lusid-sdk 2.1.386__py3-none-any.whl → 2.1.401__py3-none-any.whl

lusid/models/cdx_credit_event.py

@@ -0,0 +1,114 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+from datetime import datetime
+from typing import Any, Dict, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from lusid.models.instrument_event import InstrumentEvent
+
+class CdxCreditEvent(InstrumentEvent):
+    """
+    Definition of a credit event for credit default swap index (CDX) instruments.  # noqa: E501
+    """
+    default_date: datetime = Field(..., alias="defaultDate", description="The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.")
+    auction_date: Optional[datetime] = Field(None, alias="auctionDate", description="The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.")
+    recovery_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="recoveryRate", description="The fraction of the defaulted debt that can be recovered.")
+    constituent_weight: Union[StrictFloat, StrictInt] = Field(..., alias="constituentWeight", description="The relative weight of the CDX constituent.")
+    constituent_reference: Optional[StrictStr] = Field(None, alias="constituentReference", description="Reference value used to identify the CDX constituent.")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "defaultDate", "auctionDate", "recoveryRate", "constituentWeight", "constituentReference"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
+        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) -> CdxCreditEvent:
+        """Create an instance of CdxCreditEvent from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if auction_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.auction_date is None and "auction_date" in self.__fields_set__:
+            _dict['auctionDate'] = None
+
+        # set to None if recovery_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.recovery_rate is None and "recovery_rate" in self.__fields_set__:
+            _dict['recoveryRate'] = None
+
+        # set to None if constituent_reference (nullable) is None
+        # and __fields_set__ contains the field
+        if self.constituent_reference is None and "constituent_reference" in self.__fields_set__:
+            _dict['constituentReference'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CdxCreditEvent:
+        """Create an instance of CdxCreditEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CdxCreditEvent.parse_obj(obj)
+
+        _obj = CdxCreditEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "default_date": obj.get("defaultDate"),
+            "auction_date": obj.get("auctionDate"),
+            "recovery_rate": obj.get("recoveryRate"),
+            "constituent_weight": obj.get("constituentWeight"),
+            "constituent_reference": obj.get("constituentReference")
+        })
+        # 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/close_event.py

@@ -28,15 +28,15 @@ class CloseEvent(InstrumentEvent):
     """
     start_date: Optional[datetime] = Field(None, alias="startDate", description="The first date on which the instrument could close")
     end_date: Optional[datetime] = Field(None, alias="endDate", description="The last date on which the instrument could close")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "startDate", "endDate"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
         return value
 
     class Config:

lusid/models/credit_premium_cash_flow_event.py

@@ -0,0 +1,102 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+from datetime import datetime
+from typing import Any, Dict, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from lusid.models.instrument_event import InstrumentEvent
+
+class CreditPremiumCashFlowEvent(InstrumentEvent):
+    """
+    Definition of a credit premium cash flow event.  This event describes a premium cashflow for credit default instruments (CDS or CDX).  # noqa: E501
+    """
+    ex_date: datetime = Field(..., alias="exDate", description="The ex-dividend date of the cashflow.")
+    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the cashflow.")
+    currency: StrictStr = Field(..., description="The currency in which the cashflow is paid.")
+    cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="The cashflow amount received for each unit of the instrument held on the ex date.")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "cashFlowPerUnit"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
+        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) -> CreditPremiumCashFlowEvent:
+        """Create an instance of CreditPremiumCashFlowEvent from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # puts key-value pairs in additional_properties in the top level
+        if self.additional_properties is not None:
+            for _key, _value in self.additional_properties.items():
+                _dict[_key] = _value
+
+        # set to None if cash_flow_per_unit (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cash_flow_per_unit is None and "cash_flow_per_unit" in self.__fields_set__:
+            _dict['cashFlowPerUnit'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CreditPremiumCashFlowEvent:
+        """Create an instance of CreditPremiumCashFlowEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CreditPremiumCashFlowEvent.parse_obj(obj)
+
+        _obj = CreditPremiumCashFlowEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "ex_date": obj.get("exDate"),
+            "payment_date": obj.get("paymentDate"),
+            "currency": obj.get("currency"),
+            "cash_flow_per_unit": obj.get("cashFlowPerUnit")
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj

lusid/models/dividend_option_event.py

@@ -35,15 +35,15 @@ class DividendOptionEvent(InstrumentEvent):
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
     security_elections: conlist(SecurityElection) = Field(..., alias="securityElections", description="SecurityElection for this DividendReinvestmentEvent")
     security_settlement_date: Optional[datetime] = Field(None, alias="securitySettlementDate", description="The settlement date of the additional units.  Equal to the PaymentDate if not provided.")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "announcementDate", "cashElections", "exDate", "paymentDate", "recordDate", "securityElections", "securitySettlementDate"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
         return value
 
     class Config:

lusid/models/dividend_reinvestment_event.py

@@ -35,15 +35,15 @@ class DividendReinvestmentEvent(InstrumentEvent):
     record_date: datetime = Field(..., alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
     security_elections: conlist(SecurityElection) = Field(..., alias="securityElections", description="SecurityElection for this DividendReinvestmentEvent")
     security_settlement_date: Optional[datetime] = Field(None, alias="securitySettlementDate", description="The settlement date of the additional units.  Equal to the PaymentDate if not provided.")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "announcementDate", "cashElections", "exDate", "paymentDate", "recordDate", "securityElections", "securitySettlementDate"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
         return value
 
     class Config:

lusid/models/entity_change_item.py

@@ -0,0 +1,121 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+from datetime import datetime
+from typing import Any, Dict, Optional
+from pydantic.v1 import BaseModel, Field, StrictInt, StrictStr, constr
+
+class EntityChangeItem(BaseModel):
+    """
+    Defines a change that occured for an entity  # noqa: E501
+    """
+    as_at_modified: datetime = Field(..., alias="asAtModified", description="The date/time of the change.")
+    user_id_modified: constr(strict=True, min_length=1) = Field(..., alias="userIdModified", description="The unique identifier of the user that made the change.")
+    request_id_modified: constr(strict=True, min_length=1) = Field(..., alias="requestIdModified", description="The unique identifier of the request that the changes were part of.")
+    as_at_version_number: StrictInt = Field(..., alias="asAtVersionNumber", description="The version number for the entity (the entity was created at version 1). This may refer to the version number of a changed related entity, not a change for the entity itself.")
+    action: constr(strict=True, min_length=1) = Field(..., description="The action performed on the entity.")
+    action_description: constr(strict=True, min_length=1) = Field(..., alias="actionDescription", description="Description of the action performed on the entity.")
+    attribute_name: Optional[StrictStr] = Field(None, alias="attributeName", description="The name of the field or property that has been changed.")
+    previous_value: Optional[Any] = Field(None, alias="previousValue", description="The value of the attribute prior to the change.")
+    new_value: Optional[Any] = Field(None, alias="newValue", description="The value of the attribute following the change.")
+    effective_from: Optional[datetime] = Field(None, alias="effectiveFrom", description="The effective datetime from which the field's new value is valid.")
+    effective_until: Optional[datetime] = Field(None, alias="effectiveUntil", description="The effective datetime until which the field's new value is valid.")
+    detail: Optional[Dict[str, StrictStr]] = Field(None, description="Information about the particular instance of the ChangeItem (supplied information depends on the type of Action).")
+    __properties = ["asAtModified", "userIdModified", "requestIdModified", "asAtVersionNumber", "action", "actionDescription", "attributeName", "previousValue", "newValue", "effectiveFrom", "effectiveUntil", "detail"]
+
+    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) -> EntityChangeItem:
+        """Create an instance of EntityChangeItem 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)
+        # set to None if attribute_name (nullable) is None
+        # and __fields_set__ contains the field
+        if self.attribute_name is None and "attribute_name" in self.__fields_set__:
+            _dict['attributeName'] = None
+
+        # set to None if previous_value (nullable) is None
+        # and __fields_set__ contains the field
+        if self.previous_value is None and "previous_value" in self.__fields_set__:
+            _dict['previousValue'] = None
+
+        # set to None if new_value (nullable) is None
+        # and __fields_set__ contains the field
+        if self.new_value is None and "new_value" in self.__fields_set__:
+            _dict['newValue'] = None
+
+        # set to None if effective_from (nullable) is None
+        # and __fields_set__ contains the field
+        if self.effective_from is None and "effective_from" in self.__fields_set__:
+            _dict['effectiveFrom'] = None
+
+        # set to None if effective_until (nullable) is None
+        # and __fields_set__ contains the field
+        if self.effective_until is None and "effective_until" in self.__fields_set__:
+            _dict['effectiveUntil'] = None
+
+        # set to None if detail (nullable) is None
+        # and __fields_set__ contains the field
+        if self.detail is None and "detail" in self.__fields_set__:
+            _dict['detail'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> EntityChangeItem:
+        """Create an instance of EntityChangeItem from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return EntityChangeItem.parse_obj(obj)
+
+        _obj = EntityChangeItem.parse_obj({
+            "as_at_modified": obj.get("asAtModified"),
+            "user_id_modified": obj.get("userIdModified"),
+            "request_id_modified": obj.get("requestIdModified"),
+            "as_at_version_number": obj.get("asAtVersionNumber"),
+            "action": obj.get("action"),
+            "action_description": obj.get("actionDescription"),
+            "attribute_name": obj.get("attributeName"),
+            "previous_value": obj.get("previousValue"),
+            "new_value": obj.get("newValue"),
+            "effective_from": obj.get("effectiveFrom"),
+            "effective_until": obj.get("effectiveUntil"),
+            "detail": obj.get("detail")
+        })
+        return _obj

lusid/models/exercise_event.py

@@ -30,15 +30,15 @@ class ExerciseEvent(InstrumentEvent):
     instrument: LusidInstrument = Field(...)
     anchor_date: datetime = Field(..., alias="anchorDate", description="The date the exercise window starts, or point it takes effect on.")
     event_window_end: Optional[datetime] = Field(None, alias="eventWindowEnd", description="The date the exercise window ends, or point it takes effect on.")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "instrument", "anchorDate", "eventWindowEnd"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
         return value
 
     class Config:

lusid/models/expiry_event.py

@@ -27,15 +27,15 @@ class ExpiryEvent(InstrumentEvent):
     Definition of an Expiry Event  This is an event that describes the expiry of the instrument.  # noqa: E501
     """
     expiry_date: datetime = Field(..., alias="expiryDate", description="Expiry 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, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "expiryDate"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
         return value
 
     class Config:

lusid/models/fund_amount.py

@@ -25,7 +25,7 @@ class FundAmount(BaseModel):
     """
     FundAmount
     """
-    value: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The value of the amount.")
+    value: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The value of the amount in the fund currency.")
     __properties = ["value"]
 
     class Config:

lusid/models/future_expiry_event.py

@@ -29,15 +29,15 @@ class FutureExpiryEvent(InstrumentEvent):
     expiry_date: datetime = Field(..., alias="expiryDate", description="Expiry date of the Future instrument.")
     settlement_currency: StrictStr = Field(..., alias="settlementCurrency", description="Settlement currency of the Future instrument.")
     notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="notionalAmountPerUnit", description="The notional amount of each unit in the Future 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, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "expiryDate", "settlementCurrency", "notionalAmountPerUnit"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
         return value
 
     class Config:

lusid/models/futures_contract_details.py

@@ -29,7 +29,7 @@ class FuturesContractDetails(BaseModel):
     fgn_ccy: Optional[StrictStr] = Field(None, alias="fgnCcy", description="Currency of the underlying, for use with FX Futures")
     asset_class: Optional[StrictStr] = Field(None, alias="assetClass", description="The asset class of the underlying. Optional and will default to Unknown if not set.    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].")
     contract_code: constr(strict=True, min_length=1) = Field(..., alias="contractCode", description="The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc.")
-    contract_month: constr(strict=True, min_length=1) = Field(..., alias="contractMonth", description="Which month does the contract trade for.    Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z].")
+    contract_month: Optional[StrictStr] = Field(None, alias="contractMonth", description="Which month does the contract trade for.    Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z].")
     contract_size: Union[StrictFloat, StrictInt] = Field(..., alias="contractSize", description="Size of a single contract.")
     convention: Optional[StrictStr] = Field(None, description="If appropriate, the day count convention method used in pricing (rates futures).  For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)                Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].")
     country: Optional[StrictStr] = Field(None, description="Country (code) for the exchange.")
@@ -76,6 +76,11 @@ class FuturesContractDetails(BaseModel):
         if self.asset_class is None and "asset_class" in self.__fields_set__:
             _dict['assetClass'] = None
 
+        # set to None if contract_month (nullable) is None
+        # and __fields_set__ contains the field
+        if self.contract_month is None and "contract_month" in self.__fields_set__:
+            _dict['contractMonth'] = None
+
         # set to None if convention (nullable) is None
         # and __fields_set__ contains the field
         if self.convention is None and "convention" in self.__fields_set__:

lusid/models/fx_forward_settlement_event.py

@@ -37,15 +37,16 @@ class FxForwardSettlementEvent(InstrumentEvent):
     cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  CashFlow per unit.  Paid in the SettlementCcy.")
     domestic_to_foreign_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domesticToForeignRate", description="Domestic currency to foreign currency FX rate.  Not required, only used to override quotes.")
     domestic_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domesticToSettlementRate", description="Domestic currency to settlement currency FX rate  Not required, only used to override quotes.")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent")
+    foreign_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="foreignToSettlementRate", description="Foreign currency to settlement currency FX rate  Not required, only used to override quotes.")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentEventType", "maturityDate", "domAmountPerUnit", "domCcy", "fgnAmountPerUnit", "fgnCcy", "isNdf", "fixingDate", "settlementCcy", "cashFlowPerUnit", "domesticToForeignRate", "domesticToSettlementRate"]
+    __properties = ["instrumentEventType", "maturityDate", "domAmountPerUnit", "domCcy", "fgnAmountPerUnit", "fgnCcy", "isNdf", "fixingDate", "settlementCcy", "cashFlowPerUnit", "domesticToForeignRate", "domesticToSettlementRate", "foreignToSettlementRate"]
 
     @validator('instrument_event_type')
     def instrument_event_type_validate_enum(cls, value):
         """Validates the enum"""
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent'):
-            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent')")
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent')")
         return value
 
     class Config:
@@ -70,6 +71,7 @@ class FxForwardSettlementEvent(InstrumentEvent):
         """Returns the dictionary representation of the model using alias"""
         _dict = self.dict(by_alias=True,
                           exclude={
+                            "foreign_to_settlement_rate",
                             "additional_properties"
                           },
                           exclude_none=True)
@@ -103,6 +105,11 @@ class FxForwardSettlementEvent(InstrumentEvent):
         if self.domestic_to_settlement_rate is None and "domestic_to_settlement_rate" in self.__fields_set__:
             _dict['domesticToSettlementRate'] = None
 
+        # set to None if foreign_to_settlement_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.foreign_to_settlement_rate is None and "foreign_to_settlement_rate" in self.__fields_set__:
+            _dict['foreignToSettlementRate'] = None
+
         return _dict
 
     @classmethod
@@ -126,7 +133,8 @@ class FxForwardSettlementEvent(InstrumentEvent):
             "settlement_ccy": obj.get("settlementCcy"),
             "cash_flow_per_unit": obj.get("cashFlowPerUnit"),
             "domestic_to_foreign_rate": obj.get("domesticToForeignRate"),
-            "domestic_to_settlement_rate": obj.get("domesticToSettlementRate")
+            "domestic_to_settlement_rate": obj.get("domesticToSettlementRate"),
+            "foreign_to_settlement_rate": obj.get("foreignToSettlementRate")
         })
         # store additional fields in additional_properties
         for _key in obj.keys():