lusid-sdk 2.1.405__py3-none-any.whl → 2.1.537__py3-none-any.whl

lusid/models/fee_request.py

@@ -18,8 +18,8 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, constr, validator
+from typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
 from lusid.models.day_month import DayMonth
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
@@ -29,23 +29,24 @@ class FeeRequest(BaseModel):
     FeeRequest
     """
     code: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The code of the Fee.")
-    fee_type: ResourceId = Field(..., alias="feeType")
-    name: constr(strict=True, max_length=256, min_length=1) = Field(..., description="The name of the Fee.")
+    fee_type_id: ResourceId = Field(..., alias="feeTypeId")
+    display_name: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="displayName", description="The name of the Fee.")
     description: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="A description for the Fee.")
     origin: Optional[constr(strict=True, max_length=512, min_length=1)] = Field(None, description="The origin or source of the Fee accrual.")
-    calculation_base: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, alias="calculationBase", description="The calculation base for the Fee that is calculated using a percentage. (TotalAnnualAccrualAmount and CalculationBase cannot both be present)")
+    calculation_base: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, alias="calculationBase", description="The calculation base for a Fee that is calculated using a percentage (TotalAnnualAccrualAmount and CalculationBase cannot both be present). When the Fee is a ShareClass Fee (i.e: when ShareClasses contains at least one value), each of the following would be a valid CalculationBase: \"10000.00\", \"ShareClass.GAV\", \"ShareClass.GAV - ShareClass.Fees[ShareClassFeeCode1].Amount\", \"ShareClass.Fees[ShareClassFeeCode1].CalculationBase\". When the Fee is a NonShareClassSpecific Fee (i.e: when ShareClasses contains no values), each of the following would be a valid CalculationBase: \"10000.00\", \"GAV\", \"GAV - Fees[NonClassSpecificFeeCode1].Amount\", \"Fees[NonClassSpecificFeeCode1].CalculationBase\". ")
     accrual_currency: constr(strict=True, max_length=3, min_length=0) = Field(..., alias="accrualCurrency", description="The accrual currency.")
     treatment: constr(strict=True, min_length=1) = Field(..., description="The accrual period of the Fee; 'Monthly' or 'Daily'.")
     total_annual_accrual_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="totalAnnualAccrualAmount", description="The total annual accrued amount for the Fee. (TotalAnnualAccrualAmount and CalculationBase cannot both be present)")
     fee_rate_percentage: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="feeRatePercentage", description="The fee rate percentage. (Required when CalculationBase is present and not compatible with TotalAnnualAccrualAmount)")
     payable_frequency: constr(strict=True, min_length=1) = Field(..., alias="payableFrequency", description="The payable frequency for the Fee; 'Annually', 'Quarterly' or 'Monthly'.")
-    business_day_convention: constr(strict=True, min_length=1) = Field(..., alias="businessDayConvention", description="The business day convention to use for Fee calculations on weekends. Supported string values are: [Previous, P, Following, F].")
+    business_day_convention: constr(strict=True, min_length=1) = Field(..., alias="businessDayConvention", description="The business day convention to use for Fee calculations on weekends or holidays. Supported string values are: [Previous, P, Following, F, None].")
     start_date: datetime = Field(..., alias="startDate", description="The start date of the Fee.")
     end_date: Optional[datetime] = Field(None, alias="endDate", description="The end date of the Fee.")
     anchor_date: Optional[DayMonth] = Field(None, alias="anchorDate")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="The Fee properties. These will be from the 'Fee' domain.")
     portfolio_id: Optional[ResourceId] = Field(None, alias="portfolioId")
-    __properties = ["code", "feeType", "name", "description", "origin", "calculationBase", "accrualCurrency", "treatment", "totalAnnualAccrualAmount", "feeRatePercentage", "payableFrequency", "businessDayConvention", "startDate", "endDate", "anchorDate", "properties", "portfolioId"]
+    share_classes: Optional[conlist(StrictStr)] = Field(None, alias="shareClasses", description="The short codes of the ShareClasses that the Fee should be applied to. Optional: if this is null or empty, then the Fee will be divided between all the ShareClasses of the Fund according to the capital ratio.")
+    __properties = ["code", "feeTypeId", "displayName", "description", "origin", "calculationBase", "accrualCurrency", "treatment", "totalAnnualAccrualAmount", "feeRatePercentage", "payableFrequency", "businessDayConvention", "startDate", "endDate", "anchorDate", "properties", "portfolioId", "shareClasses"]
 
     @validator('code')
     def code_validate_regular_expression(cls, value):
@@ -88,9 +89,9 @@ class FeeRequest(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
-        # override the default output from pydantic by calling `to_dict()` of fee_type
-        if self.fee_type:
-            _dict['feeType'] = self.fee_type.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of fee_type_id
+        if self.fee_type_id:
+            _dict['feeTypeId'] = self.fee_type_id.to_dict()
         # override the default output from pydantic by calling `to_dict()` of anchor_date
         if self.anchor_date:
             _dict['anchorDate'] = self.anchor_date.to_dict()
@@ -139,6 +140,11 @@ class FeeRequest(BaseModel):
         if self.properties is None and "properties" in self.__fields_set__:
             _dict['properties'] = None
 
+        # set to None if share_classes (nullable) is None
+        # and __fields_set__ contains the field
+        if self.share_classes is None and "share_classes" in self.__fields_set__:
+            _dict['shareClasses'] = None
+
         return _dict
 
     @classmethod
@@ -152,8 +158,8 @@ class FeeRequest(BaseModel):
 
         _obj = FeeRequest.parse_obj({
             "code": obj.get("code"),
-            "fee_type": ResourceId.from_dict(obj.get("feeType")) if obj.get("feeType") is not None else None,
-            "name": obj.get("name"),
+            "fee_type_id": ResourceId.from_dict(obj.get("feeTypeId")) if obj.get("feeTypeId") is not None else None,
+            "display_name": obj.get("displayName"),
             "description": obj.get("description"),
             "origin": obj.get("origin"),
             "calculation_base": obj.get("calculationBase"),
@@ -172,6 +178,7 @@ class FeeRequest(BaseModel):
             )
             if obj.get("properties") is not None
             else None,
-            "portfolio_id": ResourceId.from_dict(obj.get("portfolioId")) if obj.get("portfolioId") is not None else None
+            "portfolio_id": ResourceId.from_dict(obj.get("portfolioId")) if obj.get("portfolioId") is not None else None,
+            "share_classes": obj.get("shareClasses")
         })
         return _obj

lusid/models/fee_type.py

@@ -31,12 +31,12 @@ class FeeType(BaseModel):
     """
     href: Optional[StrictStr] = Field(None, description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.")
     id: ResourceId = Field(...)
-    name: constr(strict=True, min_length=1) = Field(..., description="The name of the fee type.")
+    display_name: constr(strict=True, min_length=1) = Field(..., alias="displayName", description="The name of the fee type.")
     description: constr(strict=True, min_length=1) = Field(..., description="The description of the fee type.")
-    component_transactions: conlist(ComponentTransaction) = Field(..., alias="componentTransactions", description="A set of component transactions that relate to the fee type.")
+    component_transactions: conlist(ComponentTransaction) = Field(..., alias="componentTransactions", description="A set of component transactions that relate to the fee type to be created.")
     version: Optional[Version] = None
     links: Optional[conlist(Link)] = None
-    __properties = ["href", "id", "name", "description", "componentTransactions", "version", "links"]
+    __properties = ["href", "id", "displayName", "description", "componentTransactions", "version", "links"]
 
     class Config:
         """Pydantic configuration"""
@@ -106,7 +106,7 @@ class FeeType(BaseModel):
         _obj = FeeType.parse_obj({
             "href": obj.get("href"),
             "id": ResourceId.from_dict(obj.get("id")) if obj.get("id") is not None else None,
-            "name": obj.get("name"),
+            "display_name": obj.get("displayName"),
             "description": obj.get("description"),
             "component_transactions": [ComponentTransaction.from_dict(_item) for _item in obj.get("componentTransactions")] if obj.get("componentTransactions") is not None else None,
             "version": Version.from_dict(obj.get("version")) if obj.get("version") is not None else None,

lusid/models/fee_type_request.py

@@ -27,10 +27,10 @@ class FeeTypeRequest(BaseModel):
     FeeTypeRequest
     """
     code: constr(strict=True, max_length=64, min_length=1) = Field(...)
-    name: constr(strict=True, max_length=256, min_length=1) = Field(..., description="The name of the fee type.")
+    display_name: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="displayName", description="The name of the fee type.")
     description: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="The description of the fee type.")
     component_transactions: conlist(ComponentTransaction, max_items=1000) = Field(..., alias="componentTransactions", description="A set of component transactions that relate to the fee type to be created.")
-    __properties = ["code", "name", "description", "componentTransactions"]
+    __properties = ["code", "displayName", "description", "componentTransactions"]
 
     @validator('code')
     def code_validate_regular_expression(cls, value):
@@ -98,7 +98,7 @@ class FeeTypeRequest(BaseModel):
 
         _obj = FeeTypeRequest.parse_obj({
             "code": obj.get("code"),
-            "name": obj.get("name"),
+            "display_name": obj.get("displayName"),
             "description": obj.get("description"),
             "component_transactions": [ComponentTransaction.from_dict(_item) for _item in obj.get("componentTransactions")] if obj.get("componentTransactions") is not None else None
         })

lusid/models/fixed_leg.py

@@ -33,15 +33,15 @@ class FixedLeg(InstrumentLeg):
     leg_definition: LegDefinition = Field(..., alias="legDefinition")
     notional: Union[StrictFloat, StrictInt] = Field(...)
     overrides: Optional[FixedLegAllOfOverrides] = None
-    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")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides"]
 
     @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')")
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility')")
         return value
 
     class Config:

lusid/models/fixed_schedule.py

@@ -29,15 +29,15 @@ class FixedSchedule(Schedule):
     """
     Schedule for fixed coupon payments  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="Date to start generate from")
-    maturity_date: datetime = Field(..., alias="maturityDate", description="Date to generate to")
+    start_date: datetime = Field(..., alias="startDate", description="Date from which LUSID starts generating the payment schedule.")
+    maturity_date: datetime = Field(..., alias="maturityDate", description="Last date of the payment generation schedule. May not necessarily be the maturity date  of the underlying instrument (e.g. in case the instrument has multiple payment schedules).")
     flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
     coupon_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="couponRate", description="Coupon rate given as a fraction.")
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     ex_dividend_days: Optional[StrictInt] = Field(None, alias="exDividendDays", description="Optional. Number of calendar days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.")
     notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Scaling factor, the quantity outstanding on which the rate will be paid.")
     payment_currency: StrictStr = Field(..., alias="paymentCurrency", description="Payment currency. This does not have to be the same as the nominal bond or observation/reset currency.")
-    stub_type: Optional[StrictStr] = Field(None, alias="stubType", description="StubType required of the schedule    Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].")
+    stub_type: Optional[StrictStr] = Field(None, alias="stubType", description="When a payment schedule doesn't have regular payment intervals just because of the  first and/or last coupons of the schedule, we call those irregular coupons stubs.  This configuration specifies what type of stub is used when building the schedule  Supported values are:  None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour.  ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period.  ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period.  LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period.  LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period.  Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.")
     ex_dividend_configuration: Optional[ExDividendConfiguration] = Field(None, alias="exDividendConfiguration")
     schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid")
     additional_properties: Dict[str, Any] = {}

lusid/models/flexible_loan.py

@@ -31,15 +31,15 @@ class FlexibleLoan(LusidInstrument):
     maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
     dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
     schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the loan.")
-    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")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules"]
 
     @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')")
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility')")
         return value
 
     class Config:

lusid/models/float_schedule.py

@@ -29,10 +29,10 @@ from lusid.models.schedule import Schedule
 
 class FloatSchedule(Schedule):
     """
-    Schedule for fixed coupon payments  # noqa: E501
+    Schedule for floating rate coupon payments.  # noqa: E501
     """
-    start_date: Optional[datetime] = Field(None, alias="startDate", description="Date to start generate from")
-    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="Date to generate to")
+    start_date: Optional[datetime] = Field(None, alias="startDate", description="Date from which LUSID starts generating the payment schedule.")
+    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="Last date of the payment generation schedule. May not necessarily be the maturity date  of the underlying instrument (e.g. in case the instrument has multiple payment schedules).")
     flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     ex_dividend_days: Optional[StrictInt] = Field(None, alias="exDividendDays", description="Optional. Number of calendar days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.")
@@ -41,7 +41,7 @@ class FloatSchedule(Schedule):
     notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Scaling factor, the quantity outstanding on which the rate will be paid.")
     payment_currency: StrictStr = Field(..., alias="paymentCurrency", description="Payment currency. This does not have to be the same as the nominal bond or observation/reset currency.")
     spread: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Spread over floating rate given as a fraction.")
-    stub_type: Optional[StrictStr] = Field(None, alias="stubType", description="StubType required of the schedule    Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].")
+    stub_type: Optional[StrictStr] = Field(None, alias="stubType", description="When a payment schedule doesn't have regular payment intervals just because of the  first and/or last coupons of the schedule, we call those irregular coupons stubs.  This configuration specifies what type of stub is used when building the schedule  Supported values are:  None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour.  ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period.  ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period.  LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period.  LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period.  Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.")
     ex_dividend_configuration: Optional[ExDividendConfiguration] = Field(None, alias="exDividendConfiguration")
     compounding: Optional[Compounding] = None
     reset_convention: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="resetConvention", description="Control how resets are generated relative to payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].")

lusid/models/floating_leg.py

@@ -35,15 +35,15 @@ class FloatingLeg(InstrumentLeg):
     overrides: Optional[FixedLegAllOfOverrides] = None
     cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="capRate", description="The maximum floating rate which a cashflow can accrue.")
     floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorRate", description="The minimum floating rate which a cashflow can accrue.")
-    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")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "capRate", "floorRate"]
 
     @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')")
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility')")
         return value
 
     class Config:

lusid/models/flow_conventions.py

@@ -20,6 +20,7 @@ import json
 
 from typing import Any, Dict, List, Optional
 from pydantic.v1 import BaseModel, Field, StrictBool, StrictInt, StrictStr, conlist, constr, validator
+from lusid.models.relative_date_offset import RelativeDateOffset
 
 class FlowConventions(BaseModel):
     """
@@ -37,9 +38,10 @@ class FlowConventions(BaseModel):
     accrual_date_adjustment: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="accrualDateAdjustment", description="Indicates if the accrual dates are adjusted using the business day convention. The default value is 'Adjusted'.    Supported string (enumeration) values are: [Adjusted, Unadjusted].")
     business_day_convention: Optional[StrictStr] = Field(None, alias="businessDayConvention", description="When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day.    Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].")
     accrual_day_count_convention: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="accrualDayCountConvention", description="Optional, if not set the main DayCountConvention is used for all accrual calculations.  This only needs to be set when accrual uses a different day count to the coupon calculation.")
+    coupon_payment_lag: Optional[RelativeDateOffset] = Field(None, alias="couponPaymentLag")
     scope: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, description="The scope used when updating or inserting the convention.")
     code: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, description="The code of the convention.")
-    __properties = ["currency", "paymentFrequency", "dayCountConvention", "rollConvention", "paymentCalendars", "resetCalendars", "settleDays", "resetDays", "leapDaysIncluded", "accrualDateAdjustment", "businessDayConvention", "accrualDayCountConvention", "scope", "code"]
+    __properties = ["currency", "paymentFrequency", "dayCountConvention", "rollConvention", "paymentCalendars", "resetCalendars", "settleDays", "resetDays", "leapDaysIncluded", "accrualDateAdjustment", "businessDayConvention", "accrualDayCountConvention", "couponPaymentLag", "scope", "code"]
 
     @validator('scope')
     def scope_validate_regular_expression(cls, value):
@@ -85,6 +87,9 @@ class FlowConventions(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of coupon_payment_lag
+        if self.coupon_payment_lag:
+            _dict['couponPaymentLag'] = self.coupon_payment_lag.to_dict()
         # set to None if leap_days_included (nullable) is None
         # and __fields_set__ contains the field
         if self.leap_days_included is None and "leap_days_included" in self.__fields_set__:
@@ -139,6 +144,7 @@ class FlowConventions(BaseModel):
             "accrual_date_adjustment": obj.get("accrualDateAdjustment"),
             "business_day_convention": obj.get("businessDayConvention"),
             "accrual_day_count_convention": obj.get("accrualDayCountConvention"),
+            "coupon_payment_lag": RelativeDateOffset.from_dict(obj.get("couponPaymentLag")) if obj.get("couponPaymentLag") is not None else None,
             "scope": obj.get("scope"),
             "code": obj.get("code")
         })

lusid/models/forward_rate_agreement.py

@@ -34,15 +34,15 @@ class ForwardRateAgreement(LusidInstrument):
     fra_rate: Union[StrictFloat, StrictInt] = Field(..., alias="fraRate", description="The rate at which the FRA is traded.")
     notional: Union[StrictFloat, StrictInt] = Field(..., description="The amount for which the FRA is traded.")
     index_convention: Optional[IndexConvention] = Field(None, alias="indexConvention")
-    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")
+    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility")
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "fixingDate", "fraRate", "notional", "indexConvention"]
 
     @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')")
+        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility'):
+            raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility')")
         return value
 
     class Config:

lusid/models/fund_configuration.py

@@ -20,7 +20,7 @@ import json
 
 from typing import Any, Dict, List, Optional
 from pydantic.v1 import BaseModel, Field, StrictStr, conlist
-from lusid.models.component_rule import ComponentRule
+from lusid.models.component_filter import ComponentFilter
 from lusid.models.link import Link
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
@@ -34,13 +34,13 @@ class FundConfiguration(BaseModel):
     id: ResourceId = Field(...)
     display_name: Optional[StrictStr] = Field(None, alias="displayName", description="The name of the FundConfiguration.")
     description: Optional[StrictStr] = Field(None, description="A description for the FundConfiguration.")
-    dealing_rule: Optional[ComponentRule] = Field(None, alias="dealingRule")
-    pnl_rule: Optional[ComponentRule] = Field(None, alias="pnlRule")
-    back_out_rule: Optional[ComponentRule] = Field(None, alias="backOutRule")
+    dealing_filters: Optional[conlist(ComponentFilter)] = Field(None, alias="dealingFilters", description="The set of filters used to decide which JE lines are included in the dealing.")
+    pnl_filters: Optional[conlist(ComponentFilter)] = Field(None, alias="pnlFilters", description="The set of filters used to decide which JE lines are included in the PnL.")
+    back_out_filters: Optional[conlist(ComponentFilter)] = Field(None, alias="backOutFilters", description="The set of filters used to decide which JE lines are included in the back outs.")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the Fund Configuration.")
     version: Optional[Version] = None
     links: Optional[conlist(Link)] = None
-    __properties = ["href", "id", "displayName", "description", "dealingRule", "pnlRule", "backOutRule", "properties", "version", "links"]
+    __properties = ["href", "id", "displayName", "description", "dealingFilters", "pnlFilters", "backOutFilters", "properties", "version", "links"]
 
     class Config:
         """Pydantic configuration"""
@@ -69,15 +69,27 @@ class FundConfiguration(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 dealing_rule
-        if self.dealing_rule:
-            _dict['dealingRule'] = self.dealing_rule.to_dict()
-        # override the default output from pydantic by calling `to_dict()` of pnl_rule
-        if self.pnl_rule:
-            _dict['pnlRule'] = self.pnl_rule.to_dict()
-        # override the default output from pydantic by calling `to_dict()` of back_out_rule
-        if self.back_out_rule:
-            _dict['backOutRule'] = self.back_out_rule.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in dealing_filters (list)
+        _items = []
+        if self.dealing_filters:
+            for _item in self.dealing_filters:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['dealingFilters'] = _items
+        # override the default output from pydantic by calling `to_dict()` of each item in pnl_filters (list)
+        _items = []
+        if self.pnl_filters:
+            for _item in self.pnl_filters:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['pnlFilters'] = _items
+        # override the default output from pydantic by calling `to_dict()` of each item in back_out_filters (list)
+        _items = []
+        if self.back_out_filters:
+            for _item in self.back_out_filters:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['backOutFilters'] = _items
         # override the default output from pydantic by calling `to_dict()` of each value in properties (dict)
         _field_dict = {}
         if self.properties:
@@ -110,6 +122,21 @@ class FundConfiguration(BaseModel):
         if self.description is None and "description" in self.__fields_set__:
             _dict['description'] = None
 
+        # set to None if dealing_filters (nullable) is None
+        # and __fields_set__ contains the field
+        if self.dealing_filters is None and "dealing_filters" in self.__fields_set__:
+            _dict['dealingFilters'] = None
+
+        # set to None if pnl_filters (nullable) is None
+        # and __fields_set__ contains the field
+        if self.pnl_filters is None and "pnl_filters" in self.__fields_set__:
+            _dict['pnlFilters'] = None
+
+        # set to None if back_out_filters (nullable) is None
+        # and __fields_set__ contains the field
+        if self.back_out_filters is None and "back_out_filters" in self.__fields_set__:
+            _dict['backOutFilters'] = None
+
         # set to None if properties (nullable) is None
         # and __fields_set__ contains the field
         if self.properties is None and "properties" in self.__fields_set__:
@@ -136,9 +163,9 @@ class FundConfiguration(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"),
-            "dealing_rule": ComponentRule.from_dict(obj.get("dealingRule")) if obj.get("dealingRule") is not None else None,
-            "pnl_rule": ComponentRule.from_dict(obj.get("pnlRule")) if obj.get("pnlRule") is not None else None,
-            "back_out_rule": ComponentRule.from_dict(obj.get("backOutRule")) if obj.get("backOutRule") is not None else None,
+            "dealing_filters": [ComponentFilter.from_dict(_item) for _item in obj.get("dealingFilters")] if obj.get("dealingFilters") is not None else None,
+            "pnl_filters": [ComponentFilter.from_dict(_item) for _item in obj.get("pnlFilters")] if obj.get("pnlFilters") is not None else None,
+            "back_out_filters": [ComponentFilter.from_dict(_item) for _item in obj.get("backOutFilters")] if obj.get("backOutFilters") is not None else None,
             "properties": dict(
                 (_k, ModelProperty.from_dict(_v))
                 for _k, _v in obj.get("properties").items()

lusid/models/fund_configuration_request.py

@@ -18,9 +18,9 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, constr, validator
-from lusid.models.component_rule import ComponentRule
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import BaseModel, Field, conlist, constr, validator
+from lusid.models.component_filter import ComponentFilter
 from lusid.models.model_property import ModelProperty
 
 class FundConfigurationRequest(BaseModel):
@@ -30,11 +30,11 @@ class FundConfigurationRequest(BaseModel):
     code: constr(strict=True, max_length=64, min_length=1) = 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.")
-    dealing_rule: ComponentRule = Field(..., alias="dealingRule")
-    pnl_rule: ComponentRule = Field(..., alias="pnlRule")
-    back_out_rule: ComponentRule = Field(..., alias="backOutRule")
+    dealing_filters: conlist(ComponentFilter) = Field(..., alias="dealingFilters", description="The set of filters used to decide which JE lines are included in the dealing.")
+    pnl_filters: conlist(ComponentFilter) = Field(..., alias="pnlFilters", description="The set of filters used to decide which JE lines are included in the PnL.")
+    back_out_filters: conlist(ComponentFilter) = Field(..., alias="backOutFilters", description="The set of filters used to decide which JE lines are included in the back outs.")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the Fund Configuration.")
-    __properties = ["code", "displayName", "description", "dealingRule", "pnlRule", "backOutRule", "properties"]
+    __properties = ["code", "displayName", "description", "dealingFilters", "pnlFilters", "backOutFilters", "properties"]
 
     @validator('code')
     def code_validate_regular_expression(cls, value):
@@ -77,15 +77,27 @@ class FundConfigurationRequest(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
-        # override the default output from pydantic by calling `to_dict()` of dealing_rule
-        if self.dealing_rule:
-            _dict['dealingRule'] = self.dealing_rule.to_dict()
-        # override the default output from pydantic by calling `to_dict()` of pnl_rule
-        if self.pnl_rule:
-            _dict['pnlRule'] = self.pnl_rule.to_dict()
-        # override the default output from pydantic by calling `to_dict()` of back_out_rule
-        if self.back_out_rule:
-            _dict['backOutRule'] = self.back_out_rule.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in dealing_filters (list)
+        _items = []
+        if self.dealing_filters:
+            for _item in self.dealing_filters:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['dealingFilters'] = _items
+        # override the default output from pydantic by calling `to_dict()` of each item in pnl_filters (list)
+        _items = []
+        if self.pnl_filters:
+            for _item in self.pnl_filters:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['pnlFilters'] = _items
+        # override the default output from pydantic by calling `to_dict()` of each item in back_out_filters (list)
+        _items = []
+        if self.back_out_filters:
+            for _item in self.back_out_filters:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['backOutFilters'] = _items
         # override the default output from pydantic by calling `to_dict()` of each value in properties (dict)
         _field_dict = {}
         if self.properties:
@@ -123,9 +135,9 @@ class FundConfigurationRequest(BaseModel):
             "code": obj.get("code"),
             "display_name": obj.get("displayName"),
             "description": obj.get("description"),
-            "dealing_rule": ComponentRule.from_dict(obj.get("dealingRule")) if obj.get("dealingRule") is not None else None,
-            "pnl_rule": ComponentRule.from_dict(obj.get("pnlRule")) if obj.get("pnlRule") is not None else None,
-            "back_out_rule": ComponentRule.from_dict(obj.get("backOutRule")) if obj.get("backOutRule") is not None else None,
+            "dealing_filters": [ComponentFilter.from_dict(_item) for _item in obj.get("dealingFilters")] if obj.get("dealingFilters") is not None else None,
+            "pnl_filters": [ComponentFilter.from_dict(_item) for _item in obj.get("pnlFilters")] if obj.get("pnlFilters") is not None else None,
+            "back_out_filters": [ComponentFilter.from_dict(_item) for _item in obj.get("backOutFilters")] if obj.get("backOutFilters") is not None else None,
             "properties": dict(
                 (_k, ModelProperty.from_dict(_v))
                 for _k, _v in obj.get("properties").items()