lusid-sdk 1.1.257__py3-none-any.whl → 2.0.438__py3-none-any.whl

lusid/models/future_all_of.py

@@ -1,405 +0,0 @@
-# coding: utf-8
-
-"""
-    LUSID API
-
-    FINBOURNE Technology  # noqa: E501
-
-    The version of the OpenAPI document: 1.1.257
-    Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
-"""
-
-
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
-import pprint
-import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
-
-class FutureAllOf(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
-    """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
-    """
-    openapi_types = {
-        'start_date': 'datetime',
-        'maturity_date': 'datetime',
-        'identifiers': 'dict(str, str)',
-        'contract_details': 'FuturesContractDetails',
-        'contracts': 'float',
-        'ref_spot_price': 'float',
-        'underlying': 'LusidInstrument',
-        'calculation_type': 'str',
-        'instrument_type': 'str'
-    }
-
-    attribute_map = {
-        'start_date': 'startDate',
-        'maturity_date': 'maturityDate',
-        'identifiers': 'identifiers',
-        'contract_details': 'contractDetails',
-        'contracts': 'contracts',
-        'ref_spot_price': 'refSpotPrice',
-        'underlying': 'underlying',
-        'calculation_type': 'calculationType',
-        'instrument_type': 'instrumentType'
-    }
-
-    required_map = {
-        'start_date': 'required',
-        'maturity_date': 'required',
-        'identifiers': 'required',
-        'contract_details': 'required',
-        'contracts': 'optional',
-        'ref_spot_price': 'optional',
-        'underlying': 'optional',
-        'calculation_type': 'optional',
-        'instrument_type': 'required'
-    }
-
-    def __init__(self, start_date=None, maturity_date=None, identifiers=None, contract_details=None, contracts=None, ref_spot_price=None, underlying=None, calculation_type=None, instrument_type=None, local_vars_configuration=None):  # noqa: E501
-        """FutureAllOf - a model defined in OpenAPI"
-        
-        :param start_date:  The start date of the instrument. This is normally synonymous with the trade-date. (required)
-        :type start_date: datetime
-        :param maturity_date:  The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it. (required)
-        :type maturity_date: datetime
-        :param identifiers:  External market codes and identifiers for the bond, e.g. ISIN. (required)
-        :type identifiers: dict(str, str)
-        :param contract_details:  (required)
-        :type contract_details: lusid.FuturesContractDetails
-        :param contracts:  The number of contracts held.
-        :type contracts: float
-        :param ref_spot_price:  The reference spot price for the future at which the contract was entered into.
-        :type ref_spot_price: float
-        :param underlying: 
-        :type underlying: lusid.LusidInstrument
-        :param calculation_type:  Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard    Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.    Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].
-        :type calculation_type: str
-        :param instrument_type:  The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility (required)
-        :type instrument_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._start_date = None
-        self._maturity_date = None
-        self._identifiers = None
-        self._contract_details = None
-        self._contracts = None
-        self._ref_spot_price = None
-        self._underlying = None
-        self._calculation_type = None
-        self._instrument_type = None
-        self.discriminator = None
-
-        self.start_date = start_date
-        self.maturity_date = maturity_date
-        self.identifiers = identifiers
-        self.contract_details = contract_details
-        if contracts is not None:
-            self.contracts = contracts
-        if ref_spot_price is not None:
-            self.ref_spot_price = ref_spot_price
-        if underlying is not None:
-            self.underlying = underlying
-        self.calculation_type = calculation_type
-        self.instrument_type = instrument_type
-
-    @property
-    def start_date(self):
-        """Gets the start_date of this FutureAllOf.  # noqa: E501
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :return: The start_date of this FutureAllOf.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._start_date
-
-    @start_date.setter
-    def start_date(self, start_date):
-        """Sets the start_date of this FutureAllOf.
-
-        The start date of the instrument. This is normally synonymous with the trade-date.  # noqa: E501
-
-        :param start_date: The start_date of this FutureAllOf.  # noqa: E501
-        :type start_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and start_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `start_date`, must not be `None`")  # noqa: E501
-
-        self._start_date = start_date
-
-    @property
-    def maturity_date(self):
-        """Gets the maturity_date of this FutureAllOf.  # noqa: E501
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :return: The maturity_date of this FutureAllOf.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._maturity_date
-
-    @maturity_date.setter
-    def maturity_date(self, maturity_date):
-        """Sets the maturity_date of this FutureAllOf.
-
-        The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.  # noqa: E501
-
-        :param maturity_date: The maturity_date of this FutureAllOf.  # noqa: E501
-        :type maturity_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and maturity_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `maturity_date`, must not be `None`")  # noqa: E501
-
-        self._maturity_date = maturity_date
-
-    @property
-    def identifiers(self):
-        """Gets the identifiers of this FutureAllOf.  # noqa: E501
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :return: The identifiers of this FutureAllOf.  # noqa: E501
-        :rtype: dict(str, str)
-        """
-        return self._identifiers
-
-    @identifiers.setter
-    def identifiers(self, identifiers):
-        """Sets the identifiers of this FutureAllOf.
-
-        External market codes and identifiers for the bond, e.g. ISIN.  # noqa: E501
-
-        :param identifiers: The identifiers of this FutureAllOf.  # noqa: E501
-        :type identifiers: dict(str, str)
-        """
-        if self.local_vars_configuration.client_side_validation and identifiers is None:  # noqa: E501
-            raise ValueError("Invalid value for `identifiers`, must not be `None`")  # noqa: E501
-
-        self._identifiers = identifiers
-
-    @property
-    def contract_details(self):
-        """Gets the contract_details of this FutureAllOf.  # noqa: E501
-
-
-        :return: The contract_details of this FutureAllOf.  # noqa: E501
-        :rtype: lusid.FuturesContractDetails
-        """
-        return self._contract_details
-
-    @contract_details.setter
-    def contract_details(self, contract_details):
-        """Sets the contract_details of this FutureAllOf.
-
-
-        :param contract_details: The contract_details of this FutureAllOf.  # noqa: E501
-        :type contract_details: lusid.FuturesContractDetails
-        """
-        if self.local_vars_configuration.client_side_validation and contract_details is None:  # noqa: E501
-            raise ValueError("Invalid value for `contract_details`, must not be `None`")  # noqa: E501
-
-        self._contract_details = contract_details
-
-    @property
-    def contracts(self):
-        """Gets the contracts of this FutureAllOf.  # noqa: E501
-
-        The number of contracts held.  # noqa: E501
-
-        :return: The contracts of this FutureAllOf.  # noqa: E501
-        :rtype: float
-        """
-        return self._contracts
-
-    @contracts.setter
-    def contracts(self, contracts):
-        """Sets the contracts of this FutureAllOf.
-
-        The number of contracts held.  # noqa: E501
-
-        :param contracts: The contracts of this FutureAllOf.  # noqa: E501
-        :type contracts: float
-        """
-
-        self._contracts = contracts
-
-    @property
-    def ref_spot_price(self):
-        """Gets the ref_spot_price of this FutureAllOf.  # noqa: E501
-
-        The reference spot price for the future at which the contract was entered into.  # noqa: E501
-
-        :return: The ref_spot_price of this FutureAllOf.  # noqa: E501
-        :rtype: float
-        """
-        return self._ref_spot_price
-
-    @ref_spot_price.setter
-    def ref_spot_price(self, ref_spot_price):
-        """Sets the ref_spot_price of this FutureAllOf.
-
-        The reference spot price for the future at which the contract was entered into.  # noqa: E501
-
-        :param ref_spot_price: The ref_spot_price of this FutureAllOf.  # noqa: E501
-        :type ref_spot_price: float
-        """
-
-        self._ref_spot_price = ref_spot_price
-
-    @property
-    def underlying(self):
-        """Gets the underlying of this FutureAllOf.  # noqa: E501
-
-
-        :return: The underlying of this FutureAllOf.  # noqa: E501
-        :rtype: lusid.LusidInstrument
-        """
-        return self._underlying
-
-    @underlying.setter
-    def underlying(self, underlying):
-        """Sets the underlying of this FutureAllOf.
-
-
-        :param underlying: The underlying of this FutureAllOf.  # noqa: E501
-        :type underlying: lusid.LusidInstrument
-        """
-
-        self._underlying = underlying
-
-    @property
-    def calculation_type(self):
-        """Gets the calculation_type of this FutureAllOf.  # noqa: E501
-
-        Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard    Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.    Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].  # noqa: E501
-
-        :return: The calculation_type of this FutureAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._calculation_type
-
-    @calculation_type.setter
-    def calculation_type(self, calculation_type):
-        """Sets the calculation_type of this FutureAllOf.
-
-        Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard    Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.    Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].  # noqa: E501
-
-        :param calculation_type: The calculation_type of this FutureAllOf.  # noqa: E501
-        :type calculation_type: str
-        """
-        if (self.local_vars_configuration.client_side_validation and
-                calculation_type is not None and len(calculation_type) > 32):
-            raise ValueError("Invalid value for `calculation_type`, length must be less than or equal to `32`")  # noqa: E501
-        if (self.local_vars_configuration.client_side_validation and
-                calculation_type is not None and len(calculation_type) < 0):
-            raise ValueError("Invalid value for `calculation_type`, length must be greater than or equal to `0`")  # noqa: E501
-
-        self._calculation_type = calculation_type
-
-    @property
-    def instrument_type(self):
-        """Gets the instrument_type of this FutureAllOf.  # noqa: E501
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility  # noqa: E501
-
-        :return: The instrument_type of this FutureAllOf.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_type
-
-    @instrument_type.setter
-    def instrument_type(self, instrument_type):
-        """Sets the instrument_type of this FutureAllOf.
-
-        The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility  # noqa: E501
-
-        :param instrument_type: The instrument_type of this FutureAllOf.  # noqa: E501
-        :type instrument_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["QuotedSecurity", "InterestRateSwap", "FxForward", "Future", "ExoticInstrument", "FxOption", "CreditDefaultSwap", "InterestRateSwaption", "Bond", "EquityOption", "FixedLeg", "FloatingLeg", "BespokeCashFlowsLeg", "Unknown", "TermDeposit", "ContractForDifference", "EquitySwap", "CashPerpetual", "CapFloor", "CashSettled", "CdsIndex", "Basket", "FundingLeg", "FxSwap", "ForwardRateAgreement", "SimpleInstrument", "Repo", "Equity", "ExchangeTradedOption", "ReferenceInstrument", "ComplexBond", "InflationLinkedBond", "InflationSwap", "SimpleCashFlowLoan", "TotalReturnSwap", "InflationLeg", "FundShareClass", "FlexibleLoan", "UnsettledCash", "Cash", "MasteredInstrument", "LoanFacility"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_type, allowed_values)
-            )
-
-        self._instrument_type = instrument_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, FutureAllOf):
-            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, FutureAllOf):
-            return True
-
-        return self.to_dict() != other.to_dict()

lusid/models/future_expiry_event.py

@@ -1,246 +0,0 @@
-# coding: utf-8
-
-"""
-    LUSID API
-
-    FINBOURNE Technology  # noqa: E501
-
-    The version of the OpenAPI document: 1.1.257
-    Contact: info@finbourne.com
-    Generated by: https://openapi-generator.tech
-"""
-
-
-try:
-    from inspect import getfullargspec
-except ImportError:
-    from inspect import getargspec as getfullargspec
-import pprint
-import re  # noqa: F401
-import six
-
-from lusid.configuration import Configuration
-
-
-class FutureExpiryEvent(object):
-    """NOTE: This class is auto generated by OpenAPI Generator.
-    Ref: https://openapi-generator.tech
-
-    Do not edit the class manually.
-    """
-
-    """
-    Attributes:
-      openapi_types (dict): The key is attribute name
-                            and the value is attribute type.
-      attribute_map (dict): The key is attribute name
-                            and the value is json key in definition.
-      required_map (dict): The key is attribute name
-                           and the value is whether it is 'required' or 'optional'.
-    """
-    openapi_types = {
-        'expiry_date': 'datetime',
-        'settlement_currency': 'str',
-        'notional_amount_per_unit': 'float',
-        'instrument_event_type': 'str'
-    }
-
-    attribute_map = {
-        'expiry_date': 'expiryDate',
-        'settlement_currency': 'settlementCurrency',
-        'notional_amount_per_unit': 'notionalAmountPerUnit',
-        'instrument_event_type': 'instrumentEventType'
-    }
-
-    required_map = {
-        'expiry_date': 'required',
-        'settlement_currency': 'required',
-        'notional_amount_per_unit': 'optional',
-        'instrument_event_type': 'required'
-    }
-
-    def __init__(self, expiry_date=None, settlement_currency=None, notional_amount_per_unit=None, instrument_event_type=None, local_vars_configuration=None):  # noqa: E501
-        """FutureExpiryEvent - a model defined in OpenAPI"
-        
-        :param expiry_date:  Expiry date of the Future instrument. (required)
-        :type expiry_date: datetime
-        :param settlement_currency:  Settlement currency of the Future instrument. (required)
-        :type settlement_currency: str
-        :param notional_amount_per_unit:  The notional amount of each unit in the Future instrument.
-        :type notional_amount_per_unit: float
-        :param instrument_event_type:  The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent (required)
-        :type instrument_event_type: str
-
-        """  # noqa: E501
-        if local_vars_configuration is None:
-            local_vars_configuration = Configuration.get_default_copy()
-        self.local_vars_configuration = local_vars_configuration
-
-        self._expiry_date = None
-        self._settlement_currency = None
-        self._notional_amount_per_unit = None
-        self._instrument_event_type = None
-        self.discriminator = None
-
-        self.expiry_date = expiry_date
-        self.settlement_currency = settlement_currency
-        self.notional_amount_per_unit = notional_amount_per_unit
-        self.instrument_event_type = instrument_event_type
-
-    @property
-    def expiry_date(self):
-        """Gets the expiry_date of this FutureExpiryEvent.  # noqa: E501
-
-        Expiry date of the Future instrument.  # noqa: E501
-
-        :return: The expiry_date of this FutureExpiryEvent.  # noqa: E501
-        :rtype: datetime
-        """
-        return self._expiry_date
-
-    @expiry_date.setter
-    def expiry_date(self, expiry_date):
-        """Sets the expiry_date of this FutureExpiryEvent.
-
-        Expiry date of the Future instrument.  # noqa: E501
-
-        :param expiry_date: The expiry_date of this FutureExpiryEvent.  # noqa: E501
-        :type expiry_date: datetime
-        """
-        if self.local_vars_configuration.client_side_validation and expiry_date is None:  # noqa: E501
-            raise ValueError("Invalid value for `expiry_date`, must not be `None`")  # noqa: E501
-
-        self._expiry_date = expiry_date
-
-    @property
-    def settlement_currency(self):
-        """Gets the settlement_currency of this FutureExpiryEvent.  # noqa: E501
-
-        Settlement currency of the Future instrument.  # noqa: E501
-
-        :return: The settlement_currency of this FutureExpiryEvent.  # noqa: E501
-        :rtype: str
-        """
-        return self._settlement_currency
-
-    @settlement_currency.setter
-    def settlement_currency(self, settlement_currency):
-        """Sets the settlement_currency of this FutureExpiryEvent.
-
-        Settlement currency of the Future instrument.  # noqa: E501
-
-        :param settlement_currency: The settlement_currency of this FutureExpiryEvent.  # noqa: E501
-        :type settlement_currency: str
-        """
-        if self.local_vars_configuration.client_side_validation and settlement_currency is None:  # noqa: E501
-            raise ValueError("Invalid value for `settlement_currency`, must not be `None`")  # noqa: E501
-
-        self._settlement_currency = settlement_currency
-
-    @property
-    def notional_amount_per_unit(self):
-        """Gets the notional_amount_per_unit of this FutureExpiryEvent.  # noqa: E501
-
-        The notional amount of each unit in the Future instrument.  # noqa: E501
-
-        :return: The notional_amount_per_unit of this FutureExpiryEvent.  # noqa: E501
-        :rtype: float
-        """
-        return self._notional_amount_per_unit
-
-    @notional_amount_per_unit.setter
-    def notional_amount_per_unit(self, notional_amount_per_unit):
-        """Sets the notional_amount_per_unit of this FutureExpiryEvent.
-
-        The notional amount of each unit in the Future instrument.  # noqa: E501
-
-        :param notional_amount_per_unit: The notional_amount_per_unit of this FutureExpiryEvent.  # noqa: E501
-        :type notional_amount_per_unit: float
-        """
-
-        self._notional_amount_per_unit = notional_amount_per_unit
-
-    @property
-    def instrument_event_type(self):
-        """Gets the instrument_event_type of this FutureExpiryEvent.  # noqa: E501
-
-        The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent  # noqa: E501
-
-        :return: The instrument_event_type of this FutureExpiryEvent.  # noqa: E501
-        :rtype: str
-        """
-        return self._instrument_event_type
-
-    @instrument_event_type.setter
-    def instrument_event_type(self, instrument_event_type):
-        """Sets the instrument_event_type of this FutureExpiryEvent.
-
-        The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent  # noqa: E501
-
-        :param instrument_event_type: The instrument_event_type of this FutureExpiryEvent.  # noqa: E501
-        :type instrument_event_type: str
-        """
-        if self.local_vars_configuration.client_side_validation and instrument_event_type is None:  # noqa: E501
-            raise ValueError("Invalid value for `instrument_event_type`, must not be `None`")  # noqa: E501
-        allowed_values = ["TransitionEvent", "InformationalEvent", "OpenEvent", "CloseEvent", "StockSplitEvent", "BondDefaultEvent", "CashDividendEvent", "AmortisationEvent", "CashFlowEvent", "ExerciseEvent", "ResetEvent", "TriggerEvent", "RawVendorEvent", "InformationalErrorEvent", "BondCouponEvent", "DividendReinvestmentEvent", "AccumulationEvent", "BondPrincipalEvent", "DividendOptionEvent", "MaturityEvent", "FxForwardSettlementEvent", "ExpiryEvent", "ScripDividendEvent", "StockDividendEvent", "ReverseStockSplitEvent", "CapitalDistributionEvent", "SpinOffEvent", "MergerEvent", "FutureExpiryEvent", "SwapCashFlowEvent", "SwapPrincipalEvent", "CreditPremiumCashFlowEvent", "CdsCreditEvent", "CdxCreditEvent", "MbsCouponEvent", "MbsPrincipalEvent", "BonusIssueEvent", "MbsPrincipalWriteOffEvent", "MbsInterestDeferralEvent", "MbsInterestShortfallEvent", "TenderEvent", "CallOnIntermediateSecuritiesEvent", "IntermediateSecuritiesDistributionEvent", "OptionExercisePhysicalEvent", "OptionExerciseCashEvent", "ProtectionPayoutCashFlowEvent", "TermDepositInterestEvent", "TermDepositPrincipalEvent"]  # noqa: E501
-        if self.local_vars_configuration.client_side_validation and instrument_event_type not in allowed_values:  # noqa: E501
-            raise ValueError(
-                "Invalid value for `instrument_event_type` ({0}), must be one of {1}"  # noqa: E501
-                .format(instrument_event_type, allowed_values)
-            )
-
-        self._instrument_event_type = instrument_event_type
-
-    def to_dict(self, serialize=False):
-        """Returns the model properties as a dict"""
-        result = {}
-
-        def convert(x):
-            if hasattr(x, "to_dict"):
-                args = getfullargspec(x.to_dict).args
-                if len(args) == 1:
-                    return x.to_dict()
-                else:
-                    return x.to_dict(serialize)
-            else:
-                return x
-
-        for attr, _ in six.iteritems(self.openapi_types):
-            value = getattr(self, attr)
-            attr = self.attribute_map.get(attr, attr) if serialize else attr
-            if isinstance(value, list):
-                result[attr] = list(map(
-                    lambda x: convert(x),
-                    value
-                ))
-            elif isinstance(value, dict):
-                result[attr] = dict(map(
-                    lambda item: (item[0], convert(item[1])),
-                    value.items()
-                ))
-            else:
-                result[attr] = convert(value)
-
-        return result
-
-    def to_str(self):
-        """Returns the string representation of the model"""
-        return pprint.pformat(self.to_dict())
-
-    def __repr__(self):
-        """For `print` and `pprint`"""
-        return self.to_str()
-
-    def __eq__(self, other):
-        """Returns true if both objects are equal"""
-        if not isinstance(other, FutureExpiryEvent):
-            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, FutureExpiryEvent):
-            return True
-
-        return self.to_dict() != other.to_dict()