lusid-sdk 2.0.50b0__py3-none-any.whl → 2.1.683__py3-none-any.whl

lusid/models/complete_portfolio.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional
-from pydantic import BaseModel, Field, StrictBool, StrictStr, conlist, validator
+from pydantic.v1 import BaseModel, Field, StrictBool, StrictStr, conlist, validator
 from lusid.models.link import Link
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
@@ -36,12 +36,13 @@ class CompletePortfolio(BaseModel):
     created: Optional[datetime] = Field(None, description="The effective datetime at which the portfolio was created. No transactions or constituents can be added to the portfolio before this date.")
     parent_portfolio_id: Optional[ResourceId] = Field(None, alias="parentPortfolioId")
     is_derived: Optional[StrictBool] = Field(None, alias="isDerived", description="Whether or not this is a derived portfolio.")
-    type: Optional[StrictStr] = Field(None, description="The type of the portfolio. The available values are: Transaction, Reference, DerivedTransaction")
+    type: Optional[StrictStr] = Field(None, description="The type of the portfolio. The available values are: Transaction, Reference, DerivedTransaction, SimplePosition")
     version: Version = Field(...)
     properties: Optional[conlist(ModelProperty)] = Field(None, description="The requested portfolio properties. These will be from the 'Portfolio' domain.")
     base_currency: Optional[StrictStr] = Field(None, alias="baseCurrency", description="If the portfolio is a transaction portfolio or derived transaction portfolio, this is the base currency of the portfolio.")
+    sub_holding_keys: Optional[conlist(StrictStr)] = Field(None, alias="subHoldingKeys", description="The sub holding key properties configured for the portfolio")
     links: Optional[conlist(Link)] = None
-    __properties = ["id", "href", "description", "displayName", "created", "parentPortfolioId", "isDerived", "type", "version", "properties", "baseCurrency", "links"]
+    __properties = ["id", "href", "description", "displayName", "created", "parentPortfolioId", "isDerived", "type", "version", "properties", "baseCurrency", "subHoldingKeys", "links"]
 
     @validator('type')
     def type_validate_enum(cls, value):
@@ -49,8 +50,8 @@ class CompletePortfolio(BaseModel):
         if value is None:
             return value
 
-        if value not in ('Transaction', 'Reference', 'DerivedTransaction'):
-            raise ValueError("must be one of enum values ('Transaction', 'Reference', 'DerivedTransaction')")
+        if value not in ('Transaction', 'Reference', 'DerivedTransaction', 'SimplePosition'):
+            raise ValueError("must be one of enum values ('Transaction', 'Reference', 'DerivedTransaction', 'SimplePosition')")
         return value
 
     class Config:
@@ -58,6 +59,14 @@ class CompletePortfolio(BaseModel):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))
@@ -126,6 +135,11 @@ class CompletePortfolio(BaseModel):
         if self.base_currency is None and "base_currency" in self.__fields_set__:
             _dict['baseCurrency'] = None
 
+        # set to None if sub_holding_keys (nullable) is None
+        # and __fields_set__ contains the field
+        if self.sub_holding_keys is None and "sub_holding_keys" in self.__fields_set__:
+            _dict['subHoldingKeys'] = 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__:
@@ -154,6 +168,7 @@ class CompletePortfolio(BaseModel):
             "version": Version.from_dict(obj.get("version")) if obj.get("version") is not None else None,
             "properties": [ModelProperty.from_dict(_item) for _item in obj.get("properties")] if obj.get("properties") is not None else None,
             "base_currency": obj.get("baseCurrency"),
+            "sub_holding_keys": obj.get("subHoldingKeys"),
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj

lusid/models/complete_relation.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional
-from pydantic import BaseModel, Field, StrictStr, constr
+from pydantic.v1 import BaseModel, Field, StrictStr, constr
 from lusid.models.resource_id import ResourceId
 from lusid.models.version import Version
 
@@ -42,6 +42,14 @@ class CompleteRelation(BaseModel):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))

lusid/models/complete_relationship.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional
-from pydantic import BaseModel, Field, StrictStr, constr
+from pydantic.v1 import BaseModel, Field, StrictStr, constr
 from lusid.models.related_entity import RelatedEntity
 from lusid.models.resource_id import ResourceId
 from lusid.models.version import Version
@@ -44,6 +44,14 @@ class CompleteRelationship(BaseModel):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))

lusid/models/complex_bond.py

@@ -18,31 +18,34 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic import Field, StrictBool, StrictStr, conlist, constr, validator
+from typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.rounding_convention import RoundingConvention
 from lusid.models.schedule import Schedule
+from lusid.models.trading_conventions import TradingConventions
 
 class ComplexBond(LusidInstrument):
     """
     LUSID representation of a Complex Bond.  Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities.  # noqa: E501
     """
     identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="External market codes and identifiers for the bond, e.g. ISIN.")
-    calculation_type: Optional[StrictStr] = Field(None, alias="calculationType", description="The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon].")
+    calculation_type: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="calculationType", description="The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].")
     schedules: Optional[conlist(Schedule)] = Field(None, description="schedules.")
+    original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="originalIssuePrice", description="The price the complex bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.")
     rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
     asset_backed: Optional[StrictBool] = Field(None, alias="assetBacked", description="If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.")
-    asset_pool_identifier: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="assetPoolIdentifier", description="Identifier used to retrieve pool factor information about this bond from the quote store. This is expected to  be the bond's ISIN as the pricer for asset backed securities will specifically look for an identifier of  ISIN identifier type when searching for pool factor reset values in the quote store.")
-    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")
+    asset_pool_identifier: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="assetPoolIdentifier", description="Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)")
+    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    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, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "identifiers", "calculationType", "schedules", "roundingConventions", "assetBacked", "assetPoolIdentifier"]
+    __properties = ["instrumentType", "identifiers", "calculationType", "schedules", "originalIssuePrice", "roundingConventions", "assetBacked", "assetPoolIdentifier", "tradingConventions"]
 
     @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', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit'):
+            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', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit')")
         return value
 
     class Config:
@@ -50,6 +53,14 @@ class ComplexBond(LusidInstrument):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))
@@ -84,6 +95,9 @@ class ComplexBond(LusidInstrument):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['roundingConventions'] = _items
+        # override the default output from pydantic by calling `to_dict()` of trading_conventions
+        if self.trading_conventions:
+            _dict['tradingConventions'] = self.trading_conventions.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():
@@ -104,6 +118,11 @@ class ComplexBond(LusidInstrument):
         if self.schedules is None and "schedules" in self.__fields_set__:
             _dict['schedules'] = None
 
+        # set to None if original_issue_price (nullable) is None
+        # and __fields_set__ contains the field
+        if self.original_issue_price is None and "original_issue_price" in self.__fields_set__:
+            _dict['originalIssuePrice'] = None
+
         # set to None if rounding_conventions (nullable) is None
         # and __fields_set__ contains the field
         if self.rounding_conventions is None and "rounding_conventions" in self.__fields_set__:
@@ -135,9 +154,11 @@ class ComplexBond(LusidInstrument):
             "identifiers": obj.get("identifiers"),
             "calculation_type": obj.get("calculationType"),
             "schedules": [Schedule.from_dict(_item) for _item in obj.get("schedules")] if obj.get("schedules") is not None else None,
+            "original_issue_price": obj.get("originalIssuePrice"),
             "rounding_conventions": [RoundingConvention.from_dict(_item) for _item in obj.get("roundingConventions")] if obj.get("roundingConventions") is not None else None,
             "asset_backed": obj.get("assetBacked"),
-            "asset_pool_identifier": obj.get("assetPoolIdentifier")
+            "asset_pool_identifier": obj.get("assetPoolIdentifier"),
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/complex_market_data.py

@@ -19,21 +19,21 @@ import json
 
 
 from typing import Any, Dict, Union
-from pydantic import BaseModel, Field, StrictStr, validator
+from pydantic.v1 import BaseModel, Field, StrictStr, validator
 import lusid.models
 
 class ComplexMarketData(BaseModel):
     """
     Base class for representing complex market data in LUSID.  Generally speaking, market data is complex when it cannot be represented as a single quote.  Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics.  This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class.  # noqa: E501
     """
-    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")
     __properties = ["marketDataType"]
 
     @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:
@@ -46,6 +46,7 @@ class ComplexMarketData(BaseModel):
 
     # discriminator mappings
     __discriminator_value_class_map = {
+        'ConstantVolatilitySurface': 'ConstantVolatilitySurface',
         'CreditSpreadCurveData': 'CreditSpreadCurveData',
         'DiscountFactorCurveData': 'DiscountFactorCurveData',
         'EquityCurveByPricesData': 'EquityCurveByPricesData',
@@ -70,6 +71,14 @@ class ComplexMarketData(BaseModel):
         else:
             return None
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))
@@ -79,7 +88,7 @@ class ComplexMarketData(BaseModel):
         return json.dumps(self.to_dict())
 
     @classmethod
-    def from_json(cls, json_str: str) -> Union(CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData):
+    def from_json(cls, json_str: str) -> Union(ConstantVolatilitySurface, CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData):
         """Create an instance of ComplexMarketData from a JSON string"""
         return cls.from_dict(json.loads(json_str))
 
@@ -92,7 +101,7 @@ class ComplexMarketData(BaseModel):
         return _dict
 
     @classmethod
-    def from_dict(cls, obj: dict) -> Union(CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData):
+    def from_dict(cls, obj: dict) -> Union(ConstantVolatilitySurface, CreditSpreadCurveData, DiscountFactorCurveData, EquityCurveByPricesData, EquityVolSurfaceData, FxForwardCurveByQuoteReference, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData):
         """Create an instance of ComplexMarketData from a dict"""
         # look up the object type based on discriminator mapping
         object_type = cls.get_discriminator_value(obj)

lusid/models/complex_market_data_id.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic import BaseModel, Field, StrictStr, constr
+from pydantic.v1 import BaseModel, Field, StrictStr, constr
 
 class ComplexMarketDataId(BaseModel):
     """
@@ -37,6 +37,14 @@ class ComplexMarketDataId(BaseModel):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))

lusid/models/compliance_breached_order_info.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List
-from pydantic import BaseModel, Field, conlist
+from pydantic.v1 import BaseModel, Field, conlist
 from lusid.models.compliance_rule_result import ComplianceRuleResult
 from lusid.models.resource_id import ResourceId
 
@@ -36,6 +36,14 @@ class ComplianceBreachedOrderInfo(BaseModel):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))

lusid/models/compliance_parameter.py

@@ -19,21 +19,21 @@ import json
 
 
 from typing import Any, Dict, Union
-from pydantic import BaseModel, Field, StrictStr, validator
+from pydantic.v1 import BaseModel, Field, StrictStr, validator
 import lusid.models
 
 class ComplianceParameter(BaseModel):
     """
     ComplianceParameter
     """
-    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, PropertyListComplianceParameter, GroupCalculationComplianceParameter")
     __properties = ["complianceParameterType"]
 
     @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', 'PropertyListComplianceParameter', 'GroupCalculationComplianceParameter'):
+            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', 'PropertyListComplianceParameter', 'GroupCalculationComplianceParameter')")
         return value
 
     class Config:
@@ -54,6 +54,10 @@ class ComplianceParameter(BaseModel):
         'DateTimeListComplianceParameter': 'DateTimeListComplianceParameter',
         'DecimalComplianceParameter': 'DecimalComplianceParameter',
         'DecimalListComplianceParameter': 'DecimalListComplianceParameter',
+        'FilterPredicateComplianceParameter': 'FilterPredicateComplianceParameter',
+        'GroupBySelectorComplianceParameter': 'GroupBySelectorComplianceParameter',
+        'GroupCalculationComplianceParameter': 'GroupCalculationComplianceParameter',
+        'GroupFilterPredicateComplianceParameter': 'GroupFilterPredicateComplianceParameter',
         'InstrumentListComplianceParameter': 'InstrumentListComplianceParameter',
         'PortfolioGroupIdComplianceParameter': 'PortfolioGroupIdComplianceParameter',
         'PortfolioGroupIdListComplianceParameter': 'PortfolioGroupIdListComplianceParameter',
@@ -61,6 +65,7 @@ class ComplianceParameter(BaseModel):
         'PortfolioIdListComplianceParameter': 'PortfolioIdListComplianceParameter',
         'PropertyKeyComplianceParameter': 'PropertyKeyComplianceParameter',
         'PropertyKeyListComplianceParameter': 'PropertyKeyListComplianceParameter',
+        'PropertyListComplianceParameter': 'PropertyListComplianceParameter',
         'StringComplianceParameter': 'StringComplianceParameter',
         'StringListComplianceParameter': 'StringListComplianceParameter'
     }
@@ -74,6 +79,14 @@ class ComplianceParameter(BaseModel):
         else:
             return None
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))
@@ -83,7 +96,7 @@ class ComplianceParameter(BaseModel):
         return json.dumps(self.to_dict())
 
     @classmethod
-    def from_json(cls, json_str: str) -> Union(AddressKeyComplianceParameter, AddressKeyListComplianceParameter, BoolComplianceParameter, BoolListComplianceParameter, DateTimeComplianceParameter, DateTimeListComplianceParameter, DecimalComplianceParameter, DecimalListComplianceParameter, InstrumentListComplianceParameter, PortfolioGroupIdComplianceParameter, PortfolioGroupIdListComplianceParameter, PortfolioIdComplianceParameter, PortfolioIdListComplianceParameter, PropertyKeyComplianceParameter, PropertyKeyListComplianceParameter, StringComplianceParameter, StringListComplianceParameter):
+    def from_json(cls, json_str: str) -> Union(AddressKeyComplianceParameter, AddressKeyListComplianceParameter, BoolComplianceParameter, BoolListComplianceParameter, DateTimeComplianceParameter, DateTimeListComplianceParameter, DecimalComplianceParameter, DecimalListComplianceParameter, FilterPredicateComplianceParameter, GroupBySelectorComplianceParameter, GroupCalculationComplianceParameter, GroupFilterPredicateComplianceParameter, InstrumentListComplianceParameter, PortfolioGroupIdComplianceParameter, PortfolioGroupIdListComplianceParameter, PortfolioIdComplianceParameter, PortfolioIdListComplianceParameter, PropertyKeyComplianceParameter, PropertyKeyListComplianceParameter, PropertyListComplianceParameter, StringComplianceParameter, StringListComplianceParameter):
         """Create an instance of ComplianceParameter from a JSON string"""
         return cls.from_dict(json.loads(json_str))
 
@@ -96,7 +109,7 @@ class ComplianceParameter(BaseModel):
         return _dict
 
     @classmethod
-    def from_dict(cls, obj: dict) -> Union(AddressKeyComplianceParameter, AddressKeyListComplianceParameter, BoolComplianceParameter, BoolListComplianceParameter, DateTimeComplianceParameter, DateTimeListComplianceParameter, DecimalComplianceParameter, DecimalListComplianceParameter, InstrumentListComplianceParameter, PortfolioGroupIdComplianceParameter, PortfolioGroupIdListComplianceParameter, PortfolioIdComplianceParameter, PortfolioIdListComplianceParameter, PropertyKeyComplianceParameter, PropertyKeyListComplianceParameter, StringComplianceParameter, StringListComplianceParameter):
+    def from_dict(cls, obj: dict) -> Union(AddressKeyComplianceParameter, AddressKeyListComplianceParameter, BoolComplianceParameter, BoolListComplianceParameter, DateTimeComplianceParameter, DateTimeListComplianceParameter, DecimalComplianceParameter, DecimalListComplianceParameter, FilterPredicateComplianceParameter, GroupBySelectorComplianceParameter, GroupCalculationComplianceParameter, GroupFilterPredicateComplianceParameter, InstrumentListComplianceParameter, PortfolioGroupIdComplianceParameter, PortfolioGroupIdListComplianceParameter, PortfolioIdComplianceParameter, PortfolioIdListComplianceParameter, PropertyKeyComplianceParameter, PropertyKeyListComplianceParameter, PropertyListComplianceParameter, StringComplianceParameter, StringListComplianceParameter):
         """Create an instance of ComplianceParameter from a dict"""
         # look up the object type based on discriminator mapping
         object_type = cls.get_discriminator_value(obj)

lusid/models/compliance_parameter_type.py

@@ -46,6 +46,11 @@ class ComplianceParameterType(str, Enum):
     PORTFOLIOIDLISTCOMPLIANCEPARAMETER = 'PortfolioIdListComplianceParameter'
     PORTFOLIOGROUPIDLISTCOMPLIANCEPARAMETER = 'PortfolioGroupIdListComplianceParameter'
     INSTRUMENTLISTCOMPLIANCEPARAMETER = 'InstrumentListComplianceParameter'
+    FILTERPREDICATECOMPLIANCEPARAMETER = 'FilterPredicateComplianceParameter'
+    GROUPFILTERPREDICATECOMPLIANCEPARAMETER = 'GroupFilterPredicateComplianceParameter'
+    GROUPBYSELECTORCOMPLIANCEPARAMETER = 'GroupBySelectorComplianceParameter'
+    PROPERTYLISTCOMPLIANCEPARAMETER = 'PropertyListComplianceParameter'
+    GROUPCALCULATIONCOMPLIANCEPARAMETER = 'GroupCalculationComplianceParameter'
 
     @classmethod
     def from_json(cls, json_str: str) -> ComplianceParameterType:

lusid/models/compliance_rule.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional, Union
-from pydantic import BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
 from lusid.models.resource_id import ResourceId
 from lusid.models.version import Version
 
@@ -58,6 +58,14 @@ class ComplianceRule(BaseModel):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))

lusid/models/compliance_rule_breakdown.py

@@ -19,25 +19,34 @@ import json
 
 
 from typing import Any, Dict, List, Union
-from pydantic import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
+from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
+from lusid.models.lineage_member import LineageMember
 from lusid.models.model_property import ModelProperty
 
 class ComplianceRuleBreakdown(BaseModel):
     """
     ComplianceRuleBreakdown
     """
-    group_status: constr(strict=True, min_length=1) = Field(..., alias="groupStatus")
-    results_used: Dict[str, Union[StrictFloat, StrictInt]] = Field(..., alias="resultsUsed")
-    properties_used: Dict[str, conlist(ModelProperty)] = Field(..., alias="propertiesUsed")
-    parameters_used: Dict[str, StrictStr] = Field(..., alias="parametersUsed")
-    missing_data_information: conlist(StrictStr) = Field(..., alias="missingDataInformation")
-    __properties = ["groupStatus", "resultsUsed", "propertiesUsed", "parametersUsed", "missingDataInformation"]
+    group_status: constr(strict=True, min_length=1) = Field(..., alias="groupStatus", description="The status of this subset of results.")
+    results_used: Dict[str, Union[StrictFloat, StrictInt]] = Field(..., alias="resultsUsed", description="Dictionary of AddressKey (as string) and their corresponding decimal values, that were used in this rule.")
+    properties_used: Dict[str, conlist(ModelProperty)] = Field(..., alias="propertiesUsed", description="Dictionary of PropertyKey (as string) and their corresponding Properties, that were used in this rule")
+    missing_data_information: conlist(StrictStr) = Field(..., alias="missingDataInformation", description="List of string information detailing data that was missing from contributions processed in this rule")
+    lineage: conlist(LineageMember) = Field(...)
+    __properties = ["groupStatus", "resultsUsed", "propertiesUsed", "missingDataInformation", "lineage"]
 
     class Config:
         """Pydantic configuration"""
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))
@@ -66,6 +75,13 @@ class ComplianceRuleBreakdown(BaseModel):
                         _item.to_dict() for _item in self.properties_used[_key]
                     ]
             _dict['propertiesUsed'] = _field_dict_of_array
+        # override the default output from pydantic by calling `to_dict()` of each item in lineage (list)
+        _items = []
+        if self.lineage:
+            for _item in self.lineage:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['lineage'] = _items
         return _dict
 
     @classmethod
@@ -88,7 +104,7 @@ class ComplianceRuleBreakdown(BaseModel):
                 )
                 for _k, _v in obj.get("propertiesUsed").items()
             ),
-            "parameters_used": obj.get("parametersUsed"),
-            "missing_data_information": obj.get("missingDataInformation")
+            "missing_data_information": obj.get("missingDataInformation"),
+            "lineage": [LineageMember.from_dict(_item) for _item in obj.get("lineage")] if obj.get("lineage") is not None else None
         })
         return _obj

lusid/models/compliance_rule_breakdown_request.py

@@ -19,7 +19,8 @@ import json
 
 
 from typing import Any, Dict, List, Union
-from pydantic import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
+from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
+from lusid.models.lineage_member import LineageMember
 from lusid.models.model_property import ModelProperty
 
 class ComplianceRuleBreakdownRequest(BaseModel):
@@ -29,15 +30,23 @@ class ComplianceRuleBreakdownRequest(BaseModel):
     group_status: constr(strict=True, max_length=6000, min_length=0) = Field(..., alias="groupStatus")
     results_used: Dict[str, Union[StrictFloat, StrictInt]] = Field(..., alias="resultsUsed")
     properties_used: Dict[str, conlist(ModelProperty)] = Field(..., alias="propertiesUsed")
-    parameters_used: Dict[str, StrictStr] = Field(..., alias="parametersUsed")
     missing_data_information: conlist(StrictStr) = Field(..., alias="missingDataInformation")
-    __properties = ["groupStatus", "resultsUsed", "propertiesUsed", "parametersUsed", "missingDataInformation"]
+    lineage: conlist(LineageMember) = Field(...)
+    __properties = ["groupStatus", "resultsUsed", "propertiesUsed", "missingDataInformation", "lineage"]
 
     class Config:
         """Pydantic configuration"""
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))
@@ -66,6 +75,13 @@ class ComplianceRuleBreakdownRequest(BaseModel):
                         _item.to_dict() for _item in self.properties_used[_key]
                     ]
             _dict['propertiesUsed'] = _field_dict_of_array
+        # override the default output from pydantic by calling `to_dict()` of each item in lineage (list)
+        _items = []
+        if self.lineage:
+            for _item in self.lineage:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['lineage'] = _items
         return _dict
 
     @classmethod
@@ -88,7 +104,7 @@ class ComplianceRuleBreakdownRequest(BaseModel):
                 )
                 for _k, _v in obj.get("propertiesUsed").items()
             ),
-            "parameters_used": obj.get("parametersUsed"),
-            "missing_data_information": obj.get("missingDataInformation")
+            "missing_data_information": obj.get("missingDataInformation"),
+            "lineage": [LineageMember.from_dict(_item) for _item in obj.get("lineage")] if obj.get("lineage") is not None else None
         })
         return _obj

lusid/models/compliance_rule_response.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic import BaseModel, Field, StrictBool, StrictStr, conlist
+from pydantic.v1 import BaseModel, Field, StrictBool, StrictStr, conlist
 from lusid.models.compliance_parameter import ComplianceParameter
 from lusid.models.link import Link
 from lusid.models.perpetual_property import PerpetualProperty
@@ -48,6 +48,14 @@ class ComplianceRuleResponse(BaseModel):
         allow_population_by_field_name = True
         validate_assignment = True
 
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
     def to_str(self) -> str:
         """Returns the string representation of the model using alias"""
         return pprint.pformat(self.dict(by_alias=True))