lusid-sdk 2.1.607__py3-none-any.whl → 2.1.613__py3-none-any.whl

lusid/api/transaction_portfolios_api.py

@@ -33,6 +33,7 @@ from lusid.models.batch_adjust_holdings_response import BatchAdjustHoldingsRespo
 from lusid.models.batch_upsert_portfolio_transactions_response import BatchUpsertPortfolioTransactionsResponse
 from lusid.models.bucketed_cash_flow_request import BucketedCashFlowRequest
 from lusid.models.bucketed_cash_flow_response import BucketedCashFlowResponse
+from lusid.models.cancel_single_holding_adjustment_request import CancelSingleHoldingAdjustmentRequest
 from lusid.models.create_portfolio_details import CreatePortfolioDetails
 from lusid.models.create_trade_tickets_response import CreateTradeTicketsResponse
 from lusid.models.create_transaction_portfolio_request import CreateTransactionPortfolioRequest
@@ -1414,6 +1415,188 @@ class TransactionPortfoliosApi:
             collection_formats=_collection_formats,
             _request_auth=_params.get('_request_auth'))
 
+    @overload
+    async def cancel_single_adjust_holding(self, scope : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The scope of the transaction portfolio.")], code : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The code of the transaction portfolio. Together with the scope this uniquely identifies              the transaction portfolio.")], effective_at : Annotated[StrictStr, Field(..., description="The effective datetime or cut label at which the previous adjustment was made.")], cancel_single_holding_adjustment_request : Annotated[CancelSingleHoldingAdjustmentRequest, Field(..., description="The selected holding adjustment to be canceled.")], **kwargs) -> DeletedEntityResponse:  # noqa: E501
+        ...
+
+    @overload
+    def cancel_single_adjust_holding(self, scope : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The scope of the transaction portfolio.")], code : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The code of the transaction portfolio. Together with the scope this uniquely identifies              the transaction portfolio.")], effective_at : Annotated[StrictStr, Field(..., description="The effective datetime or cut label at which the previous adjustment was made.")], cancel_single_holding_adjustment_request : Annotated[CancelSingleHoldingAdjustmentRequest, Field(..., description="The selected holding adjustment to be canceled.")], async_req: Optional[bool]=True, **kwargs) -> DeletedEntityResponse:  # noqa: E501
+        ...
+
+    @validate_arguments
+    def cancel_single_adjust_holding(self, scope : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The scope of the transaction portfolio.")], code : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The code of the transaction portfolio. Together with the scope this uniquely identifies              the transaction portfolio.")], effective_at : Annotated[StrictStr, Field(..., description="The effective datetime or cut label at which the previous adjustment was made.")], cancel_single_holding_adjustment_request : Annotated[CancelSingleHoldingAdjustmentRequest, Field(..., description="The selected holding adjustment to be canceled.")], async_req: Optional[bool]=None, **kwargs) -> Union[DeletedEntityResponse, Awaitable[DeletedEntityResponse]]:  # noqa: E501
+        """[EARLY ACCESS] CancelSingleAdjustHolding: Cancel single holding adjustment.  # noqa: E501
+
+        Cancel one previously sent holding adjustment without affecting the rest of the adjustment in the previous request on the specified effective datetime.  # noqa: E501
+        This method makes a synchronous HTTP request by default. To make an
+        asynchronous HTTP request, please pass async_req=True
+
+        >>> thread = api.cancel_single_adjust_holding(scope, code, effective_at, cancel_single_holding_adjustment_request, async_req=True)
+        >>> result = thread.get()
+
+        :param scope: The scope of the transaction portfolio. (required)
+        :type scope: str
+        :param code: The code of the transaction portfolio. Together with the scope this uniquely identifies              the transaction portfolio. (required)
+        :type code: str
+        :param effective_at: The effective datetime or cut label at which the previous adjustment was made. (required)
+        :type effective_at: str
+        :param cancel_single_holding_adjustment_request: The selected holding adjustment to be canceled. (required)
+        :type cancel_single_holding_adjustment_request: CancelSingleHoldingAdjustmentRequest
+        :param async_req: Whether to execute the request asynchronously.
+        :type async_req: bool, optional
+        :param _request_timeout: Timeout setting. Do not use - use the opts parameter instead
+        :param opts: Configuration options for this request
+        :type opts: ConfigurationOptions, optional
+        :return: Returns the result object.
+                 If the method is called asynchronously,
+                 returns the request thread.
+        :rtype: DeletedEntityResponse
+        """
+        kwargs['_return_http_data_only'] = True
+        if '_preload_content' in kwargs:
+            message = "Error! Please call the cancel_single_adjust_holding_with_http_info method with `_preload_content` instead and obtain raw data from ApiResponse.raw_data"  # noqa: E501
+            raise ValueError(message)
+        if async_req is not None:
+            kwargs['async_req'] = async_req
+        return self.cancel_single_adjust_holding_with_http_info(scope, code, effective_at, cancel_single_holding_adjustment_request, **kwargs)  # noqa: E501
+
+    @validate_arguments
+    def cancel_single_adjust_holding_with_http_info(self, scope : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The scope of the transaction portfolio.")], code : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The code of the transaction portfolio. Together with the scope this uniquely identifies              the transaction portfolio.")], effective_at : Annotated[StrictStr, Field(..., description="The effective datetime or cut label at which the previous adjustment was made.")], cancel_single_holding_adjustment_request : Annotated[CancelSingleHoldingAdjustmentRequest, Field(..., description="The selected holding adjustment to be canceled.")], **kwargs) -> ApiResponse:  # noqa: E501
+        """[EARLY ACCESS] CancelSingleAdjustHolding: Cancel single holding adjustment.  # noqa: E501
+
+        Cancel one previously sent holding adjustment without affecting the rest of the adjustment in the previous request on the specified effective datetime.  # noqa: E501
+        This method makes a synchronous HTTP request by default. To make an
+        asynchronous HTTP request, please pass async_req=True
+
+        >>> thread = api.cancel_single_adjust_holding_with_http_info(scope, code, effective_at, cancel_single_holding_adjustment_request, async_req=True)
+        >>> result = thread.get()
+
+        :param scope: The scope of the transaction portfolio. (required)
+        :type scope: str
+        :param code: The code of the transaction portfolio. Together with the scope this uniquely identifies              the transaction portfolio. (required)
+        :type code: str
+        :param effective_at: The effective datetime or cut label at which the previous adjustment was made. (required)
+        :type effective_at: str
+        :param cancel_single_holding_adjustment_request: The selected holding adjustment to be canceled. (required)
+        :type cancel_single_holding_adjustment_request: CancelSingleHoldingAdjustmentRequest
+        :param async_req: Whether to execute the request asynchronously.
+        :type async_req: bool, optional
+        :param _preload_content: if False, the ApiResponse.data will
+                                 be set to none and raw_data will store the
+                                 HTTP response body without reading/decoding.
+                                 Default is True.
+        :type _preload_content: bool, optional
+        :param _return_http_data_only: response data instead of ApiResponse
+                                       object with status code, headers, etc
+        :type _return_http_data_only: bool, optional
+        :param _request_timeout: Timeout setting. Do not use - use the opts parameter instead
+        :param opts: Configuration options for this request
+        :type opts: ConfigurationOptions, optional
+        :param _request_auth: set to override the auth_settings for an a single
+                              request; this effectively ignores the authentication
+                              in the spec for a single request.
+        :type _request_auth: dict, optional
+        :type _content_type: string, optional: force content-type for the request
+        :return: Returns the result object.
+                 If the method is called asynchronously,
+                 returns the request thread.
+        :rtype: tuple(DeletedEntityResponse, status_code(int), headers(HTTPHeaderDict))
+        """
+
+        _params = locals()
+
+        _all_params = [
+            'scope',
+            'code',
+            'effective_at',
+            'cancel_single_holding_adjustment_request'
+        ]
+        _all_params.extend(
+            [
+                'async_req',
+                '_return_http_data_only',
+                '_preload_content',
+                '_request_timeout',
+                '_request_auth',
+                '_content_type',
+                '_headers',
+                'opts'
+            ]
+        )
+
+        # validate the arguments
+        for _key, _val in _params['kwargs'].items():
+            if _key not in _all_params:
+                raise ApiTypeError(
+                    "Got an unexpected keyword argument '%s'"
+                    " to method cancel_single_adjust_holding" % _key
+                )
+            _params[_key] = _val
+        del _params['kwargs']
+
+        _collection_formats = {}
+
+        # process the path parameters
+        _path_params = {}
+        if _params['scope']:
+            _path_params['scope'] = _params['scope']
+
+        if _params['code']:
+            _path_params['code'] = _params['code']
+
+
+        # process the query parameters
+        _query_params = []
+        if _params.get('effective_at') is not None:  # noqa: E501
+            _query_params.append(('effectiveAt', _params['effective_at']))
+
+        # process the header parameters
+        _header_params = dict(_params.get('_headers', {}))
+        # process the form parameters
+        _form_params = []
+        _files = {}
+        # process the body parameter
+        _body_params = None
+        if _params['cancel_single_holding_adjustment_request'] is not None:
+            _body_params = _params['cancel_single_holding_adjustment_request']
+
+        # set the HTTP header `Accept`
+        _header_params['Accept'] = self.api_client.select_header_accept(
+            ['text/plain', 'application/json', 'text/json'])  # noqa: E501
+
+        # set the HTTP header `Content-Type`
+        _content_types_list = _params.get('_content_type',
+            self.api_client.select_header_content_type(
+                ['application/json-patch+json', 'application/json', 'text/json', 'application/*+json']))
+        if _content_types_list:
+                _header_params['Content-Type'] = _content_types_list
+
+        # authentication setting
+        _auth_settings = ['oauth2']  # noqa: E501
+
+        _response_types_map = {
+            '200': "DeletedEntityResponse",
+            '400': "LusidValidationProblemDetails",
+        }
+
+        return self.api_client.call_api(
+            '/api/transactionportfolios/{scope}/{code}/holdings/$cancelAdjustment', 'POST',
+            _path_params,
+            _query_params,
+            _header_params,
+            body=_body_params,
+            post_params=_form_params,
+            files=_files,
+            response_types_map=_response_types_map,
+            auth_settings=_auth_settings,
+            async_req=_params.get('async_req'),
+            _return_http_data_only=_params.get('_return_http_data_only'),  # noqa: E501
+            _preload_content=_params.get('_preload_content', True),
+            _request_timeout=_params.get('_request_timeout'),
+            opts=_params.get('opts'),
+            collection_formats=_collection_formats,
+            _request_auth=_params.get('_request_auth'))
+
     @overload
     async def cancel_transactions(self, scope : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The scope of the transaction portfolio.")], code : Annotated[constr(strict=True, max_length=64, min_length=1), Field(..., description="The code of the transaction portfolio. Together with the scope this uniquely identifies              the transaction portfolio.")], transaction_ids : Annotated[conlist(StrictStr), Field(..., description="The IDs of the transactions to cancel.")], **kwargs) -> DeletedEntityResponse:  # noqa: E501
         ...

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: 0.11.7111\n"\
+               "Version of the API: 0.11.7140\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/__init__.py

@@ -123,6 +123,7 @@ from lusid.models.cancel_orders_and_move_remaining_request import CancelOrdersAn
 from lusid.models.cancel_orders_and_move_remaining_response import CancelOrdersAndMoveRemainingResponse
 from lusid.models.cancel_orders_response import CancelOrdersResponse
 from lusid.models.cancel_placements_response import CancelPlacementsResponse
+from lusid.models.cancel_single_holding_adjustment_request import CancelSingleHoldingAdjustmentRequest
 from lusid.models.cancelled_order_result import CancelledOrderResult
 from lusid.models.cancelled_placement_result import CancelledPlacementResult
 from lusid.models.cap_floor import CapFloor
@@ -246,6 +247,7 @@ from lusid.models.create_relation_definition_request import CreateRelationDefini
 from lusid.models.create_relation_request import CreateRelationRequest
 from lusid.models.create_relationship_definition_request import CreateRelationshipDefinitionRequest
 from lusid.models.create_relationship_request import CreateRelationshipRequest
+from lusid.models.create_risk_model_factor_set_request import CreateRiskModelFactorSetRequest
 from lusid.models.create_sequence_request import CreateSequenceRequest
 from lusid.models.create_staging_rule_set_request import CreateStagingRuleSetRequest
 from lusid.models.create_tax_rule_set_request import CreateTaxRuleSetRequest
@@ -560,6 +562,7 @@ from lusid.models.lusid_validation_problem_details import LusidValidationProblem
 from lusid.models.mapped_string import MappedString
 from lusid.models.mapping import Mapping
 from lusid.models.mapping_rule import MappingRule
+from lusid.models.mark_to_market_conventions import MarkToMarketConventions
 from lusid.models.market_context import MarketContext
 from lusid.models.market_context_suppliers import MarketContextSuppliers
 from lusid.models.market_data_key_rule import MarketDataKeyRule
@@ -695,6 +698,7 @@ from lusid.models.paged_resource_list_of_property_definition_search_result impor
 from lusid.models.paged_resource_list_of_reconciliation import PagedResourceListOfReconciliation
 from lusid.models.paged_resource_list_of_reference_list_response import PagedResourceListOfReferenceListResponse
 from lusid.models.paged_resource_list_of_relationship_definition import PagedResourceListOfRelationshipDefinition
+from lusid.models.paged_resource_list_of_risk_model_factor_set import PagedResourceListOfRiskModelFactorSet
 from lusid.models.paged_resource_list_of_sequence_definition import PagedResourceListOfSequenceDefinition
 from lusid.models.paged_resource_list_of_staged_modification import PagedResourceListOfStagedModification
 from lusid.models.paged_resource_list_of_staged_modifications_requested_change_interval import PagedResourceListOfStagedModificationsRequestedChangeInterval
@@ -921,6 +925,7 @@ from lusid.models.result_value_string import ResultValueString
 from lusid.models.result_value_type import ResultValueType
 from lusid.models.return_zero_pv_options import ReturnZeroPvOptions
 from lusid.models.reverse_stock_split_event import ReverseStockSplitEvent
+from lusid.models.risk_model_factor_set import RiskModelFactorSet
 from lusid.models.rounding_configuration import RoundingConfiguration
 from lusid.models.rounding_configuration_component import RoundingConfigurationComponent
 from lusid.models.rounding_convention import RoundingConvention
@@ -1001,6 +1006,7 @@ from lusid.models.total_return_swap import TotalReturnSwap
 from lusid.models.touch import Touch
 from lusid.models.trade_ticket import TradeTicket
 from lusid.models.trade_ticket_type import TradeTicketType
+from lusid.models.trading_conventions import TradingConventions
 from lusid.models.transaction import Transaction
 from lusid.models.transaction_configuration_data import TransactionConfigurationData
 from lusid.models.transaction_configuration_data_request import TransactionConfigurationDataRequest
@@ -1078,6 +1084,7 @@ from lusid.models.update_property_definition_request import UpdatePropertyDefini
 from lusid.models.update_reconciliation_request import UpdateReconciliationRequest
 from lusid.models.update_reference_data_request import UpdateReferenceDataRequest
 from lusid.models.update_relationship_definition_request import UpdateRelationshipDefinitionRequest
+from lusid.models.update_risk_model_factor_set_request import UpdateRiskModelFactorSetRequest
 from lusid.models.update_staging_rule_set_request import UpdateStagingRuleSetRequest
 from lusid.models.update_tax_rule_set_request import UpdateTaxRuleSetRequest
 from lusid.models.update_timeline_request import UpdateTimelineRequest
@@ -1279,6 +1286,7 @@ __all__ = [
     "CancelOrdersAndMoveRemainingResponse",
     "CancelOrdersResponse",
     "CancelPlacementsResponse",
+    "CancelSingleHoldingAdjustmentRequest",
     "CancelledOrderResult",
     "CancelledPlacementResult",
     "CapFloor",
@@ -1402,6 +1410,7 @@ __all__ = [
     "CreateRelationRequest",
     "CreateRelationshipDefinitionRequest",
     "CreateRelationshipRequest",
+    "CreateRiskModelFactorSetRequest",
     "CreateSequenceRequest",
     "CreateStagingRuleSetRequest",
     "CreateTaxRuleSetRequest",
@@ -1716,6 +1725,7 @@ __all__ = [
     "MappedString",
     "Mapping",
     "MappingRule",
+    "MarkToMarketConventions",
     "MarketContext",
     "MarketContextSuppliers",
     "MarketDataKeyRule",
@@ -1851,6 +1861,7 @@ __all__ = [
     "PagedResourceListOfReconciliation",
     "PagedResourceListOfReferenceListResponse",
     "PagedResourceListOfRelationshipDefinition",
+    "PagedResourceListOfRiskModelFactorSet",
     "PagedResourceListOfSequenceDefinition",
     "PagedResourceListOfStagedModification",
     "PagedResourceListOfStagedModificationsRequestedChangeInterval",
@@ -2077,6 +2088,7 @@ __all__ = [
     "ResultValueType",
     "ReturnZeroPvOptions",
     "ReverseStockSplitEvent",
+    "RiskModelFactorSet",
     "RoundingConfiguration",
     "RoundingConfigurationComponent",
     "RoundingConvention",
@@ -2157,6 +2169,7 @@ __all__ = [
     "Touch",
     "TradeTicket",
     "TradeTicketType",
+    "TradingConventions",
     "Transaction",
     "TransactionConfigurationData",
     "TransactionConfigurationDataRequest",
@@ -2234,6 +2247,7 @@ __all__ = [
     "UpdateReconciliationRequest",
     "UpdateReferenceDataRequest",
     "UpdateRelationshipDefinitionRequest",
+    "UpdateRiskModelFactorSetRequest",
     "UpdateStagingRuleSetRequest",
     "UpdateTaxRuleSetRequest",
     "UpdateTimelineRequest",

lusid/models/bond.py

@@ -24,6 +24,7 @@ from lusid.models.ex_dividend_configuration import ExDividendConfiguration
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.rounding_convention import RoundingConvention
+from lusid.models.trading_conventions import TradingConventions
 
 class Bond(LusidInstrument):
     """
@@ -43,9 +44,10 @@ class Bond(LusidInstrument):
     rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
     ex_dividend_configuration: Optional[ExDividendConfiguration] = Field(None, alias="exDividendConfiguration")
     original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="originalIssuePrice", description="The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.")
+    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
     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, FlexibleDeposit")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "flowConventions", "principal", "couponRate", "identifiers", "exDividendDays", "initialCouponDate", "firstCouponPayDate", "calculationType", "roundingConventions", "exDividendConfiguration", "originalIssuePrice"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "flowConventions", "principal", "couponRate", "identifiers", "exDividendDays", "initialCouponDate", "firstCouponPayDate", "calculationType", "roundingConventions", "exDividendConfiguration", "originalIssuePrice", "tradingConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -92,6 +94,9 @@ class Bond(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of ex_dividend_configuration
         if self.ex_dividend_configuration:
             _dict['exDividendConfiguration'] = self.ex_dividend_configuration.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of trading_conventions
+        if self.trading_conventions:
+            _dict['tradingConventions'] = self.trading_conventions.to_dict()
         # 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():
@@ -158,7 +163,8 @@ class Bond(LusidInstrument):
             "calculation_type": obj.get("calculationType"),
             "rounding_conventions": [RoundingConvention.from_dict(_item) for _item in obj.get("roundingConventions")] if obj.get("roundingConventions") is not None else None,
             "ex_dividend_configuration": ExDividendConfiguration.from_dict(obj.get("exDividendConfiguration")) if obj.get("exDividendConfiguration") is not None else None,
-            "original_issue_price": obj.get("originalIssuePrice")
+            "original_issue_price": obj.get("originalIssuePrice"),
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/cancel_single_holding_adjustment_request.py

@@ -0,0 +1,96 @@
+# 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 BaseModel, Field, StrictStr
+from lusid.models.perpetual_property import PerpetualProperty
+
+class CancelSingleHoldingAdjustmentRequest(BaseModel):
+    """
+    This request specifies single target holding. i.e. holding data that the  system should match. And deletes previous adjustment made to that holding  # noqa: E501
+    """
+    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="A set of instrument identifiers that can resolve the holding adjustment to a unique instrument.")
+    sub_holding_keys: Optional[Dict[str, PerpetualProperty]] = Field(None, alias="subHoldingKeys", description="The sub-holding properties which identify the holding. Each property must be from the 'Transaction' domain.")
+    currency: Optional[StrictStr] = Field(None, description="The Holding currency.")
+    __properties = ["instrumentIdentifiers", "subHoldingKeys", "currency"]
+
+    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) -> CancelSingleHoldingAdjustmentRequest:
+        """Create an instance of CancelSingleHoldingAdjustmentRequest 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 each value in sub_holding_keys (dict)
+        _field_dict = {}
+        if self.sub_holding_keys:
+            for _key in self.sub_holding_keys:
+                if self.sub_holding_keys[_key]:
+                    _field_dict[_key] = self.sub_holding_keys[_key].to_dict()
+            _dict['subHoldingKeys'] = _field_dict
+        # set to None if sub_holding_keys (nullable) is None
+        # and __fields_set__ contains the field
+        if self.sub_holding_keys is None and "sub_holding_keys" in self.__fields_set__:
+            _dict['subHoldingKeys'] = None
+
+        # set to None if currency (nullable) is None
+        # and __fields_set__ contains the field
+        if self.currency is None and "currency" in self.__fields_set__:
+            _dict['currency'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CancelSingleHoldingAdjustmentRequest:
+        """Create an instance of CancelSingleHoldingAdjustmentRequest from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CancelSingleHoldingAdjustmentRequest.parse_obj(obj)
+
+        _obj = CancelSingleHoldingAdjustmentRequest.parse_obj({
+            "instrument_identifiers": obj.get("instrumentIdentifiers"),
+            "sub_holding_keys": dict(
+                (_k, PerpetualProperty.from_dict(_v))
+                for _k, _v in obj.get("subHoldingKeys").items()
+            )
+            if obj.get("subHoldingKeys") is not None
+            else None,
+            "currency": obj.get("currency")
+        })
+        return _obj

lusid/models/complex_bond.py

@@ -23,6 +23,7 @@ from pydantic.v1 import Field, StrictBool, StrictStr, conlist, constr, validator
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.rounding_convention import RoundingConvention
 from lusid.models.schedule import Schedule
+from lusid.models.trading_conventions import TradingConventions
 
 class ComplexBond(LusidInstrument):
     """
@@ -34,9 +35,10 @@ class ComplexBond(LusidInstrument):
     rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
     asset_backed: Optional[StrictBool] = Field(None, alias="assetBacked", description="If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.")
     asset_pool_identifier: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="assetPoolIdentifier", description="Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)")
+    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
     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, FlexibleDeposit")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "identifiers", "calculationType", "schedules", "roundingConventions", "assetBacked", "assetPoolIdentifier"]
+    __properties = ["instrumentType", "identifiers", "calculationType", "schedules", "roundingConventions", "assetBacked", "assetPoolIdentifier", "tradingConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -84,6 +86,9 @@ class ComplexBond(LusidInstrument):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['roundingConventions'] = _items
+        # override the default output from pydantic by calling `to_dict()` of trading_conventions
+        if self.trading_conventions:
+            _dict['tradingConventions'] = self.trading_conventions.to_dict()
         # 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():
@@ -137,7 +142,8 @@ class ComplexBond(LusidInstrument):
             "schedules": [Schedule.from_dict(_item) for _item in obj.get("schedules")] if obj.get("schedules") is not None else None,
             "rounding_conventions": [RoundingConvention.from_dict(_item) for _item in obj.get("roundingConventions")] if obj.get("roundingConventions") is not None else None,
             "asset_backed": obj.get("assetBacked"),
-            "asset_pool_identifier": obj.get("assetPoolIdentifier")
+            "asset_pool_identifier": obj.get("assetPoolIdentifier"),
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/create_risk_model_factor_set_request.py

@@ -0,0 +1,75 @@
+# 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 BaseModel, Field, constr
+from lusid.models.resource_id import ResourceId
+
+class CreateRiskModelFactorSetRequest(BaseModel):
+    """
+    CreateRiskModelFactorSetRequest
+    """
+    id: Optional[ResourceId] = None
+    display_name: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="displayName", description="Factor Set name.")
+    __properties = ["id", "displayName"]
+
+    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) -> CreateRiskModelFactorSetRequest:
+        """Create an instance of CreateRiskModelFactorSetRequest 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 id
+        if self.id:
+            _dict['id'] = self.id.to_dict()
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> CreateRiskModelFactorSetRequest:
+        """Create an instance of CreateRiskModelFactorSetRequest from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return CreateRiskModelFactorSetRequest.parse_obj(obj)
+
+        _obj = CreateRiskModelFactorSetRequest.parse_obj({
+            "id": ResourceId.from_dict(obj.get("id")) if obj.get("id") is not None else None,
+            "display_name": obj.get("displayName")
+        })
+        return _obj

lusid/models/equity_option.py

@@ -18,8 +18,8 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import 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.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
 
@@ -41,9 +41,12 @@ class EquityOption(LusidInstrument):
     premium: Optional[Premium] = None
     exercise_type: Optional[StrictStr] = Field(None, alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].")
     underlying: Optional[LusidInstrument] = None
+    delivery_days: Optional[StrictInt] = Field(None, alias="deliveryDays", description="Number of business days between exercise date and settlement of the option payoff or underlying.")
+    business_day_convention: Optional[StrictStr] = Field(None, alias="businessDayConvention", description="Business day convention for option exercise date to settlement date calculation.  Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].")
+    settlement_calendars: Optional[conlist(StrictStr)] = Field(None, alias="settlementCalendars", description="Holiday calendars for option exercise date to settlement date calculation.")
     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, FlexibleDeposit")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "optionMaturityDate", "optionSettlementDate", "deliveryType", "optionType", "strike", "domCcy", "underlyingIdentifier", "code", "equityOptionType", "numberOfShares", "premium", "exerciseType", "underlying"]
+    __properties = ["instrumentType", "startDate", "optionMaturityDate", "optionSettlementDate", "deliveryType", "optionType", "strike", "domCcy", "underlyingIdentifier", "code", "equityOptionType", "numberOfShares", "premium", "exerciseType", "underlying", "deliveryDays", "businessDayConvention", "settlementCalendars"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -118,6 +121,16 @@ class EquityOption(LusidInstrument):
         if self.exercise_type is None and "exercise_type" in self.__fields_set__:
             _dict['exerciseType'] = None
 
+        # set to None if business_day_convention (nullable) is None
+        # and __fields_set__ contains the field
+        if self.business_day_convention is None and "business_day_convention" in self.__fields_set__:
+            _dict['businessDayConvention'] = None
+
+        # set to None if settlement_calendars (nullable) is None
+        # and __fields_set__ contains the field
+        if self.settlement_calendars is None and "settlement_calendars" in self.__fields_set__:
+            _dict['settlementCalendars'] = None
+
         return _dict
 
     @classmethod
@@ -144,7 +157,10 @@ class EquityOption(LusidInstrument):
             "number_of_shares": obj.get("numberOfShares"),
             "premium": Premium.from_dict(obj.get("premium")) if obj.get("premium") is not None else None,
             "exercise_type": obj.get("exerciseType"),
-            "underlying": LusidInstrument.from_dict(obj.get("underlying")) if obj.get("underlying") is not None else None
+            "underlying": LusidInstrument.from_dict(obj.get("underlying")) if obj.get("underlying") is not None else None,
+            "delivery_days": obj.get("deliveryDays"),
+            "business_day_convention": obj.get("businessDayConvention"),
+            "settlement_calendars": obj.get("settlementCalendars")
         })
         # store additional fields in additional_properties
         for _key in obj.keys():