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

lusid/models/instrument_leg.py

@@ -27,15 +27,15 @@ class InstrumentLeg(LusidInstrument):
     """
     Base class for representing instrument legs in LUSID.  An instrument leg describes a set of cashflows that are paid at a set of points in time according to some set of conventions.  This base class should not be directly instantiated; only its inheritors should be used.  # noqa: E501
     """
-    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"]
 
     @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/instrument_list_compliance_parameter.py

@@ -28,15 +28,15 @@ class InstrumentListComplianceParameter(ComplianceParameter):
     InstrumentListComplianceParameter
     """
     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/instrument_payment_diary_leg.py

@@ -19,16 +19,17 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic import BaseModel, Field, StrictStr, conlist
+from pydantic import BaseModel, Field, StrictInt, StrictStr, conlist
 from lusid.models.instrument_payment_diary_row import InstrumentPaymentDiaryRow
 
 class InstrumentPaymentDiaryLeg(BaseModel):
     """
     A leg containing a set of cashflows.  # noqa: E501
     """
-    leg_id: Optional[StrictStr] = Field(None, alias="legId", description="Identifier for the leg of a payment diary.")
+    leg_index: Optional[StrictInt] = Field(None, alias="legIndex", description="Index (integer) for the leg of a payment diary.")
+    leg_id: Optional[StrictStr] = Field(None, alias="legId", description="Identifier string for the leg of a payment diary.")
     rows: Optional[conlist(InstrumentPaymentDiaryRow)] = Field(None, description="List of individual cashflows within the payment diary.")
-    __properties = ["legId", "rows"]
+    __properties = ["legIndex", "legId", "rows"]
 
     class Config:
         """Pydantic configuration"""
@@ -83,6 +84,7 @@ class InstrumentPaymentDiaryLeg(BaseModel):
             return InstrumentPaymentDiaryLeg.parse_obj(obj)
 
         _obj = InstrumentPaymentDiaryLeg.parse_obj({
+            "leg_index": obj.get("legIndex"),
             "leg_id": obj.get("legId"),
             "rows": [InstrumentPaymentDiaryRow.from_dict(_item) for _item in obj.get("rows")] if obj.get("rows") is not None else None
         })

lusid/models/instrument_resolution_detail.py

@@ -0,0 +1,105 @@
+# 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 BaseModel, Field, StrictStr, constr, validator
+
+class InstrumentResolutionDetail(BaseModel):
+    """
+    InstrumentResolutionDetail
+    """
+    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Unique instrument identifiers")
+    lusid_instrument_id: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="lusidInstrumentId", description="LUSID's internal unique instrument identifier, resolved from the instrument identifiers")
+    instrument_scope: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="instrumentScope", description="The scope in which the instrument lies.")
+    __properties = ["instrumentIdentifiers", "lusidInstrumentId", "instrumentScope"]
+
+    @validator('lusid_instrument_id')
+    def lusid_instrument_id_validate_regular_expression(cls, value):
+        """Validates the regular expression"""
+        if value is None:
+            return value
+
+        if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
+            raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
+        return value
+
+    @validator('instrument_scope')
+    def instrument_scope_validate_regular_expression(cls, value):
+        """Validates the regular expression"""
+        if value is None:
+            return value
+
+        if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
+            raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
+        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) -> InstrumentResolutionDetail:
+        """Create an instance of InstrumentResolutionDetail 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={
+                            "lusid_instrument_id",
+                            "instrument_scope",
+                          },
+                          exclude_none=True)
+        # set to None if lusid_instrument_id (nullable) is None
+        # and __fields_set__ contains the field
+        if self.lusid_instrument_id is None and "lusid_instrument_id" in self.__fields_set__:
+            _dict['lusidInstrumentId'] = None
+
+        # set to None if instrument_scope (nullable) is None
+        # and __fields_set__ contains the field
+        if self.instrument_scope is None and "instrument_scope" in self.__fields_set__:
+            _dict['instrumentScope'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> InstrumentResolutionDetail:
+        """Create an instance of InstrumentResolutionDetail from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return InstrumentResolutionDetail.parse_obj(obj)
+
+        _obj = InstrumentResolutionDetail.parse_obj({
+            "instrument_identifiers": obj.get("instrumentIdentifiers"),
+            "lusid_instrument_id": obj.get("lusidInstrumentId"),
+            "instrument_scope": obj.get("instrumentScope")
+        })
+        return _obj

lusid/models/instrument_type.py

@@ -65,6 +65,8 @@ class InstrumentType(str, Enum):
     SIMPLECASHFLOWLOAN = 'SimpleCashFlowLoan'
     TOTALRETURNSWAP = 'TotalReturnSwap'
     INFLATIONLEG = 'InflationLeg'
+    FUNDSHARECLASS = 'FundShareClass'
+    FLEXIBLELOAN = 'FlexibleLoan'
 
     @classmethod
     def from_json(cls, json_str: str) -> InstrumentType:

lusid/models/interest_rate_swap.py

@@ -26,7 +26,7 @@ from lusid.models.lusid_instrument import LusidInstrument
 
 class InterestRateSwap(LusidInstrument):
     """
-    LUSID representation of an Interest Rate Swap, including:      * Vanilla (single currency fixed-float non-amortising)    * CrossCurrency (>1 currency is used by the swap legs)    * Basis (single currency, floating-floating legs of different tenors)    * Amortising (the swap has 1+ leg with amortised notional)  # noqa: E501
+    LUSID representation of an Interest Rate Swap, including:      * Vanilla (single currency fixed-float non-amortising)    * CrossCurrency (>1 currency is used by the swap legs)    * Basis (single currency, floating-floating legs of different tenors)    * Amortising (the swap has 1+ leg with amortised notional)                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 | Pay/Receive | Cash flows representing the pay/receive leg. |  | 2 | Receive/Pay | Cash flows representing the receive/pay leg. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
@@ -34,15 +34,15 @@ class InterestRateSwap(LusidInstrument):
     legs: conlist(InstrumentLeg) = Field(..., description="The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.")
     settlement_ccy: Optional[StrictStr] = Field(None, alias="settlementCcy", description="Settlement currency if IRS is non-deliverable.")
     additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven fixed-floating swap.  The dates must be distinct and either all payments are Pay or all payments are receive")
-    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", "isNonDeliverable", "legs", "settlementCcy", "additionalPayments"]
 
     @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/interest_rate_swaption.py

@@ -33,15 +33,15 @@ class InterestRateSwaption(LusidInstrument):
     premium: Optional[Premium] = None
     delivery_method: constr(strict=True, min_length=1) = Field(..., alias="deliveryMethod", description="How does the option settle    Supported string (enumeration) values are: [Cash, Physical].")
     swap: InterestRateSwap = Field(...)
-    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", "payOrReceiveFixed", "premium", "deliveryMethod", "swap"]
 
     @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/intermediate_compliance_step.py

@@ -0,0 +1,110 @@
+# 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 IntermediateComplianceStep(ComplianceStep):
+    """
+    IntermediateComplianceStep
+    """
+    label: constr(strict=True, min_length=1) = Field(..., description="The label of the compliance step")
+    grouped_parameters: Dict[str, conlist(ComplianceTemplateParameter)] = Field(..., alias="groupedParameters", 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", "groupedParameters"]
+
+    @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) -> IntermediateComplianceStep:
+        """Create an instance of IntermediateComplianceStep 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 value in grouped_parameters (dict of array)
+        _field_dict_of_array = {}
+        if self.grouped_parameters:
+            for _key in self.grouped_parameters:
+                if self.grouped_parameters[_key]:
+                    _field_dict_of_array[_key] = [
+                        _item.to_dict() for _item in self.grouped_parameters[_key]
+                    ]
+            _dict['groupedParameters'] = _field_dict_of_array
+        # 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) -> IntermediateComplianceStep:
+        """Create an instance of IntermediateComplianceStep from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return IntermediateComplianceStep.parse_obj(obj)
+
+        _obj = IntermediateComplianceStep.parse_obj({
+            "compliance_step_type": obj.get("complianceStepType"),
+            "label": obj.get("label"),
+            "grouped_parameters": dict(
+                (_k,
+                        [ComplianceTemplateParameter.from_dict(_item) for _item in _v]
+                        if _v is not None
+                        else None
+                )
+                for _k, _v in obj.get("groupedParameters").items()
+            )
+        })
+        # 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/ir_vol_cube_data.py

@@ -32,15 +32,15 @@ class IrVolCubeData(ComplexMarketData):
     instruments: conlist(LusidInstrument) = Field(..., description="Retrieve the set of instruments that define the cube.")
     quotes: conlist(MarketQuote) = Field(..., description="Access the set of quotes that define the cube.")
     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/journal_entry_line.py

@@ -36,7 +36,7 @@ class JournalEntryLine(BaseModel):
     instrument_id: constr(strict=True, min_length=1) = Field(..., alias="instrumentId", description="To indicate the instrument of the transaction that the Journal Entry Line posted for, if applicable.")
     instrument_scope: constr(strict=True, min_length=1) = Field(..., alias="instrumentScope", description="The scope in which the Journal Entry Line instrument is in.")
     sub_holding_keys: Optional[Dict[str, PerpetualProperty]] = Field(None, alias="subHoldingKeys", description="The sub-holding properties which are part of the AccountingKey.")
-    tax_lot_id: constr(strict=True, min_length=1) = Field(..., alias="taxLotId", description="The tax lot Id that the Journal Entry Line is impacting.")
+    tax_lot_id: Optional[StrictStr] = Field(None, alias="taxLotId", description="The tax lot Id that the Journal Entry Line is impacting.")
     general_ledger_account_code: constr(strict=True, min_length=1) = Field(..., alias="generalLedgerAccountCode", description="The code of the account in the general ledger the Journal Entry was posted to.")
     local: CurrencyAndAmount = Field(...)
     base: CurrencyAndAmount = Field(...)
@@ -47,13 +47,16 @@ class JournalEntryLine(BaseModel):
     source_type: constr(strict=True, min_length=1) = Field(..., alias="sourceType", description="So far are 4 types: LusidTxn, LusidValuation, Manual and External.")
     source_id: constr(strict=True, min_length=1) = Field(..., alias="sourceId", description="For the Lusid Source Type this will be the txn Id. For the rest will be what the user populates.")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the Abor.")
-    movement_name: constr(strict=True, min_length=1) = Field(..., alias="movementName", description="The name of the movement.")
+    movement_name: Optional[StrictStr] = Field(None, alias="movementName", description="The name of the movement.")
     holding_type: constr(strict=True, min_length=1) = Field(..., alias="holdingType", description="Defines the broad category holding within the portfolio.")
     economic_bucket: constr(strict=True, min_length=1) = Field(..., alias="economicBucket", description="Raw Journal Entry Line details of the economic bucket for the Journal Entry Line.")
+    economic_bucket_component: Optional[StrictStr] = Field(None, alias="economicBucketComponent", description="Sub bucket of the economic bucket.")
     levels: Optional[conlist(StrictStr)] = Field(None, description="Resolved data from the general ledger profile where the GeneralLedgerProfileCode is specified in the GetJournalEntryLines request body.")
     source_levels: Optional[conlist(StrictStr)] = Field(None, alias="sourceLevels", description="Source data from the general ledger profile where the GeneralLedgerProfileCode is specified in the GetJournalEntryLines request body.")
+    movement_sign: Optional[StrictStr] = Field(None, alias="movementSign", description="Indicates if the Journal Entry Line corresponds to a Long or Short movement.")
+    holding_sign: Optional[StrictStr] = Field(None, alias="holdingSign", description="Indicates if the Journal Entry Line is operating against a Long or Short holding.")
     links: Optional[conlist(Link)] = None
-    __properties = ["accountingDate", "activityDate", "portfolioId", "instrumentId", "instrumentScope", "subHoldingKeys", "taxLotId", "generalLedgerAccountCode", "local", "base", "postingModuleCode", "postingRule", "asAtDate", "activitiesDescription", "sourceType", "sourceId", "properties", "movementName", "holdingType", "economicBucket", "levels", "sourceLevels", "links"]
+    __properties = ["accountingDate", "activityDate", "portfolioId", "instrumentId", "instrumentScope", "subHoldingKeys", "taxLotId", "generalLedgerAccountCode", "local", "base", "postingModuleCode", "postingRule", "asAtDate", "activitiesDescription", "sourceType", "sourceId", "properties", "movementName", "holdingType", "economicBucket", "economicBucketComponent", "levels", "sourceLevels", "movementSign", "holdingSign", "links"]
 
     class Config:
         """Pydantic configuration"""
@@ -114,6 +117,11 @@ class JournalEntryLine(BaseModel):
         if self.sub_holding_keys is None and "sub_holding_keys" in self.__fields_set__:
             _dict['subHoldingKeys'] = None
 
+        # set to None if tax_lot_id (nullable) is None
+        # and __fields_set__ contains the field
+        if self.tax_lot_id is None and "tax_lot_id" in self.__fields_set__:
+            _dict['taxLotId'] = None
+
         # set to None if posting_module_code (nullable) is None
         # and __fields_set__ contains the field
         if self.posting_module_code is None and "posting_module_code" in self.__fields_set__:
@@ -129,6 +137,16 @@ class JournalEntryLine(BaseModel):
         if self.properties is None and "properties" in self.__fields_set__:
             _dict['properties'] = None
 
+        # set to None if movement_name (nullable) is None
+        # and __fields_set__ contains the field
+        if self.movement_name is None and "movement_name" in self.__fields_set__:
+            _dict['movementName'] = None
+
+        # set to None if economic_bucket_component (nullable) is None
+        # and __fields_set__ contains the field
+        if self.economic_bucket_component is None and "economic_bucket_component" in self.__fields_set__:
+            _dict['economicBucketComponent'] = None
+
         # set to None if levels (nullable) is None
         # and __fields_set__ contains the field
         if self.levels is None and "levels" in self.__fields_set__:
@@ -139,6 +157,16 @@ class JournalEntryLine(BaseModel):
         if self.source_levels is None and "source_levels" in self.__fields_set__:
             _dict['sourceLevels'] = None
 
+        # set to None if movement_sign (nullable) is None
+        # and __fields_set__ contains the field
+        if self.movement_sign is None and "movement_sign" in self.__fields_set__:
+            _dict['movementSign'] = None
+
+        # set to None if holding_sign (nullable) is None
+        # and __fields_set__ contains the field
+        if self.holding_sign is None and "holding_sign" in self.__fields_set__:
+            _dict['holdingSign'] = None
+
         # set to None if links (nullable) is None
         # and __fields_set__ contains the field
         if self.links is None and "links" in self.__fields_set__:
@@ -186,8 +214,11 @@ class JournalEntryLine(BaseModel):
             "movement_name": obj.get("movementName"),
             "holding_type": obj.get("holdingType"),
             "economic_bucket": obj.get("economicBucket"),
+            "economic_bucket_component": obj.get("economicBucketComponent"),
             "levels": obj.get("levels"),
             "source_levels": obj.get("sourceLevels"),
+            "movement_sign": obj.get("movementSign"),
+            "holding_sign": obj.get("holdingSign"),
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj

lusid/models/journal_entry_lines_query_parameters.py

@@ -28,7 +28,7 @@ class JournalEntryLinesQueryParameters(BaseModel):
     """
     start: Optional[DateOrDiaryEntry] = None
     end: Optional[DateOrDiaryEntry] = None
-    date_mode: Optional[StrictStr] = Field(None, alias="dateMode", description="The mode of calculation of the journal entry lines.")
+    date_mode: Optional[StrictStr] = Field(None, alias="dateMode", description="The mode of calculation of the journal entry lines. The available values are: ActivityDate.")
     general_ledger_profile_code: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="generalLedgerProfileCode", description="The optional code of a general ledger profile used to decorate journal entry lines with levels.")
     property_keys: Optional[conlist(StrictStr)] = Field(None, alias="propertyKeys", description="A list of property keys from the 'Instrument', 'Transaction', 'Portfolio', 'Account', 'LegalEntity' or 'CustodianAccount' domain to decorate onto the journal entry lines.")
     __properties = ["start", "end", "dateMode", "generalLedgerProfileCode", "propertyKeys"]

lusid/models/label_value_set.py

@@ -25,7 +25,7 @@ class LabelValueSet(BaseModel):
     """
     The set of string labels in a multi-value property.  # noqa: E501
     """
-    values: conlist(StrictStr, min_items=1, unique_items=True) = Field(...)
+    values: conlist(StrictStr, min_items=1) = Field(...)
     __properties = ["values"]
 
     class Config:

lusid/models/leg_definition.py

@@ -19,10 +19,11 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic import BaseModel, Field, StrictFloat, StrictInt, StrictStr, constr
+from pydantic import BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, constr
 from lusid.models.compounding import Compounding
 from lusid.models.flow_convention_name import FlowConventionName
 from lusid.models.flow_conventions import FlowConventions
+from lusid.models.fx_linked_notional_schedule import FxLinkedNotionalSchedule
 from lusid.models.index_convention import IndexConvention
 from lusid.models.step_schedule import StepSchedule
 
@@ -45,7 +46,9 @@ class LegDefinition(BaseModel):
     first_coupon_type: Optional[StrictStr] = Field(None, alias="firstCouponType", description="Optional coupon type setting for the first coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].")
     last_regular_payment_date: Optional[datetime] = Field(None, alias="lastRegularPaymentDate", description="Optional payment date of the last regular coupon.  Must be less than the Maturity date.  If set, the regular coupon schedule will be built up to this date and the final  coupon will be a stub between this date and the Maturity date.")
     last_coupon_type: Optional[StrictStr] = Field(None, alias="lastCouponType", description="Optional coupon type setting for the last coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].")
-    __properties = ["conventionName", "conventions", "indexConvention", "indexConventionName", "notionalExchangeType", "payReceive", "rateOrSpread", "resetConvention", "stubType", "compounding", "amortisation", "firstRegularPaymentDate", "firstCouponType", "lastRegularPaymentDate", "lastCouponType"]
+    fx_linked_notional_schedule: Optional[FxLinkedNotionalSchedule] = Field(None, alias="fxLinkedNotionalSchedule")
+    intermediate_notional_exchange: Optional[StrictBool] = Field(None, alias="intermediateNotionalExchange", description="Indicates whether there are intermediate notional exchanges.")
+    __properties = ["conventionName", "conventions", "indexConvention", "indexConventionName", "notionalExchangeType", "payReceive", "rateOrSpread", "resetConvention", "stubType", "compounding", "amortisation", "firstRegularPaymentDate", "firstCouponType", "lastRegularPaymentDate", "lastCouponType", "fxLinkedNotionalSchedule", "intermediateNotionalExchange"]
 
     class Config:
         """Pydantic configuration"""
@@ -89,6 +92,9 @@ class LegDefinition(BaseModel):
         # override the default output from pydantic by calling `to_dict()` of amortisation
         if self.amortisation:
             _dict['amortisation'] = self.amortisation.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of fx_linked_notional_schedule
+        if self.fx_linked_notional_schedule:
+            _dict['fxLinkedNotionalSchedule'] = self.fx_linked_notional_schedule.to_dict()
         # set to None if reset_convention (nullable) is None
         # and __fields_set__ contains the field
         if self.reset_convention is None and "reset_convention" in self.__fields_set__:
@@ -114,6 +120,11 @@ class LegDefinition(BaseModel):
         if self.last_coupon_type is None and "last_coupon_type" in self.__fields_set__:
             _dict['lastCouponType'] = None
 
+        # set to None if intermediate_notional_exchange (nullable) is None
+        # and __fields_set__ contains the field
+        if self.intermediate_notional_exchange is None and "intermediate_notional_exchange" in self.__fields_set__:
+            _dict['intermediateNotionalExchange'] = None
+
         return _dict
 
     @classmethod
@@ -140,6 +151,8 @@ class LegDefinition(BaseModel):
             "first_regular_payment_date": obj.get("firstRegularPaymentDate"),
             "first_coupon_type": obj.get("firstCouponType"),
             "last_regular_payment_date": obj.get("lastRegularPaymentDate"),
-            "last_coupon_type": obj.get("lastCouponType")
+            "last_coupon_type": obj.get("lastCouponType"),
+            "fx_linked_notional_schedule": FxLinkedNotionalSchedule.from_dict(obj.get("fxLinkedNotionalSchedule")) if obj.get("fxLinkedNotionalSchedule") is not None else None,
+            "intermediate_notional_exchange": obj.get("intermediateNotionalExchange")
         })
         return _obj