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

lusid/models/pricing_options.py

@@ -5,477 +5,94 @@
 
     FINBOURNE Technology  # noqa: E501
 
-    The version of the OpenAPI document: 1.1.250
     Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
 """
 
 
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
+from __future__ import annotations
 import pprint
 import re  # noqa: F401
-import six
+import json
 
-from lusid.configuration import Configuration
 
+from typing import Any, Dict, Optional
+from pydantic import BaseModel, Field, StrictBool, StrictStr
+from lusid.models.model_selection import ModelSelection
 
-class PricingOptions(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
+class PricingOptions(BaseModel):
     """
-
-    """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
+    Options for controlling the default aspects and behaviour of the pricing engine.  # noqa: E501
     """
-    openapi_types = {
-        'model_selection': 'ModelSelection',
-        'use_instrument_type_to_determine_pricer': 'bool',
-        'allow_any_instruments_with_sec_uid_to_price_off_lookup': 'bool',
-        'allow_partially_successful_evaluation': 'bool',
-        'produce_separate_result_for_linear_otc_legs': 'bool',
-        'enable_use_of_cached_unit_results': 'bool',
-        'window_valuation_on_instrument_start_end': 'bool',
-        'remove_contingent_cashflows_in_payment_diary': 'bool',
-        'use_child_sub_holding_keys_for_portfolio_expansion': 'bool',
-        'validate_domestic_and_quote_currencies_are_consistent': 'bool',
-        'conserved_quantity_for_lookthrough_expansion': 'str',
-        'return_zero_pv': 'ReturnZeroPvOptions'
-    }
-
-    attribute_map = {
-        'model_selection': 'modelSelection',
-        'use_instrument_type_to_determine_pricer': 'useInstrumentTypeToDeterminePricer',
-        'allow_any_instruments_with_sec_uid_to_price_off_lookup': 'allowAnyInstrumentsWithSecUidToPriceOffLookup',
-        'allow_partially_successful_evaluation': 'allowPartiallySuccessfulEvaluation',
-        'produce_separate_result_for_linear_otc_legs': 'produceSeparateResultForLinearOtcLegs',
-        'enable_use_of_cached_unit_results': 'enableUseOfCachedUnitResults',
-        'window_valuation_on_instrument_start_end': 'windowValuationOnInstrumentStartEnd',
-        'remove_contingent_cashflows_in_payment_diary': 'removeContingentCashflowsInPaymentDiary',
-        'use_child_sub_holding_keys_for_portfolio_expansion': 'useChildSubHoldingKeysForPortfolioExpansion',
-        'validate_domestic_and_quote_currencies_are_consistent': 'validateDomesticAndQuoteCurrenciesAreConsistent',
-        'conserved_quantity_for_lookthrough_expansion': 'conservedQuantityForLookthroughExpansion',
-        'return_zero_pv': 'returnZeroPv'
-    }
-
-    required_map = {
-        'model_selection': 'optional',
-        'use_instrument_type_to_determine_pricer': 'optional',
-        'allow_any_instruments_with_sec_uid_to_price_off_lookup': 'optional',
-        'allow_partially_successful_evaluation': 'optional',
-        'produce_separate_result_for_linear_otc_legs': 'optional',
-        'enable_use_of_cached_unit_results': 'optional',
-        'window_valuation_on_instrument_start_end': 'optional',
-        'remove_contingent_cashflows_in_payment_diary': 'optional',
-        'use_child_sub_holding_keys_for_portfolio_expansion': 'optional',
-        'validate_domestic_and_quote_currencies_are_consistent': 'optional',
-        'conserved_quantity_for_lookthrough_expansion': 'optional',
-        'return_zero_pv': 'optional'
-    }
-
-    def __init__(self, model_selection=None, use_instrument_type_to_determine_pricer=None, allow_any_instruments_with_sec_uid_to_price_off_lookup=None, allow_partially_successful_evaluation=None, produce_separate_result_for_linear_otc_legs=None, enable_use_of_cached_unit_results=None, window_valuation_on_instrument_start_end=None, remove_contingent_cashflows_in_payment_diary=None, use_child_sub_holding_keys_for_portfolio_expansion=None, validate_domestic_and_quote_currencies_are_consistent=None, conserved_quantity_for_lookthrough_expansion=None, return_zero_pv=None, local_vars_configuration=None):  # noqa: E501
-        """PricingOptions - a model defined in OpenAPI"
-        
-        :param model_selection: 
-        :type model_selection: lusid.ModelSelection
-        :param use_instrument_type_to_determine_pricer:  If true then use the instrument type to set the default instrument pricer  This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.
-        :type use_instrument_type_to_determine_pricer: bool
-        :param allow_any_instruments_with_sec_uid_to_price_off_lookup:  By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated  instrument definition simply through looking up a price as there should be a better way of evaluating it.  To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.
-        :type allow_any_instruments_with_sec_uid_to_price_off_lookup: bool
-        :param allow_partially_successful_evaluation:  If true then a failure in task evaluation doesn't cause overall failure.  results will be returned where they succeeded and annotation elsewhere
-        :type allow_partially_successful_evaluation: bool
-        :param produce_separate_result_for_linear_otc_legs:  If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg  rather than a single line result with the amalgamated/summed pv from both legs.
-        :type produce_separate_result_for_linear_otc_legs: bool
-        :param enable_use_of_cached_unit_results:  If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them.  Default is that this caching is turned off.
-        :type enable_use_of_cached_unit_results: bool
-        :param window_valuation_on_instrument_start_end:  If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero
-        :type window_valuation_on_instrument_start_end: bool
-        :param remove_contingent_cashflows_in_payment_diary:  When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not.
-        :type remove_contingent_cashflows_in_payment_diary: bool
-        :param use_child_sub_holding_keys_for_portfolio_expansion:  Should fund constituents inherit subholding keys from the parent subholding keyb
-        :type use_child_sub_holding_keys_for_portfolio_expansion: bool
-        :param validate_domestic_and_quote_currencies_are_consistent:  Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.
-        :type validate_domestic_and_quote_currencies_are_consistent: bool
-        :param conserved_quantity_for_lookthrough_expansion:  When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \"PV\" (default), \"Exposure\".
-        :type conserved_quantity_for_lookthrough_expansion: str
-        :param return_zero_pv: 
-        :type return_zero_pv: lusid.ReturnZeroPvOptions
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._model_selection = None
-        self._use_instrument_type_to_determine_pricer = None
-        self._allow_any_instruments_with_sec_uid_to_price_off_lookup = None
-        self._allow_partially_successful_evaluation = None
-        self._produce_separate_result_for_linear_otc_legs = None
-        self._enable_use_of_cached_unit_results = None
-        self._window_valuation_on_instrument_start_end = None
-        self._remove_contingent_cashflows_in_payment_diary = None
-        self._use_child_sub_holding_keys_for_portfolio_expansion = None
-        self._validate_domestic_and_quote_currencies_are_consistent = None
-        self._conserved_quantity_for_lookthrough_expansion = None
-        self._return_zero_pv = None
-        self.discriminator = None
-
-        if model_selection is not None:
-            self.model_selection = model_selection
-        if use_instrument_type_to_determine_pricer is not None:
-            self.use_instrument_type_to_determine_pricer = use_instrument_type_to_determine_pricer
-        if allow_any_instruments_with_sec_uid_to_price_off_lookup is not None:
-            self.allow_any_instruments_with_sec_uid_to_price_off_lookup = allow_any_instruments_with_sec_uid_to_price_off_lookup
-        if allow_partially_successful_evaluation is not None:
-            self.allow_partially_successful_evaluation = allow_partially_successful_evaluation
-        if produce_separate_result_for_linear_otc_legs is not None:
-            self.produce_separate_result_for_linear_otc_legs = produce_separate_result_for_linear_otc_legs
-        if enable_use_of_cached_unit_results is not None:
-            self.enable_use_of_cached_unit_results = enable_use_of_cached_unit_results
-        if window_valuation_on_instrument_start_end is not None:
-            self.window_valuation_on_instrument_start_end = window_valuation_on_instrument_start_end
-        if remove_contingent_cashflows_in_payment_diary is not None:
-            self.remove_contingent_cashflows_in_payment_diary = remove_contingent_cashflows_in_payment_diary
-        if use_child_sub_holding_keys_for_portfolio_expansion is not None:
-            self.use_child_sub_holding_keys_for_portfolio_expansion = use_child_sub_holding_keys_for_portfolio_expansion
-        if validate_domestic_and_quote_currencies_are_consistent is not None:
-            self.validate_domestic_and_quote_currencies_are_consistent = validate_domestic_and_quote_currencies_are_consistent
-        self.conserved_quantity_for_lookthrough_expansion = conserved_quantity_for_lookthrough_expansion
-        if return_zero_pv is not None:
-            self.return_zero_pv = return_zero_pv
-
-    @property
-    def model_selection(self):
-        """Gets the model_selection of this PricingOptions.  # noqa: E501
-
-
-        :return: The model_selection of this PricingOptions.  # noqa: E501
-        :rtype: lusid.ModelSelection
-        """
-        return self._model_selection
-
-    @model_selection.setter
-    def model_selection(self, model_selection):
-        """Sets the model_selection of this PricingOptions.
-
-
-        :param model_selection: The model_selection of this PricingOptions.  # noqa: E501
-        :type model_selection: lusid.ModelSelection
-        """
-
-        self._model_selection = model_selection
-
-    @property
-    def use_instrument_type_to_determine_pricer(self):
-        """Gets the use_instrument_type_to_determine_pricer of this PricingOptions.  # noqa: E501
-
-        If true then use the instrument type to set the default instrument pricer  This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.  # noqa: E501
-
-        :return: The use_instrument_type_to_determine_pricer of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._use_instrument_type_to_determine_pricer
-
-    @use_instrument_type_to_determine_pricer.setter
-    def use_instrument_type_to_determine_pricer(self, use_instrument_type_to_determine_pricer):
-        """Sets the use_instrument_type_to_determine_pricer of this PricingOptions.
-
-        If true then use the instrument type to set the default instrument pricer  This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.  # noqa: E501
-
-        :param use_instrument_type_to_determine_pricer: The use_instrument_type_to_determine_pricer of this PricingOptions.  # noqa: E501
-        :type use_instrument_type_to_determine_pricer: bool
-        """
-
-        self._use_instrument_type_to_determine_pricer = use_instrument_type_to_determine_pricer
-
-    @property
-    def allow_any_instruments_with_sec_uid_to_price_off_lookup(self):
-        """Gets the allow_any_instruments_with_sec_uid_to_price_off_lookup of this PricingOptions.  # noqa: E501
-
-        By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated  instrument definition simply through looking up a price as there should be a better way of evaluating it.  To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.  # noqa: E501
-
-        :return: The allow_any_instruments_with_sec_uid_to_price_off_lookup of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._allow_any_instruments_with_sec_uid_to_price_off_lookup
-
-    @allow_any_instruments_with_sec_uid_to_price_off_lookup.setter
-    def allow_any_instruments_with_sec_uid_to_price_off_lookup(self, allow_any_instruments_with_sec_uid_to_price_off_lookup):
-        """Sets the allow_any_instruments_with_sec_uid_to_price_off_lookup of this PricingOptions.
-
-        By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated  instrument definition simply through looking up a price as there should be a better way of evaluating it.  To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.  # noqa: E501
-
-        :param allow_any_instruments_with_sec_uid_to_price_off_lookup: The allow_any_instruments_with_sec_uid_to_price_off_lookup of this PricingOptions.  # noqa: E501
-        :type allow_any_instruments_with_sec_uid_to_price_off_lookup: bool
-        """
-
-        self._allow_any_instruments_with_sec_uid_to_price_off_lookup = allow_any_instruments_with_sec_uid_to_price_off_lookup
-
-    @property
-    def allow_partially_successful_evaluation(self):
-        """Gets the allow_partially_successful_evaluation of this PricingOptions.  # noqa: E501
-
-        If true then a failure in task evaluation doesn't cause overall failure.  results will be returned where they succeeded and annotation elsewhere  # noqa: E501
-
-        :return: The allow_partially_successful_evaluation of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._allow_partially_successful_evaluation
-
-    @allow_partially_successful_evaluation.setter
-    def allow_partially_successful_evaluation(self, allow_partially_successful_evaluation):
-        """Sets the allow_partially_successful_evaluation of this PricingOptions.
-
-        If true then a failure in task evaluation doesn't cause overall failure.  results will be returned where they succeeded and annotation elsewhere  # noqa: E501
-
-        :param allow_partially_successful_evaluation: The allow_partially_successful_evaluation of this PricingOptions.  # noqa: E501
-        :type allow_partially_successful_evaluation: bool
-        """
-
-        self._allow_partially_successful_evaluation = allow_partially_successful_evaluation
-
-    @property
-    def produce_separate_result_for_linear_otc_legs(self):
-        """Gets the produce_separate_result_for_linear_otc_legs of this PricingOptions.  # noqa: E501
-
-        If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg  rather than a single line result with the amalgamated/summed pv from both legs.  # noqa: E501
-
-        :return: The produce_separate_result_for_linear_otc_legs of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._produce_separate_result_for_linear_otc_legs
-
-    @produce_separate_result_for_linear_otc_legs.setter
-    def produce_separate_result_for_linear_otc_legs(self, produce_separate_result_for_linear_otc_legs):
-        """Sets the produce_separate_result_for_linear_otc_legs of this PricingOptions.
-
-        If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg  rather than a single line result with the amalgamated/summed pv from both legs.  # noqa: E501
-
-        :param produce_separate_result_for_linear_otc_legs: The produce_separate_result_for_linear_otc_legs of this PricingOptions.  # noqa: E501
-        :type produce_separate_result_for_linear_otc_legs: bool
-        """
-
-        self._produce_separate_result_for_linear_otc_legs = produce_separate_result_for_linear_otc_legs
-
-    @property
-    def enable_use_of_cached_unit_results(self):
-        """Gets the enable_use_of_cached_unit_results of this PricingOptions.  # noqa: E501
-
-        If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them.  Default is that this caching is turned off.  # noqa: E501
-
-        :return: The enable_use_of_cached_unit_results of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._enable_use_of_cached_unit_results
-
-    @enable_use_of_cached_unit_results.setter
-    def enable_use_of_cached_unit_results(self, enable_use_of_cached_unit_results):
-        """Sets the enable_use_of_cached_unit_results of this PricingOptions.
-
-        If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them.  Default is that this caching is turned off.  # noqa: E501
-
-        :param enable_use_of_cached_unit_results: The enable_use_of_cached_unit_results of this PricingOptions.  # noqa: E501
-        :type enable_use_of_cached_unit_results: bool
-        """
-
-        self._enable_use_of_cached_unit_results = enable_use_of_cached_unit_results
-
-    @property
-    def window_valuation_on_instrument_start_end(self):
-        """Gets the window_valuation_on_instrument_start_end of this PricingOptions.  # noqa: E501
-
-        If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero  # noqa: E501
-
-        :return: The window_valuation_on_instrument_start_end of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._window_valuation_on_instrument_start_end
-
-    @window_valuation_on_instrument_start_end.setter
-    def window_valuation_on_instrument_start_end(self, window_valuation_on_instrument_start_end):
-        """Sets the window_valuation_on_instrument_start_end of this PricingOptions.
-
-        If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero  # noqa: E501
-
-        :param window_valuation_on_instrument_start_end: The window_valuation_on_instrument_start_end of this PricingOptions.  # noqa: E501
-        :type window_valuation_on_instrument_start_end: bool
-        """
-
-        self._window_valuation_on_instrument_start_end = window_valuation_on_instrument_start_end
-
-    @property
-    def remove_contingent_cashflows_in_payment_diary(self):
-        """Gets the remove_contingent_cashflows_in_payment_diary of this PricingOptions.  # noqa: E501
-
-        When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not.  # noqa: E501
-
-        :return: The remove_contingent_cashflows_in_payment_diary of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._remove_contingent_cashflows_in_payment_diary
-
-    @remove_contingent_cashflows_in_payment_diary.setter
-    def remove_contingent_cashflows_in_payment_diary(self, remove_contingent_cashflows_in_payment_diary):
-        """Sets the remove_contingent_cashflows_in_payment_diary of this PricingOptions.
-
-        When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not.  # noqa: E501
-
-        :param remove_contingent_cashflows_in_payment_diary: The remove_contingent_cashflows_in_payment_diary of this PricingOptions.  # noqa: E501
-        :type remove_contingent_cashflows_in_payment_diary: bool
-        """
-
-        self._remove_contingent_cashflows_in_payment_diary = remove_contingent_cashflows_in_payment_diary
-
-    @property
-    def use_child_sub_holding_keys_for_portfolio_expansion(self):
-        """Gets the use_child_sub_holding_keys_for_portfolio_expansion of this PricingOptions.  # noqa: E501
-
-        Should fund constituents inherit subholding keys from the parent subholding keyb  # noqa: E501
-
-        :return: The use_child_sub_holding_keys_for_portfolio_expansion of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._use_child_sub_holding_keys_for_portfolio_expansion
-
-    @use_child_sub_holding_keys_for_portfolio_expansion.setter
-    def use_child_sub_holding_keys_for_portfolio_expansion(self, use_child_sub_holding_keys_for_portfolio_expansion):
-        """Sets the use_child_sub_holding_keys_for_portfolio_expansion of this PricingOptions.
-
-        Should fund constituents inherit subholding keys from the parent subholding keyb  # noqa: E501
-
-        :param use_child_sub_holding_keys_for_portfolio_expansion: The use_child_sub_holding_keys_for_portfolio_expansion of this PricingOptions.  # noqa: E501
-        :type use_child_sub_holding_keys_for_portfolio_expansion: bool
-        """
-
-        self._use_child_sub_holding_keys_for_portfolio_expansion = use_child_sub_holding_keys_for_portfolio_expansion
-
-    @property
-    def validate_domestic_and_quote_currencies_are_consistent(self):
-        """Gets the validate_domestic_and_quote_currencies_are_consistent of this PricingOptions.  # noqa: E501
-
-        Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.  # noqa: E501
-
-        :return: The validate_domestic_and_quote_currencies_are_consistent of this PricingOptions.  # noqa: E501
-        :rtype: bool
-        """
-        return self._validate_domestic_and_quote_currencies_are_consistent
-
-    @validate_domestic_and_quote_currencies_are_consistent.setter
-    def validate_domestic_and_quote_currencies_are_consistent(self, validate_domestic_and_quote_currencies_are_consistent):
-        """Sets the validate_domestic_and_quote_currencies_are_consistent of this PricingOptions.
-
-        Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.  # noqa: E501
-
-        :param validate_domestic_and_quote_currencies_are_consistent: The validate_domestic_and_quote_currencies_are_consistent of this PricingOptions.  # noqa: E501
-        :type validate_domestic_and_quote_currencies_are_consistent: bool
-        """
-
-        self._validate_domestic_and_quote_currencies_are_consistent = validate_domestic_and_quote_currencies_are_consistent
-
-    @property
-    def conserved_quantity_for_lookthrough_expansion(self):
-        """Gets the conserved_quantity_for_lookthrough_expansion of this PricingOptions.  # noqa: E501
-
-        When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \"PV\" (default), \"Exposure\".  # noqa: E501
-
-        :return: The conserved_quantity_for_lookthrough_expansion of this PricingOptions.  # noqa: E501
-        :rtype: str
-        """
-        return self._conserved_quantity_for_lookthrough_expansion
-
-    @conserved_quantity_for_lookthrough_expansion.setter
-    def conserved_quantity_for_lookthrough_expansion(self, conserved_quantity_for_lookthrough_expansion):
-        """Sets the conserved_quantity_for_lookthrough_expansion of this PricingOptions.
-
-        When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \"PV\" (default), \"Exposure\".  # noqa: E501
-
-        :param conserved_quantity_for_lookthrough_expansion: The conserved_quantity_for_lookthrough_expansion of this PricingOptions.  # noqa: E501
-        :type conserved_quantity_for_lookthrough_expansion: str
-        """
-
-        self._conserved_quantity_for_lookthrough_expansion = conserved_quantity_for_lookthrough_expansion
-
-    @property
-    def return_zero_pv(self):
-        """Gets the return_zero_pv of this PricingOptions.  # noqa: E501
-
-
-        :return: The return_zero_pv of this PricingOptions.  # noqa: E501
-        :rtype: lusid.ReturnZeroPvOptions
-        """
-        return self._return_zero_pv
-
-    @return_zero_pv.setter
-    def return_zero_pv(self, return_zero_pv):
-        """Sets the return_zero_pv of this PricingOptions.
-
-
-        :param return_zero_pv: The return_zero_pv of this PricingOptions.  # noqa: E501
-        :type return_zero_pv: lusid.ReturnZeroPvOptions
-        """
-
-        self._return_zero_pv = return_zero_pv
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, PricingOptions):
-            return False
-
-        return self.to_dict() == other.to_dict()
-
-    def __ne__(self, other):
-        """Returns true if both objects are not equal"""
-        if not isinstance(other, PricingOptions):
-            return True
-
-        return self.to_dict() != other.to_dict()
+    model_selection: Optional[ModelSelection] = Field(None, alias="modelSelection")
+    use_instrument_type_to_determine_pricer: Optional[StrictBool] = Field(None, alias="useInstrumentTypeToDeterminePricer", description="If true then use the instrument type to set the default instrument pricer  This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.")
+    allow_any_instruments_with_sec_uid_to_price_off_lookup: Optional[StrictBool] = Field(None, alias="allowAnyInstrumentsWithSecUidToPriceOffLookup", description="By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated  instrument definition simply through looking up a price as there should be a better way of evaluating it.  To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.")
+    allow_partially_successful_evaluation: Optional[StrictBool] = Field(None, alias="allowPartiallySuccessfulEvaluation", description="If true then a failure in task evaluation doesn't cause overall failure.  results will be returned where they succeeded and annotation elsewhere")
+    produce_separate_result_for_linear_otc_legs: Optional[StrictBool] = Field(None, alias="produceSeparateResultForLinearOtcLegs", description="If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg  rather than a single line result with the amalgamated/summed pv from both legs.")
+    enable_use_of_cached_unit_results: Optional[StrictBool] = Field(None, alias="enableUseOfCachedUnitResults", description="If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them.  Default is that this caching is turned off.")
+    window_valuation_on_instrument_start_end: Optional[StrictBool] = Field(None, alias="windowValuationOnInstrumentStartEnd", description="If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero")
+    remove_contingent_cashflows_in_payment_diary: Optional[StrictBool] = Field(None, alias="removeContingentCashflowsInPaymentDiary", description="When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not.")
+    use_child_sub_holding_keys_for_portfolio_expansion: Optional[StrictBool] = Field(None, alias="useChildSubHoldingKeysForPortfolioExpansion", description="Should fund constituents inherit subholding keys from the parent subholding keyb")
+    validate_domestic_and_quote_currencies_are_consistent: Optional[StrictBool] = Field(None, alias="validateDomesticAndQuoteCurrenciesAreConsistent", description="Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.")
+    conserved_quantity_for_lookthrough_expansion: Optional[StrictStr] = Field(None, alias="conservedQuantityForLookthroughExpansion", description="When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \"PV\" (default), \"Exposure\".")
+    __properties = ["modelSelection", "useInstrumentTypeToDeterminePricer", "allowAnyInstrumentsWithSecUidToPriceOffLookup", "allowPartiallySuccessfulEvaluation", "produceSeparateResultForLinearOtcLegs", "enableUseOfCachedUnitResults", "windowValuationOnInstrumentStartEnd", "removeContingentCashflowsInPaymentDiary", "useChildSubHoldingKeysForPortfolioExpansion", "validateDomesticAndQuoteCurrenciesAreConsistent", "conservedQuantityForLookthroughExpansion"]
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> PricingOptions:
+        """Create an instance of PricingOptions from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of model_selection
+        if self.model_selection:
+            _dict['modelSelection'] = self.model_selection.to_dict()
+        # set to None if conserved_quantity_for_lookthrough_expansion (nullable) is None
+        # and __fields_set__ contains the field
+        if self.conserved_quantity_for_lookthrough_expansion is None and "conserved_quantity_for_lookthrough_expansion" in self.__fields_set__:
+            _dict['conservedQuantityForLookthroughExpansion'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> PricingOptions:
+        """Create an instance of PricingOptions from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return PricingOptions.parse_obj(obj)
+
+        _obj = PricingOptions.parse_obj({
+            "model_selection": ModelSelection.from_dict(obj.get("modelSelection")) if obj.get("modelSelection") is not None else None,
+            "use_instrument_type_to_determine_pricer": obj.get("useInstrumentTypeToDeterminePricer"),
+            "allow_any_instruments_with_sec_uid_to_price_off_lookup": obj.get("allowAnyInstrumentsWithSecUidToPriceOffLookup"),
+            "allow_partially_successful_evaluation": obj.get("allowPartiallySuccessfulEvaluation"),
+            "produce_separate_result_for_linear_otc_legs": obj.get("produceSeparateResultForLinearOtcLegs"),
+            "enable_use_of_cached_unit_results": obj.get("enableUseOfCachedUnitResults"),
+            "window_valuation_on_instrument_start_end": obj.get("windowValuationOnInstrumentStartEnd"),
+            "remove_contingent_cashflows_in_payment_diary": obj.get("removeContingentCashflowsInPaymentDiary"),
+            "use_child_sub_holding_keys_for_portfolio_expansion": obj.get("useChildSubHoldingKeysForPortfolioExpansion"),
+            "validate_domestic_and_quote_currencies_are_consistent": obj.get("validateDomesticAndQuoteCurrenciesAreConsistent"),
+            "conserved_quantity_for_lookthrough_expansion": obj.get("conservedQuantityForLookthroughExpansion")
+        })
+        return _obj