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

lusid/models/market_data_specific_rule.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr, constr, validator
+from pydantic.v1 import BaseModel, Field, StrictBool, StrictStr, constr, validator
 from lusid.models.dependency_source_filter import DependencySourceFilter
 
 class MarketDataSpecificRule(BaseModel):
@@ -37,7 +37,8 @@ class MarketDataSpecificRule(BaseModel):
     mask: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, description="Allows for partial or complete override of the market asset resolved for a dependency  Either a named override or a dot separated string (A.B.C.D.*).  e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there  are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.")
     dependency_source_filter: DependencySourceFilter = Field(..., alias="dependencySourceFilter")
     source_system: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="sourceSystem", description="Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the Quotes store and the ComplexMarketData store.  These can be populated using the Quotes and ComplexMarketData endpoints.")
-    __properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "dependencySourceFilter", "sourceSystem"]
+    fall_through_on_access_denied: Optional[StrictBool] = Field(None, alias="fallThroughOnAccessDenied", description="When a user attempts to use a rule to access data to which they are not entitled,  the rule will fail to resolve any market data.  By default, such an access denied failure will stop any further attempts to resolve market data.  This is so that differently entitled users always receive the same market data from market data resolution,  if they have sufficient entitlements to retrieve the required data.  If set to true, then an access denied failure will not stop further market data resolution,  and resolution will continue with the next specified MarketDataKeyRule.  Optional, and defaults to false.")
+    __properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "dependencySourceFilter", "sourceSystem", "fallThroughOnAccessDenied"]
 
     @validator('data_scope')
     def data_scope_validate_regular_expression(cls, value):
@@ -127,6 +128,7 @@ class MarketDataSpecificRule(BaseModel):
             "price_source": obj.get("priceSource"),
             "mask": obj.get("mask"),
             "dependency_source_filter": DependencySourceFilter.from_dict(obj.get("dependencySourceFilter")) if obj.get("dependencySourceFilter") is not None else None,
-            "source_system": obj.get("sourceSystem")
+            "source_system": obj.get("sourceSystem"),
+            "fall_through_on_access_denied": obj.get("fallThroughOnAccessDenied")
         })
         return _obj

lusid/models/mastered_instrument.py

@@ -0,0 +1,139 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, Optional
+from pydantic.v1 import Field, StrictStr, validator
+from lusid.models.lusid_instrument import LusidInstrument
+
+class MasteredInstrument(LusidInstrument):
+    """
+    LUSID representation of a reference to another instrument that has already been upserted (Mastered)  # noqa: E501
+    """
+    identifiers: Dict[str, StrictStr] = Field(..., description="Dictionary of identifiers of the mastered instrument")
+    asset_class: Optional[StrictStr] = Field(None, alias="assetClass", description="Asset class of the mastered instrument - read only field    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].")
+    mastered_dom_ccy: Optional[StrictStr] = Field(None, alias="masteredDomCcy", description="DomCcy of the Instrument that Mastered Instrument points to - read only field")
+    mastered_instrument_type: Optional[StrictStr] = Field(None, alias="masteredInstrumentType", description="Type of the Instrument that Mastered Instrument points to - read only field")
+    mastered_lusid_instrument_id: Optional[StrictStr] = Field(None, alias="masteredLusidInstrumentId", description="Luid of the Instrument that Mastered Instrument points to - read only field")
+    mastered_name: Optional[StrictStr] = Field(None, alias="masteredName", description="Name of the Instrument that Mastered Instrument points to - read only field")
+    mastered_scope: Optional[StrictStr] = Field(None, alias="masteredScope", description="Scope of the Instrument that Mastered Instrument points to - read only field")
+    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", "identifiers", "assetClass", "masteredDomCcy", "masteredInstrumentType", "masteredLusidInstrumentId", "masteredName", "masteredScope"]
+
+    @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', '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:
+        """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) -> MasteredInstrument:
+        """Create an instance of MasteredInstrument 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={
+                            "asset_class",
+                            "mastered_dom_ccy",
+                            "mastered_instrument_type",
+                            "mastered_lusid_instrument_id",
+                            "mastered_name",
+                            "mastered_scope",
+                            "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 asset_class (nullable) is None
+        # and __fields_set__ contains the field
+        if self.asset_class is None and "asset_class" in self.__fields_set__:
+            _dict['assetClass'] = None
+
+        # set to None if mastered_dom_ccy (nullable) is None
+        # and __fields_set__ contains the field
+        if self.mastered_dom_ccy is None and "mastered_dom_ccy" in self.__fields_set__:
+            _dict['masteredDomCcy'] = None
+
+        # set to None if mastered_instrument_type (nullable) is None
+        # and __fields_set__ contains the field
+        if self.mastered_instrument_type is None and "mastered_instrument_type" in self.__fields_set__:
+            _dict['masteredInstrumentType'] = None
+
+        # set to None if mastered_lusid_instrument_id (nullable) is None
+        # and __fields_set__ contains the field
+        if self.mastered_lusid_instrument_id is None and "mastered_lusid_instrument_id" in self.__fields_set__:
+            _dict['masteredLusidInstrumentId'] = None
+
+        # set to None if mastered_name (nullable) is None
+        # and __fields_set__ contains the field
+        if self.mastered_name is None and "mastered_name" in self.__fields_set__:
+            _dict['masteredName'] = None
+
+        # set to None if mastered_scope (nullable) is None
+        # and __fields_set__ contains the field
+        if self.mastered_scope is None and "mastered_scope" in self.__fields_set__:
+            _dict['masteredScope'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> MasteredInstrument:
+        """Create an instance of MasteredInstrument from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return MasteredInstrument.parse_obj(obj)
+
+        _obj = MasteredInstrument.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "identifiers": obj.get("identifiers"),
+            "asset_class": obj.get("assetClass"),
+            "mastered_dom_ccy": obj.get("masteredDomCcy"),
+            "mastered_instrument_type": obj.get("masteredInstrumentType"),
+            "mastered_lusid_instrument_id": obj.get("masteredLusidInstrumentId"),
+            "mastered_name": obj.get("masteredName"),
+            "mastered_scope": obj.get("masteredScope")
+        })
+        # 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/maturity_event.py

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

lusid/models/mbs_coupon_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 MbsCouponEvent(InstrumentEvent):
+    """
+    Definition of an MBS Coupon Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security coupon payment.  # noqa: E501
+    """
+    ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the coupon")
+    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the coupon")
+    currency: StrictStr = Field(..., description="The currency in which the coupon is paid")
+    coupon_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="couponPerUnit", description="The coupon amount received for each unit of the instrument held on the ex date")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "couponPerUnit"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent')")
+        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) -> MbsCouponEvent:
+        """Create an instance of MbsCouponEvent 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 coupon_per_unit (nullable) is None
+        # and __fields_set__ contains the field
+        if self.coupon_per_unit is None and "coupon_per_unit" in self.__fields_set__:
+            _dict['couponPerUnit'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> MbsCouponEvent:
+        """Create an instance of MbsCouponEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return MbsCouponEvent.parse_obj(obj)
+
+        _obj = MbsCouponEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "ex_date": obj.get("exDate"),
+            "payment_date": obj.get("paymentDate"),
+            "currency": obj.get("currency"),
+            "coupon_per_unit": obj.get("couponPerUnit")
+        })
+        # 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/mbs_interest_deferral_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 MbsInterestDeferralEvent(InstrumentEvent):
+    """
+    Definition of an MBS Interest Deferral Event  This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and  capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
+    """
+    ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
+    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the interest that is deferred and capitalised")
+    currency: StrictStr = Field(..., description="The currency in which the interest amount is notated")
+    interest_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="interestPerUnit", description="The interest amount to be deferred and capitalised for each unit of the instrument held on the ex date")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "interestPerUnit"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent')")
+        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) -> MbsInterestDeferralEvent:
+        """Create an instance of MbsInterestDeferralEvent 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 interest_per_unit (nullable) is None
+        # and __fields_set__ contains the field
+        if self.interest_per_unit is None and "interest_per_unit" in self.__fields_set__:
+            _dict['interestPerUnit'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> MbsInterestDeferralEvent:
+        """Create an instance of MbsInterestDeferralEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return MbsInterestDeferralEvent.parse_obj(obj)
+
+        _obj = MbsInterestDeferralEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "ex_date": obj.get("exDate"),
+            "payment_date": obj.get("paymentDate"),
+            "currency": obj.get("currency"),
+            "interest_per_unit": obj.get("interestPerUnit")
+        })
+        # 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/mbs_interest_shortfall_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 MbsInterestShortfallEvent(InstrumentEvent):
+    """
+    Definition of an MBS Interest Shortfall Event  This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and  not capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
+    """
+    ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
+    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the interest")
+    currency: StrictStr = Field(..., description="The currency in which the interest amount is notated")
+    interest_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="interestPerUnit", description="The amount by which the coupon amount will fall short for each unit of the instrument held on the ex date")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "interestPerUnit"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent')")
+        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) -> MbsInterestShortfallEvent:
+        """Create an instance of MbsInterestShortfallEvent 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 interest_per_unit (nullable) is None
+        # and __fields_set__ contains the field
+        if self.interest_per_unit is None and "interest_per_unit" in self.__fields_set__:
+            _dict['interestPerUnit'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> MbsInterestShortfallEvent:
+        """Create an instance of MbsInterestShortfallEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return MbsInterestShortfallEvent.parse_obj(obj)
+
+        _obj = MbsInterestShortfallEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "ex_date": obj.get("exDate"),
+            "payment_date": obj.get("paymentDate"),
+            "currency": obj.get("currency"),
+            "interest_per_unit": obj.get("interestPerUnit")
+        })
+        # 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/mbs_principal_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 MbsPrincipalEvent(InstrumentEvent):
+    """
+    Definition of an MBS Principal Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal payment.  # noqa: E501
+    """
+    ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the principal payment, usually several weeks prior to the payment date")
+    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the principal")
+    currency: StrictStr = Field(..., description="The currency in which the principal is paid")
+    principal_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="principalPerUnit", description="The principal amount received for each unit of the instrument held on the ex date")
+    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent")
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "principalPerUnit"]
+
+    @validator('instrument_event_type')
+    def instrument_event_type_validate_enum(cls, value):
+        """Validates the enum"""
+        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent'):
+            raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent')")
+        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) -> MbsPrincipalEvent:
+        """Create an instance of MbsPrincipalEvent 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 principal_per_unit (nullable) is None
+        # and __fields_set__ contains the field
+        if self.principal_per_unit is None and "principal_per_unit" in self.__fields_set__:
+            _dict['principalPerUnit'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> MbsPrincipalEvent:
+        """Create an instance of MbsPrincipalEvent from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return MbsPrincipalEvent.parse_obj(obj)
+
+        _obj = MbsPrincipalEvent.parse_obj({
+            "instrument_event_type": obj.get("instrumentEventType"),
+            "ex_date": obj.get("exDate"),
+            "payment_date": obj.get("paymentDate"),
+            "currency": obj.get("currency"),
+            "principal_per_unit": obj.get("principalPerUnit")
+        })
+        # 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