lusid-sdk 2.1.254__py3-none-any.whl → 2.1.286__py3-none-any.whl

lusid/models/instrument_event.py

@@ -26,14 +26,14 @@ class InstrumentEvent(BaseModel):
     """
     Base class for representing instrument events in LUSID, such as dividends, stock splits, and option exercises.  This base class should not be directly instantiated; each supported InstrumentEventType has a corresponding inherited class.  # noqa: E501
     """
-    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")
+    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")
     __properties = ["instrumentEventType"]
 
     @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'):
-            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')")
+        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'):
+            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')")
         return value
 
     class Config:
@@ -59,6 +59,7 @@ class InstrumentEvent(BaseModel):
         'DividendReinvestmentEvent': 'DividendReinvestmentEvent',
         'ExerciseEvent': 'ExerciseEvent',
         'ExpiryEvent': 'ExpiryEvent',
+        'FutureExpiryEvent': 'FutureExpiryEvent',
         'FxForwardSettlementEvent': 'FxForwardSettlementEvent',
         'InformationalErrorEvent': 'InformationalErrorEvent',
         'InformationalEvent': 'InformationalEvent',
@@ -94,7 +95,7 @@ class InstrumentEvent(BaseModel):
         return json.dumps(self.to_dict())
 
     @classmethod
-    def from_json(cls, json_str: str) -> Union(AccumulationEvent, AmortisationEvent, BondCouponEvent, BondDefaultEvent, BondPrincipalEvent, CapitalDistributionEvent, CashDividendEvent, CashFlowEvent, CloseEvent, DividendOptionEvent, DividendReinvestmentEvent, ExerciseEvent, ExpiryEvent, FxForwardSettlementEvent, InformationalErrorEvent, InformationalEvent, MaturityEvent, MergerEvent, OpenEvent, RawVendorEvent, ResetEvent, ReverseStockSplitEvent, ScripDividendEvent, SpinOffEvent, StockDividendEvent, StockSplitEvent, TransitionEvent, TriggerEvent):
+    def from_json(cls, json_str: str) -> Union(AccumulationEvent, AmortisationEvent, BondCouponEvent, BondDefaultEvent, BondPrincipalEvent, CapitalDistributionEvent, CashDividendEvent, CashFlowEvent, CloseEvent, DividendOptionEvent, DividendReinvestmentEvent, ExerciseEvent, ExpiryEvent, FutureExpiryEvent, FxForwardSettlementEvent, InformationalErrorEvent, InformationalEvent, MaturityEvent, MergerEvent, OpenEvent, RawVendorEvent, ResetEvent, ReverseStockSplitEvent, ScripDividendEvent, SpinOffEvent, StockDividendEvent, StockSplitEvent, TransitionEvent, TriggerEvent):
         """Create an instance of InstrumentEvent from a JSON string"""
         return cls.from_dict(json.loads(json_str))
 
@@ -107,7 +108,7 @@ class InstrumentEvent(BaseModel):
         return _dict
 
     @classmethod
-    def from_dict(cls, obj: dict) -> Union(AccumulationEvent, AmortisationEvent, BondCouponEvent, BondDefaultEvent, BondPrincipalEvent, CapitalDistributionEvent, CashDividendEvent, CashFlowEvent, CloseEvent, DividendOptionEvent, DividendReinvestmentEvent, ExerciseEvent, ExpiryEvent, FxForwardSettlementEvent, InformationalErrorEvent, InformationalEvent, MaturityEvent, MergerEvent, OpenEvent, RawVendorEvent, ResetEvent, ReverseStockSplitEvent, ScripDividendEvent, SpinOffEvent, StockDividendEvent, StockSplitEvent, TransitionEvent, TriggerEvent):
+    def from_dict(cls, obj: dict) -> Union(AccumulationEvent, AmortisationEvent, BondCouponEvent, BondDefaultEvent, BondPrincipalEvent, CapitalDistributionEvent, CashDividendEvent, CashFlowEvent, CloseEvent, DividendOptionEvent, DividendReinvestmentEvent, ExerciseEvent, ExpiryEvent, FutureExpiryEvent, FxForwardSettlementEvent, InformationalErrorEvent, InformationalEvent, MaturityEvent, MergerEvent, OpenEvent, RawVendorEvent, ResetEvent, ReverseStockSplitEvent, ScripDividendEvent, SpinOffEvent, StockDividendEvent, StockSplitEvent, TransitionEvent, TriggerEvent):
         """Create an instance of InstrumentEvent from a dict"""
         # look up the object type based on discriminator mapping
         object_type = cls.get_discriminator_value(obj)

lusid/models/instrument_event_type.py

@@ -57,6 +57,7 @@ class InstrumentEventType(str, Enum):
     CAPITALDISTRIBUTIONEVENT = 'CapitalDistributionEvent'
     SPINOFFEVENT = 'SpinOffEvent'
     MERGEREVENT = 'MergerEvent'
+    FUTUREEXPIRYEVENT = 'FutureExpiryEvent'
 
     @classmethod
     def from_json(cls, json_str: str) -> InstrumentEventType:

lusid/models/lusid_instrument.py

@@ -49,6 +49,7 @@ class LusidInstrument(BaseModel):
         'Basket': 'Basket',
         'Bond': 'Bond',
         'CapFloor': 'CapFloor',
+        'Cash': 'Cash',
         'CashPerpetual': 'CashPerpetual',
         'CdsIndex': 'CdsIndex',
         'ComplexBond': 'ComplexBond',
@@ -101,7 +102,7 @@ class LusidInstrument(BaseModel):
         return json.dumps(self.to_dict())
 
     @classmethod
-    def from_json(cls, json_str: str) -> Union(Basket, Bond, CapFloor, CashPerpetual, CdsIndex, ComplexBond, ContractForDifference, CreditDefaultSwap, Equity, EquityOption, EquitySwap, ExchangeTradedOption, ExoticInstrument, FlexibleLoan, ForwardRateAgreement, FundShareClass, Future, FxForward, FxOption, FxSwap, InflationLeg, InflationLinkedBond, InflationSwap, InstrumentLeg, InterestRateSwap, InterestRateSwaption, ReferenceInstrument, Repo, SimpleCashFlowLoan, SimpleInstrument, TermDeposit, TotalReturnSwap):
+    def from_json(cls, json_str: str) -> Union(Basket, Bond, CapFloor, Cash, CashPerpetual, CdsIndex, ComplexBond, ContractForDifference, CreditDefaultSwap, Equity, EquityOption, EquitySwap, ExchangeTradedOption, ExoticInstrument, FlexibleLoan, ForwardRateAgreement, FundShareClass, Future, FxForward, FxOption, FxSwap, InflationLeg, InflationLinkedBond, InflationSwap, InstrumentLeg, InterestRateSwap, InterestRateSwaption, ReferenceInstrument, Repo, SimpleCashFlowLoan, SimpleInstrument, TermDeposit, TotalReturnSwap):
         """Create an instance of LusidInstrument from a JSON string"""
         return cls.from_dict(json.loads(json_str))
 
@@ -114,7 +115,7 @@ class LusidInstrument(BaseModel):
         return _dict
 
     @classmethod
-    def from_dict(cls, obj: dict) -> Union(Basket, Bond, CapFloor, CashPerpetual, CdsIndex, ComplexBond, ContractForDifference, CreditDefaultSwap, Equity, EquityOption, EquitySwap, ExchangeTradedOption, ExoticInstrument, FlexibleLoan, ForwardRateAgreement, FundShareClass, Future, FxForward, FxOption, FxSwap, InflationLeg, InflationLinkedBond, InflationSwap, InstrumentLeg, InterestRateSwap, InterestRateSwaption, ReferenceInstrument, Repo, SimpleCashFlowLoan, SimpleInstrument, TermDeposit, TotalReturnSwap):
+    def from_dict(cls, obj: dict) -> Union(Basket, Bond, CapFloor, Cash, CashPerpetual, CdsIndex, ComplexBond, ContractForDifference, CreditDefaultSwap, Equity, EquityOption, EquitySwap, ExchangeTradedOption, ExoticInstrument, FlexibleLoan, ForwardRateAgreement, FundShareClass, Future, FxForward, FxOption, FxSwap, InflationLeg, InflationLinkedBond, InflationSwap, InstrumentLeg, InterestRateSwap, InterestRateSwaption, ReferenceInstrument, Repo, SimpleCashFlowLoan, SimpleInstrument, TermDeposit, TotalReturnSwap):
         """Create an instance of LusidInstrument from a dict"""
         # look up the object type based on discriminator mapping
         object_type = cls.get_discriminator_value(obj)

lusid/models/market_data_key_rule.py

@@ -28,7 +28,7 @@ class MarketDataKeyRule(BaseModel):
     key: constr(strict=True, max_length=128, min_length=0) = Field(..., description="A dot-separated string that defines a pattern for matching market data dependencies.  The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info.  Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote'  Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate'  Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve                For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'.  e.g. \"Rates.*.*\" matches any dependency on a discounting curve.")
     supplier: constr(strict=True, max_length=32, min_length=0) = Field(..., description="The market data supplier (where the data comes from)")
     data_scope: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="dataScope", description="The scope in which the data should be found when using this rule.")
-    quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice")
+    quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall")
     field: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc.  When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here  will be accepted as market data.  When resolving data from an external supplier, the Field must be one of a defined set for the given supplier.                Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.")
     quote_interval: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string              nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax              is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of              D(ay), Bd(business day), W(eek), M(onth) or Y(ear).              Business days are calculated using the calendars specified on the Valuation Request.              If no calendar is provided in the request, then it will default to only skipping weekends.              For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\",              looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.")
     as_at: Optional[datetime] = Field(None, alias="asAt", description="The AsAt predicate specification.")
@@ -47,8 +47,8 @@ class MarketDataKeyRule(BaseModel):
     @validator('quote_type')
     def quote_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice'):
-            raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice')")
+        if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall'):
+            raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall')")
         return value
 
     class Config:

lusid/models/market_data_specific_rule.py

@@ -29,7 +29,7 @@ class MarketDataSpecificRule(BaseModel):
     key: constr(strict=True, max_length=128, min_length=0) = Field(..., description="The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)")
     supplier: constr(strict=True, max_length=32, min_length=0) = Field(..., description="The market data supplier (where the data comes from)")
     data_scope: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="dataScope", description="The scope in which the data should be found when using this rule.")
-    quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice")
+    quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall")
     field: constr(strict=True, max_length=32, min_length=0) = Field(..., description="The conceptual qualification for the field, such as bid, mid, or ask.  The field must be one of a defined set for the given supplier, in the same way as it  is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId")
     quote_interval: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string              nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax              is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), W(eek), M(onth) or Y(ear).")
     as_at: Optional[datetime] = Field(None, alias="asAt", description="The AsAt predicate specification.")
@@ -49,8 +49,8 @@ class MarketDataSpecificRule(BaseModel):
     @validator('quote_type')
     def quote_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice'):
-            raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice')")
+        if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall'):
+            raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall')")
         return value
 
     class Config:

lusid/models/market_quote.py

@@ -25,15 +25,15 @@ class MarketQuote(BaseModel):
     """
     The market quote for an observable which will be used to calibrate the market data,  including the format of the quote.  e.g. a volatility quote for a specific strike and expiry  the par rate of a swap                This is a slimmed down version of a full Quote that can be stored in our QuoteStore to  remove lineage, price source etc. for ease of use when creating complex market data.  # noqa: E501
     """
-    quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice")
+    quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall")
     value: Union[StrictFloat, StrictInt] = Field(..., description="Numeric value of the quote")
     __properties = ["quoteType", "value"]
 
     @validator('quote_type')
     def quote_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice'):
-            raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice')")
+        if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall'):
+            raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall')")
         return value
 
     class Config:

lusid/models/maturity_event.py

@@ -27,15 +27,15 @@ class MaturityEvent(InstrumentEvent):
     Definition of a Maturity Event  This is an event that describes the maturity of the instrument.  # noqa: E501
     """
     maturity_date: datetime = Field(..., alias="maturityDate", description="Maturity date of the instrument")
-    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")
+    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")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "maturityDate"]
 
     @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'):
-            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')")
+        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'):
+            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')")
         return value
 
     class Config:

lusid/models/merger_event.py

@@ -40,15 +40,15 @@ class MergerEvent(InstrumentEvent):
     payment_date: datetime = Field(..., alias="paymentDate", description="Date on which the merger takes place.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Optional. Date you have to be the holder of record of the original shares in order to receive the new shares.")
     security_elections: Optional[conlist(SecurityOfferElection)] = Field(None, alias="securityElections", description="List of possible SecurityOfferElections for this merger event")
-    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")
+    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")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "announcementDate", "cashAndSecurityOfferElections", "cashElections", "exDate", "fractionalUnitsCashCurrency", "fractionalUnitsCashPrice", "newInstrument", "paymentDate", "recordDate", "securityElections"]
 
     @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'):
-            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')")
+        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'):
+            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')")
         return value
 
     class Config:

lusid/models/model_selection.py

@@ -26,7 +26,7 @@ class ModelSelection(BaseModel):
     The combination of a library to use and a model in that library that defines which pricing code will evaluate instruments  having a particular type/class. This allows us to control the model type and library for a given instrument.  # noqa: E501
     """
     library: StrictStr = Field(..., description="The available values are: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc")
-    model: StrictStr = Field(..., description="The available values are: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer")
+    model: StrictStr = Field(..., description="The available values are: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer")
     __properties = ["library", "model"]
 
     @validator('library')
@@ -39,8 +39,8 @@ class ModelSelection(BaseModel):
     @validator('model')
     def model_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('SimpleStatic', 'Discounting', 'VendorDefault', 'BlackScholes', 'ConstantTimeValueOfMoney', 'Bachelier', 'ForwardWithPoints', 'ForwardWithPointsUndiscounted', 'ForwardSpecifiedRate', 'ForwardSpecifiedRateUndiscounted', 'IndexNav', 'IndexPrice', 'InlinedIndex', 'ForwardFromCurve', 'ForwardFromCurveUndiscounted', 'BlackScholesDigital', 'BjerksundStensland1993', 'BondLookupPricer', 'FlexibleLoanPricer'):
-            raise ValueError("must be one of enum values ('SimpleStatic', 'Discounting', 'VendorDefault', 'BlackScholes', 'ConstantTimeValueOfMoney', 'Bachelier', 'ForwardWithPoints', 'ForwardWithPointsUndiscounted', 'ForwardSpecifiedRate', 'ForwardSpecifiedRateUndiscounted', 'IndexNav', 'IndexPrice', 'InlinedIndex', 'ForwardFromCurve', 'ForwardFromCurveUndiscounted', 'BlackScholesDigital', 'BjerksundStensland1993', 'BondLookupPricer', 'FlexibleLoanPricer')")
+        if value not in ('SimpleStatic', 'Discounting', 'VendorDefault', 'BlackScholes', 'ConstantTimeValueOfMoney', 'Bachelier', 'ForwardWithPoints', 'ForwardWithPointsUndiscounted', 'ForwardSpecifiedRate', 'ForwardSpecifiedRateUndiscounted', 'IndexNav', 'IndexPrice', 'InlinedIndex', 'ForwardFromCurve', 'ForwardFromCurveUndiscounted', 'BlackScholesDigital', 'BjerksundStensland1993', 'BondLookupPricer', 'FlexibleLoanPricer', 'CdsLookupPricer'):
+            raise ValueError("must be one of enum values ('SimpleStatic', 'Discounting', 'VendorDefault', 'BlackScholes', 'ConstantTimeValueOfMoney', 'Bachelier', 'ForwardWithPoints', 'ForwardWithPointsUndiscounted', 'ForwardSpecifiedRate', 'ForwardSpecifiedRateUndiscounted', 'IndexNav', 'IndexPrice', 'InlinedIndex', 'ForwardFromCurve', 'ForwardFromCurveUndiscounted', 'BlackScholesDigital', 'BjerksundStensland1993', 'BondLookupPricer', 'FlexibleLoanPricer', 'CdsLookupPricer')")
         return value
 
     class Config:

lusid/models/open_event.py

@@ -27,15 +27,15 @@ class OpenEvent(InstrumentEvent):
     The opening of an instrument.  # noqa: E501
     """
     anchor_date: Optional[datetime] = Field(None, alias="anchorDate", description="The date on the which the instrument was opened.")
-    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")
+    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")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "anchorDate"]
 
     @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'):
-            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')")
+        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'):
+            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')")
         return value
 
     class Config:

lusid/models/paged_resource_list_of_fund_configuration.py

@@ -0,0 +1,113 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import BaseModel, Field, StrictStr, conlist
+from lusid.models.fund_configuration import FundConfiguration
+from lusid.models.link import Link
+
+class PagedResourceListOfFundConfiguration(BaseModel):
+    """
+    PagedResourceListOfFundConfiguration
+    """
+    next_page: Optional[StrictStr] = Field(None, alias="nextPage")
+    previous_page: Optional[StrictStr] = Field(None, alias="previousPage")
+    values: conlist(FundConfiguration) = Field(...)
+    href: Optional[StrictStr] = None
+    links: Optional[conlist(Link)] = None
+    __properties = ["nextPage", "previousPage", "values", "href", "links"]
+
+    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) -> PagedResourceListOfFundConfiguration:
+        """Create an instance of PagedResourceListOfFundConfiguration from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of each item in values (list)
+        _items = []
+        if self.values:
+            for _item in self.values:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['values'] = _items
+        # override the default output from pydantic by calling `to_dict()` of each item in links (list)
+        _items = []
+        if self.links:
+            for _item in self.links:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['links'] = _items
+        # set to None if next_page (nullable) is None
+        # and __fields_set__ contains the field
+        if self.next_page is None and "next_page" in self.__fields_set__:
+            _dict['nextPage'] = None
+
+        # set to None if previous_page (nullable) is None
+        # and __fields_set__ contains the field
+        if self.previous_page is None and "previous_page" in self.__fields_set__:
+            _dict['previousPage'] = None
+
+        # set to None if href (nullable) is None
+        # and __fields_set__ contains the field
+        if self.href is None and "href" in self.__fields_set__:
+            _dict['href'] = 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__:
+            _dict['links'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> PagedResourceListOfFundConfiguration:
+        """Create an instance of PagedResourceListOfFundConfiguration from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return PagedResourceListOfFundConfiguration.parse_obj(obj)
+
+        _obj = PagedResourceListOfFundConfiguration.parse_obj({
+            "next_page": obj.get("nextPage"),
+            "previous_page": obj.get("previousPage"),
+            "values": [FundConfiguration.from_dict(_item) for _item in obj.get("values")] if obj.get("values") is not None else None,
+            "href": obj.get("href"),
+            "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
+        })
+        return _obj

lusid/models/portfolio.py

@@ -46,7 +46,7 @@ class Portfolio(BaseModel):
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="The requested portfolio properties. These will be from the 'Portfolio' domain.")
     relationships: Optional[conlist(Relationship)] = Field(None, description="A set of relationships associated to the portfolio.")
     instrument_scopes: Optional[conlist(StrictStr)] = Field(None, alias="instrumentScopes", description="The instrument scope resolution strategy of this portfolio.")
-    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")
     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[StrictStr] = Field(None, alias="transactionTypeScope", description="The scope of the transaction types.")
     cash_gain_loss_calculation_date: Optional[StrictStr] = Field(None, alias="cashGainLossCalculationDate", description="The scope of the transaction types.")
@@ -68,8 +68,8 @@ class Portfolio(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'):
+            raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency')")
         return value
 
     class Config:

lusid/models/portfolio_details.py

@@ -37,7 +37,7 @@ class PortfolioDetails(BaseModel):
     corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
     sub_holding_keys: Optional[conlist(StrictStr)] = Field(None, alias="subHoldingKeys")
     instrument_scopes: Optional[conlist(StrictStr)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of transactions/holdings upserted to the transaction portfolio.")
-    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")
     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[StrictStr] = Field(None, alias="transactionTypeScope", description="The scope of the transaction types.")
     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.")
@@ -53,8 +53,8 @@ class PortfolioDetails(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'):
+            raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency')")
         return value
 
     class Config:

lusid/models/portfolio_without_href.py

@@ -45,7 +45,7 @@ class PortfolioWithoutHref(BaseModel):
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="The requested portfolio properties. These will be from the 'Portfolio' domain.")
     relationships: Optional[conlist(Relationship)] = Field(None, description="A set of relationships associated to the portfolio.")
     instrument_scopes: Optional[conlist(StrictStr)] = Field(None, alias="instrumentScopes", description="The instrument scope resolution strategy of this portfolio.")
-    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")
     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[StrictStr] = Field(None, alias="transactionTypeScope", description="The scope of the transaction types.")
     cash_gain_loss_calculation_date: Optional[StrictStr] = Field(None, alias="cashGainLossCalculationDate", description="The scope of the transaction types.")
@@ -67,8 +67,8 @@ class PortfolioWithoutHref(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'):
+            raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency')")
         return value
 
     class Config:

lusid/models/previous_fund_valuation_point_data.py

@@ -0,0 +1,79 @@
+# 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.v1 import BaseModel, Field
+from lusid.models.fund_previous_nav import FundPreviousNAV
+from lusid.models.unitisation_data import UnitisationData
+
+class PreviousFundValuationPointData(BaseModel):
+    """
+    The data for a Fund at the previous valuation point.  # noqa: E501
+    """
+    nav: FundPreviousNAV = Field(...)
+    unitisation: Optional[UnitisationData] = None
+    __properties = ["nav", "unitisation"]
+
+    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) -> PreviousFundValuationPointData:
+        """Create an instance of PreviousFundValuationPointData from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of nav
+        if self.nav:
+            _dict['nav'] = self.nav.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of unitisation
+        if self.unitisation:
+            _dict['unitisation'] = self.unitisation.to_dict()
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> PreviousFundValuationPointData:
+        """Create an instance of PreviousFundValuationPointData from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return PreviousFundValuationPointData.parse_obj(obj)
+
+        _obj = PreviousFundValuationPointData.parse_obj({
+            "nav": FundPreviousNAV.from_dict(obj.get("nav")) if obj.get("nav") is not None else None,
+            "unitisation": UnitisationData.from_dict(obj.get("unitisation")) if obj.get("unitisation") is not None else None
+        })
+        return _obj

lusid/models/previous_nav.py

@@ -0,0 +1,73 @@
+# 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.v1 import BaseModel
+from lusid.models.multi_currency_amounts import MultiCurrencyAmounts
+
+class PreviousNAV(BaseModel):
+    """
+    PreviousNAV
+    """
+    amount: Optional[MultiCurrencyAmounts] = None
+    __properties = ["amount"]
+
+    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) -> PreviousNAV:
+        """Create an instance of PreviousNAV from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of amount
+        if self.amount:
+            _dict['amount'] = self.amount.to_dict()
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> PreviousNAV:
+        """Create an instance of PreviousNAV from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return PreviousNAV.parse_obj(obj)
+
+        _obj = PreviousNAV.parse_obj({
+            "amount": MultiCurrencyAmounts.from_dict(obj.get("amount")) if obj.get("amount") is not None else None
+        })
+        return _obj