cash_flow_response.py +111 -271
  162. lusid/models/bucketing_schedule.py +56 -126
  163. lusid/models/calculation_info.py +73 -0
  164. lusid/models/calendar.py +88 -337
  165. lusid/models/calendar_date.py +84 -407
  166. lusid/models/calendar_dependency.py +73 -166
  167. lusid/models/cap_floor.py +85 -295
  168. lusid/models/cash_dependency.py +76 -199
  169. lusid/models/cash_dividend_event.py +100 -291
  170. lusid/models/cash_election.py +73 -316
  171. lusid/models/cash_flow_event.py +80 -199
  172. lusid/models/cash_flow_lineage.py +91 -276
  173. lusid/models/cash_flow_value.py +90 -289
  174. lusid/models/cash_flow_value_set.py +86 -164
  175. lusid/models/cash_ladder_record.py +58 -216
  176. lusid/models/cash_perpetual.py +78 -231
  177. lusid/models/cds_flow_conventions.py +113 -514
  178. lusid/models/cds_index.py +100 -382
  179. lusid/models/cds_protection_detail_specification.py +57 -230
  180. lusid/models/change.py +110 -355
  181. lusid/models/change_history.py +90 -297
  182. lusid/models/change_history_action.py +39 -0
  183. lusid/models/change_item.py +80 -252
  184. lusid/models/chart_of_accounts.py +135 -0
  185. lusid/models/chart_of_accounts_properties.py +115 -0
  186. lusid/models/chart_of_accounts_request.py +120 -0
  187. lusid/models/check_step.py +92 -233
  188. lusid/models/cleardown_module_details.py +95 -0
  189. lusid/models/cleardown_module_request.py +117 -0
  190. lusid/models/cleardown_module_response.py +139 -0
  191. lusid/models/cleardown_module_rule.py +94 -0
  192. lusid/models/cleardown_module_rules_updated_response.py +110 -0
  193. lusid/models/client.py +75 -0
  194. lusid/models/close_event.py +76 -197
  195. lusid/models/close_period_diary_entry_request.py +149 -0
  196. lusid/models/complete_portfolio.py +149 -493
  197. lusid/models/complete_relation.py +96 -0
  198. lusid/models/complete_relationship.py +88 -378
  199. lusid/models/complex_bond.py +129 -326
  200. lusid/models/complex_market_data.py +82 -151
  201. lusid/models/complex_market_data_id.py +74 -274
  202. lusid/models/compliance_breached_order_info.py +83 -0
  203. lusid/models/compliance_parameter.py +85 -156
  204. lusid/models/compliance_parameter_type.py +56 -0
  205. lusid/models/compliance_rule.py +137 -0
  206. lusid/models/compliance_rule_breakdown.py +84 -257
  207. lusid/models/compliance_rule_breakdown_request.py +84 -252
  208. lusid/models/compliance_rule_response.py +149 -409
  209. lusid/models/compliance_rule_result.py +91 -0
  210. lusid/models/compliance_rule_result_detail.py +91 -414
  211. lusid/models/compliance_rule_result_portfolio_detail.py +57 -159
  212. lusid/models/compliance_rule_result_v2.py +68 -250
  213. lusid/models/compliance_rule_upsert_request.py +178 -0
  214. lusid/models/compliance_rule_upsert_response.py +82 -0
  215. lusid/models/compliance_run_info.py +81 -0
  216. lusid/models/compliance_run_info_v2.py +64 -253
  217. lusid/models/compliance_step.py +77 -146
  218. lusid/models/compliance_step_type.py +42 -0
  219. lusid/models/compliance_summary_rule_result.py +94 -342
  220. lusid/models/compliance_summary_rule_result_request.py +94 -348
  221. lusid/models/compliance_template.py +89 -251
  222. lusid/models/compliance_template_parameter.py +55 -201
  223. lusid/models/compliance_template_variation.py +94 -292
  224. lusid/models/component_transaction.py +92 -0
  225. lusid/models/composite_breakdown.py +72 -188
  226. lusid/models/composite_breakdown_request.py +97 -281
  227. lusid/models/composite_breakdown_response.py +90 -186
  228. lusid/models/composite_dispersion.py +116 -339
  229. lusid/models/composite_dispersion_response.py +95 -184
  230. lusid/models/compounding.py +76 -299
  231. lusid/models/configuration_recipe.py +114 -362
  232. lusid/models/constant_volatility_surface.py +85 -268
  233. lusid/models/constituents_adjustment_header.py +73 -185
  234. lusid/models/contract_for_difference.py +90 -461
  235. lusid/models/corporate_action.py +82 -313
  236. lusid/models/corporate_action_source.py +104 -302
  237. lusid/models/corporate_action_transition.py +69 -155
  238. lusid/models/corporate_action_transition_component.py +59 -262
  239. lusid/models/corporate_action_transition_component_request.py +55 -192
  240. lusid/models/corporate_action_transition_request.py +69 -153
  241. lusid/models/counterparty_agreement.py +73 -292
  242. lusid/models/counterparty_risk_information.py +78 -197
  243. lusid/models/counterparty_signatory.py +57 -161
  244. lusid/models/create_address_key_definition_request.py +53 -163
  245. lusid/models/create_calendar_request.py +94 -262
  246. lusid/models/create_corporate_action_source_request.py +100 -291
  247. lusid/models/create_custom_entity_type_request.py +79 -242
  248. lusid/models/create_cut_label_definition_request.py +85 -256
  249. lusid/models/create_data_map_request.py +61 -155
  250. lusid/models/create_data_type_request.py +143 -462
  251. lusid/models/create_date_request.py +111 -368
  252. lusid/models/create_derived_property_definition_request.py +79 -331
  253. lusid/models/create_derived_transaction_portfolio_request.py +160 -535
  254. lusid/models/create_portfolio_details.py +55 -125
  255. lusid/models/create_portfolio_group_request.py +117 -314
  256. lusid/models/create_property_definition_request.py +105 -424
  257. lusid/models/create_recipe_request.py +90 -0
  258. lusid/models/create_reconciliation_request.py +140 -0
  259. lusid/models/create_reference_portfolio_request.py +102 -317
  260. lusid/models/create_relation_definition_request.py +95 -0
  261. lusid/models/create_relation_request.py +71 -0
  262. lusid/models/create_relationship_definition_request.py +112 -437
  263. lusid/models/create_relationship_request.py +87 -238
  264. lusid/models/create_sequence_request.py +105 -327
  265. lusid/models/create_tax_rule_set_request.py +103 -0
  266. lusid/models/create_trade_tickets_response.py +69 -156
  267. lusid/models/create_transaction_portfolio_request.py +158 -574
  268. lusid/models/create_unit_definition.py +83 -241
  269. lusid/models/credit_default_swap.py +105 -384
  270. lusid/models/credit_rating.py +67 -178
  271. lusid/models/credit_spread_curve_data.py +109 -420
  272. lusid/models/credit_support_annex.py +73 -432
  273. lusid/models/criterion_type.py +39 -0
  274. lusid/models/currency_and_amount.py +58 -155
  275. lusid/models/curve_options.py +110 -0
  276. lusid/models/custodian_account.py +93 -396
  277. lusid/models/custodian_account_properties.py +115 -0
  278. lusid/models/custodian_account_request.py +148 -0
  279. lusid/models/custodian_accounts_upsert_response.py +110 -0
  280. lusid/models/custom_entity_definition.py +85 -351
  281. lusid/models/custom_entity_definition_request.py +79 -242
  282. lusid/models/custom_entity_field.py +73 -222
  283. lusid/models/custom_entity_field_definition.py +71 -296
  284. lusid/models/custom_entity_id.py +91 -280
  285. lusid/models/custom_entity_request.py +78 -228
  286. lusid/models/custom_entity_response.py +118 -409
  287. lusid/models/custom_entity_type.py +85 -351
  288. lusid/models/cut_label_definition.py +111 -322
  289. lusid/models/cut_local_time.py +53 -154
  290. lusid/models/data_definition.py +86 -301
  291. lusid/models/data_map_key.py +83 -174
  292. lusid/models/data_mapping.py +64 -126
  293. lusid/models/data_scope.py +80 -0
  294. lusid/models/data_type.py +145 -506
  295. lusid/models/data_type_summary.py +117 -398
  296. lusid/models/data_type_value_range.py +38 -0
  297. lusid/models/date_attributes.py +140 -371
  298. lusid/models/date_or_diary_entry.py +91 -0
  299. lusid/models/date_range.py +59 -155
  300. lusid/models/date_time_comparison_type.py +38 -0
  301. lusid/models/date_time_compliance_parameter.py +74 -165
  302. lusid/models/date_time_list_compliance_parameter.py +77 -164
  303. lusid/models/day_month.py +71 -0
  304. lusid/models/day_of_week.py +20 -102
  305. lusid/models/decimal_compliance_parameter.py +73 -164
  306. lusid/models/decimal_list.py +73 -170
  307. lusid/models/decimal_list_compliance_parameter.py +77 -164
  308. lusid/models/decorated_compliance_run_summary.py +65 -156
  309. lusid/models/delete_accounts_response.py +95 -0
  310. lusid/models/delete_custodian_accounts_response.py +103 -0
  311. lusid/models/delete_instrument_properties_response.py +67 -157
  312. lusid/models/delete_instrument_response.py +74 -216
  313. lusid/models/delete_instruments_response.py +74 -187
  314. lusid/models/delete_modes.py +38 -0
  315. lusid/models/delete_relation_request.py +71 -0
  316. lusid/models/delete_relationship_request.py +87 -238
  317. lusid/models/deleted_entity_response.py +81 -306
  318. lusid/models/dependency_source_filter.py +70 -228
  319. lusid/models/described_address_key.py +81 -0
  320. lusid/models/dialect.py +67 -185
  321. lusid/models/dialect_id.py +89 -330
  322. lusid/models/dialect_schema.py +58 -167
  323. lusid/models/diary_entry.py +155 -0
  324. lusid/models/diary_entry_request.py +120 -0
  325. lusid/models/discount_factor_curve_data.py +91 -296
  326. lusid/models/discounting_dependency.py +76 -199
  327. lusid/models/discounting_method.py +39 -0
  328. lusid/models/dividend_option_event.py +112 -354
  329. lusid/models/dividend_reinvestment_event.py +107 -354
  330. lusid/models/economic_dependency.py +82 -150
  331. lusid/models/economic_dependency_type.py +50 -0
  332. lusid/models/economic_dependency_with_complex_market_data.py +61 -156
  333. lusid/models/economic_dependency_with_quote.py +68 -186
  334. lusid/models/election_specification.py +73 -0
  335. lusid/models/eligibility_calculation.py +71 -0
  336. lusid/models/empty_model_options.py +71 -134
  337. lusid/models/entity_identifier.py +60 -190
  338. lusid/models/equity.py +86 -225
  339. lusid/models/equity_all_of_identifiers.py +83 -415
  340. lusid/models/equity_curve_by_prices_data.py +91 -296
  341. lusid/models/equity_curve_dependency.py +80 -281
  342. lusid/models/equity_model_options.py +73 -169
  343. lusid/models/equity_option.py +117 -573
  344. lusid/models/equity_swap.py +107 -487
  345. lusid/models/equity_vol_dependency.py +80 -275
  346. lusid/models/equity_vol_surface_data.py +101 -267
  347. lusid/models/error_detail.py +77 -216
  348. lusid/models/event_date_range.py +54 -155
  349. lusid/models/ex_dividend_configuration.py +57 -221
  350. lusid/models/exchange_traded_option.py +84 -261
  351. lusid/models/exchange_traded_option_contract_details.py +80 -535
  352. lusid/models/execution.py +144 -671
  353. lusid/models/execution_request.py +119 -577
  354. lusid/models/execution_set_request.py +64 -126
  355. lusid/models/exercise_event.py +83 -228
  356. lusid/models/exotic_instrument.py +79 -199
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  1024. lusid/models/cancel_order_and_move_remaining_result.py +0 -201
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  1026. lusid/models/cancel_orders_and_move_remaining_response.py +0 -262
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  1041. lusid/models/cash_flow_value_set_all_of.py +0 -182
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  1043. lusid/models/cash_perpetual_all_of.py +0 -248
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  1049. lusid/models/check_step_all_of.py +0 -251
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  1052. lusid/models/complex_bond_all_of.py +0 -344
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  1056. lusid/models/compliance_step_request.py +0 -167
  1057. lusid/models/compliance_template_variation_dto.py +0 -290
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  1059. lusid/models/configuration_recipe_snippet.py +0 -372
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  1061. lusid/models/contract_for_difference_all_of.py +0 -478
  1062. lusid/models/create_compliance_template_request.py +0 -228
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  1068. lusid/models/decimal_compliance_parameter_all_of.py +0 -182
  1069. lusid/models/decimal_list_all_of.py +0 -188
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  1072. lusid/models/dividend_option_event_all_of.py +0 -371
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  1075. lusid/models/equity_curve_by_prices_data_all_of.py +0 -313
  1076. lusid/models/equity_curve_dependency_all_of.py +0 -298
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  1078. lusid/models/equity_option_all_of.py +0 -590
  1079. lusid/models/equity_swap_all_of.py +0 -504
  1080. lusid/models/equity_vol_dependency_all_of.py +0 -292
  1081. lusid/models/equity_vol_surface_data_all_of.py +0 -284
  1082. lusid/models/exchange_traded_option_all_of.py +0 -278
  1083. lusid/models/exercise_event_all_of.py +0 -245
  1084. lusid/models/exotic_instrument_all_of.py +0 -217
  1085. lusid/models/expiry_event_all_of.py +0 -184
  1086. lusid/models/filter_predicate_compliance_parameter_all_of.py +0 -185
  1087. lusid/models/filter_step_request.py +0 -193
  1088. lusid/models/fixed_leg_all_of.py +0 -304
  1089. lusid/models/flexible_loan_all_of.py +0 -280
  1090. lusid/models/floating_leg_all_of.py +0 -366
  1091. lusid/models/forward_rate_agreement_all_of.py +0 -373
  1092. lusid/models/fund_id_list.py +0 -185
  1093. lusid/models/fund_id_list_all_of.py +0 -185
  1094. lusid/models/fund_share_class_all_of.py +0 -354
  1095. lusid/models/funding_leg_all_of.py +0 -276
  1096. lusid/models/future_all_of.py +0 -405
  1097. lusid/models/future_expiry_event.py +0 -246
  1098. lusid/models/future_expiry_event_all_of.py +0 -246
  1099. lusid/models/fx_dependency_all_of.py +0 -248
  1100. lusid/models/fx_forward_all_of.py +0 -498
  1101. lusid/models/fx_forward_curve_by_quote_reference_all_of.py +0 -405
  1102. lusid/models/fx_forward_curve_data_all_of.py +0 -377
  1103. lusid/models/fx_forward_model_options_all_of.py +0 -260
  1104. lusid/models/fx_forward_pips_curve_data_all_of.py +0 -377
  1105. lusid/models/fx_forward_settlement_event_all_of.py +0 -524
  1106. lusid/models/fx_forward_tenor_curve_data_all_of.py +0 -437
  1107. lusid/models/fx_forward_tenor_pips_curve_data_all_of.py +0 -437
  1108. lusid/models/fx_forwards_dependency_all_of.py +0 -286
  1109. lusid/models/fx_linked_notional_schedule_all_of.py +0 -273
  1110. lusid/models/fx_option_all_of.py +0 -646
  1111. lusid/models/fx_swap_all_of.py +0 -242
  1112. lusid/models/fx_vol_dependency_all_of.py +0 -286
  1113. lusid/models/group_by_step_request.py +0 -193
  1114. lusid/models/group_calculation_compliance_parameter.py +0 -185
  1115. lusid/models/group_filter_step_all_of.py +0 -219
  1116. lusid/models/group_filter_step_request.py +0 -193
  1117. lusid/models/holding_ids_request.py +0 -149
  1118. lusid/models/holding_pricing_info.py +0 -234
  1119. lusid/models/index_model_options_all_of.py +0 -190
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  1121. lusid/models/inflation_fixing_dependency_all_of.py +0 -254
  1122. lusid/models/inflation_leg_all_of.py +0 -472
  1123. lusid/models/inflation_linked_bond_all_of.py +0 -618
  1124. lusid/models/inflation_swap_all_of.py +0 -276
  1125. lusid/models/informational_error_event_all_of.py +0 -254
  1126. lusid/models/informational_event_all_of.py +0 -279
  1127. lusid/models/instrument_event_instruction.py +0 -380
  1128. lusid/models/instrument_event_instruction_request.py +0 -279
  1129. lusid/models/instrument_event_instructions_response.py +0 -174
  1130. lusid/models/instrument_leg_all_of.py +0 -152
  1131. lusid/models/instrument_list_all_of.py +0 -188
  1132. lusid/models/interest_rate_swap_all_of.py +0 -339
  1133. lusid/models/interest_rate_swaption_all_of.py +0 -313
  1134. lusid/models/intermediate_securities_distribution_event.py +0 -426
  1135. lusid/models/intermediate_securities_distribution_event_all_of.py +0 -426
  1136. lusid/models/ir_vol_cube_data_all_of.py +0 -284
  1137. lusid/models/ir_vol_dependency_all_of.py +0 -254
  1138. lusid/models/lapse_election.py +0 -211
  1139. lusid/models/life_cycle_event_value_all_of.py +0 -241
  1140. lusid/models/loan_facility.py +0 -292
  1141. lusid/models/loan_facility_all_of.py +0 -292
  1142. lusid/models/look_up_pricing_model_options.py +0 -216
  1143. lusid/models/look_up_pricing_model_options_all_of.py +0 -216
  1144. lusid/models/mastered_instrument.py +0 -364
  1145. lusid/models/mastered_instrument_all_of.py +0 -364
  1146. lusid/models/maturity_event_all_of.py +0 -184
  1147. lusid/models/mbs_coupon_event.py +0 -278
  1148. lusid/models/mbs_coupon_event_all_of.py +0 -278
  1149. lusid/models/mbs_interest_deferral_event.py +0 -278
  1150. lusid/models/mbs_interest_deferral_event_all_of.py +0 -278
  1151. lusid/models/mbs_interest_shortfall_event.py +0 -278
  1152. lusid/models/mbs_interest_shortfall_event_all_of.py +0 -278
  1153. lusid/models/mbs_principal_event.py +0 -278
  1154. lusid/models/mbs_principal_event_all_of.py +0 -278
  1155. lusid/models/mbs_principal_write_off_event.py +0 -278
  1156. lusid/models/mbs_principal_write_off_event_all_of.py +0 -278
  1157. lusid/models/merger_event.py +0 -456
  1158. lusid/models/merger_event_all_of.py +0 -456
  1159. lusid/models/new_instrument.py +0 -236
  1160. lusid/models/opaque_dependency_all_of.py +0 -152
  1161. lusid/models/opaque_market_data_all_of.py +0 -293
  1162. lusid/models/opaque_model_options_all_of.py +0 -182
  1163. lusid/models/open_event_all_of.py +0 -183
  1164. lusid/models/option_exercise_cash_event.py +0 -500
  1165. lusid/models/option_exercise_cash_event_all_of.py +0 -500
  1166. lusid/models/option_exercise_election.py +0 -211
  1167. lusid/models/option_exercise_physical_event.py +0 -530
  1168. lusid/models/option_exercise_physical_event_all_of.py +0 -530
  1169. lusid/models/order_graph_block_transaction_detail.py +0 -149
  1170. lusid/models/order_graph_block_transaction_synopsis.py +0 -178
  1171. lusid/models/order_update_request.py +0 -320
  1172. lusid/models/paged_resource_list_of_instrument_event_instruction.py +0 -256
  1173. lusid/models/percent_check_step.py +0 -251
  1174. lusid/models/percent_check_step_request.py +0 -193
  1175. lusid/models/placement_update_request.py +0 -306
  1176. lusid/models/portfolio_group_id_list_all_of.py +0 -185
  1177. lusid/models/portfolio_result_data_key_rule_all_of.py +0 -409
  1178. lusid/models/pre_trade_configuration.py +0 -149
  1179. lusid/models/property_key_compliance_parameter_all_of.py +0 -184
  1180. lusid/models/property_list.py +0 -188
  1181. lusid/models/property_list_all_of.py +0 -188
  1182. lusid/models/property_list_compliance_parameter.py +0 -182
  1183. lusid/models/protection_payout_cash_flow_event.py +0 -278
  1184. lusid/models/quote_dependency_all_of.py +0 -257
  1185. lusid/models/raw_vendor_event_all_of.py +0 -249
  1186. lusid/models/reconcile_date_time_rule_all_of.py +0 -251
  1187. lusid/models/reconcile_numeric_rule_all_of.py +0 -251
  1188. lusid/models/reconcile_string_rule_all_of.py +0 -250
  1189. lusid/models/reference_instrument_all_of.py +0 -257
  1190. lusid/models/repo_all_of.py +0 -493
  1191. lusid/models/reset_event_all_of.py +0 -279
  1192. lusid/models/resource_list_of_output_transaction.py +0 -256
  1193. lusid/models/result_data_key_rule_all_of.py +0 -406
  1194. lusid/models/result_value0_d_all_of.py +0 -243
  1195. lusid/models/result_value_bool_all_of.py +0 -183
  1196. lusid/models/result_value_currency_all_of.py +0 -182
  1197. lusid/models/result_value_date_time_offset_all_of.py +0 -213
  1198. lusid/models/result_value_decimal_all_of.py +0 -213
  1199. lusid/models/result_value_dictionary_all_of.py +0 -182
  1200. lusid/models/result_value_int_all_of.py +0 -213
  1201. lusid/models/result_value_string_all_of.py +0 -182
  1202. lusid/models/return_zero_pv_options.py +0 -145
  1203. lusid/models/reverse_stock_split_event.py +0 -366
  1204. lusid/models/reverse_stock_split_event_all_of.py +0 -366
  1205. lusid/models/schema.py +0 -226
  1206. lusid/models/scrip_dividend_event.py +0 -366
  1207. lusid/models/scrip_dividend_event_all_of.py +0 -366
  1208. lusid/models/security_offer_election.py +0 -241
  1209. lusid/models/settlement_cycle.py +0 -180
  1210. lusid/models/settlement_schedule.py +0 -200
  1211. lusid/models/simple_cash_flow_loan_all_of.py +0 -280
  1212. lusid/models/simple_instrument_all_of.py +0 -318
  1213. lusid/models/simple_rounding_convention.py +0 -175
  1214. lusid/models/specific_holding_pricing_info.py +0 -179
  1215. lusid/models/spin_off_event.py +0 -426
  1216. lusid/models/staged_modifications_info.py +0 -208
  1217. lusid/models/step_schedule_all_of.py +0 -254
  1218. lusid/models/stock_dividend_event.py +0 -366
  1219. lusid/models/stock_dividend_event_all_of.py +0 -366
  1220. lusid/models/stock_split_event_all_of.py +0 -366
  1221. lusid/models/string_compliance_parameter_all_of.py +0 -185
  1222. lusid/models/swap_cash_flow_event.py +0 -279
  1223. lusid/models/swap_cash_flow_event_all_of.py +0 -279
  1224. lusid/models/swap_principal_event.py +0 -279
  1225. lusid/models/swap_principal_event_all_of.py +0 -279
  1226. lusid/models/tender_event.py +0 -456
  1227. lusid/models/tender_event_all_of.py +0 -456
  1228. lusid/models/term_deposit_all_of.py +0 -340
  1229. lusid/models/total_return_swap_all_of.py +0 -276
  1230. lusid/models/transition_event_all_of.py +0 -335
  1231. lusid/models/trigger_event_all_of.py +0 -318
  1232. lusid/models/update_compliance_template_request.py +0 -228
  1233. lusid/models/update_orders_response.py +0 -262
  1234. lusid/models/update_placements_response.py +0 -262
  1235. lusid/models/update_reference_data_request.py +0 -178
  1236. lusid/models/upsert_persons_response.py +0 -238
  1237. lusid/models/upsert_reference_portfolio_constituent_properties_request.py +0 -178
  1238. lusid/models/upsert_reference_portfolio_constituent_properties_response.py +0 -231
  1239. lusid/models/yield_curve_data_all_of.py +0 -313
  1240. lusid/tcp/__init__.py +0 -1
  1241. lusid/tcp/tcp_keep_alive_probes.py +0 -110
  1242. lusid/utilities/__init__.py +0 -8
  1243. lusid/utilities/api_client_builder.py +0 -145
  1244. lusid/utilities/api_client_factory.py +0 -132
  1245. lusid/utilities/api_configuration.py +0 -126
  1246. lusid/utilities/api_configuration_loader.py +0 -87
  1247. lusid/utilities/config_keys.json +0 -50
  1248. lusid/utilities/config_keys.py +0 -13
  1249. lusid/utilities/lusid_retry.py +0 -47
  1250. lusid_sdk-1.1.250.dist-info/METADATA +0 -21
  1251. lusid_sdk-1.1.250.dist-info/RECORD +0 -983
  1252. lusid_sdk-1.1.250.dist-info/top_level.txt +0 -1
@@ -5,506 +5,127 @@
5
5
 
6
6
  FINBOURNE Technology # noqa: E501
7
7
 
8
- The version of the OpenAPI document: 1.1.250
9
8
  Contact: info@finbourne.com
10
- Generated by: https://openapi-generator.tech
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+ Generated by OpenAPI Generator (https://openapi-generator.tech)
10
+
11
+ Do not edit the class manually.
11
12
  """
12
13
 
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14
 
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- try:
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- from inspect import getfullargspec
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- except ImportError:
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- from inspect import getargspec as getfullargspec
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+ from __future__ import annotations
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  import pprint
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  import re # noqa: F401
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- import six
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-
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- from lusid.configuration import Configuration
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-
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+ import json
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19
 
25
- class MarketDataKeyRule(object):
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- """NOTE: This class is auto generated by OpenAPI Generator.
27
- Ref: https://openapi-generator.tech
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-
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- Do not edit the class manually.
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- """
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+ from datetime import datetime
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+ from typing import Any, Dict, Optional
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+ from pydantic import BaseModel, Field, StrictStr, constr, validator
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23
 
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+ class MarketDataKeyRule(BaseModel):
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  """
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- Attributes:
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- openapi_types (dict): The key is attribute name
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- and the value is attribute type.
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- attribute_map (dict): The key is attribute name
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- and the value is json key in definition.
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- required_map (dict): The key is attribute name
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- and the value is whether it is 'required' or 'optional'.
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+ When performing analytics, instruments and models have dependencies on market data. A market data key rule essentially tells lusid to \"resolve dependencies matching the pattern 'X' using data of the form 'Y'\". The parameter 'X' is defined by the key of the key rule, and might specify \"all USD rates curves\" or \"all RIC-based prices\". The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be. # noqa: E501
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  """
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- openapi_types = {
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- 'key': 'str',
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- 'supplier': 'str',
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- 'data_scope': 'str',
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- 'quote_type': 'str',
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- 'field': 'str',
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- 'quote_interval': 'str',
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- 'as_at': 'datetime',
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- 'price_source': 'str',
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- 'mask': 'str',
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- 'source_system': 'str',
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- 'fall_through_on_access_denied': 'bool'
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- }
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-
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- attribute_map = {
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- 'key': 'key',
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- 'supplier': 'supplier',
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- 'data_scope': 'dataScope',
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- 'quote_type': 'quoteType',
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- 'field': 'field',
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- 'quote_interval': 'quoteInterval',
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- 'as_at': 'asAt',
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- 'price_source': 'priceSource',
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- 'mask': 'mask',
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- 'source_system': 'sourceSystem',
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- 'fall_through_on_access_denied': 'fallThroughOnAccessDenied'
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- }
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-
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- required_map = {
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- 'key': 'required',
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- 'supplier': 'required',
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- 'data_scope': 'required',
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- 'quote_type': 'required',
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- 'field': 'optional',
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- 'quote_interval': 'optional',
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- 'as_at': 'optional',
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- 'price_source': 'optional',
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- 'mask': 'optional',
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- 'source_system': 'optional',
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- 'fall_through_on_access_denied': 'optional'
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- }
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-
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- def __init__(self, key=None, supplier=None, data_scope=None, quote_type=None, field=None, quote_interval=None, as_at=None, price_source=None, mask=None, source_system=None, fall_through_on_access_denied=None, local_vars_configuration=None): # noqa: E501
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- """MarketDataKeyRule - a model defined in OpenAPI"
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-
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- :param key: A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote' Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate' Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'. e.g. \"Rates.*.*\" matches any dependency on a discounting curve. (required)
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- :type key: str
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- :param supplier: The market data supplier (where the data comes from) (required)
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- :type supplier: str
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- :param data_scope: The scope in which the data should be found when using this rule. (required)
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- :type data_scope: str
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- :param quote_type: The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall (required)
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- :type quote_type: str
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- :param field: The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.
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- :type field: str
96
- :param quote_interval: Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.
97
- :type quote_interval: str
98
- :param as_at: The AsAt predicate specification.
99
- :type as_at: datetime
100
- :param price_source: The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote
101
- :type price_source: str
102
- :param mask: Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.
103
- :type mask: str
104
- :param source_system: If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".
105
- :type source_system: str
106
- :param fall_through_on_access_denied: When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false.
107
- :type fall_through_on_access_denied: bool
108
-
109
- """ # noqa: E501
110
- if local_vars_configuration is None:
111
- local_vars_configuration = Configuration.get_default_copy()
112
- self.local_vars_configuration = local_vars_configuration
113
-
114
- self._key = None
115
- self._supplier = None
116
- self._data_scope = None
117
- self._quote_type = None
118
- self._field = None
119
- self._quote_interval = None
120
- self._as_at = None
121
- self._price_source = None
122
- self._mask = None
123
- self._source_system = None
124
- self._fall_through_on_access_denied = None
125
- self.discriminator = None
126
-
127
- self.key = key
128
- self.supplier = supplier
129
- self.data_scope = data_scope
130
- self.quote_type = quote_type
131
- self.field = field
132
- self.quote_interval = quote_interval
133
- self.as_at = as_at
134
- self.price_source = price_source
135
- self.mask = mask
136
- self.source_system = source_system
137
- if fall_through_on_access_denied is not None:
138
- self.fall_through_on_access_denied = fall_through_on_access_denied
139
-
140
- @property
141
- def key(self):
142
- """Gets the key of this MarketDataKeyRule. # noqa: E501
143
-
144
- A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote' Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate' Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'. e.g. \"Rates.*.*\" matches any dependency on a discounting curve. # noqa: E501
145
-
146
- :return: The key of this MarketDataKeyRule. # noqa: E501
147
- :rtype: str
148
- """
149
- return self._key
150
-
151
- @key.setter
152
- def key(self, key):
153
- """Sets the key of this MarketDataKeyRule.
154
-
155
- A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote' Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate' Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'. e.g. \"Rates.*.*\" matches any dependency on a discounting curve. # noqa: E501
156
-
157
- :param key: The key of this MarketDataKeyRule. # noqa: E501
158
- :type key: str
159
- """
160
- if self.local_vars_configuration.client_side_validation and key is None: # noqa: E501
161
- raise ValueError("Invalid value for `key`, must not be `None`") # noqa: E501
162
- if (self.local_vars_configuration.client_side_validation and
163
- key is not None and len(key) > 128):
164
- raise ValueError("Invalid value for `key`, length must be less than or equal to `128`") # noqa: E501
165
- if (self.local_vars_configuration.client_side_validation and
166
- key is not None and len(key) < 0):
167
- raise ValueError("Invalid value for `key`, length must be greater than or equal to `0`") # noqa: E501
168
-
169
- self._key = key
170
-
171
- @property
172
- def supplier(self):
173
- """Gets the supplier of this MarketDataKeyRule. # noqa: E501
174
-
175
- The market data supplier (where the data comes from) # noqa: E501
176
-
177
- :return: The supplier of this MarketDataKeyRule. # noqa: E501
178
- :rtype: str
179
- """
180
- return self._supplier
181
-
182
- @supplier.setter
183
- def supplier(self, supplier):
184
- """Sets the supplier of this MarketDataKeyRule.
185
-
186
- The market data supplier (where the data comes from) # noqa: E501
187
-
188
- :param supplier: The supplier of this MarketDataKeyRule. # noqa: E501
189
- :type supplier: str
190
- """
191
- if self.local_vars_configuration.client_side_validation and supplier is None: # noqa: E501
192
- raise ValueError("Invalid value for `supplier`, must not be `None`") # noqa: E501
193
- if (self.local_vars_configuration.client_side_validation and
194
- supplier is not None and len(supplier) > 32):
195
- raise ValueError("Invalid value for `supplier`, length must be less than or equal to `32`") # noqa: E501
196
- if (self.local_vars_configuration.client_side_validation and
197
- supplier is not None and len(supplier) < 0):
198
- raise ValueError("Invalid value for `supplier`, length must be greater than or equal to `0`") # noqa: E501
199
-
200
- self._supplier = supplier
201
-
202
- @property
203
- def data_scope(self):
204
- """Gets the data_scope of this MarketDataKeyRule. # noqa: E501
205
-
206
- The scope in which the data should be found when using this rule. # noqa: E501
207
-
208
- :return: The data_scope of this MarketDataKeyRule. # noqa: E501
209
- :rtype: str
210
- """
211
- return self._data_scope
212
-
213
- @data_scope.setter
214
- def data_scope(self, data_scope):
215
- """Sets the data_scope of this MarketDataKeyRule.
216
-
217
- The scope in which the data should be found when using this rule. # noqa: E501
218
-
219
- :param data_scope: The data_scope of this MarketDataKeyRule. # noqa: E501
220
- :type data_scope: str
221
- """
222
- if self.local_vars_configuration.client_side_validation and data_scope is None: # noqa: E501
223
- raise ValueError("Invalid value for `data_scope`, must not be `None`") # noqa: E501
224
- if (self.local_vars_configuration.client_side_validation and
225
- data_scope is not None and len(data_scope) > 256):
226
- raise ValueError("Invalid value for `data_scope`, length must be less than or equal to `256`") # noqa: E501
227
- if (self.local_vars_configuration.client_side_validation and
228
- data_scope is not None and len(data_scope) < 1):
229
- raise ValueError("Invalid value for `data_scope`, length must be greater than or equal to `1`") # noqa: E501
230
- if (self.local_vars_configuration.client_side_validation and
231
- data_scope is not None and not re.search(r'^[a-zA-Z0-9\-_]+$', data_scope)): # noqa: E501
232
- raise ValueError(r"Invalid value for `data_scope`, must be a follow pattern or equal to `/^[a-zA-Z0-9\-_]+$/`") # noqa: E501
233
-
234
- self._data_scope = data_scope
235
-
236
- @property
237
- def quote_type(self):
238
- """Gets the quote_type of this MarketDataKeyRule. # noqa: E501
239
-
240
- The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall # noqa: E501
241
-
242
- :return: The quote_type of this MarketDataKeyRule. # noqa: E501
243
- :rtype: str
244
- """
245
- return self._quote_type
246
-
247
- @quote_type.setter
248
- def quote_type(self, quote_type):
249
- """Sets the quote_type of this MarketDataKeyRule.
250
-
251
- The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall # noqa: E501
252
-
253
- :param quote_type: The quote_type of this MarketDataKeyRule. # noqa: E501
254
- :type quote_type: str
255
- """
256
- if self.local_vars_configuration.client_side_validation and quote_type is None: # noqa: E501
257
- raise ValueError("Invalid value for `quote_type`, must not be `None`") # noqa: E501
258
- allowed_values = ["Price", "Spread", "Rate", "LogNormalVol", "NormalVol", "ParSpread", "IsdaSpread", "Upfront", "Index", "Ratio", "Delta", "PoolFactor", "InflationAssumption", "DirtyPrice", "PrincipalWriteOff", "InterestDeferred", "InterestShortfall"] # noqa: E501
259
- if self.local_vars_configuration.client_side_validation and quote_type not in allowed_values: # noqa: E501
260
- raise ValueError(
261
- "Invalid value for `quote_type` ({0}), must be one of {1}" # noqa: E501
262
- .format(quote_type, allowed_values)
263
- )
264
-
265
- self._quote_type = quote_type
266
-
267
- @property
268
- def field(self):
269
- """Gets the field of this MarketDataKeyRule. # noqa: E501
270
-
271
- The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data. # noqa: E501
272
-
273
- :return: The field of this MarketDataKeyRule. # noqa: E501
274
- :rtype: str
275
- """
276
- return self._field
277
-
278
- @field.setter
279
- def field(self, field):
280
- """Sets the field of this MarketDataKeyRule.
281
-
282
- The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data. # noqa: E501
283
-
284
- :param field: The field of this MarketDataKeyRule. # noqa: E501
285
- :type field: str
286
- """
287
- if (self.local_vars_configuration.client_side_validation and
288
- field is not None and len(field) > 32):
289
- raise ValueError("Invalid value for `field`, length must be less than or equal to `32`") # noqa: E501
290
- if (self.local_vars_configuration.client_side_validation and
291
- field is not None and len(field) < 0):
292
- raise ValueError("Invalid value for `field`, length must be greater than or equal to `0`") # noqa: E501
293
-
294
- self._field = field
295
-
296
- @property
297
- def quote_interval(self):
298
- """Gets the quote_interval of this MarketDataKeyRule. # noqa: E501
299
-
300
- Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window. # noqa: E501
301
-
302
- :return: The quote_interval of this MarketDataKeyRule. # noqa: E501
303
- :rtype: str
304
- """
305
- return self._quote_interval
306
-
307
- @quote_interval.setter
308
- def quote_interval(self, quote_interval):
309
- """Sets the quote_interval of this MarketDataKeyRule.
310
-
311
- Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window. # noqa: E501
312
-
313
- :param quote_interval: The quote_interval of this MarketDataKeyRule. # noqa: E501
314
- :type quote_interval: str
315
- """
316
- if (self.local_vars_configuration.client_side_validation and
317
- quote_interval is not None and len(quote_interval) > 16):
318
- raise ValueError("Invalid value for `quote_interval`, length must be less than or equal to `16`") # noqa: E501
319
- if (self.local_vars_configuration.client_side_validation and
320
- quote_interval is not None and len(quote_interval) < 0):
321
- raise ValueError("Invalid value for `quote_interval`, length must be greater than or equal to `0`") # noqa: E501
322
-
323
- self._quote_interval = quote_interval
324
-
325
- @property
326
- def as_at(self):
327
- """Gets the as_at of this MarketDataKeyRule. # noqa: E501
328
-
329
- The AsAt predicate specification. # noqa: E501
330
-
331
- :return: The as_at of this MarketDataKeyRule. # noqa: E501
332
- :rtype: datetime
333
- """
334
- return self._as_at
335
-
336
- @as_at.setter
337
- def as_at(self, as_at):
338
- """Sets the as_at of this MarketDataKeyRule.
339
-
340
- The AsAt predicate specification. # noqa: E501
341
-
342
- :param as_at: The as_at of this MarketDataKeyRule. # noqa: E501
343
- :type as_at: datetime
344
- """
345
-
346
- self._as_at = as_at
347
-
348
- @property
349
- def price_source(self):
350
- """Gets the price_source of this MarketDataKeyRule. # noqa: E501
351
-
352
- The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote # noqa: E501
353
-
354
- :return: The price_source of this MarketDataKeyRule. # noqa: E501
355
- :rtype: str
356
- """
357
- return self._price_source
358
-
359
- @price_source.setter
360
- def price_source(self, price_source):
361
- """Sets the price_source of this MarketDataKeyRule.
362
-
363
- The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote # noqa: E501
364
-
365
- :param price_source: The price_source of this MarketDataKeyRule. # noqa: E501
366
- :type price_source: str
367
- """
368
- if (self.local_vars_configuration.client_side_validation and
369
- price_source is not None and len(price_source) > 256):
370
- raise ValueError("Invalid value for `price_source`, length must be less than or equal to `256`") # noqa: E501
371
- if (self.local_vars_configuration.client_side_validation and
372
- price_source is not None and len(price_source) < 0):
373
- raise ValueError("Invalid value for `price_source`, length must be greater than or equal to `0`") # noqa: E501
374
-
375
- self._price_source = price_source
376
-
377
- @property
378
- def mask(self):
379
- """Gets the mask of this MarketDataKeyRule. # noqa: E501
380
-
381
- Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule. # noqa: E501
382
-
383
- :return: The mask of this MarketDataKeyRule. # noqa: E501
384
- :rtype: str
385
- """
386
- return self._mask
387
-
388
- @mask.setter
389
- def mask(self, mask):
390
- """Sets the mask of this MarketDataKeyRule.
391
-
392
- Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule. # noqa: E501
393
-
394
- :param mask: The mask of this MarketDataKeyRule. # noqa: E501
395
- :type mask: str
396
- """
397
- if (self.local_vars_configuration.client_side_validation and
398
- mask is not None and len(mask) > 256):
399
- raise ValueError("Invalid value for `mask`, length must be less than or equal to `256`") # noqa: E501
400
- if (self.local_vars_configuration.client_side_validation and
401
- mask is not None and len(mask) < 0):
402
- raise ValueError("Invalid value for `mask`, length must be greater than or equal to `0`") # noqa: E501
403
-
404
- self._mask = mask
405
-
406
- @property
407
- def source_system(self):
408
- """Gets the source_system of this MarketDataKeyRule. # noqa: E501
409
-
410
- If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\". # noqa: E501
411
-
412
- :return: The source_system of this MarketDataKeyRule. # noqa: E501
413
- :rtype: str
414
- """
415
- return self._source_system
416
-
417
- @source_system.setter
418
- def source_system(self, source_system):
419
- """Sets the source_system of this MarketDataKeyRule.
420
-
421
- If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\". # noqa: E501
422
-
423
- :param source_system: The source_system of this MarketDataKeyRule. # noqa: E501
424
- :type source_system: str
425
- """
426
- if (self.local_vars_configuration.client_side_validation and
427
- source_system is not None and len(source_system) > 256):
428
- raise ValueError("Invalid value for `source_system`, length must be less than or equal to `256`") # noqa: E501
429
- if (self.local_vars_configuration.client_side_validation and
430
- source_system is not None and len(source_system) < 0):
431
- raise ValueError("Invalid value for `source_system`, length must be greater than or equal to `0`") # noqa: E501
432
-
433
- self._source_system = source_system
434
-
435
- @property
436
- def fall_through_on_access_denied(self):
437
- """Gets the fall_through_on_access_denied of this MarketDataKeyRule. # noqa: E501
438
-
439
- When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false. # noqa: E501
440
-
441
- :return: The fall_through_on_access_denied of this MarketDataKeyRule. # noqa: E501
442
- :rtype: bool
443
- """
444
- return self._fall_through_on_access_denied
445
-
446
- @fall_through_on_access_denied.setter
447
- def fall_through_on_access_denied(self, fall_through_on_access_denied):
448
- """Sets the fall_through_on_access_denied of this MarketDataKeyRule.
449
-
450
- When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false. # noqa: E501
451
-
452
- :param fall_through_on_access_denied: The fall_through_on_access_denied of this MarketDataKeyRule. # noqa: E501
453
- :type fall_through_on_access_denied: bool
454
- """
455
-
456
- self._fall_through_on_access_denied = fall_through_on_access_denied
457
-
458
- def to_dict(self, serialize=False):
459
- """Returns the model properties as a dict"""
460
- result = {}
461
-
462
- def convert(x):
463
- if hasattr(x, "to_dict"):
464
- args = getfullargspec(x.to_dict).args
465
- if len(args) == 1:
466
- return x.to_dict()
467
- else:
468
- return x.to_dict(serialize)
469
- else:
470
- return x
471
-
472
- for attr, _ in six.iteritems(self.openapi_types):
473
- value = getattr(self, attr)
474
- attr = self.attribute_map.get(attr, attr) if serialize else attr
475
- if isinstance(value, list):
476
- result[attr] = list(map(
477
- lambda x: convert(x),
478
- value
479
- ))
480
- elif isinstance(value, dict):
481
- result[attr] = dict(map(
482
- lambda item: (item[0], convert(item[1])),
483
- value.items()
484
- ))
485
- else:
486
- result[attr] = convert(value)
487
-
488
- return result
489
-
490
- def to_str(self):
491
- """Returns the string representation of the model"""
492
- return pprint.pformat(self.to_dict())
493
-
494
- def __repr__(self):
495
- """For `print` and `pprint`"""
496
- return self.to_str()
497
-
498
- def __eq__(self, other):
499
- """Returns true if both objects are equal"""
500
- if not isinstance(other, MarketDataKeyRule):
501
- return False
502
-
503
- return self.to_dict() == other.to_dict()
504
-
505
- def __ne__(self, other):
506
- """Returns true if both objects are not equal"""
507
- if not isinstance(other, MarketDataKeyRule):
508
- return True
509
-
510
- return self.to_dict() != other.to_dict()
28
+ key: constr(strict=True, max_length=128, min_length=0) = Field(..., description="A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote' Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate' Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'. e.g. \"Rates.*.*\" matches any dependency on a discounting curve.")
29
+ supplier: constr(strict=True, max_length=32, min_length=0) = Field(..., description="The market data supplier (where the data comes from)")
30
+ data_scope: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="dataScope", description="The scope in which the data should be found when using this rule.")
31
+ quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice")
32
+ field: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier. Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.")
33
+ quote_interval: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), Bd(business day), W(eek), M(onth) or Y(ear). Business days are calculated using the calendars specified on the Valuation Request. If no calendar is provided in the request, then it will default to only skipping weekends. For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\", looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.")
34
+ as_at: Optional[datetime] = Field(None, alias="asAt", description="The AsAt predicate specification.")
35
+ price_source: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote")
36
+ mask: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, description="Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.")
37
+ source_system: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="sourceSystem", description="If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store. This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".")
38
+ __properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "sourceSystem"]
39
+
40
+ @validator('data_scope')
41
+ def data_scope_validate_regular_expression(cls, value):
42
+ """Validates the regular expression"""
43
+ if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
44
+ raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
45
+ return value
46
+
47
+ @validator('quote_type')
48
+ def quote_type_validate_enum(cls, value):
49
+ """Validates the enum"""
50
+ if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice'):
51
+ raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice')")
52
+ return value
53
+
54
+ class Config:
55
+ """Pydantic configuration"""
56
+ allow_population_by_field_name = True
57
+ validate_assignment = True
58
+
59
+ def to_str(self) -> str:
60
+ """Returns the string representation of the model using alias"""
61
+ return pprint.pformat(self.dict(by_alias=True))
62
+
63
+ def to_json(self) -> str:
64
+ """Returns the JSON representation of the model using alias"""
65
+ return json.dumps(self.to_dict())
66
+
67
+ @classmethod
68
+ def from_json(cls, json_str: str) -> MarketDataKeyRule:
69
+ """Create an instance of MarketDataKeyRule from a JSON string"""
70
+ return cls.from_dict(json.loads(json_str))
71
+
72
+ def to_dict(self):
73
+ """Returns the dictionary representation of the model using alias"""
74
+ _dict = self.dict(by_alias=True,
75
+ exclude={
76
+ },
77
+ exclude_none=True)
78
+ # set to None if field (nullable) is None
79
+ # and __fields_set__ contains the field
80
+ if self.field is None and "field" in self.__fields_set__:
81
+ _dict['field'] = None
82
+
83
+ # set to None if quote_interval (nullable) is None
84
+ # and __fields_set__ contains the field
85
+ if self.quote_interval is None and "quote_interval" in self.__fields_set__:
86
+ _dict['quoteInterval'] = None
87
+
88
+ # set to None if as_at (nullable) is None
89
+ # and __fields_set__ contains the field
90
+ if self.as_at is None and "as_at" in self.__fields_set__:
91
+ _dict['asAt'] = None
92
+
93
+ # set to None if price_source (nullable) is None
94
+ # and __fields_set__ contains the field
95
+ if self.price_source is None and "price_source" in self.__fields_set__:
96
+ _dict['priceSource'] = None
97
+
98
+ # set to None if mask (nullable) is None
99
+ # and __fields_set__ contains the field
100
+ if self.mask is None and "mask" in self.__fields_set__:
101
+ _dict['mask'] = None
102
+
103
+ # set to None if source_system (nullable) is None
104
+ # and __fields_set__ contains the field
105
+ if self.source_system is None and "source_system" in self.__fields_set__:
106
+ _dict['sourceSystem'] = None
107
+
108
+ return _dict
109
+
110
+ @classmethod
111
+ def from_dict(cls, obj: dict) -> MarketDataKeyRule:
112
+ """Create an instance of MarketDataKeyRule from a dict"""
113
+ if obj is None:
114
+ return None
115
+
116
+ if not isinstance(obj, dict):
117
+ return MarketDataKeyRule.parse_obj(obj)
118
+
119
+ _obj = MarketDataKeyRule.parse_obj({
120
+ "key": obj.get("key"),
121
+ "supplier": obj.get("supplier"),
122
+ "data_scope": obj.get("dataScope"),
123
+ "quote_type": obj.get("quoteType"),
124
+ "field": obj.get("field"),
125
+ "quote_interval": obj.get("quoteInterval"),
126
+ "as_at": obj.get("asAt"),
127
+ "price_source": obj.get("priceSource"),
128
+ "mask": obj.get("mask"),
129
+ "source_system": obj.get("sourceSystem")
130
+ })
131
+ return _obj