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

lusid/models/constant_volatility_surface.py

@@ -0,0 +1,102 @@
+# 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, Optional, Union
+from pydantic import Field, StrictFloat, StrictInt, StrictStr, constr, validator
+from lusid.models.complex_market_data import ComplexMarketData
+
+class ConstantVolatilitySurface(ComplexMarketData):
+    """
+    Market Data required to build a volatility surface for pricing.  Single constant volatility point.  # noqa: E501
+    """
+    base_date: datetime = Field(..., alias="baseDate", description="Base date of the engine - this is the reference date for resolution of tenors.")
+    asset_type: constr(strict=True, min_length=1) = Field(..., alias="assetType", description="What is the asset that the engine is for.  Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque].")
+    lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = None
+    volatility: Union[StrictFloat, StrictInt] = Field(..., description="Volatility value.")
+    market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["marketDataType", "baseDate", "assetType", "lineage", "volatility"]
+
+    @validator('market_data_type')
+    def market_data_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
+        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) -> ConstantVolatilitySurface:
+        """Create an instance of ConstantVolatilitySurface 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
+
+        # set to None if lineage (nullable) is None
+        # and __fields_set__ contains the field
+        if self.lineage is None and "lineage" in self.__fields_set__:
+            _dict['lineage'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> ConstantVolatilitySurface:
+        """Create an instance of ConstantVolatilitySurface from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return ConstantVolatilitySurface.parse_obj(obj)
+
+        _obj = ConstantVolatilitySurface.parse_obj({
+            "market_data_type": obj.get("marketDataType"),
+            "base_date": obj.get("baseDate"),
+            "asset_type": obj.get("assetType"),
+            "lineage": obj.get("lineage"),
+            "volatility": obj.get("volatility")
+        })
+        # 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/contract_for_difference.py

@@ -35,15 +35,15 @@ class ContractForDifference(LusidInstrument):
     type: constr(strict=True, min_length=1) = Field(..., description="The type of CFD.    Supported string (enumeration) values are: [Cash, Futures].")
     underlying_ccy: StrictStr = Field(..., alias="underlyingCcy", description="The currency of the underlying")
     underlying_identifier: constr(strict=True, min_length=1) = Field(..., alias="underlyingIdentifier", description="External market codes and identifiers for the CFD, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].")
-    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", "maturityDate", "code", "contractSize", "payCcy", "referenceRate", "type", "underlyingCcy", "underlyingIdentifier"]
 
     @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/create_derived_property_definition_request.py

@@ -26,7 +26,7 @@ class CreateDerivedPropertyDefinitionRequest(BaseModel):
     """
     CreateDerivedPropertyDefinitionRequest
     """
-    domain: StrictStr = Field(..., description="The domain that the property exists in. Not all available values are currently supported, please check the documentation: https://support.lusid.com/knowledgebase/article/KA-01719/. The available values are: NotDefined, Transaction, Portfolio, Holding, ReferenceHolding, TransactionConfiguration, Instrument, CutLabelDefinition, Analytic, PortfolioGroup, Person, AccessMetadata, Order, UnitResult, MarketData, ConfigurationRecipe, Allocation, Calendar, LegalEntity, Placement, Execution, Block, Participation, Package, OrderInstruction, NextBestAction, CustomEntity, InstrumentEvent, Account, ChartOfAccounts, CustodianAccount, Abor, AborConfiguration, Reconciliation, PropertyDefinition, Compliance, DiaryEntry")
+    domain: StrictStr = Field(..., description="The domain that the property exists in. Not all available values are currently supported, please check the documentation: https://support.lusid.com/knowledgebase/article/KA-01719/. The available values are: NotDefined, Transaction, Portfolio, Holding, ReferenceHolding, TransactionConfiguration, Instrument, CutLabelDefinition, Analytic, PortfolioGroup, Person, AccessMetadata, Order, UnitResult, MarketData, ConfigurationRecipe, Allocation, Calendar, LegalEntity, Placement, Execution, Block, Participation, Package, OrderInstruction, NextBestAction, CustomEntity, InstrumentEvent, Account, ChartOfAccounts, CustodianAccount, Abor, AborConfiguration, Fund, Reconciliation, PropertyDefinition, Compliance, DiaryEntry, Leg, DerivedValuation")
     scope: StrictStr = Field(..., description="The scope that the property exists in.")
     code: StrictStr = Field(..., description="The code of the property. Together with the domain and scope this uniquely identifies the property.")
     display_name: constr(strict=True, min_length=1) = Field(..., alias="displayName", description="The display name of the property.")
@@ -38,8 +38,8 @@ class CreateDerivedPropertyDefinitionRequest(BaseModel):
     @validator('domain')
     def domain_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry'):
-            raise ValueError("must be one of enum values ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry')")
+        if value not in ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation'):
+            raise ValueError("must be one of enum values ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation')")
         return value
 
     class Config:

lusid/models/create_derived_transaction_portfolio_request.py

@@ -35,9 +35,10 @@ class CreateDerivedTransactionPortfolioRequest(BaseModel):
     accounting_method: Optional[StrictStr] = Field(None, alias="accountingMethod", description=". The available values are: Default, AverageCost, FirstInFirstOut, LastInFirstOut, HighestCostFirst, LowestCostFirst")
     sub_holding_keys: Optional[conlist(StrictStr)] = Field(None, alias="subHoldingKeys", description="A set of unique transaction properties to group the derived transaction portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.")
     instrument_scopes: Optional[conlist(StrictStr, max_items=1)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of transactions/holdings upserted to this derived portfolio.")
-    amortisation_method: Optional[StrictStr] = Field(None, alias="amortisationMethod", description="The amortisation method the portfolio is using in the calculation. This can be 'NoAmortisation', 'StraightLine' or 'EffectiveYield'.")
+    amortisation_method: Optional[StrictStr] = Field(None, alias="amortisationMethod", description="The amortisation method used by the portfolio for the calculation. The available values are: NoAmortisation, StraightLine, EffectiveYield, StraightLineSettlementDate, EffectiveYieldSettlementDate")
     transaction_type_scope: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="transactionTypeScope", description="The scope of the transaction types.")
-    __properties = ["displayName", "description", "code", "parentPortfolioId", "created", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "instrumentScopes", "amortisationMethod", "transactionTypeScope"]
+    cash_gain_loss_calculation_date: Optional[StrictStr] = Field(None, alias="cashGainLossCalculationDate", description="The option when the Cash Gain Loss to be calulated, TransactionDate/SettlementDate. Defaults to SettlementDate.")
+    __properties = ["displayName", "description", "code", "parentPortfolioId", "created", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "instrumentScopes", "amortisationMethod", "transactionTypeScope", "cashGainLossCalculationDate"]
 
     @validator('display_name')
     def display_name_validate_regular_expression(cls, value):
@@ -143,6 +144,11 @@ class CreateDerivedTransactionPortfolioRequest(BaseModel):
         if self.transaction_type_scope is None and "transaction_type_scope" in self.__fields_set__:
             _dict['transactionTypeScope'] = None
 
+        # set to None if cash_gain_loss_calculation_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cash_gain_loss_calculation_date is None and "cash_gain_loss_calculation_date" in self.__fields_set__:
+            _dict['cashGainLossCalculationDate'] = None
+
         return _dict
 
     @classmethod
@@ -165,6 +171,7 @@ class CreateDerivedTransactionPortfolioRequest(BaseModel):
             "sub_holding_keys": obj.get("subHoldingKeys"),
             "instrument_scopes": obj.get("instrumentScopes"),
             "amortisation_method": obj.get("amortisationMethod"),
-            "transaction_type_scope": obj.get("transactionTypeScope")
+            "transaction_type_scope": obj.get("transactionTypeScope"),
+            "cash_gain_loss_calculation_date": obj.get("cashGainLossCalculationDate")
         })
         return _obj

lusid/models/create_property_definition_request.py

@@ -26,7 +26,7 @@ class CreatePropertyDefinitionRequest(BaseModel):
     """
     CreatePropertyDefinitionRequest
     """
-    domain: StrictStr = Field(..., description="The domain that the property exists in. The available values are: NotDefined, Transaction, Portfolio, Holding, ReferenceHolding, TransactionConfiguration, Instrument, CutLabelDefinition, Analytic, PortfolioGroup, Person, AccessMetadata, Order, UnitResult, MarketData, ConfigurationRecipe, Allocation, Calendar, LegalEntity, Placement, Execution, Block, Participation, Package, OrderInstruction, NextBestAction, CustomEntity, InstrumentEvent, Account, ChartOfAccounts, CustodianAccount, Abor, AborConfiguration, Reconciliation, PropertyDefinition, Compliance, DiaryEntry")
+    domain: StrictStr = Field(..., description="The domain that the property exists in. The available values are: NotDefined, Transaction, Portfolio, Holding, ReferenceHolding, TransactionConfiguration, Instrument, CutLabelDefinition, Analytic, PortfolioGroup, Person, AccessMetadata, Order, UnitResult, MarketData, ConfigurationRecipe, Allocation, Calendar, LegalEntity, Placement, Execution, Block, Participation, Package, OrderInstruction, NextBestAction, CustomEntity, InstrumentEvent, Account, ChartOfAccounts, CustodianAccount, Abor, AborConfiguration, Fund, Reconciliation, PropertyDefinition, Compliance, DiaryEntry, Leg, DerivedValuation")
     scope: StrictStr = Field(..., description="The scope that the property exists in.")
     code: StrictStr = Field(..., description="The code of the property. Together with the domain and scope this uniquely identifies the property.")
     value_required: Optional[StrictBool] = Field(None, alias="valueRequired", description="This field is not implemented and should be disregarded.")
@@ -35,13 +35,14 @@ class CreatePropertyDefinitionRequest(BaseModel):
     life_time: Optional[StrictStr] = Field(None, alias="lifeTime", description="Describes how the property's values can change over time. The available values are: Perpetual, TimeVariant")
     constraint_style: Optional[StrictStr] = Field(None, alias="constraintStyle", description="Describes the uniqueness and cardinality of the property for entity objects under the property domain specified in Key. Defaults to \"Property\" if not specified. Valid values for this field are: Property, Collection or Identifier.")
     property_description: Optional[constr(strict=True, max_length=512)] = Field(None, alias="propertyDescription", description="Describes the property")
-    __properties = ["domain", "scope", "code", "valueRequired", "displayName", "dataTypeId", "lifeTime", "constraintStyle", "propertyDescription"]
+    collection_type: Optional[StrictStr] = Field(None, alias="collectionType", description="Describes whether a collection property should behave as a set or as an array.")
+    __properties = ["domain", "scope", "code", "valueRequired", "displayName", "dataTypeId", "lifeTime", "constraintStyle", "propertyDescription", "collectionType"]
 
     @validator('domain')
     def domain_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry'):
-            raise ValueError("must be one of enum values ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry')")
+        if value not in ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation'):
+            raise ValueError("must be one of enum values ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation')")
         return value
 
     @validator('life_time')
@@ -91,6 +92,11 @@ class CreatePropertyDefinitionRequest(BaseModel):
         if self.property_description is None and "property_description" in self.__fields_set__:
             _dict['propertyDescription'] = None
 
+        # set to None if collection_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.collection_type is None and "collection_type" in self.__fields_set__:
+            _dict['collectionType'] = None
+
         return _dict
 
     @classmethod
@@ -111,6 +117,7 @@ class CreatePropertyDefinitionRequest(BaseModel):
             "data_type_id": ResourceId.from_dict(obj.get("dataTypeId")) if obj.get("dataTypeId") is not None else None,
             "life_time": obj.get("lifeTime"),
             "constraint_style": obj.get("constraintStyle"),
-            "property_description": obj.get("propertyDescription")
+            "property_description": obj.get("propertyDescription"),
+            "collection_type": obj.get("collectionType")
         })
         return _obj

lusid/models/create_staging_rule_set_request.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, List, Optional
+from pydantic import BaseModel, Field, conlist, constr
+from lusid.models.staging_rule import StagingRule
+
+class CreateStagingRuleSetRequest(BaseModel):
+    """
+    CreateStagingRuleSetRequest
+    """
+    display_name: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, alias="displayName", description="The name of the staging rule set.")
+    description: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="A description for the staging rule set.")
+    rules: conlist(StagingRule) = Field(..., description="The list of staging rules that apply to a specific entity type.")
+    __properties = ["displayName", "description", "rules"]
+
+    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) -> CreateStagingRuleSetRequest:
+        """Create an instance of CreateStagingRuleSetRequest 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 rules (list)
+        _items = []
+        if self.rules:
+            for _item in self.rules:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['rules'] = _items
+        # set to None if display_name (nullable) is None
+        # and __fields_set__ contains the field
+        if self.display_name is None and "display_name" in self.__fields_set__:
+            _dict['displayName'] = None
+
+        # set to None if description (nullable) is None
+        # and __fields_set__ contains the field
+        if self.description is None and "description" in self.__fields_set__:
+            _dict['description'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CreateStagingRuleSetRequest:
+        """Create an instance of CreateStagingRuleSetRequest from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CreateStagingRuleSetRequest.parse_obj(obj)
+
+        _obj = CreateStagingRuleSetRequest.parse_obj({
+            "display_name": obj.get("displayName"),
+            "description": obj.get("description"),
+            "rules": [StagingRule.from_dict(_item) for _item in obj.get("rules")] if obj.get("rules") is not None else None
+        })
+        return _obj

lusid/models/create_trade_tickets_response.py

@@ -0,0 +1,87 @@
+# 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 BaseModel, Field, conlist
+from lusid.models.error_detail import ErrorDetail
+from lusid.models.lusid_trade_ticket import LusidTradeTicket
+
+class CreateTradeTicketsResponse(BaseModel):
+    """
+    Batch trade ticket creation response  # noqa: E501
+    """
+    values: conlist(LusidTradeTicket) = Field(...)
+    failures: conlist(ErrorDetail) = Field(...)
+    __properties = ["values", "failures"]
+
+    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) -> CreateTradeTicketsResponse:
+        """Create an instance of CreateTradeTicketsResponse 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 values (list)
+        _items = []
+        if self.values:
+            for _item in self.values:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['values'] = _items
+        # override the default output from pydantic by calling `to_dict()` of each item in failures (list)
+        _items = []
+        if self.failures:
+            for _item in self.failures:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['failures'] = _items
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CreateTradeTicketsResponse:
+        """Create an instance of CreateTradeTicketsResponse from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CreateTradeTicketsResponse.parse_obj(obj)
+
+        _obj = CreateTradeTicketsResponse.parse_obj({
+            "values": [LusidTradeTicket.from_dict(_item) for _item in obj.get("values")] if obj.get("values") is not None else None,
+            "failures": [ErrorDetail.from_dict(_item) for _item in obj.get("failures")] if obj.get("failures") is not None else None
+        })
+        return _obj

lusid/models/create_transaction_portfolio_request.py

@@ -20,6 +20,7 @@ import json
 from datetime import datetime
 from typing import Any, Dict, List, Optional
 from pydantic import BaseModel, Field, StrictStr, conlist, constr, validator
+from lusid.models.instrument_event_configuration import InstrumentEventConfiguration
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
 
@@ -37,9 +38,11 @@ class CreateTransactionPortfolioRequest(BaseModel):
     sub_holding_keys: Optional[conlist(StrictStr, max_items=100)] = Field(None, alias="subHoldingKeys", description="A set of unique transaction properties to group the transaction portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of unique portfolio properties to add custom data to the transaction portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
     instrument_scopes: Optional[conlist(StrictStr, max_items=1)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of transactions/holdings upserted to this portfolio.")
-    amortisation_method: Optional[StrictStr] = Field(None, alias="amortisationMethod", description="The amortisation method the portfolio is using in the calculation. This can be 'NoAmortisation', 'StraightLine' or 'EffectiveYield'.")
+    amortisation_method: Optional[StrictStr] = Field(None, alias="amortisationMethod", description="The amortisation method used by the portfolio for the calculation. The available values are: NoAmortisation, StraightLine, EffectiveYield, StraightLineSettlementDate, EffectiveYieldSettlementDate")
     transaction_type_scope: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="transactionTypeScope", description="The scope of the transaction types.")
-    __properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope"]
+    cash_gain_loss_calculation_date: Optional[StrictStr] = Field(None, alias="cashGainLossCalculationDate", description="The option when the Cash Gain Loss to be calulated, TransactionDate/SettlementDate. Defaults to SettlementDate.")
+    instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(None, alias="instrumentEventConfiguration")
+    __properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope", "cashGainLossCalculationDate", "instrumentEventConfiguration"]
 
     @validator('accounting_method')
     def accounting_method_validate_enum(cls, value):
@@ -95,6 +98,9 @@ class CreateTransactionPortfolioRequest(BaseModel):
                 if self.properties[_key]:
                     _field_dict[_key] = self.properties[_key].to_dict()
             _dict['properties'] = _field_dict
+        # override the default output from pydantic by calling `to_dict()` of instrument_event_configuration
+        if self.instrument_event_configuration:
+            _dict['instrumentEventConfiguration'] = self.instrument_event_configuration.to_dict()
         # set to None if description (nullable) is None
         # and __fields_set__ contains the field
         if self.description is None and "description" in self.__fields_set__:
@@ -130,6 +136,11 @@ class CreateTransactionPortfolioRequest(BaseModel):
         if self.transaction_type_scope is None and "transaction_type_scope" in self.__fields_set__:
             _dict['transactionTypeScope'] = None
 
+        # set to None if cash_gain_loss_calculation_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cash_gain_loss_calculation_date is None and "cash_gain_loss_calculation_date" in self.__fields_set__:
+            _dict['cashGainLossCalculationDate'] = None
+
         return _dict
 
     @classmethod
@@ -158,6 +169,8 @@ class CreateTransactionPortfolioRequest(BaseModel):
             else None,
             "instrument_scopes": obj.get("instrumentScopes"),
             "amortisation_method": obj.get("amortisationMethod"),
-            "transaction_type_scope": obj.get("transactionTypeScope")
+            "transaction_type_scope": obj.get("transactionTypeScope"),
+            "cash_gain_loss_calculation_date": obj.get("cashGainLossCalculationDate"),
+            "instrument_event_configuration": InstrumentEventConfiguration.from_dict(obj.get("instrumentEventConfiguration")) if obj.get("instrumentEventConfiguration") is not None else None
         })
         return _obj

lusid/models/credit_default_swap.py

@@ -27,7 +27,7 @@ from lusid.models.lusid_instrument import LusidInstrument
 
 class CreditDefaultSwap(LusidInstrument):
     """
-    LUSID representation of a Credit Default Swap (CDS).  # noqa: E501
+    LUSID representation of a Credit Default Swap (CDS).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Cash flows occurring in the case of default. |  | 2 | PremiumLeg | The premium payments made by the protection buyer. |  # noqa: E501
     """
     ticker: constr(strict=True, min_length=1) = Field(..., description="A ticker to uniquely specify then entity against which the cds is written.")
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
@@ -37,15 +37,15 @@ class CreditDefaultSwap(LusidInstrument):
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The notional protected by the Credit Default Swap")
     protection_detail_specification: CdsProtectionDetailSpecification = Field(..., alias="protectionDetailSpecification")
-    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", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification"]
 
     @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/credit_spread_curve_data.py

@@ -29,22 +29,22 @@ class CreditSpreadCurveData(ComplexMarketData):
     """
     base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
     dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the curve")
-    tenors: conlist(StrictStr) = Field(..., description="The tenors for which the rates apply")
+    tenors: conlist(StrictStr) = Field(..., description="The tenors for which the rates apply  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
     spreads: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Par spread quotes corresponding to the tenors.")
     recovery_rate: Union[StrictFloat, StrictInt] = Field(..., alias="recoveryRate", description="The recovery rate in default.")
     reference_date: Optional[datetime] = Field(None, alias="referenceDate", description="If tenors are provided, this is the date against which the tenors will be resolved.  This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date.  In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid.  If not provided, this defaults to the BaseDate of the curve.")
     maturities: Optional[conlist(datetime)] = Field(None, description="The maturity dates for which the rates apply.  Either tenors or maturities should be provided, not both.")
     lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData")
+    market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface")
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "tenors", "spreads", "recoveryRate", "referenceDate", "maturities", "lineage", "marketDataOptions"]
 
     @validator('market_data_type')
     def market_data_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData'):
-            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData')")
+        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
     class Config:

lusid/models/custom_entity_definition.py

@@ -21,6 +21,7 @@ import json
 from typing import Any, Dict, List, Optional
 from pydantic import BaseModel, Field, StrictStr, conlist, constr
 from lusid.models.custom_entity_field_definition import CustomEntityFieldDefinition
+from lusid.models.version import Version
 
 class CustomEntityDefinition(BaseModel):
     """
@@ -32,7 +33,8 @@ class CustomEntityDefinition(BaseModel):
     description: Optional[StrictStr] = Field(None, description="A description for the custom entity type.")
     entity_type: constr(strict=True, min_length=1) = Field(..., alias="entityType", description="The identifier for the custom entity type, derived from the “entityTypeName” provided on creation.")
     field_schema: conlist(CustomEntityFieldDefinition) = Field(..., alias="fieldSchema", description="The description of the fields on the custom entity type.")
-    __properties = ["href", "entityTypeName", "displayName", "description", "entityType", "fieldSchema"]
+    version: Version = Field(...)
+    __properties = ["href", "entityTypeName", "displayName", "description", "entityType", "fieldSchema", "version"]
 
     class Config:
         """Pydantic configuration"""
@@ -65,6 +67,9 @@ class CustomEntityDefinition(BaseModel):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['fieldSchema'] = _items
+        # override the default output from pydantic by calling `to_dict()` of version
+        if self.version:
+            _dict['version'] = self.version.to_dict()
         # set to None if href (nullable) is None
         # and __fields_set__ contains the field
         if self.href is None and "href" in self.__fields_set__:
@@ -92,6 +97,7 @@ class CustomEntityDefinition(BaseModel):
             "display_name": obj.get("displayName"),
             "description": obj.get("description"),
             "entity_type": obj.get("entityType"),
-            "field_schema": [CustomEntityFieldDefinition.from_dict(_item) for _item in obj.get("fieldSchema")] if obj.get("fieldSchema") is not None else None
+            "field_schema": [CustomEntityFieldDefinition.from_dict(_item) for _item in obj.get("fieldSchema")] if obj.get("fieldSchema") is not None else None,
+            "version": Version.from_dict(obj.get("version")) if obj.get("version") is not None else None
         })
         return _obj