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

lusid/models/create_transaction_portfolio_request.py

@@ -19,7 +19,8 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional
-from pydantic import BaseModel, Field, StrictStr, conlist, constr, validator
+from pydantic.v1 import BaseModel, Field, StrictStr, conlist, constr, validator
+from lusid.models.instrument_event_configuration import InstrumentEventConfiguration
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
 
@@ -33,13 +34,16 @@ class CreateTransactionPortfolioRequest(BaseModel):
     created: Optional[datetime] = Field(None, description="The effective datetime at which to create the transaction portfolio. No transactions can be added to the transaction portfolio before this date. Defaults to the current LUSID system datetime if not specified.")
     base_currency: StrictStr = Field(..., alias="baseCurrency", description="The base currency of the transaction portfolio in ISO 4217 currency code format.")
     corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
-    accounting_method: Optional[StrictStr] = Field(None, alias="accountingMethod", description=". The available values are: Default, AverageCost, FirstInFirstOut, LastInFirstOut, HighestCostFirst, LowestCostFirst")
+    accounting_method: Optional[StrictStr] = Field(None, alias="accountingMethod", description=". The available values are: Default, AverageCost, FirstInFirstOut, LastInFirstOut, HighestCostFirst, LowestCostFirst, ProRateByUnits, ProRateByCost, ProRateByCostPortfolioCurrency, IntraDayThenFirstInFirstOut, LongTermHighestCostFirst, LongTermHighestCostFirstPortfolioCurrency, HighestCostFirstPortfolioCurrency, LowestCostFirstPortfolioCurrency, MaximumLossMinimumGain, MaximumLossMinimumGainPortfolioCurrency")
     sub_holding_keys: Optional[conlist(StrictStr, max_items=100)] = Field(None, alias="subHoldingKeys", description="A set of unique transaction properties to group the transaction portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of unique portfolio properties to add custom data to the transaction portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
     instrument_scopes: Optional[conlist(StrictStr, max_items=1)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of transactions/holdings upserted to this portfolio.")
-    amortisation_method: Optional[StrictStr] = Field(None, alias="amortisationMethod", description="The amortisation method the portfolio is using in the calculation. This can be 'NoAmortisation', 'StraightLine' or 'EffectiveYield'.")
+    amortisation_method: Optional[StrictStr] = Field(None, alias="amortisationMethod", description="The amortisation method used by the portfolio for the calculation. The available values are: NoAmortisation, StraightLine, EffectiveYield, StraightLineSettlementDate, EffectiveYieldSettlementDate")
     transaction_type_scope: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="transactionTypeScope", description="The scope of the transaction types.")
-    __properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope"]
+    cash_gain_loss_calculation_date: Optional[StrictStr] = Field(None, alias="cashGainLossCalculationDate", description="The option when the Cash Gain Loss to be calulated, TransactionDate/SettlementDate. Defaults to SettlementDate.")
+    instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(None, alias="instrumentEventConfiguration")
+    amortisation_rule_set_id: Optional[ResourceId] = Field(None, alias="amortisationRuleSetId")
+    __properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope", "cashGainLossCalculationDate", "instrumentEventConfiguration", "amortisationRuleSetId"]
 
     @validator('accounting_method')
     def accounting_method_validate_enum(cls, value):
@@ -47,8 +51,8 @@ class CreateTransactionPortfolioRequest(BaseModel):
         if value is None:
             return value
 
-        if value not in ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst'):
-            raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst')")
+        if value not in ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency'):
+            raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency')")
         return value
 
     @validator('transaction_type_scope')
@@ -66,6 +70,14 @@ class CreateTransactionPortfolioRequest(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))
@@ -95,6 +107,12 @@ class CreateTransactionPortfolioRequest(BaseModel):
                 if self.properties[_key]:
                     _field_dict[_key] = self.properties[_key].to_dict()
             _dict['properties'] = _field_dict
+        # override the default output from pydantic by calling `to_dict()` of instrument_event_configuration
+        if self.instrument_event_configuration:
+            _dict['instrumentEventConfiguration'] = self.instrument_event_configuration.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of amortisation_rule_set_id
+        if self.amortisation_rule_set_id:
+            _dict['amortisationRuleSetId'] = self.amortisation_rule_set_id.to_dict()
         # set to None if description (nullable) is None
         # and __fields_set__ contains the field
         if self.description is None and "description" in self.__fields_set__:
@@ -130,6 +148,11 @@ class CreateTransactionPortfolioRequest(BaseModel):
         if self.transaction_type_scope is None and "transaction_type_scope" in self.__fields_set__:
             _dict['transactionTypeScope'] = None
 
+        # set to None if cash_gain_loss_calculation_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cash_gain_loss_calculation_date is None and "cash_gain_loss_calculation_date" in self.__fields_set__:
+            _dict['cashGainLossCalculationDate'] = None
+
         return _dict
 
     @classmethod
@@ -158,6 +181,9 @@ class CreateTransactionPortfolioRequest(BaseModel):
             else None,
             "instrument_scopes": obj.get("instrumentScopes"),
             "amortisation_method": obj.get("amortisationMethod"),
-            "transaction_type_scope": obj.get("transactionTypeScope")
+            "transaction_type_scope": obj.get("transactionTypeScope"),
+            "cash_gain_loss_calculation_date": obj.get("cashGainLossCalculationDate"),
+            "instrument_event_configuration": InstrumentEventConfiguration.from_dict(obj.get("instrumentEventConfiguration")) if obj.get("instrumentEventConfiguration") is not None else None,
+            "amortisation_rule_set_id": ResourceId.from_dict(obj.get("amortisationRuleSetId")) if obj.get("amortisationRuleSetId") is not None else None
         })
         return _obj

lusid/models/create_unit_definition.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic import BaseModel, Field, StrictStr, constr, validator
+from pydantic.v1 import BaseModel, Field, StrictStr, constr, validator
 
 class CreateUnitDefinition(BaseModel):
     """
@@ -57,6 +57,14 @@ class CreateUnitDefinition(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/credit_default_swap.py

@@ -18,8 +18,9 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic import Field, StrictFloat, StrictInt, StrictStr, constr, validator
+from typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.cds_flow_conventions import CdsFlowConventions
 from lusid.models.cds_protection_detail_specification import CdsProtectionDetailSpecification
 from lusid.models.flow_convention_name import FlowConventionName
@@ -27,9 +28,9 @@ from lusid.models.lusid_instrument import LusidInstrument
 
 class CreditDefaultSwap(LusidInstrument):
     """
-    LUSID representation of a Credit Default Swap (CDS).  # noqa: E501
+    LUSID representation of a Credit Default Swap (CDS).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Cash flows occurring in the case of default. |  | 2 | PremiumLeg | The premium payments made by the protection buyer. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
-    ticker: constr(strict=True, min_length=1) = Field(..., description="A ticker to uniquely specify then entity against which the cds is written.")
+    ticker: constr(strict=True, min_length=1) = Field(..., description="A ticker to uniquely specify the entity against which the CDS is written.")
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     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.")
     flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
@@ -37,15 +38,16 @@ class CreditDefaultSwap(LusidInstrument):
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The notional protected by the Credit Default Swap")
     protection_detail_specification: CdsProtectionDetailSpecification = Field(..., alias="protectionDetailSpecification")
-    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven 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, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification"]
+    __properties = ["instrumentType", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification", "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', '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:
@@ -53,6 +55,14 @@ class CreditDefaultSwap(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))
@@ -82,6 +92,13 @@ class CreditDefaultSwap(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of protection_detail_specification
         if self.protection_detail_specification:
             _dict['protectionDetailSpecification'] = self.protection_detail_specification.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in additional_payments (list)
+        _items = []
+        if self.additional_payments:
+            for _item in self.additional_payments:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['additionalPayments'] = _items
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -92,6 +109,11 @@ class CreditDefaultSwap(LusidInstrument):
         if self.notional is None and "notional" in self.__fields_set__:
             _dict['notional'] = None
 
+        # set to None if additional_payments (nullable) is None
+        # and __fields_set__ contains the field
+        if self.additional_payments is None and "additional_payments" in self.__fields_set__:
+            _dict['additionalPayments'] = None
+
         return _dict
 
     @classmethod
@@ -112,7 +134,8 @@ class CreditDefaultSwap(LusidInstrument):
             "coupon_rate": obj.get("couponRate"),
             "convention_name": FlowConventionName.from_dict(obj.get("conventionName")) if obj.get("conventionName") is not None else None,
             "notional": obj.get("notional"),
-            "protection_detail_specification": CdsProtectionDetailSpecification.from_dict(obj.get("protectionDetailSpecification")) if obj.get("protectionDetailSpecification") is not None else None
+            "protection_detail_specification": CdsProtectionDetailSpecification.from_dict(obj.get("protectionDetailSpecification")) if obj.get("protectionDetailSpecification") is not None else None,
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/credit_premium_cash_flow_event.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 datetime import datetime
+from typing import Any, Dict, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from lusid.models.instrument_event import InstrumentEvent
+
+class CreditPremiumCashFlowEvent(InstrumentEvent):
+    """
+    Definition of a credit premium cash flow event.  This event describes a premium cashflow for credit default instruments (CDS or CDX).  # noqa: E501
+    """
+    ex_date: datetime = Field(..., alias="exDate", description="The ex-dividend date of the cashflow.")
+    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the cashflow.")
+    currency: StrictStr = Field(..., description="The currency in which the cashflow is paid.")
+    cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="The cashflow amount received for each unit of the instrument held on the ex date.")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "cashFlowPerUnit"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent', 'TermDepositInterestEvent', 'TermDepositPrincipalEvent', 'EarlyRedemptionEvent', 'FutureMarkToMarketEvent', 'AdjustGlobalCommitmentEvent', 'ContractInitialisationEvent', 'DrawdownEvent', 'LoanInterestRepaymentEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent', 'TermDepositInterestEvent', 'TermDepositPrincipalEvent', 'EarlyRedemptionEvent', 'FutureMarkToMarketEvent', 'AdjustGlobalCommitmentEvent', 'ContractInitialisationEvent', 'DrawdownEvent', 'LoanInterestRepaymentEvent')")
+        return value
+
+    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))
+
+    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) -> CreditPremiumCashFlowEvent:
+        """Create an instance of CreditPremiumCashFlowEvent from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if cash_flow_per_unit (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cash_flow_per_unit is None and "cash_flow_per_unit" in self.__fields_set__:
+            _dict['cashFlowPerUnit'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CreditPremiumCashFlowEvent:
+        """Create an instance of CreditPremiumCashFlowEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CreditPremiumCashFlowEvent.parse_obj(obj)
+
+        _obj = CreditPremiumCashFlowEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "ex_date": obj.get("exDate"),
+            "payment_date": obj.get("paymentDate"),
+            "currency": obj.get("currency"),
+            "cash_flow_per_unit": obj.get("cashFlowPerUnit")
+        })
+        # 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/credit_rating.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict
-from pydantic import BaseModel, Field, constr, validator
+from pydantic.v1 import BaseModel, Field, constr, validator
 
 class CreditRating(BaseModel):
     """
@@ -48,6 +48,14 @@ class CreditRating(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/credit_spread_curve_data.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional, Union
-from pydantic import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.market_data_options import MarketDataOptions
 
@@ -29,22 +29,22 @@ class CreditSpreadCurveData(ComplexMarketData):
     """
     base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
     dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the curve")
-    tenors: conlist(StrictStr) = Field(..., description="The tenors for which the rates apply")
+    tenors: conlist(StrictStr) = Field(..., description="The tenors for which the rates apply  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
     spreads: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Par spread quotes corresponding to the tenors.")
     recovery_rate: Union[StrictFloat, StrictInt] = Field(..., alias="recoveryRate", description="The recovery rate in default.")
     reference_date: Optional[datetime] = Field(None, alias="referenceDate", description="If tenors are provided, this is the date against which the tenors will be resolved.  This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date.  In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid.  If not provided, this defaults to the BaseDate of the curve.")
     maturities: Optional[conlist(datetime)] = Field(None, description="The maturity dates for which the rates apply.  Either tenors or maturities should be provided, not both.")
     lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData")
+    market_data_type: StrictStr = Field(..., alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface")
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "tenors", "spreads", "recoveryRate", "referenceDate", "maturities", "lineage", "marketDataOptions"]
 
     @validator('market_data_type')
     def market_data_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData'):
-            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData')")
+        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+            raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
     class Config:
@@ -52,6 +52,14 @@ class CreditSpreadCurveData(ComplexMarketData):
         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/credit_support_annex.py

@@ -19,7 +19,7 @@ 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.resource_id import ResourceId
 
 class CreditSupportAnnex(BaseModel):
@@ -43,6 +43,14 @@ class CreditSupportAnnex(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/currency_and_amount.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict, Optional, Union
-from pydantic import BaseModel, StrictFloat, StrictInt, StrictStr
+from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr
 
 class CurrencyAndAmount(BaseModel):
     """
     An amount of a specific currency, specifying a value and an associated unit  # noqa: E501
     """
     amount: Optional[Union[StrictFloat, StrictInt]] = None
-    currency: Optional[StrictStr] = None
+    currency: StrictStr = Field(...)
     __properties = ["amount", "currency"]
 
     class Config:
@@ -34,6 +34,14 @@ class CurrencyAndAmount(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))
@@ -53,11 +61,6 @@ class CurrencyAndAmount(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
-        # set to None if currency (nullable) is None
-        # and __fields_set__ contains the field
-        if self.currency is None and "currency" in self.__fields_set__:
-            _dict['currency'] = None
-
         return _dict
 
     @classmethod

lusid/models/curve_options.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic import Field, StrictStr, constr, validator
+from pydantic.v1 import Field, StrictStr, constr, validator
 from lusid.models.market_data_options import MarketDataOptions
 
 class CurveOptions(MarketDataOptions):
@@ -45,6 +45,14 @@ class CurveOptions(MarketDataOptions):
         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/custodian_account.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
 from lusid.models.legal_entity import LegalEntity
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
@@ -29,7 +29,7 @@ class CustodianAccount(BaseModel):
     CustodianAccount
     """
     custodian_account_id: ResourceId = Field(..., alias="custodianAccountId")
-    status: constr(strict=True, min_length=1) = Field(..., description="The Account status. Can be Active, Inactive or Deleted. Defaults to Active.")
+    status: constr(strict=True, min_length=1) = Field(..., description="The Account status. Can be Active, Inactive or Deleted.")
     account_number: constr(strict=True, max_length=64, min_length=1) = Field(..., alias="accountNumber", description="The Custodian Account Number")
     account_name: constr(strict=True, min_length=1) = Field(..., alias="accountName", description="The identifiable name given to the Custodian Account")
     accounting_method: constr(strict=True, min_length=1) = Field(..., alias="accountingMethod", description="The Accounting method to be used")
@@ -44,6 +44,14 @@ class CustodianAccount(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/custodian_account_properties.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic import BaseModel, Field, StrictStr, conlist
+from pydantic.v1 import BaseModel, Field, StrictStr, conlist
 from lusid.models.link import Link
 from lusid.models.model_property import ModelProperty
 from lusid.models.version import Version
@@ -39,6 +39,14 @@ class CustodianAccountProperties(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/custodian_account_request.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic import BaseModel, Field, StrictStr, constr, validator
+from pydantic.v1 import BaseModel, Field, StrictStr, constr, validator
 from lusid.models.model_property import ModelProperty
 from lusid.models.typed_resource_id import TypedResourceId
 
@@ -27,9 +27,9 @@ class CustodianAccountRequest(BaseModel):
     """
     CustodianAccountRequest
     """
-    scope: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, description="The Scope assigned to the Custodian Account, where left blank the parent Portfolio Scope will be used")
+    scope: Optional[constr(strict=True, max_length=64, min_length=0)] = Field(None, description="The Scope assigned to the Custodian Account, where left blank the parent Portfolio Scope will be used")
     code: constr(strict=True, max_length=64, min_length=1) = Field(..., description="Unique Code representing the Custodian Account")
-    status: Optional[StrictStr] = Field(None, description="The Account status. Can be Active, Inactive or Deleted. Defaults to Active.")
+    status: Optional[StrictStr] = Field(None, description="The Account status. Can be Active, Inactive or Deleted.")
     account_number: constr(strict=True, max_length=64, min_length=1) = Field(..., alias="accountNumber", description="The Custodian Account Number")
     account_name: constr(strict=True, max_length=512, min_length=1) = Field(..., alias="accountName", description="The identifiable name given to the Custodian Account")
     accounting_method: constr(strict=True, min_length=1) = Field(..., alias="accountingMethod", description="The Accounting method to be used")
@@ -68,6 +68,14 @@ class CustodianAccountRequest(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/custodian_accounts_upsert_response.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic import BaseModel, Field, StrictStr, conlist
+from pydantic.v1 import BaseModel, Field, StrictStr, conlist
 from lusid.models.custodian_account import CustodianAccount
 from lusid.models.link import Link
 from lusid.models.version import Version
@@ -39,6 +39,14 @@ class CustodianAccountsUpsertResponse(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))