lusid-sdk 2.1.262__py3-none-any.whl → 2.1.279__py3-none-any.whl

lusid/__init__.py

@@ -189,6 +189,7 @@ from lusid.models.cancel_placements_response import CancelPlacementsResponse
 from lusid.models.cancelled_placement_result import CancelledPlacementResult
 from lusid.models.cap_floor import CapFloor
 from lusid.models.capital_distribution_event import CapitalDistributionEvent
+from lusid.models.cash import Cash
 from lusid.models.cash_and_security_offer_election import CashAndSecurityOfferElection
 from lusid.models.cash_dependency import CashDependency
 from lusid.models.cash_dividend_event import CashDividendEvent
@@ -253,6 +254,7 @@ from lusid.models.compliance_template_parameter import ComplianceTemplateParamet
 from lusid.models.compliance_template_variation import ComplianceTemplateVariation
 from lusid.models.compliance_template_variation_dto import ComplianceTemplateVariationDto
 from lusid.models.compliance_template_variation_request import ComplianceTemplateVariationRequest
+from lusid.models.component_filter import ComponentFilter
 from lusid.models.component_rule import ComponentRule
 from lusid.models.component_transaction import ComponentTransaction
 from lusid.models.composite_breakdown import CompositeBreakdown
@@ -1279,6 +1281,7 @@ __all__ = [
     "CancelledPlacementResult",
     "CapFloor",
     "CapitalDistributionEvent",
+    "Cash",
     "CashAndSecurityOfferElection",
     "CashDependency",
     "CashDividendEvent",
@@ -1343,6 +1346,7 @@ __all__ = [
     "ComplianceTemplateVariation",
     "ComplianceTemplateVariationDto",
     "ComplianceTemplateVariationRequest",
+    "ComponentFilter",
     "ComponentRule",
     "ComponentTransaction",
     "CompositeBreakdown",

lusid/configuration.py

@@ -373,7 +373,7 @@ class Configuration:
         return "Python SDK Debug Report:\n"\
                "OS: {env}\n"\
                "Python Version: {pyversion}\n"\
-               "Version of the API: 0.11.6695\n"\
+               "Version of the API: 0.11.6712\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/__init__.py

@@ -110,6 +110,7 @@ from lusid.models.cancel_placements_response import CancelPlacementsResponse
 from lusid.models.cancelled_placement_result import CancelledPlacementResult
 from lusid.models.cap_floor import CapFloor
 from lusid.models.capital_distribution_event import CapitalDistributionEvent
+from lusid.models.cash import Cash
 from lusid.models.cash_and_security_offer_election import CashAndSecurityOfferElection
 from lusid.models.cash_dependency import CashDependency
 from lusid.models.cash_dividend_event import CashDividendEvent
@@ -174,6 +175,7 @@ from lusid.models.compliance_template_parameter import ComplianceTemplateParamet
 from lusid.models.compliance_template_variation import ComplianceTemplateVariation
 from lusid.models.compliance_template_variation_dto import ComplianceTemplateVariationDto
 from lusid.models.compliance_template_variation_request import ComplianceTemplateVariationRequest
+from lusid.models.component_filter import ComponentFilter
 from lusid.models.component_rule import ComponentRule
 from lusid.models.component_transaction import ComponentTransaction
 from lusid.models.composite_breakdown import CompositeBreakdown
@@ -1122,6 +1124,7 @@ __all__ = [
     "CancelledPlacementResult",
     "CapFloor",
     "CapitalDistributionEvent",
+    "Cash",
     "CashAndSecurityOfferElection",
     "CashDependency",
     "CashDividendEvent",
@@ -1186,6 +1189,7 @@ __all__ = [
     "ComplianceTemplateVariation",
     "ComplianceTemplateVariationDto",
     "ComplianceTemplateVariationRequest",
+    "ComponentFilter",
     "ComponentRule",
     "ComponentTransaction",
     "CompositeBreakdown",

lusid/models/cash.py

@@ -0,0 +1,93 @@
+# 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, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from lusid.models.lusid_instrument import LusidInstrument
+
+class Cash(LusidInstrument):
+    """
+    LUSID representation of Cash which is the sum of one or more cashflows from the past.  # noqa: E501
+    """
+    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
+    amount: Union[StrictFloat, StrictInt] = Field(..., description="Cash amount.")
+    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")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "domCcy", "amount"]
+
+    @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', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash'):
+            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')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> Cash:
+        """Create an instance of Cash from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> Cash:
+        """Create an instance of Cash from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return Cash.parse_obj(obj)
+
+        _obj = Cash.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "dom_ccy": obj.get("domCcy"),
+            "amount": obj.get("amount")
+        })
+        # 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/component_filter.py

@@ -0,0 +1,85 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict
+from pydantic.v1 import BaseModel, Field, constr, validator
+
+class ComponentFilter(BaseModel):
+    """
+    ComponentFilter
+    """
+    filter_id: constr(strict=True, max_length=16384, min_length=1) = Field(..., alias="filterId")
+    filter: constr(strict=True, max_length=16384, min_length=1) = Field(...)
+    __properties = ["filterId", "filter"]
+
+    @validator('filter_id')
+    def filter_id_validate_regular_expression(cls, value):
+        """Validates the regular expression"""
+        if not re.match(r"^[\s\S]*$", value):
+            raise ValueError(r"must validate the regular expression /^[\s\S]*$/")
+        return value
+
+    @validator('filter')
+    def filter_validate_regular_expression(cls, value):
+        """Validates the regular expression"""
+        if not re.match(r"^[\s\S]*$", value):
+            raise ValueError(r"must validate the regular expression /^[\s\S]*$/")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> ComponentFilter:
+        """Create an instance of ComponentFilter 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)
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> ComponentFilter:
+        """Create an instance of ComponentFilter from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return ComponentFilter.parse_obj(obj)
+
+        _obj = ComponentFilter.parse_obj({
+            "filter_id": obj.get("filterId"),
+            "filter": obj.get("filter")
+        })
+        return _obj

lusid/models/component_rule.py

@@ -18,15 +18,16 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr, constr, validator
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import BaseModel, Field, conlist, constr, validator
+from lusid.models.component_filter import ComponentFilter
 
 class ComponentRule(BaseModel):
     """
     ComponentRule
     """
     match_criteria: constr(strict=True, max_length=16384, min_length=1) = Field(..., alias="matchCriteria")
-    components: Optional[Dict[str, StrictStr]] = None
+    components: Optional[conlist(ComponentFilter)] = None
     __properties = ["matchCriteria", "components"]
 
     @validator('match_criteria')
@@ -60,11 +61,13 @@ class ComponentRule(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
-        # set to None if components (nullable) is None
-        # and __fields_set__ contains the field
-        if self.components is None and "components" in self.__fields_set__:
-            _dict['components'] = None
-
+        # override the default output from pydantic by calling `to_dict()` of each item in components (list)
+        _items = []
+        if self.components:
+            for _item in self.components:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['components'] = _items
         return _dict
 
     @classmethod
@@ -78,6 +81,6 @@ class ComponentRule(BaseModel):
 
         _obj = ComponentRule.parse_obj({
             "match_criteria": obj.get("matchCriteria"),
-            "components": obj.get("components")
+            "components": [ComponentFilter.from_dict(_item) for _item in obj.get("components")] if obj.get("components") is not None else None
         })
         return _obj

lusid/models/contract_for_difference.py

@@ -35,9 +35,10 @@ class ContractForDifference(LusidInstrument):
     type: constr(strict=True, min_length=1) = Field(..., description="The type of CFD.    Supported string (enumeration) values are: [Cash, Futures].")
     underlying_ccy: StrictStr = Field(..., alias="underlyingCcy", description="The currency of the underlying")
     underlying_identifier: constr(strict=True, min_length=1) = Field(..., alias="underlyingIdentifier", description="External market codes and identifiers for the CFD, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].")
+    lot_size: Optional[StrictInt] = Field(None, alias="lotSize", description="CFD LotSize, the minimum number of shares that can be bought or sold at once.  Optional, if set must be non-negative, if not set defaults to 1.")
     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")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "code", "contractSize", "payCcy", "referenceRate", "type", "underlyingCcy", "underlyingIdentifier"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "code", "contractSize", "payCcy", "referenceRate", "type", "underlyingCcy", "underlyingIdentifier", "lotSize"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -97,7 +98,8 @@ class ContractForDifference(LusidInstrument):
             "reference_rate": obj.get("referenceRate"),
             "type": obj.get("type"),
             "underlying_ccy": obj.get("underlyingCcy"),
-            "underlying_identifier": obj.get("underlyingIdentifier")
+            "underlying_identifier": obj.get("underlyingIdentifier"),
+            "lot_size": obj.get("lotSize")
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/fund.py

@@ -35,6 +35,7 @@ class Fund(BaseModel):
     id: ResourceId = Field(...)
     display_name: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, alias="displayName", description="The name of the Fund.")
     description: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="A description for the Fund.")
+    fund_configuration_id: Optional[ResourceId] = Field(None, alias="fundConfigurationId")
     abor_id: ResourceId = Field(..., alias="aborId")
     share_class_instruments: Optional[conlist(InstrumentResolutionDetail)] = Field(None, alias="shareClassInstruments", description="Details the user-provided instrument identifiers and the instrument resolved from them.")
     type: constr(strict=True, min_length=1) = Field(..., description="The type of fund; 'Standalone', 'Master' or 'Feeder'")
@@ -44,7 +45,7 @@ class Fund(BaseModel):
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the Fund.")
     version: Optional[Version] = None
     links: Optional[conlist(Link)] = None
-    __properties = ["href", "id", "displayName", "description", "aborId", "shareClassInstruments", "type", "inceptionDate", "decimalPlaces", "yearEndDate", "properties", "version", "links"]
+    __properties = ["href", "id", "displayName", "description", "fundConfigurationId", "aborId", "shareClassInstruments", "type", "inceptionDate", "decimalPlaces", "yearEndDate", "properties", "version", "links"]
 
     @validator('description')
     def description_validate_regular_expression(cls, value):
@@ -83,6 +84,9 @@ class Fund(BaseModel):
         # override the default output from pydantic by calling `to_dict()` of id
         if self.id:
             _dict['id'] = self.id.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of fund_configuration_id
+        if self.fund_configuration_id:
+            _dict['fundConfigurationId'] = self.fund_configuration_id.to_dict()
         # override the default output from pydantic by calling `to_dict()` of abor_id
         if self.abor_id:
             _dict['aborId'] = self.abor_id.to_dict()
@@ -164,6 +168,7 @@ class Fund(BaseModel):
             "id": ResourceId.from_dict(obj.get("id")) if obj.get("id") is not None else None,
             "display_name": obj.get("displayName"),
             "description": obj.get("description"),
+            "fund_configuration_id": ResourceId.from_dict(obj.get("fundConfigurationId")) if obj.get("fundConfigurationId") is not None else None,
             "abor_id": ResourceId.from_dict(obj.get("aborId")) if obj.get("aborId") is not None else None,
             "share_class_instruments": [InstrumentResolutionDetail.from_dict(_item) for _item in obj.get("shareClassInstruments")] if obj.get("shareClassInstruments") is not None else None,
             "type": obj.get("type"),

lusid/models/fund_request.py

@@ -32,6 +32,7 @@ class FundRequest(BaseModel):
     code: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The code given for the Fund.")
     display_name: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, alias="displayName", description="The name of the Fund.")
     description: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="A description for the Fund.")
+    fund_configuration_id: Optional[ResourceId] = Field(None, alias="fundConfigurationId")
     abor_id: ResourceId = Field(..., alias="aborId")
     share_class_instrument_scopes: Optional[conlist(StrictStr, max_items=1)] = Field(None, alias="shareClassInstrumentScopes", description="The scopes in which the instruments lie, currently limited to one.")
     share_class_instruments: Optional[conlist(InstrumentResolutionDetail)] = Field(None, alias="shareClassInstruments", description="Details the user-provided instrument identifiers and the instrument resolved from them.")
@@ -40,7 +41,7 @@ class FundRequest(BaseModel):
     decimal_places: Optional[conint(strict=True, le=30, ge=0)] = Field(None, alias="decimalPlaces", description="Number of decimal places for reporting")
     year_end_date: DayMonth = Field(..., alias="yearEndDate")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the Fund.")
-    __properties = ["code", "displayName", "description", "aborId", "shareClassInstrumentScopes", "shareClassInstruments", "type", "inceptionDate", "decimalPlaces", "yearEndDate", "properties"]
+    __properties = ["code", "displayName", "description", "fundConfigurationId", "aborId", "shareClassInstrumentScopes", "shareClassInstruments", "type", "inceptionDate", "decimalPlaces", "yearEndDate", "properties"]
 
     @validator('code')
     def code_validate_regular_expression(cls, value):
@@ -83,6 +84,9 @@ class FundRequest(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of fund_configuration_id
+        if self.fund_configuration_id:
+            _dict['fundConfigurationId'] = self.fund_configuration_id.to_dict()
         # override the default output from pydantic by calling `to_dict()` of abor_id
         if self.abor_id:
             _dict['aborId'] = self.abor_id.to_dict()
@@ -148,6 +152,7 @@ class FundRequest(BaseModel):
             "code": obj.get("code"),
             "display_name": obj.get("displayName"),
             "description": obj.get("description"),
+            "fund_configuration_id": ResourceId.from_dict(obj.get("fundConfigurationId")) if obj.get("fundConfigurationId") is not None else None,
             "abor_id": ResourceId.from_dict(obj.get("aborId")) if obj.get("aborId") is not None else None,
             "share_class_instrument_scopes": obj.get("shareClassInstrumentScopes"),
             "share_class_instruments": [InstrumentResolutionDetail.from_dict(_item) for _item in obj.get("shareClassInstruments")] if obj.get("shareClassInstruments") is not None else None,

lusid/models/futures_contract_details.py

@@ -39,7 +39,8 @@ class FuturesContractDetails(BaseModel):
     ticker_step: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="tickerStep", description="Minimal step size change in ticker.")
     unit_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="unitValue", description="The value in the currency of a 1 unit change in the contract price.")
     calendars: Optional[conlist(StrictStr)] = Field(None, description="Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures).")
-    __properties = ["domCcy", "fgnCcy", "assetClass", "contractCode", "contractMonth", "contractSize", "convention", "country", "description", "exchangeCode", "exchangeName", "tickerStep", "unitValue", "calendars"]
+    delivery_type: Optional[StrictStr] = Field(None, alias="deliveryType", description="Delivery type to be used on settling the contract.  Optional: Defaults to DeliveryType.Physical if not provided.    Supported string (enumeration) values are: [Cash, Physical].")
+    __properties = ["domCcy", "fgnCcy", "assetClass", "contractCode", "contractMonth", "contractSize", "convention", "country", "description", "exchangeCode", "exchangeName", "tickerStep", "unitValue", "calendars", "deliveryType"]
 
     class Config:
         """Pydantic configuration"""
@@ -100,6 +101,11 @@ class FuturesContractDetails(BaseModel):
         if self.calendars is None and "calendars" in self.__fields_set__:
             _dict['calendars'] = None
 
+        # set to None if delivery_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.delivery_type is None and "delivery_type" in self.__fields_set__:
+            _dict['deliveryType'] = None
+
         return _dict
 
     @classmethod
@@ -125,6 +131,7 @@ class FuturesContractDetails(BaseModel):
             "exchange_name": obj.get("exchangeName"),
             "ticker_step": obj.get("tickerStep"),
             "unit_value": obj.get("unitValue"),
-            "calendars": obj.get("calendars")
+            "calendars": obj.get("calendars"),
+            "delivery_type": obj.get("deliveryType")
         })
         return _obj

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/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/pricing_model.py

@@ -48,6 +48,7 @@ class PricingModel(str, Enum):
     BJERKSUNDSTENSLAND1993 = 'BjerksundStensland1993'
     BONDLOOKUPPRICER = 'BondLookupPricer'
     FLEXIBLELOANPRICER = 'FlexibleLoanPricer'
+    CDSLOOKUPPRICER = 'CdsLookupPricer'
 
     @classmethod
     def from_json(cls, json_str: str) -> PricingModel:

lusid/models/quote_series_id.py

@@ -28,17 +28,14 @@ class QuoteSeriesId(BaseModel):
     provider: constr(strict=True, min_length=1) = Field(..., description="The platform or vendor that provided the quote. The available values are: Client, DataScope, Lusid, Edi, TraderMade, FactSet, SIX, Bloomberg, Rimes, ICE")
     price_source: Optional[StrictStr] = Field(None, alias="priceSource", description="The source or originator of the quote, e.g. a bank or financial institution.")
     instrument_id: constr(strict=True, min_length=1) = Field(..., alias="instrumentId", description="The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.")
-    instrument_id_type: Optional[StrictStr] = Field(..., alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip")
-    quote_type: Optional[StrictStr] = Field(..., alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice")
+    instrument_id_type: StrictStr = Field(..., alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip")
+    quote_type: StrictStr = Field(..., alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. 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, min_length=1) = Field(..., description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid'")
     __properties = ["provider", "priceSource", "instrumentId", "instrumentIdType", "quoteType", "field"]
 
     @validator('instrument_id_type')
     def instrument_id_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value is None:
-            return value
-
         if value not in ('LusidInstrumentId', 'Figi', 'RIC', 'QuotePermId', 'Isin', 'CurrencyPair', 'ClientInternal', 'Sedol', 'Cusip'):
             raise ValueError("must be one of enum values ('LusidInstrumentId', 'Figi', 'RIC', 'QuotePermId', 'Isin', 'CurrencyPair', 'ClientInternal', 'Sedol', 'Cusip')")
         return value
@@ -46,11 +43,8 @@ class QuoteSeriesId(BaseModel):
     @validator('quote_type')
     def quote_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value is None:
-            return value
-
-        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:
@@ -82,16 +76,6 @@ class QuoteSeriesId(BaseModel):
         if self.price_source is None and "price_source" in self.__fields_set__:
             _dict['priceSource'] = None
 
-        # set to None if instrument_id_type (nullable) is None
-        # and __fields_set__ contains the field
-        if self.instrument_id_type is None and "instrument_id_type" in self.__fields_set__:
-            _dict['instrumentIdType'] = None
-
-        # set to None if quote_type (nullable) is None
-        # and __fields_set__ contains the field
-        if self.quote_type is None and "quote_type" in self.__fields_set__:
-            _dict['quoteType'] = None
-
         return _dict
 
     @classmethod

lusid/models/quote_type.py

@@ -43,6 +43,9 @@ class QuoteType(str, Enum):
     POOLFACTOR = 'PoolFactor'
     INFLATIONASSUMPTION = 'InflationAssumption'
     DIRTYPRICE = 'DirtyPrice'
+    PRINCIPALWRITEOFF = 'PrincipalWriteOff'
+    INTERESTDEFERRED = 'InterestDeferred'
+    INTERESTSHORTFALL = 'InterestShortfall'
 
     @classmethod
     def from_json(cls, json_str: str) -> QuoteType:

{lusid_sdk-2.1.262.dist-info → lusid_sdk-2.1.279.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.1.262
+Version: 2.1.279
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT
@@ -29,8 +29,8 @@ FINBOURNE Technology
 
 This Python package is automatically generated by the [OpenAPI Generator](https://openapi-generator.tech) project:
 
-- API version: 0.11.6695
-- Package version: 2.1.262
+- API version: 0.11.6712
+- Package version: 2.1.279
 - Build package: org.openapitools.codegen.languages.PythonClientCodegen
 For more information, please visit [https://www.finbourne.com](https://www.finbourne.com)
 
@@ -854,6 +854,7 @@ Class | Method | HTTP request | Description
  - [CancelledPlacementResult](docs/CancelledPlacementResult.md)
  - [CapFloor](docs/CapFloor.md)
  - [CapitalDistributionEvent](docs/CapitalDistributionEvent.md)
+ - [Cash](docs/Cash.md)
  - [CashAndSecurityOfferElection](docs/CashAndSecurityOfferElection.md)
  - [CashDependency](docs/CashDependency.md)
  - [CashDividendEvent](docs/CashDividendEvent.md)
@@ -918,6 +919,7 @@ Class | Method | HTTP request | Description
  - [ComplianceTemplateVariation](docs/ComplianceTemplateVariation.md)
  - [ComplianceTemplateVariationDto](docs/ComplianceTemplateVariationDto.md)
  - [ComplianceTemplateVariationRequest](docs/ComplianceTemplateVariationRequest.md)
+ - [ComponentFilter](docs/ComponentFilter.md)
  - [ComponentRule](docs/ComponentRule.md)
  - [ComponentTransaction](docs/ComponentTransaction.md)
  - [CompositeBreakdown](docs/CompositeBreakdown.md)

{lusid_sdk-2.1.262.dist-info → lusid_sdk-2.1.279.dist-info}/RECORD

@@ -1,4 +1,4 @@
-lusid/__init__.py,sha256=M9woAUW08ZtwfxDhiZY0CE6lqoo3QLkyPYCVwaRVfMk,112276
+lusid/__init__.py,sha256=4uUxr70SoVUe2qe-aibZWiOk-eqdh1kddeQVYNMqWfI,112404
 lusid/api/__init__.py,sha256=EuHJI-4kmmibn1IVmY9akKMT-R1Bnth9msFll5hlBGY,5652
 lusid/api/abor_api.py,sha256=AvgsHuWE7qRSYJhKveBE2htSjHpqqS0VNJrysAfwME0,159655
 lusid/api/abor_configuration_api.py,sha256=G2bKPtMYOZ2GhUrg-nPJtCa9XIZdZYK7oafcbJWDMP8,64033
@@ -68,7 +68,7 @@ lusid/api/transaction_portfolios_api.py,sha256=7G5m6iTQXTKCc6ASdxnlVJjvFascHxEgD
 lusid/api/translation_api.py,sha256=xTAaKEW96JTDIZBXCjxSguCa7Gz4oVd5jdObUE2egwo,20092
 lusid/api_client.py,sha256=dF6l9RAsdxdQjf6Qn4ny6LB-QXlJmsscWiozCvyyBFA,30709
 lusid/api_response.py,sha256=6-gnhty6lu8MMAERt3_kTVD7UxQgWFfcjgpcq6iN5IU,855
-lusid/configuration.py,sha256=Juys-uvoOBAe59SqtbaSk5v19Efg0x-You0NFYwM9Os,14404
+lusid/configuration.py,sha256=AVkmLG-bck3dmxWkyT9MkEXHIun9DwH1ONBnkNA42Kw,14404
 lusid/exceptions.py,sha256=HIQwgmQrszLlcVCLaqex8dO0laVuejUyOMz7U2ZWJ6s,5326
 lusid/extensions/__init__.py,sha256=dzDHEzpn-9smd2-_UMWQzeyX6Ha4jGf6fnqx7qxKxNI,630
 lusid/extensions/api_client.py,sha256=Ob06urm4Em3MLzgP_geyeeGsPCkU225msW_1kpIeABM,30567
@@ -82,7 +82,7 @@ lusid/extensions/rest.py,sha256=tjVCu-cRrYcjp-ttB975vebPKtBNyBWaeoAdO3QXG2I,1269
 lusid/extensions/retry.py,sha256=orBJ1uF1iT1IncjWX1iGHVqsCgTh0SBe9rtiV_sPnwk,11564
 lusid/extensions/socket_keep_alive.py,sha256=NGlqsv-E25IjJOLGZhXZY6kUdx51nEF8qCQyVdzayRk,1653
 lusid/extensions/tcp_keep_alive_connector.py,sha256=zaGtUsygRsxB1_4B3x39K3ILwztdhMLDv5bFZV7zmGE,3877
-lusid/models/__init__.py,sha256=Q0TBlFd761elWzPyxbQ6X2w9LVpARVivlWo_xcUfbKU,105592
+lusid/models/__init__.py,sha256=YQten1au10WLZf0ewg5xhbqzyzVULrBkJQqoGDFG49k,105720
 lusid/models/a2_b_breakdown.py,sha256=Txi12EIQw3mH6NM-25QkOnHSQc3BVAWrP7yl9bZswSY,2947
 lusid/models/a2_b_category.py,sha256=k6NPAACi0CUjKyhdQac4obQSrPmp2PXD6lkAtCnyEFM,2725
 lusid/models/a2_b_data_record.py,sha256=zKGS2P4fzNpzdcGJiSIpkY4P3d_jAcawYfyuPCDeQgk,9737
@@ -179,6 +179,7 @@ lusid/models/cancel_placements_response.py,sha256=xe43QiiMvapew4BvR1C3wj5tYgn-zL
 lusid/models/cancelled_placement_result.py,sha256=eW3lgoyFakoGKcFSp3WN11bpuJyJun9jm8rVS4hdxwg,3127
 lusid/models/cap_floor.py,sha256=njXRS6hQ-0fmlpaX7VVzLaxB5NpJHTYn_4HMp9e6BSA,6051
 lusid/models/capital_distribution_event.py,sha256=UXD4-9IBaDXgMWueV-ivEeJ8RDDbPsPAq6Xx4bH5dyg,6691
+lusid/models/cash.py,sha256=2Cr5kt0P4mlmsMRwtiFNaMBHwa1YSDGcwhR8XrdWi18,4934
 lusid/models/cash_and_security_offer_election.py,sha256=9xxHftE8QRdsizLEXCyvxFdkPpm9KU3fxz8WNjJv430,3933
 lusid/models/cash_dependency.py,sha256=zwUJWL1OvD_DRCBLNRunbtsw9vBRXcri3hMmlu3oXGI,4182
 lusid/models/cash_dividend_event.py,sha256=Fp9gCJIWoRgBH52CPbRnDS_LIviso9rT0CuPGFZeCiw,6642
@@ -243,7 +244,8 @@ lusid/models/compliance_template_parameter.py,sha256=LWVk_yP-tYBkoUxKzqSozxnjeK8
 lusid/models/compliance_template_variation.py,sha256=mnbKZ78bbQyq7L3LtcXPT2DrymDvCIVR_pzDb4OQ0_Q,4961
 lusid/models/compliance_template_variation_dto.py,sha256=fWH4WbJjLPjpyb0p4_SVeRaVYyb22KOsthPo-sftggE,4300
 lusid/models/compliance_template_variation_request.py,sha256=UFy6md9GFHvKgH2GT0-Cwfg48pSvo2UtKcCYLFZG2js,4361
-lusid/models/component_rule.py,sha256=WMTPlx_YcDM5a51SJqF9N0WTJh4Sio2YFQqsJjgz9TM,2560
+lusid/models/component_filter.py,sha256=lIRWmBzhjHiA3KOraTZ1jFbUBWR2bz5JUet9Kzx2N3I,2590
+lusid/models/component_rule.py,sha256=k2yzTl1UTboGjkXa3aHIO0OOIcoaRKMo8OGXPGMgfBg,2819
 lusid/models/component_transaction.py,sha256=9q-Xj49CIIMWk7QZflkaunWUJAkHiKxaHqdc-owL_8Q,3645
 lusid/models/composite_breakdown.py,sha256=WfT-c2bvOmT9LP1zFI8V2cIWOLJ4LRsaLZH98IImZ8U,3350
 lusid/models/composite_breakdown_request.py,sha256=fjhlpBroC8ys0jwfglD-_HJlsDdp3mDIDmvdyD6llj8,5315
@@ -254,7 +256,7 @@ lusid/models/compounding.py,sha256=yfKEFwGOy8Nndk9IPo9sAfotNM9_bJTIa8b3huUymqw,5
 lusid/models/configuration_recipe.py,sha256=O9gOzlKxFhnnzMxZQwPEwc29wF9fPS86s771qWmcCnk,5894
 lusid/models/constant_volatility_surface.py,sha256=1l4eyD78UaUsyjkX7NhPTuGUYgJY-nXzs4ZACc0dQQs,5178
 lusid/models/constituents_adjustment_header.py,sha256=2wnnigKPOPttpRFJa8yzJspIhyfdLq_8_H5QLsWOQy0,3233
-lusid/models/contract_for_difference.py,sha256=eyxfU-0uZr3PsVPBNRyDDPkegsKPM5B30QQpxCRv4KM,7004
+lusid/models/contract_for_difference.py,sha256=8kxB5x4t-FK-Cp1ODwJHTzKHprWLLATvStOXxNw95XE,7283
 lusid/models/corporate_action.py,sha256=L2jWWTX1qcCL4sxqJw9cp6xjjbGo1aezfHlt84TMRTg,4151
 lusid/models/corporate_action_source.py,sha256=n99ggLwqEUf2ik9Z882RIYVS29IZqI2LqYlPgOBF3zQ,5011
 lusid/models/corporate_action_transition.py,sha256=ZGFoyxH9IrTwlOWPzf7P81dsoRjrbUlYHwgNaeb7a_E,3508
@@ -409,18 +411,18 @@ lusid/models/flow_convention_name.py,sha256=HFTshKIRBvjLdmcd8FzM-6Jb6-dlq-yTOwjC
 lusid/models/flow_conventions.py,sha256=OJBFQ28_-Wp5VCQ_CXwLksvz--6kysJh3zUF8xM8ORE,10512
 lusid/models/forward_rate_agreement.py,sha256=PrTWedcDD8Zr3c7_Z6UrDMKwVtwAFtq5yWzg2Mukl0A,6660
 lusid/models/from_recipe.py,sha256=paSou6poZf5CHkswKhZXc8jXmVcxj7s7kJXRw4ucbfQ,2261
-lusid/models/fund.py,sha256=vTHl_8gL05ZlCw1Wx3pa6scifXqZ5BzLWq-m9pJteYA,8478
+lusid/models/fund.py,sha256=4FENDtVBRDI59lTQ_LdffuIYIPGj7C-LUkL0Wtzn0cc,8958
 lusid/models/fund_configuration.py,sha256=c_IB3yaaStJWgwCfuqGgYoDqSW1phajM3RYFPVpN8Gs,6357
 lusid/models/fund_configuration_properties.py,sha256=hqKaBSMkSYC5UcWxkgDos41GYnm__6-Q23Z6SDsBgM4,4373
 lusid/models/fund_configuration_request.py,sha256=HP-B75VqsIKbnjfEnFVKHQHjxspQWcNOeC8YPz5hOYQ,5106
 lusid/models/fund_properties.py,sha256=f2PxknZIPrfAXR1MHSJxO1sdj_wNJfmulzYYEqdCByA,4242
-lusid/models/fund_request.py,sha256=h9dhzlamZhMN3LVzVfKrqIXi0tjoO6XSqi-oqrCvtD8,7865
+lusid/models/fund_request.py,sha256=fBU3prGytCvKWfAzP0gHj4VUANarueKwB7r9evPoIEI,8345
 lusid/models/fund_share_class.py,sha256=06VL9vb5vKCEmNFQbKPmj_uvJjn9QAyk9WjdD5ICBAA,6623
 lusid/models/funding_leg.py,sha256=b_0D_GqQCPqOllNvb6VSqyjBO4H2v7YYefAj7joTsBI,7455
 lusid/models/funding_leg_options.py,sha256=_GxHVcvcsd96OaNcb7iHs43UUfrwVno_x2cNowUSwjw,3515
 lusid/models/future.py,sha256=9jcXTZJxaijpVAz-8-65Jv9yig4qYQEeU2z9oRdEPaU,9084
 lusid/models/future_expiry_event.py,sha256=88juc3yihAbsYpwMh3ZxrwrgU9C_piGTc_Z9YTbo-MI,5635
-lusid/models/futures_contract_details.py,sha256=crSsBLSWPR8R7gQiUC0XFsYG2GSQtlZIuTUcaJog8HE,7336
+lusid/models/futures_contract_details.py,sha256=CjQVhrPcyBfyVdpob0UD8L5MM3velxwtYxFLyZlwKug,7903
 lusid/models/fx_conventions.py,sha256=hs2udXMqlr1OAwMZDgPjqF-NVDneZ-a8J8lrN90_d5g,2612
 lusid/models/fx_dependency.py,sha256=KAxeXfKxJBPeXk42egQTkladphCeHa58jqOKFXiVAeU,5214
 lusid/models/fx_forward.py,sha256=1_gRS1vvsE6Pm32Z-gWGYqPjprVv3mUYAmigGtVO0nA,8648
@@ -538,7 +540,7 @@ lusid/models/list_aggregation_response.py,sha256=VJR_hkvGitD_xVUwvAufhtQ5ibLI01M
 lusid/models/list_complex_market_data_with_meta_data_response.py,sha256=cniypfHR-ovUTyEFYlGpxUTfb_jI51TW_y0Q8SfS95o,3601
 lusid/models/loan_period.py,sha256=C8oJ0vYb4Z__hhB2MbZHcHy0GMI2RAoKBAwZ1E-7ZiI,2151
 lusid/models/lock_period_diary_entry_request.py,sha256=QlmA6zWLWuI0D5-97xg8_IdzaCTDnpWBHpOMYaL9vLI,3298
-lusid/models/lusid_instrument.py,sha256=hDbH0sqpWNJ4Z0rRL0kSurMLi9bYqWm006pfsuPnrDk,7537
+lusid/models/lusid_instrument.py,sha256=WWj5q0fWiMx_YC-Wayn_kVr56_uQmIGQmNkGkhh6si0,7573
 lusid/models/lusid_problem_details.py,sha256=Y1yNxDwEJ-eP6m_5PsBAIFaJsmfmvqmwrdemWamss34,3844
 lusid/models/lusid_trade_ticket.py,sha256=cjiQkP4yJqjMnnnIC6O2mMPlC34enW9EtmuPMBRr7fs,9952
 lusid/models/lusid_unique_id.py,sha256=xZ2uBRFjQDmi7vcY2i7X8bc878gx8BMCIOIn2qeVO4Y,2137
@@ -548,15 +550,15 @@ lusid/models/mapping.py,sha256=iDaQpBRL0f0Q6sHePxs-vZi3dQPPVfUWLxFFfQ07QCM,4180
 lusid/models/mapping_rule.py,sha256=dsHfOokEp2HrX029E0JsTBmweNAvS9-RCugDDb04ZGc,4965
 lusid/models/market_context.py,sha256=1vSjCeaiosx6BdF5XbuVyFYXVZVyX3mrv_kEUCuOIA0,7596
 lusid/models/market_context_suppliers.py,sha256=njSyqndQ1zLVA2iyB8tU_ATeWtg4NqCuzkUsJGwYH_o,2514
-lusid/models/market_data_key_rule.py,sha256=Qd3z1R6LBQ_-cnyp1WQqfOiTr01Y1R01xb0SSiBwlZs,9275
+lusid/models/market_data_key_rule.py,sha256=ewZvu_dANEIaW7hlNMc7mIa5-0f2aaQKWmWAbdOg92o,9455
 lusid/models/market_data_options.py,sha256=_BBEeqMCbfcmfGtD0fFr3z90kF3mhpsvNRBir1mImA0,3566
 lusid/models/market_data_options_type.py,sha256=NlFpXuMw8cVK5czQY0h0GJhjYP_wpPuOIpin_AzXKwM,697
 lusid/models/market_data_overrides.py,sha256=QuKrYw9r4rZjzeqltcnFffww0F5ZNiRpr8v15C95MLM,3921
-lusid/models/market_data_specific_rule.py,sha256=fnegd5MHEhSNn3fOX3H8YkGah7Y54iBfhEEbFXEcFLU,8280
+lusid/models/market_data_specific_rule.py,sha256=6w6S9tOfZV-5HD5kAvcvCNHNCnSCO3vbkjb4ith9t4c,8460
 lusid/models/market_data_type.py,sha256=4NyCfdwiQjP1MZK_SovXB6IVrspTU56JhmxfSdNRweU,1583
 lusid/models/market_observable_type.py,sha256=E1cl-6yHelmR1b7CarmYNgRHWxhPrFknNrXZlwYywAk,801
 lusid/models/market_options.py,sha256=peTygbETrHWKcKnKsn4ItPbgu0PidKG8d2U-DCApCAo,6247
-lusid/models/market_quote.py,sha256=ZibHoxhLJcdtZ5AgZhyv8HS-jXRdLs8bKHlvTmaZqwI,3145
+lusid/models/market_quote.py,sha256=Ra6tOiimR6Rdf7pAESEWW2IMZG669jU8eNje8NepYZg,3325
 lusid/models/match_criterion.py,sha256=cnLfFgO9k05dH7ooGS7s3d8BvyJNuVMDUh3Yt-SPuec,3568
 lusid/models/maturity_event.py,sha256=ChjKP2EkCeAvBXHf9MEGB29d2mWBQsB7_mwM9BBKRCM,4776
 lusid/models/merger_event.py,sha256=kS1fnAOpon3F5x4QFPO5c0qnHXSofSr_dBbT5wR_KpU,10857
@@ -565,7 +567,7 @@ lusid/models/model_options.py,sha256=MaLJVMOfpgwL_ZLIIrLbLwpC1lhZKNkzMOGlFlVFgSM
 lusid/models/model_options_type.py,sha256=9vvfKHqvTqomRGVbnhsjA9hhCouD-acEgOeMK4OZ8AE,931
 lusid/models/model_property.py,sha256=M8NkEirTngdA1ZPd0N3d4lr5-1vFMNF8HNW_ePHBMV4,3385
 lusid/models/model_schema.py,sha256=i2_Wq4yUjd8nfDnU1HA7WvnLQZQ71jc0oI1GrUk6m_8,3861
-lusid/models/model_selection.py,sha256=0Beg7CsWydF5zEhhdDGOlG7X9BC55beEauD98sYovPw,4086
+lusid/models/model_selection.py,sha256=XfOXNyO6U0cLx3dU_VKYz16po7Cn1wGjPzdpmHl60Q8,4141
 lusid/models/move_orders_to_different_blocks_request.py,sha256=g93gGwV0TqDF1dYM-S9j96BdCySKNrlVG7jlon23P88,2568
 lusid/models/moved_order_to_different_block_response.py,sha256=21MpC1iuv21x3l3WxSOuTkPZveTT31hfcoiYNthUt3o,3162
 lusid/models/movement_type.py,sha256=TzwVWgA0Y9AYA_Zp1S-6FbLibKf8V5J5-GOaV3EraZQ,1221
@@ -725,7 +727,7 @@ lusid/models/posting_module_rule.py,sha256=ts9EcdU97sCixCMSmZQuYTT1hkRm-sU_-wYK5
 lusid/models/posting_module_rules_updated_response.py,sha256=qGQSPvvIjNJJr-F9YOXkQAEXYlsflzcaxMNzOX1tF3k,4288
 lusid/models/premium.py,sha256=R2eYbrUmKAmxdWdmWGuUqg78Hm07y1iVBW7IRu4C92I,2200
 lusid/models/pricing_context.py,sha256=E8B73sz2c6A2o4HykfbMMfaspv4F6gQfx4fjzDLr6EY,7264
-lusid/models/pricing_model.py,sha256=DqxFxGtRJHj3BIDdHqND5MwI9X3d1jh6cPc3hDkzuCk,1447
+lusid/models/pricing_model.py,sha256=hQrGV0w4BhaIiRED3kW3I37UkRop05d3IGHHwyPoFq4,1487
 lusid/models/pricing_options.py,sha256=ueSekxM9_XWSVd7uVELUtY86w-ul8WnLJR2gtTQm264,7961
 lusid/models/processed_command.py,sha256=YJ13QMu5M7XCkOqabOvkh3d-w_7P_2VEgRkliLsjTn4,2970
 lusid/models/property_definition.py,sha256=lcFiMp5z94xW5QY_6hHfpKyxUXW8gCuLUhGcf_cPBfw,17322
@@ -757,8 +759,8 @@ lusid/models/quote_access_metadata_rule_id.py,sha256=qc2bySwq38ZvxuSW105zZehvRFW
 lusid/models/quote_dependency.py,sha256=1xlJfTJjjLVnN5lTY7JQLUT_5IPEUNtNaLUFfBjDC9E,4595
 lusid/models/quote_id.py,sha256=dPe08swumG6Hc4Rk2p2YstGQafjJRcdQTF78EqYZEPk,2419
 lusid/models/quote_instrument_id_type.py,sha256=xLx1GjV_zFUIJcpw2JmCyWmzd9QR6S7ORFajcjtAHBw,886
-lusid/models/quote_series_id.py,sha256=8R3ate409A4V-XqIviXhhxBWfKR0Ksy5R4pD7yuK3Mo,6325
-lusid/models/quote_type.py,sha256=dwYbZgzgJticaNVZmTZaYx6VgJtC30GtjDk9bPyseFQ,958
+lusid/models/quote_series_id.py,sha256=_YpNZz5Gr8Fglegkuj6hDmRZj6nngMrjrHb1HsajxGY,5914
+lusid/models/quote_type.py,sha256=18LUYnfqUvhGJ0utX4QZIDjmZGXxHT1_3dooUPVi5OI,1088
 lusid/models/raw_vendor_event.py,sha256=gj2rgb29Pyy-G8FCpQDiNJcXcr9NhtPX3UPb_2xPE4U,5590
 lusid/models/re_open_period_diary_entry_request.py,sha256=CcQqX5ekcLT_XTdWFJGZAmNQ2I5NMpzkwoLvfdoJ4X0,2792
 lusid/models/realised_gain_loss.py,sha256=SqOAkbqLzwVkwmV4V4kFRLB6n55CJJhIfSDVK7xRHvg,7190
@@ -1094,6 +1096,6 @@ lusid/models/weighted_instruments.py,sha256=1y_y_vw4-LPsbkQx4FOzWdZc5fJnzhVkf1D3
 lusid/models/yield_curve_data.py,sha256=SbxvdJ4-GWK9kpMdw4Fnxc7_kvIMwgsRsd_31UJn7nw,6330
 lusid/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 lusid/rest.py,sha256=TNUzQ3yLNT2L053EdR7R0vNzQh2J3TlYD1T56Dye0W0,10138
-lusid_sdk-2.1.262.dist-info/METADATA,sha256=S2gbmADL2xiHcMXdqh_4J1IwbKH6X7k_UtvMYp_OirA,192500
-lusid_sdk-2.1.262.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-lusid_sdk-2.1.262.dist-info/RECORD,,
+lusid_sdk-2.1.279.dist-info/METADATA,sha256=W9Gney1tgyM6iVwJQZhmTWCMdYgpcz00fDWazrxkTAQ,192570
+lusid_sdk-2.1.279.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+lusid_sdk-2.1.279.dist-info/RECORD,,