lusid-sdk 2.1.580__tar.gz → 2.1.585__tar.gz

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.1.580
+Version: 2.1.585
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT
@@ -823,6 +823,7 @@ Class | Method | HTTP request | Description
  - [ConstantVolatilitySurface](docs/ConstantVolatilitySurface.md)
  - [ConstituentsAdjustmentHeader](docs/ConstituentsAdjustmentHeader.md)
  - [ContractForDifference](docs/ContractForDifference.md)
+ - [ContributionToNonPassingRuleDetail](docs/ContributionToNonPassingRuleDetail.md)
  - [CorporateAction](docs/CorporateAction.md)
  - [CorporateActionSource](docs/CorporateActionSource.md)
  - [CorporateActionTransition](docs/CorporateActionTransition.md)

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/README.md

@@ -797,6 +797,7 @@ Class | Method | HTTP request | Description
  - [ConstantVolatilitySurface](docs/ConstantVolatilitySurface.md)
  - [ConstituentsAdjustmentHeader](docs/ConstituentsAdjustmentHeader.md)
  - [ContractForDifference](docs/ContractForDifference.md)
+ - [ContributionToNonPassingRuleDetail](docs/ContributionToNonPassingRuleDetail.md)
  - [CorporateAction](docs/CorporateAction.md)
  - [CorporateActionSource](docs/CorporateActionSource.md)
  - [CorporateActionTransition](docs/CorporateActionTransition.md)

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/__init__.py

@@ -290,6 +290,7 @@ from lusid.models.configuration_recipe import ConfigurationRecipe
 from lusid.models.constant_volatility_surface import ConstantVolatilitySurface
 from lusid.models.constituents_adjustment_header import ConstituentsAdjustmentHeader
 from lusid.models.contract_for_difference import ContractForDifference
+from lusid.models.contribution_to_non_passing_rule_detail import ContributionToNonPassingRuleDetail
 from lusid.models.corporate_action import CorporateAction
 from lusid.models.corporate_action_source import CorporateActionSource
 from lusid.models.corporate_action_transition import CorporateActionTransition
@@ -1512,6 +1513,7 @@ __all__ = [
     "ConstantVolatilitySurface",
     "ConstituentsAdjustmentHeader",
     "ContractForDifference",
+    "ContributionToNonPassingRuleDetail",
     "CorporateAction",
     "CorporateActionSource",
     "CorporateActionTransition",

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/configuration.py

@@ -445,7 +445,7 @@ class Configuration:
         return "Python SDK Debug Report:\n"\
                "OS: {env}\n"\
                "Python Version: {pyversion}\n"\
-               "Version of the API: 0.11.7042\n"\
+               "Version of the API: 0.11.7058\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/__init__.py

@@ -209,6 +209,7 @@ from lusid.models.configuration_recipe import ConfigurationRecipe
 from lusid.models.constant_volatility_surface import ConstantVolatilitySurface
 from lusid.models.constituents_adjustment_header import ConstituentsAdjustmentHeader
 from lusid.models.contract_for_difference import ContractForDifference
+from lusid.models.contribution_to_non_passing_rule_detail import ContributionToNonPassingRuleDetail
 from lusid.models.corporate_action import CorporateAction
 from lusid.models.corporate_action_source import CorporateActionSource
 from lusid.models.corporate_action_transition import CorporateActionTransition
@@ -1351,6 +1352,7 @@ __all__ = [
     "ConstantVolatilitySurface",
     "ConstituentsAdjustmentHeader",
     "ContractForDifference",
+    "ContributionToNonPassingRuleDetail",
     "CorporateAction",
     "CorporateActionSource",
     "CorporateActionTransition",

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/additional_payment.py

@@ -25,9 +25,9 @@ class AdditionalPayment(BaseModel):
     """
     Record describing additional payment entity.  # noqa: E501
     """
-    amount: Union[StrictFloat, StrictInt] = Field(..., description="The upfront amount.")
-    currency: StrictStr = Field(..., description="The upfront currency.")
-    pay_date: datetime = Field(..., alias="payDate", description="Date when the upfront is paid.")
+    amount: Union[StrictFloat, StrictInt] = Field(..., description="The payment amount.")
+    currency: StrictStr = Field(..., description="The payment currency.")
+    pay_date: datetime = Field(..., alias="payDate", description="Date when the payment is made.")
     pay_receive: constr(strict=True, min_length=1) = Field(..., alias="payReceive", description="Is it pay or receive.    Supported string (enumeration) values are: [Pay, Receive].")
     __properties = ["amount", "currency", "payDate", "payReceive"]
 

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/cds_index.py

@@ -18,8 +18,9 @@ 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 typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, validator
+from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.basket import Basket
 from lusid.models.cds_flow_conventions import CdsFlowConventions
 from lusid.models.flow_convention_name import FlowConventionName
@@ -27,7 +28,7 @@ from lusid.models.lusid_instrument import LusidInstrument
 
 class CdsIndex(LusidInstrument):
     """
-    LUSID representation of a Credit Default Swap Index (CDX).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. |  | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. |  # noqa: E501
+    LUSID representation of a Credit Default Swap Index (CDX).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. |  | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     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.")
@@ -37,9 +38,10 @@ class CdsIndex(LusidInstrument):
     basket: Optional[Basket] = None
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     notional: Union[StrictFloat, StrictInt] = Field(..., description="The notional quantity that applies to both the premium and protection legs.")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     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", "flowConventions", "couponRate", "identifiers", "basket", "conventionName", "notional"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "flowConventions", "couponRate", "identifiers", "basket", "conventionName", "notional", "additionalPayments"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -82,11 +84,23 @@ class CdsIndex(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of convention_name
         if self.convention_name:
             _dict['conventionName'] = self.convention_name.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in additional_payments (list)
+        _items = []
+        if self.additional_payments:
+            for _item in self.additional_payments:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['additionalPayments'] = _items
         # 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 additional_payments (nullable) is None
+        # and __fields_set__ contains the field
+        if self.additional_payments is None and "additional_payments" in self.__fields_set__:
+            _dict['additionalPayments'] = None
+
         return _dict
 
     @classmethod
@@ -107,7 +121,8 @@ class CdsIndex(LusidInstrument):
             "identifiers": obj.get("identifiers"),
             "basket": Basket.from_dict(obj.get("basket")) if obj.get("basket") is not None else None,
             "convention_name": FlowConventionName.from_dict(obj.get("conventionName")) if obj.get("conventionName") is not None else None,
-            "notional": obj.get("notional")
+            "notional": obj.get("notional"),
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid_sdk-2.1.585/lusid/models/contribution_to_non_passing_rule_detail.py

@@ -0,0 +1,89 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import BaseModel, Field, StrictBool, StrictStr, conlist
+from lusid.models.resource_id import ResourceId
+
+class ContributionToNonPassingRuleDetail(BaseModel):
+    """
+    ContributionToNonPassingRuleDetail
+    """
+    rule_id: Optional[ResourceId] = Field(None, alias="ruleId")
+    rule_status: Optional[StrictStr] = Field(None, alias="ruleStatus", description="The status of the non-passing rule.")
+    breach_task_ids: Optional[conlist(StrictStr)] = Field(None, alias="breachTaskIds", description="The task ids associated with the compliance breach for this order's groups (if failing).")
+    likely_responsible_for_status: Optional[StrictBool] = Field(None, alias="likelyResponsibleForStatus", description="Whether this order is deemed as a likely contributor to the non-passing rule for this group.")
+    __properties = ["ruleId", "ruleStatus", "breachTaskIds", "likelyResponsibleForStatus"]
+
+    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) -> ContributionToNonPassingRuleDetail:
+        """Create an instance of ContributionToNonPassingRuleDetail from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of rule_id
+        if self.rule_id:
+            _dict['ruleId'] = self.rule_id.to_dict()
+        # set to None if rule_status (nullable) is None
+        # and __fields_set__ contains the field
+        if self.rule_status is None and "rule_status" in self.__fields_set__:
+            _dict['ruleStatus'] = None
+
+        # set to None if breach_task_ids (nullable) is None
+        # and __fields_set__ contains the field
+        if self.breach_task_ids is None and "breach_task_ids" in self.__fields_set__:
+            _dict['breachTaskIds'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> ContributionToNonPassingRuleDetail:
+        """Create an instance of ContributionToNonPassingRuleDetail from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return ContributionToNonPassingRuleDetail.parse_obj(obj)
+
+        _obj = ContributionToNonPassingRuleDetail.parse_obj({
+            "rule_id": ResourceId.from_dict(obj.get("ruleId")) if obj.get("ruleId") is not None else None,
+            "rule_status": obj.get("ruleStatus"),
+            "breach_task_ids": obj.get("breachTaskIds"),
+            "likely_responsible_for_status": obj.get("likelyResponsibleForStatus")
+        })
+        return _obj

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/credit_default_swap.py

@@ -18,8 +18,9 @@ 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, constr, validator
+from typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.cds_flow_conventions import CdsFlowConventions
 from lusid.models.cds_protection_detail_specification import CdsProtectionDetailSpecification
 from lusid.models.flow_convention_name import FlowConventionName
@@ -27,9 +28,9 @@ from lusid.models.lusid_instrument import LusidInstrument
 
 class CreditDefaultSwap(LusidInstrument):
     """
-    LUSID representation of a Credit Default Swap (CDS).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Cash flows occurring in the case of default. |  | 2 | PremiumLeg | The premium payments made by the protection buyer. |  # noqa: E501
+    LUSID representation of a Credit Default Swap (CDS).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Cash flows occurring in the case of default. |  | 2 | PremiumLeg | The premium payments made by the protection buyer. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
-    ticker: constr(strict=True, min_length=1) = Field(..., description="A ticker to uniquely specify then entity against which the cds is written.")
+    ticker: constr(strict=True, min_length=1) = Field(..., description="A ticker to uniquely specify the entity against which the CDS is written.")
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     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.")
     flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
@@ -37,9 +38,10 @@ class CreditDefaultSwap(LusidInstrument):
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The notional protected by the Credit Default Swap")
     protection_detail_specification: CdsProtectionDetailSpecification = Field(..., alias="protectionDetailSpecification")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     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", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification"]
+    __properties = ["instrumentType", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification", "additionalPayments"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -82,6 +84,13 @@ class CreditDefaultSwap(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of protection_detail_specification
         if self.protection_detail_specification:
             _dict['protectionDetailSpecification'] = self.protection_detail_specification.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in additional_payments (list)
+        _items = []
+        if self.additional_payments:
+            for _item in self.additional_payments:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['additionalPayments'] = _items
         # 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():
@@ -92,6 +101,11 @@ class CreditDefaultSwap(LusidInstrument):
         if self.notional is None and "notional" in self.__fields_set__:
             _dict['notional'] = None
 
+        # set to None if additional_payments (nullable) is None
+        # and __fields_set__ contains the field
+        if self.additional_payments is None and "additional_payments" in self.__fields_set__:
+            _dict['additionalPayments'] = None
+
         return _dict
 
     @classmethod
@@ -112,7 +126,8 @@ class CreditDefaultSwap(LusidInstrument):
             "coupon_rate": obj.get("couponRate"),
             "convention_name": FlowConventionName.from_dict(obj.get("conventionName")) if obj.get("conventionName") is not None else None,
             "notional": obj.get("notional"),
-            "protection_detail_specification": CdsProtectionDetailSpecification.from_dict(obj.get("protectionDetailSpecification")) if obj.get("protectionDetailSpecification") is not None else None
+            "protection_detail_specification": CdsProtectionDetailSpecification.from_dict(obj.get("protectionDetailSpecification")) if obj.get("protectionDetailSpecification") is not None else None,
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/equity_swap.py

@@ -18,15 +18,16 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, constr, validator
+from typing import Any, Dict, List, Optional, Union
+from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.lusid_instrument import LusidInstrument
 
 class EquitySwap(LusidInstrument):
     """
-    LUSID representation of an Equity Swap.                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | EquityLeg | Cash flows relating to the performance of the underlying equity. |  | 2 | FundingLeg | The funding leg of the swap. |  | 3 | EquityDividendLeg | Cash flows relating to dividend payments on the underlying equity (optional). |  # noqa: E501
+    LUSID representation of an Equity Swap.                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | EquityLeg | Cash flows relating to the performance of the underlying equity. |  | 2 | FundingLeg | The funding leg of the swap. |  | 3 | EquityDividendLeg | Cash flows relating to dividend payments on the underlying equity (optional). |  | 4 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the EquitySwap.")
     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.")
@@ -39,9 +40,10 @@ class EquitySwap(LusidInstrument):
     quantity: Union[StrictFloat, StrictInt] = Field(..., description="The quantity or number of shares in the Equity Swap.")
     underlying_identifier: constr(strict=True, min_length=1) = Field(..., alias="underlyingIdentifier", description="External market codes and identifiers for the EquitySwap, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].")
     equity_swap_dividend_payment_timing: Optional[StrictStr] = Field(None, alias="equitySwapDividendPaymentTiming", description="Determines how the payment of dividends is handled for the equity swap.  Defaults to paying at the next Equity coupon date.                Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven equity swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     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", "code", "equityFlowConventions", "fundingLeg", "includeDividends", "initialPrice", "notionalReset", "quantity", "underlyingIdentifier", "equitySwapDividendPaymentTiming"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "code", "equityFlowConventions", "fundingLeg", "includeDividends", "initialPrice", "notionalReset", "quantity", "underlyingIdentifier", "equitySwapDividendPaymentTiming", "additionalPayments"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -81,6 +83,13 @@ class EquitySwap(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of funding_leg
         if self.funding_leg:
             _dict['fundingLeg'] = self.funding_leg.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in additional_payments (list)
+        _items = []
+        if self.additional_payments:
+            for _item in self.additional_payments:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['additionalPayments'] = _items
         # 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():
@@ -91,6 +100,11 @@ class EquitySwap(LusidInstrument):
         if self.equity_swap_dividend_payment_timing is None and "equity_swap_dividend_payment_timing" in self.__fields_set__:
             _dict['equitySwapDividendPaymentTiming'] = None
 
+        # set to None if additional_payments (nullable) is None
+        # and __fields_set__ contains the field
+        if self.additional_payments is None and "additional_payments" in self.__fields_set__:
+            _dict['additionalPayments'] = None
+
         return _dict
 
     @classmethod
@@ -114,7 +128,8 @@ class EquitySwap(LusidInstrument):
             "notional_reset": obj.get("notionalReset"),
             "quantity": obj.get("quantity"),
             "underlying_identifier": obj.get("underlyingIdentifier"),
-            "equity_swap_dividend_payment_timing": obj.get("equitySwapDividendPaymentTiming")
+            "equity_swap_dividend_payment_timing": obj.get("equitySwapDividendPaymentTiming"),
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/inflation_swap.py

@@ -18,23 +18,25 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict
-from pydantic.v1 import Field, StrictStr, validator
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import Field, StrictStr, conlist, validator
+from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.fixed_leg import FixedLeg
 from lusid.models.inflation_leg import InflationLeg
 from lusid.models.lusid_instrument import LusidInstrument
 
 class InflationSwap(LusidInstrument):
     """
-    LUSID representation of an Inflation Swap.  The implementation supports the following swap types:  * Zero Coupon inflation swap, with a single payment at maturity.  * LPI Swap (capped and floored)  * Year on Year inflation swap                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | InflationLeg | Cash flows with a rate relating to an underlying inflation index. |  | 2 | FixedLeg | Cash flows with a fixed rate. |  # noqa: E501
+    LUSID representation of an Inflation Swap.  The implementation supports the following swap types:  * Zero Coupon inflation swap, with a single payment at maturity.  * LPI Swap (capped and floored)  * Year on Year inflation swap                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | InflationLeg | Cash flows with a rate relating to an underlying inflation index. |  | 2 | FixedLeg | Cash flows with a fixed rate. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     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.")
     inflation_leg: InflationLeg = Field(..., alias="inflationLeg")
     fixed_leg: FixedLeg = Field(..., alias="fixedLeg")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven inflation swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     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", "inflationLeg", "fixedLeg"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "inflationLeg", "fixedLeg", "additionalPayments"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -74,11 +76,23 @@ class InflationSwap(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of fixed_leg
         if self.fixed_leg:
             _dict['fixedLeg'] = self.fixed_leg.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in additional_payments (list)
+        _items = []
+        if self.additional_payments:
+            for _item in self.additional_payments:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['additionalPayments'] = _items
         # 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 additional_payments (nullable) is None
+        # and __fields_set__ contains the field
+        if self.additional_payments is None and "additional_payments" in self.__fields_set__:
+            _dict['additionalPayments'] = None
+
         return _dict
 
     @classmethod
@@ -95,7 +109,8 @@ class InflationSwap(LusidInstrument):
             "start_date": obj.get("startDate"),
             "maturity_date": obj.get("maturityDate"),
             "inflation_leg": InflationLeg.from_dict(obj.get("inflationLeg")) if obj.get("inflationLeg") is not None else None,
-            "fixed_leg": FixedLeg.from_dict(obj.get("fixedLeg")) if obj.get("fixedLeg") is not None else None
+            "fixed_leg": FixedLeg.from_dict(obj.get("fixedLeg")) if obj.get("fixedLeg") is not None else None,
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/interest_rate_swap.py

@@ -33,7 +33,7 @@ class InterestRateSwap(LusidInstrument):
     is_non_deliverable: Optional[StrictBool] = Field(None, alias="isNonDeliverable", description="Is the contract an IRS of \"Non-Deliverable\" type, meaning a single payment in the settlement currency based on the difference between  the fixed and floating rates.")
     legs: conlist(InstrumentLeg) = Field(..., description="The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.")
     settlement_ccy: Optional[StrictStr] = Field(None, alias="settlementCcy", description="Settlement currency if IRS is non-deliverable.")
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven fixed-floating swap.  The dates must be distinct and either all payments are Pay or all payments are receive")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven fixed-floating swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     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", "isNonDeliverable", "legs", "settlementCcy", "additionalPayments"]

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/order_graph_block_order_detail.py

@@ -18,8 +18,9 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr, constr
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import BaseModel, Field, StrictStr, conlist, constr
+from lusid.models.contribution_to_non_passing_rule_detail import ContributionToNonPassingRuleDetail
 from lusid.models.resource_id import ResourceId
 
 class OrderGraphBlockOrderDetail(BaseModel):
@@ -33,7 +34,8 @@ class OrderGraphBlockOrderDetail(BaseModel):
     portfolio_name: Optional[StrictStr] = Field(None, alias="portfolioName", description="The name of the order's referenced Portfolio.")
     order_approval_task_id: Optional[StrictStr] = Field(None, alias="orderApprovalTaskId", description="The task id associated with the approval state of the order.")
     order_approval_task_definition_id: Optional[ResourceId] = Field(None, alias="orderApprovalTaskDefinitionId")
-    __properties = ["id", "complianceState", "approvalState", "portfolioId", "portfolioName", "orderApprovalTaskId", "orderApprovalTaskDefinitionId"]
+    non_passing_compliance_rule_results: Optional[conlist(ContributionToNonPassingRuleDetail)] = Field(None, alias="nonPassingComplianceRuleResults", description="The details of compliance rules in non-passing states.")
+    __properties = ["id", "complianceState", "approvalState", "portfolioId", "portfolioName", "orderApprovalTaskId", "orderApprovalTaskDefinitionId", "nonPassingComplianceRuleResults"]
 
     class Config:
         """Pydantic configuration"""
@@ -68,6 +70,13 @@ class OrderGraphBlockOrderDetail(BaseModel):
         # override the default output from pydantic by calling `to_dict()` of order_approval_task_definition_id
         if self.order_approval_task_definition_id:
             _dict['orderApprovalTaskDefinitionId'] = self.order_approval_task_definition_id.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in non_passing_compliance_rule_results (list)
+        _items = []
+        if self.non_passing_compliance_rule_results:
+            for _item in self.non_passing_compliance_rule_results:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['nonPassingComplianceRuleResults'] = _items
         # set to None if portfolio_name (nullable) is None
         # and __fields_set__ contains the field
         if self.portfolio_name is None and "portfolio_name" in self.__fields_set__:
@@ -78,6 +87,11 @@ class OrderGraphBlockOrderDetail(BaseModel):
         if self.order_approval_task_id is None and "order_approval_task_id" in self.__fields_set__:
             _dict['orderApprovalTaskId'] = None
 
+        # set to None if non_passing_compliance_rule_results (nullable) is None
+        # and __fields_set__ contains the field
+        if self.non_passing_compliance_rule_results is None and "non_passing_compliance_rule_results" in self.__fields_set__:
+            _dict['nonPassingComplianceRuleResults'] = None
+
         return _dict
 
     @classmethod
@@ -96,6 +110,7 @@ class OrderGraphBlockOrderDetail(BaseModel):
             "portfolio_id": ResourceId.from_dict(obj.get("portfolioId")) if obj.get("portfolioId") is not None else None,
             "portfolio_name": obj.get("portfolioName"),
             "order_approval_task_id": obj.get("orderApprovalTaskId"),
-            "order_approval_task_definition_id": ResourceId.from_dict(obj.get("orderApprovalTaskDefinitionId")) if obj.get("orderApprovalTaskDefinitionId") is not None else None
+            "order_approval_task_definition_id": ResourceId.from_dict(obj.get("orderApprovalTaskDefinitionId")) if obj.get("orderApprovalTaskDefinitionId") is not None else None,
+            "non_passing_compliance_rule_results": [ContributionToNonPassingRuleDetail.from_dict(_item) for _item in obj.get("nonPassingComplianceRuleResults")] if obj.get("nonPassingComplianceRuleResults") is not None else None
         })
         return _obj

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/lusid/models/total_return_swap.py

@@ -18,23 +18,25 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict
-from pydantic.v1 import Field, StrictStr, validator
+from typing import Any, Dict, List, Optional
+from pydantic.v1 import Field, StrictStr, conlist, validator
+from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.asset_leg import AssetLeg
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.lusid_instrument import LusidInstrument
 
 class TotalReturnSwap(LusidInstrument):
     """
-    A swap in which one party makes payments based on leg rates (fixed or floating) while the other party makes payments based on the return of an underlying instrument.  The underlying instrument can be provided as an inline economic definition or as a reference instrument pointing to an already upserted instrument.  A reference instrument in this case would consist of instrument scope, instrument id and instrument id type (ISIN, LUID etc.).                Note that TRS currently only supports an asset of Bond or ComplexBond, no other instruments are allowed.  Support for additional instrument types will be added in the future.                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | AssetLeg | Cash flows relating to the returns generated by an underlying bond. |  | 2 | FundingLeg | The funding leg of the swap. |  # noqa: E501
+    A swap in which one party makes payments based on leg rates (fixed or floating) while the other party makes payments based on the return of an underlying instrument.  The underlying instrument can be provided as an inline economic definition or as a reference instrument pointing to an already upserted instrument.  A reference instrument in this case would consist of instrument scope, instrument id and instrument id type (ISIN, LUID etc.).                Note that TRS currently only supports an asset of Bond or ComplexBond, no other instruments are allowed.  Support for additional instrument types will be added in the future.                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | AssetLeg | Cash flows relating to the returns generated by an underlying bond. |  | 2 | FundingLeg | The funding leg of the swap. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     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.")
     asset_leg: AssetLeg = Field(..., alias="assetLeg")
     funding_leg: InstrumentLeg = Field(..., alias="fundingLeg")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven total return swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     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", "assetLeg", "fundingLeg"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "assetLeg", "fundingLeg", "additionalPayments"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -74,11 +76,23 @@ class TotalReturnSwap(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of funding_leg
         if self.funding_leg:
             _dict['fundingLeg'] = self.funding_leg.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in additional_payments (list)
+        _items = []
+        if self.additional_payments:
+            for _item in self.additional_payments:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['additionalPayments'] = _items
         # 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 additional_payments (nullable) is None
+        # and __fields_set__ contains the field
+        if self.additional_payments is None and "additional_payments" in self.__fields_set__:
+            _dict['additionalPayments'] = None
+
         return _dict
 
     @classmethod
@@ -95,7 +109,8 @@ class TotalReturnSwap(LusidInstrument):
             "start_date": obj.get("startDate"),
             "maturity_date": obj.get("maturityDate"),
             "asset_leg": AssetLeg.from_dict(obj.get("assetLeg")) if obj.get("assetLeg") is not None else None,
-            "funding_leg": InstrumentLeg.from_dict(obj.get("fundingLeg")) if obj.get("fundingLeg") is not None else None
+            "funding_leg": InstrumentLeg.from_dict(obj.get("fundingLeg")) if obj.get("fundingLeg") is not None else None,
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

{lusid_sdk-2.1.580 → lusid_sdk-2.1.585}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "lusid-sdk"
-version = "2.1.580"
+version = "2.1.585"
 description = "LUSID API"
 authors = ["FINBOURNE Technology <info@finbourne.com>"]
 license = "MIT"