lusid-sdk 2.0.50b0__py3-none-any.whl → 2.0.470__py3-none-any.whl

lusid/models/bond_principal_event.py

@@ -0,0 +1,97 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+from datetime import datetime
+from typing import Any, Dict, Union
+from pydantic import Field, StrictFloat, StrictInt, StrictStr, validator
+from lusid.models.instrument_event import InstrumentEvent
+
+class BondPrincipalEvent(InstrumentEvent):
+    """
+    Definition of a Bond Principal Event  This is an event that describes the occurence of a cashflow due to the principal payment.  # noqa: E501
+    """
+    currency: StrictStr = Field(..., description="Currency of the principal payment")
+    ex_date: datetime = Field(..., alias="exDate", description="Ex-Dividend date of the principal payment")
+    payment_date: datetime = Field(..., alias="paymentDate", description="Payment date of the principal payment")
+    principal_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="principalPerUnit", description="Principal per unit")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="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")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "currency", "exDate", "paymentDate", "principalPerUnit"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent')")
+        return value
+
+    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) -> BondPrincipalEvent:
+        """Create an instance of BondPrincipalEvent 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={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> BondPrincipalEvent:
+        """Create an instance of BondPrincipalEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return BondPrincipalEvent.parse_obj(obj)
+
+        _obj = BondPrincipalEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "currency": obj.get("currency"),
+            "ex_date": obj.get("exDate"),
+            "payment_date": obj.get("paymentDate"),
+            "principal_per_unit": obj.get("principalPerUnit")
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj

lusid/models/book_transactions_request.py

@@ -0,0 +1,97 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, List, Optional
+from pydantic import BaseModel, Field, conlist
+from lusid.models.perpetual_property import PerpetualProperty
+from lusid.models.resource_id import ResourceId
+
+class BookTransactionsRequest(BaseModel):
+    """
+    BookTransactionsRequest
+    """
+    allocation_ids: conlist(ResourceId, max_items=5000, min_items=1) = Field(..., alias="allocationIds", description="A collection of Allocation IDs")
+    transaction_properties: Optional[Dict[str, PerpetualProperty]] = Field(None, alias="transactionProperties", description="A collection of properties")
+    __properties = ["allocationIds", "transactionProperties"]
+
+    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) -> BookTransactionsRequest:
+        """Create an instance of BookTransactionsRequest 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 each item in allocation_ids (list)
+        _items = []
+        if self.allocation_ids:
+            for _item in self.allocation_ids:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['allocationIds'] = _items
+        # override the default output from pydantic by calling `to_dict()` of each value in transaction_properties (dict)
+        _field_dict = {}
+        if self.transaction_properties:
+            for _key in self.transaction_properties:
+                if self.transaction_properties[_key]:
+                    _field_dict[_key] = self.transaction_properties[_key].to_dict()
+            _dict['transactionProperties'] = _field_dict
+        # set to None if transaction_properties (nullable) is None
+        # and __fields_set__ contains the field
+        if self.transaction_properties is None and "transaction_properties" in self.__fields_set__:
+            _dict['transactionProperties'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> BookTransactionsRequest:
+        """Create an instance of BookTransactionsRequest from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return BookTransactionsRequest.parse_obj(obj)
+
+        _obj = BookTransactionsRequest.parse_obj({
+            "allocation_ids": [ResourceId.from_dict(_item) for _item in obj.get("allocationIds")] if obj.get("allocationIds") is not None else None,
+            "transaction_properties": dict(
+                (_k, PerpetualProperty.from_dict(_v))
+                for _k, _v in obj.get("transactionProperties").items()
+            )
+            if obj.get("transactionProperties") is not None
+            else None
+        })
+        return _obj

lusid/models/bool_compliance_parameter.py

@@ -27,15 +27,15 @@ class BoolComplianceParameter(ComplianceParameter):
     BoolComplianceParameter
     """
     value: StrictBool = Field(...)
-    compliance_parameter_type: StrictStr = Field(..., alias="complianceParameterType", description="The parameter type. The available values are: BoolComplianceParameter, StringComplianceParameter, DecimalComplianceParameter, DateTimeComplianceParameter, PropertyKeyComplianceParameter, AddressKeyComplianceParameter, PortfolioIdComplianceParameter, PortfolioGroupIdComplianceParameter, StringListComplianceParameter, BoolListComplianceParameter, DateTimeListComplianceParameter, DecimalListComplianceParameter, PropertyKeyListComplianceParameter, AddressKeyListComplianceParameter, PortfolioIdListComplianceParameter, PortfolioGroupIdListComplianceParameter, InstrumentListComplianceParameter")
+    compliance_parameter_type: StrictStr = Field(..., alias="complianceParameterType", description="The parameter type. The available values are: BoolComplianceParameter, StringComplianceParameter, DecimalComplianceParameter, DateTimeComplianceParameter, PropertyKeyComplianceParameter, AddressKeyComplianceParameter, PortfolioIdComplianceParameter, PortfolioGroupIdComplianceParameter, StringListComplianceParameter, BoolListComplianceParameter, DateTimeListComplianceParameter, DecimalListComplianceParameter, PropertyKeyListComplianceParameter, AddressKeyListComplianceParameter, PortfolioIdListComplianceParameter, PortfolioGroupIdListComplianceParameter, InstrumentListComplianceParameter, FilterPredicateComplianceParameter, GroupFilterPredicateComplianceParameter, GroupBySelectorComplianceParameter")
     additional_properties: Dict[str, Any] = {}
     __properties = ["complianceParameterType", "value"]
 
     @validator('compliance_parameter_type')
     def compliance_parameter_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter'):
-            raise ValueError("must be one of enum values ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter')")
+        if value not in ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter', 'FilterPredicateComplianceParameter', 'GroupFilterPredicateComplianceParameter', 'GroupBySelectorComplianceParameter'):
+            raise ValueError("must be one of enum values ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter', 'FilterPredicateComplianceParameter', 'GroupFilterPredicateComplianceParameter', 'GroupBySelectorComplianceParameter')")
         return value
 
     class Config:

lusid/models/bool_list_compliance_parameter.py

@@ -28,15 +28,15 @@ class BoolListComplianceParameter(ComplianceParameter):
     BoolListComplianceParameter
     """
     value: ResourceId = Field(...)
-    compliance_parameter_type: StrictStr = Field(..., alias="complianceParameterType", description="The parameter type. The available values are: BoolComplianceParameter, StringComplianceParameter, DecimalComplianceParameter, DateTimeComplianceParameter, PropertyKeyComplianceParameter, AddressKeyComplianceParameter, PortfolioIdComplianceParameter, PortfolioGroupIdComplianceParameter, StringListComplianceParameter, BoolListComplianceParameter, DateTimeListComplianceParameter, DecimalListComplianceParameter, PropertyKeyListComplianceParameter, AddressKeyListComplianceParameter, PortfolioIdListComplianceParameter, PortfolioGroupIdListComplianceParameter, InstrumentListComplianceParameter")
+    compliance_parameter_type: StrictStr = Field(..., alias="complianceParameterType", description="The parameter type. The available values are: BoolComplianceParameter, StringComplianceParameter, DecimalComplianceParameter, DateTimeComplianceParameter, PropertyKeyComplianceParameter, AddressKeyComplianceParameter, PortfolioIdComplianceParameter, PortfolioGroupIdComplianceParameter, StringListComplianceParameter, BoolListComplianceParameter, DateTimeListComplianceParameter, DecimalListComplianceParameter, PropertyKeyListComplianceParameter, AddressKeyListComplianceParameter, PortfolioIdListComplianceParameter, PortfolioGroupIdListComplianceParameter, InstrumentListComplianceParameter, FilterPredicateComplianceParameter, GroupFilterPredicateComplianceParameter, GroupBySelectorComplianceParameter")
     additional_properties: Dict[str, Any] = {}
     __properties = ["complianceParameterType", "value"]
 
     @validator('compliance_parameter_type')
     def compliance_parameter_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter'):
-            raise ValueError("must be one of enum values ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter')")
+        if value not in ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter', 'FilterPredicateComplianceParameter', 'GroupFilterPredicateComplianceParameter', 'GroupBySelectorComplianceParameter'):
+            raise ValueError("must be one of enum values ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter', 'FilterPredicateComplianceParameter', 'GroupFilterPredicateComplianceParameter', 'GroupBySelectorComplianceParameter')")
         return value
 
     class Config:

lusid/models/branch_step.py

@@ -0,0 +1,101 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, List
+from pydantic import Field, StrictStr, conlist, constr, validator
+from lusid.models.compliance_step import ComplianceStep
+from lusid.models.compliance_template_parameter import ComplianceTemplateParameter
+
+class BranchStep(ComplianceStep):
+    """
+    BranchStep
+    """
+    label: constr(strict=True, min_length=1) = Field(..., description="The label of the compliance step")
+    parameters: conlist(ComplianceTemplateParameter) = Field(..., description="Parameters required for the step")
+    compliance_step_type: StrictStr = Field(..., alias="complianceStepType", description=". The available values are: FilterStep, GroupByStep, GroupFilterStep, BranchStep, RecombineStep, CheckStep")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["complianceStepType", "label", "parameters"]
+
+    @validator('compliance_step_type')
+    def compliance_step_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep'):
+            raise ValueError("must be one of enum values ('FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep')")
+        return value
+
+    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) -> BranchStep:
+        """Create an instance of BranchStep 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={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of each item in parameters (list)
+        _items = []
+        if self.parameters:
+            for _item in self.parameters:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['parameters'] = _items
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> BranchStep:
+        """Create an instance of BranchStep from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return BranchStep.parse_obj(obj)
+
+        _obj = BranchStep.parse_obj({
+            "compliance_step_type": obj.get("complianceStepType"),
+            "label": obj.get("label"),
+            "parameters": [ComplianceTemplateParameter.from_dict(_item) for _item in obj.get("parameters")] if obj.get("parameters") is not None else None
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj

lusid/models/cap_floor.py

@@ -32,15 +32,15 @@ class CapFloor(LusidInstrument):
     floor_strike: Union[StrictFloat, StrictInt] = Field(..., alias="floorStrike", description="Strike rate of the Floor.")
     include_first_caplet: StrictBool = Field(..., alias="includeFirstCaplet", description="Include first caplet flag.")
     underlying_floating_leg: FloatingLeg = Field(..., alias="underlyingFloatingLeg")
-    instrument_type: StrictStr = Field(..., alias="instrumentType", description="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")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="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")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "capFloorType", "capStrike", "floorStrike", "includeFirstCaplet", "underlyingFloatingLeg"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('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'):
-            raise ValueError("must be one of enum 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')")
+        if value not in ('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'):
+            raise ValueError("must be one of enum 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')")
         return value
 
     class Config:

lusid/models/cash_dividend_event.py

@@ -18,26 +18,29 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Union
-from pydantic import Field, StrictFloat, StrictInt, StrictStr, validator
+from typing import Any, Dict, List, Optional
+from pydantic import Field, StrictStr, conlist, validator
+from lusid.models.cash_election import CashElection
 from lusid.models.instrument_event import InstrumentEvent
 
 class CashDividendEvent(InstrumentEvent):
     """
     A cash distribution paid out to shareholders.  # noqa: E501
     """
-    gross_amount: Union[StrictFloat, StrictInt] = Field(..., alias="grossAmount", description="The before tax amount for each share held being paid out to shareholders.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the company pays out dividends to shareholders.")
-    record_date: datetime = Field(..., alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent")
+    payment_date: datetime = Field(..., alias="paymentDate", description="The date the company begins distributing the dividend.")
+    ex_date: datetime = Field(..., alias="exDate", description="The first business day on which the dividend is not owed to the buying party.")
+    cash_elections: conlist(CashElection) = Field(..., alias="cashElections", description="Possible elections for this event, each keyed with a unique identifier.")
+    announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend is announced by the company.")
+    record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="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")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentEventType", "grossAmount", "paymentDate", "recordDate"]
+    __properties = ["instrumentEventType", "paymentDate", "exDate", "cashElections", "announcementDate", "recordDate"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent')")
         return value
 
     class Config:
@@ -65,11 +68,28 @@ class CashDividendEvent(InstrumentEvent):
                             "additional_properties"
                           },
                           exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of each item in cash_elections (list)
+        _items = []
+        if self.cash_elections:
+            for _item in self.cash_elections:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['cashElections'] = _items
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
                 _dict[_key] = _value
 
+        # set to None if announcement_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.announcement_date is None and "announcement_date" in self.__fields_set__:
+            _dict['announcementDate'] = None
+
+        # set to None if record_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.record_date is None and "record_date" in self.__fields_set__:
+            _dict['recordDate'] = None
+
         return _dict
 
     @classmethod
@@ -83,8 +103,10 @@ class CashDividendEvent(InstrumentEvent):
 
         _obj = CashDividendEvent.parse_obj({
             "instrument_event_type": obj.get("instrumentEventType"),
-            "gross_amount": obj.get("grossAmount"),
             "payment_date": obj.get("paymentDate"),
+            "ex_date": obj.get("exDate"),
+            "cash_elections": [CashElection.from_dict(_item) for _item in obj.get("cashElections")] if obj.get("cashElections") is not None else None,
+            "announcement_date": obj.get("announcementDate"),
             "record_date": obj.get("recordDate")
         })
         # store additional fields in additional_properties

lusid/models/cash_election.py

@@ -0,0 +1,91 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, Optional, Union
+from pydantic import BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, constr
+
+class CashElection(BaseModel):
+    """
+    Cash election for Events that result in a cash payment.  # noqa: E501
+    """
+    election_key: constr(strict=True, min_length=1) = Field(..., alias="electionKey", description="Unique key used to identify this election.")
+    exchange_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="exchangeRate", description="The exchange rate if this is not the declared CashElection.  Defaults to 1 if Election is Declared.")
+    dividend_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="dividendRate", description="The payment rate for this CashElection.")
+    is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Has this election been chosen.  Only one Election may be Chosen per Event.")
+    is_declared: Optional[StrictBool] = Field(None, alias="isDeclared", description="Is this the declared CashElection.  Only one Election may be Declared per Event.")
+    is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election the default.  Only one Election may be Default per Event")
+    dividend_currency: StrictStr = Field(..., alias="dividendCurrency", description="The payment currency for this CashElection.")
+    __properties = ["electionKey", "exchangeRate", "dividendRate", "isChosen", "isDeclared", "isDefault", "dividendCurrency"]
+
+    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) -> CashElection:
+        """Create an instance of CashElection 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)
+        # set to None if exchange_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.exchange_rate is None and "exchange_rate" in self.__fields_set__:
+            _dict['exchangeRate'] = None
+
+        # set to None if dividend_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.dividend_rate is None and "dividend_rate" in self.__fields_set__:
+            _dict['dividendRate'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CashElection:
+        """Create an instance of CashElection from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CashElection.parse_obj(obj)
+
+        _obj = CashElection.parse_obj({
+            "election_key": obj.get("electionKey"),
+            "exchange_rate": obj.get("exchangeRate"),
+            "dividend_rate": obj.get("dividendRate"),
+            "is_chosen": obj.get("isChosen"),
+            "is_declared": obj.get("isDeclared"),
+            "is_default": obj.get("isDefault"),
+            "dividend_currency": obj.get("dividendCurrency")
+        })
+        return _obj

lusid/models/cash_flow_event.py

@@ -29,16 +29,15 @@ class CashFlowEvent(InstrumentEvent):
     """
     cash_flow_value: CashFlowValue = Field(..., alias="cashFlowValue")
     event_type: constr(strict=True, min_length=1) = Field(..., alias="eventType", description="What type of internal event does this represent; coupon, principal, premium etc.")
-    event_status: constr(strict=True, min_length=1) = Field(..., alias="eventStatus", description="What is the event status, is it a known (ie historic) or unknown (ie projected) event?")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="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")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentEventType", "cashFlowValue", "eventType", "eventStatus"]
+    __properties = ["instrumentEventType", "cashFlowValue", "eventType"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent')")
         return value
 
     class Config:
@@ -89,8 +88,7 @@ class CashFlowEvent(InstrumentEvent):
         _obj = CashFlowEvent.parse_obj({
             "instrument_event_type": obj.get("instrumentEventType"),
             "cash_flow_value": CashFlowValue.from_dict(obj.get("cashFlowValue")) if obj.get("cashFlowValue") is not None else None,
-            "event_type": obj.get("eventType"),
-            "event_status": obj.get("eventStatus")
+            "event_type": obj.get("eventType")
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/cash_perpetual.py

@@ -29,15 +29,15 @@ class CashPerpetual(LusidInstrument):
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
     principal: Union[StrictFloat, StrictInt] = Field(..., description="The face-value or principal for the cash at outset.")
-    instrument_type: StrictStr = Field(..., alias="instrumentType", description="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")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="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")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "domCcy", "principal"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('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'):
-            raise ValueError("must be one of enum 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')")
+        if value not in ('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'):
+            raise ValueError("must be one of enum 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')")
         return value
 
     class Config:

lusid/models/cds_flow_conventions.py

@@ -25,7 +25,7 @@ class CdsFlowConventions(BaseModel):
     """
     CdsFlowConventions
     """
-    roll_frequency: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="rollFrequency", description="The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products")
+    roll_frequency: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="rollFrequency", description="The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products.    For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
     currency: StrictStr = Field(..., description="Currency of the flow convention.")
     payment_frequency: constr(strict=True, max_length=50, min_length=0) = Field(..., alias="paymentFrequency", description="When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is,  the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment.")
     day_count_convention: constr(strict=True, max_length=50, min_length=0) = Field(..., alias="dayCountConvention", description="when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year  and difference between them.  For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)                Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].")