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

lusid/models/fx_linked_notional_schedule.py

@@ -0,0 +1,108 @@
+# 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
+from pydantic import Field, StrictStr, validator
+from lusid.models.fx_conventions import FxConventions
+from lusid.models.relative_date_offset import RelativeDateOffset
+from lusid.models.schedule import Schedule
+
+class FxLinkedNotionalSchedule(Schedule):
+    """
+    Schedule for notional changes based on the change in FX rate.  Used in the representation of a resettable cross currency interest rate swap.  # noqa: E501
+    """
+    fx_conventions: FxConventions = Field(..., alias="fxConventions")
+    varying_notional_currency: StrictStr = Field(..., alias="varyingNotionalCurrency", description="The currency of the varying notional amount.")
+    varying_notional_fixing_dates: RelativeDateOffset = Field(..., alias="varyingNotionalFixingDates")
+    varying_notional_interim_exchange_payment_dates: Optional[RelativeDateOffset] = Field(None, alias="varyingNotionalInterimExchangePaymentDates")
+    schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, Invalid")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["scheduleType", "fxConventions", "varyingNotionalCurrency", "varyingNotionalFixingDates", "varyingNotionalInterimExchangePaymentDates"]
+
+    @validator('schedule_type')
+    def schedule_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'Invalid'):
+            raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'Invalid')")
+        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) -> FxLinkedNotionalSchedule:
+        """Create an instance of FxLinkedNotionalSchedule 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 fx_conventions
+        if self.fx_conventions:
+            _dict['fxConventions'] = self.fx_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of varying_notional_fixing_dates
+        if self.varying_notional_fixing_dates:
+            _dict['varyingNotionalFixingDates'] = self.varying_notional_fixing_dates.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of varying_notional_interim_exchange_payment_dates
+        if self.varying_notional_interim_exchange_payment_dates:
+            _dict['varyingNotionalInterimExchangePaymentDates'] = self.varying_notional_interim_exchange_payment_dates.to_dict()
+        # 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) -> FxLinkedNotionalSchedule:
+        """Create an instance of FxLinkedNotionalSchedule from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FxLinkedNotionalSchedule.parse_obj(obj)
+
+        _obj = FxLinkedNotionalSchedule.parse_obj({
+            "schedule_type": obj.get("scheduleType"),
+            "fx_conventions": FxConventions.from_dict(obj.get("fxConventions")) if obj.get("fxConventions") is not None else None,
+            "varying_notional_currency": obj.get("varyingNotionalCurrency"),
+            "varying_notional_fixing_dates": RelativeDateOffset.from_dict(obj.get("varyingNotionalFixingDates")) if obj.get("varyingNotionalFixingDates") is not None else None,
+            "varying_notional_interim_exchange_payment_dates": RelativeDateOffset.from_dict(obj.get("varyingNotionalInterimExchangePaymentDates")) if obj.get("varyingNotionalInterimExchangePaymentDates") 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/fx_option.py

@@ -45,15 +45,15 @@ class FxOption(LusidInstrument):
     payout_style: Optional[StrictStr] = Field(None, alias="payoutStyle", description="PayoutStyle for touch options.                For options without touch optionality, payoutStyle should not be set.  For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None.    Supported string (enumeration) values are: [Deferred, Immediate].")
     premium: Optional[Premium] = None
     touches: Optional[conlist(Touch)] = Field(None, description="For a touch option the list should not be empty. Up to two touches are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
-    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", "domAmount", "fgnCcy", "fgnAmount", "strike", "barriers", "exerciseType", "isCallNotPut", "isDeliveryNotCash", "isPayoffDigital", "optionMaturityDate", "optionSettlementDate", "payoutStyle", "premium", "touches"]
 
     @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/fx_rate_schedule.py

@@ -31,15 +31,15 @@ class FxRateSchedule(Schedule):
     fx_conversion_types: Optional[conlist(StrictStr)] = Field(None, alias="fxConversionTypes", description="List of flags to indicate if coupon payments, principal payments or both are converted")
     rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate")
     to_currency: Optional[StrictStr] = Field(None, alias="toCurrency", description="Currency that payments are converted to")
-    schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, Invalid")
+    schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, Invalid")
     additional_properties: Dict[str, Any] = {}
     __properties = ["scheduleType", "flowConventions", "fxConversionTypes", "rate", "toCurrency"]
 
     @validator('schedule_type')
     def schedule_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'Invalid'):
-            raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'Invalid')")
+        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'Invalid'):
+            raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'Invalid')")
         return value
 
     class Config:

lusid/models/fx_swap.py

@@ -25,20 +25,20 @@ from lusid.models.lusid_instrument import LusidInstrument
 
 class FxSwap(LusidInstrument):
     """
-    LUSID representation of an FX Swap. Composed of two FX Forwards.  # noqa: E501
+    LUSID representation of an FX Swap. Composed of two FX Forwards.                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 | FarDomesticLeg | Cash flows in the domestic currency for the far forward. |  | 2 | FarForeignLeg | Cash flows in the foreign currency for the far forward (not present for non-deliverable forwards). |  | 3 | NearDomesticLeg | Cash flows in the domestic currency for the near forward. |  | 4 | NearForeignLeg | Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). |  # noqa: E501
     """
     near_fx_forward: FxForward = Field(..., alias="nearFxForward")
     far_fx_forward: FxForward = Field(..., alias="farFxForward")
     notional_symmetry: Optional[StrictStr] = Field(None, alias="notionalSymmetry", description="The NotionalSymmetry allows for even and uneven FxSwaps to be supported.  An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the  legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the  domestic and foreign legs.  By default NotionalSymmetry will be set as even.    Supported string (enumeration) values are: [Even, Uneven].")
-    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", "nearFxForward", "farFxForward", "notionalSymmetry"]
 
     @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/fx_vol_surface_data.py

@@ -32,15 +32,15 @@ class FxVolSurfaceData(ComplexMarketData):
     instruments: conlist(LusidInstrument) = Field(..., description="The set of instruments that define the surface.")
     quotes: conlist(MarketQuote) = Field(..., description="The set of market quotes that define the surface, in NormalVol or LogNormalVol terms.")
     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_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", "instruments", "quotes", "lineage"]
 
     @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/{reconciliation_run.py → get_recipe_composer_response.py}

@@ -21,16 +21,16 @@ import json
 from typing import Any, Dict, List, Optional
 from pydantic import BaseModel, Field, StrictStr, conlist
 from lusid.models.link import Link
-from lusid.models.reconciliation_run_id import ReconciliationRunId
+from lusid.models.recipe_composer import RecipeComposer
 
-class ReconciliationRun(BaseModel):
+class GetRecipeComposerResponse(BaseModel):
     """
-    Representation of a reconciliation run in LUSID Api  # noqa: E501
+    GetRecipeComposerResponse
     """
-    id: Optional[ReconciliationRunId] = None
     href: Optional[StrictStr] = Field(None, description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.")
+    value: Optional[RecipeComposer] = None
     links: Optional[conlist(Link)] = None
-    __properties = ["id", "href", "links"]
+    __properties = ["href", "value", "links"]
 
     class Config:
         """Pydantic configuration"""
@@ -46,8 +46,8 @@ class ReconciliationRun(BaseModel):
         return json.dumps(self.to_dict())
 
     @classmethod
-    def from_json(cls, json_str: str) -> ReconciliationRun:
-        """Create an instance of ReconciliationRun from a JSON string"""
+    def from_json(cls, json_str: str) -> GetRecipeComposerResponse:
+        """Create an instance of GetRecipeComposerResponse from a JSON string"""
         return cls.from_dict(json.loads(json_str))
 
     def to_dict(self):
@@ -56,9 +56,9 @@ class ReconciliationRun(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
-        # override the default output from pydantic by calling `to_dict()` of id
-        if self.id:
-            _dict['id'] = self.id.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of value
+        if self.value:
+            _dict['value'] = self.value.to_dict()
         # override the default output from pydantic by calling `to_dict()` of each item in links (list)
         _items = []
         if self.links:
@@ -79,17 +79,17 @@ class ReconciliationRun(BaseModel):
         return _dict
 
     @classmethod
-    def from_dict(cls, obj: dict) -> ReconciliationRun:
-        """Create an instance of ReconciliationRun from a dict"""
+    def from_dict(cls, obj: dict) -> GetRecipeComposerResponse:
+        """Create an instance of GetRecipeComposerResponse from a dict"""
         if obj is None:
             return None
 
         if not isinstance(obj, dict):
-            return ReconciliationRun.parse_obj(obj)
+            return GetRecipeComposerResponse.parse_obj(obj)
 
-        _obj = ReconciliationRun.parse_obj({
-            "id": ReconciliationRunId.from_dict(obj.get("id")) if obj.get("id") is not None else None,
+        _obj = GetRecipeComposerResponse.parse_obj({
             "href": obj.get("href"),
+            "value": RecipeComposer.from_dict(obj.get("value")) if obj.get("value") is not None else None,
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj

lusid/models/group_by_selector_compliance_parameter.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
+from pydantic import Field, StrictStr, constr, validator
+from lusid.models.compliance_parameter import ComplianceParameter
+
+class GroupBySelectorComplianceParameter(ComplianceParameter):
+    """
+    GroupBySelectorComplianceParameter
+    """
+    value: constr(strict=True, min_length=1) = 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, 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', '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:
+        """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) -> GroupBySelectorComplianceParameter:
+        """Create an instance of GroupBySelectorComplianceParameter 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) -> GroupBySelectorComplianceParameter:
+        """Create an instance of GroupBySelectorComplianceParameter from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return GroupBySelectorComplianceParameter.parse_obj(obj)
+
+        _obj = GroupBySelectorComplianceParameter.parse_obj({
+            "compliance_parameter_type": obj.get("complianceParameterType"),
+            "value": obj.get("value")
+        })
+        # 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/group_by_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 GroupByStep(ComplianceStep):
+    """
+    GroupByStep
+    """
+    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) -> GroupByStep:
+        """Create an instance of GroupByStep 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) -> GroupByStep:
+        """Create an instance of GroupByStep from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return GroupByStep.parse_obj(obj)
+
+        _obj = GroupByStep.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/group_filter_predicate_compliance_parameter.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
+from pydantic import Field, StrictStr, constr, validator
+from lusid.models.compliance_parameter import ComplianceParameter
+
+class GroupFilterPredicateComplianceParameter(ComplianceParameter):
+    """
+    GroupFilterPredicateComplianceParameter
+    """
+    value: constr(strict=True, min_length=1) = 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, 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', '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:
+        """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) -> GroupFilterPredicateComplianceParameter:
+        """Create an instance of GroupFilterPredicateComplianceParameter 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) -> GroupFilterPredicateComplianceParameter:
+        """Create an instance of GroupFilterPredicateComplianceParameter from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return GroupFilterPredicateComplianceParameter.parse_obj(obj)
+
+        _obj = GroupFilterPredicateComplianceParameter.parse_obj({
+            "compliance_parameter_type": obj.get("complianceParameterType"),
+            "value": obj.get("value")
+        })
+        # 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