lusid-sdk 2.1.619__py3-none-any.whl → 2.1.620__py3-none-any.whl

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: 0.11.7155\n"\
+               "Version of the API: 0.11.7163\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/cap_floor.py

@@ -18,8 +18,9 @@ import re  # noqa: F401
 import json
 
 
-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.floating_leg import FloatingLeg
 from lusid.models.lusid_instrument import LusidInstrument
 
@@ -32,9 +33,10 @@ class CapFloor(LusidInstrument):
     floor_strike: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorStrike", description="Strike rate of the Floor.")
     include_first_caplet: StrictBool = Field(..., alias="includeFirstCaplet", description="Include first caplet flag.")
     underlying_floating_leg: FloatingLeg = Field(..., alias="underlyingFloatingLeg")
+    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, FlexibleDeposit")
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "capFloorType", "capStrike", "floorStrike", "includeFirstCaplet", "underlyingFloatingLeg"]
+    __properties = ["instrumentType", "capFloorType", "capStrike", "floorStrike", "includeFirstCaplet", "underlyingFloatingLeg", "additionalPayments"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -71,6 +73,13 @@ class CapFloor(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of underlying_floating_leg
         if self.underlying_floating_leg:
             _dict['underlyingFloatingLeg'] = self.underlying_floating_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():
@@ -86,6 +95,11 @@ class CapFloor(LusidInstrument):
         if self.floor_strike is None and "floor_strike" in self.__fields_set__:
             _dict['floorStrike'] = 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
@@ -103,7 +117,8 @@ class CapFloor(LusidInstrument):
             "cap_strike": obj.get("capStrike"),
             "floor_strike": obj.get("floorStrike"),
             "include_first_caplet": obj.get("includeFirstCaplet"),
-            "underlying_floating_leg": FloatingLeg.from_dict(obj.get("underlyingFloatingLeg")) if obj.get("underlyingFloatingLeg") is not None else None
+            "underlying_floating_leg": FloatingLeg.from_dict(obj.get("underlyingFloatingLeg")) if obj.get("underlyingFloatingLeg") 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/models/complex_bond.py

@@ -18,8 +18,8 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import Field, StrictBool, StrictStr, conlist, 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.lusid_instrument import LusidInstrument
 from lusid.models.rounding_convention import RoundingConvention
 from lusid.models.schedule import Schedule
@@ -32,13 +32,14 @@ class ComplexBond(LusidInstrument):
     identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="External market codes and identifiers for the bond, e.g. ISIN.")
     calculation_type: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="calculationType", description="The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].")
     schedules: Optional[conlist(Schedule)] = Field(None, description="schedules.")
+    original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="originalIssuePrice", description="The price the complex 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%.")
     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", "tradingConventions"]
+    __properties = ["instrumentType", "identifiers", "calculationType", "schedules", "originalIssuePrice", "roundingConventions", "assetBacked", "assetPoolIdentifier", "tradingConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -109,6 +110,11 @@ class ComplexBond(LusidInstrument):
         if self.schedules is None and "schedules" in self.__fields_set__:
             _dict['schedules'] = None
 
+        # set to None if original_issue_price (nullable) is None
+        # and __fields_set__ contains the field
+        if self.original_issue_price is None and "original_issue_price" in self.__fields_set__:
+            _dict['originalIssuePrice'] = None
+
         # set to None if rounding_conventions (nullable) is None
         # and __fields_set__ contains the field
         if self.rounding_conventions is None and "rounding_conventions" in self.__fields_set__:
@@ -140,6 +146,7 @@ class ComplexBond(LusidInstrument):
             "identifiers": obj.get("identifiers"),
             "calculation_type": obj.get("calculationType"),
             "schedules": [Schedule.from_dict(_item) for _item in obj.get("schedules")] if obj.get("schedules") is not None else None,
+            "original_issue_price": obj.get("originalIssuePrice"),
             "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"),

lusid/models/fee_accrual.py

@@ -32,9 +32,10 @@ class FeeAccrual(BaseModel):
     calculation_base: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="calculationBase", description="The result of the evaluating the fee's calculation base expression.")
     amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The result of applying the fee to the calculation base, and scaled down to a day.")
     previous_accrual: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="previousAccrual", description="The previous valuation point's total accrual.")
+    previous_total_accrual: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="previousTotalAccrual", description="The previous valuation point's total accrual.")
     total_accrual: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="totalAccrual", description="The sum of the PreviousAccrual and Amount.")
     links: Optional[conlist(Link)] = None
-    __properties = ["effectiveAt", "code", "name", "calculationBase", "amount", "previousAccrual", "totalAccrual", "links"]
+    __properties = ["effectiveAt", "code", "name", "calculationBase", "amount", "previousAccrual", "previousTotalAccrual", "totalAccrual", "links"]
 
     @validator('code')
     def code_validate_regular_expression(cls, value):
@@ -97,6 +98,7 @@ class FeeAccrual(BaseModel):
             "calculation_base": obj.get("calculationBase"),
             "amount": obj.get("amount"),
             "previous_accrual": obj.get("previousAccrual"),
+            "previous_total_accrual": obj.get("previousTotalAccrual"),
             "total_accrual": obj.get("totalAccrual"),
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })

{lusid_sdk-2.1.619.dist-info → lusid_sdk-2.1.620.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.1.619
+Version: 2.1.620
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT

{lusid_sdk-2.1.619.dist-info → lusid_sdk-2.1.620.dist-info}/RECORD

@@ -72,7 +72,7 @@ lusid/api/translation_api.py,sha256=nIyuLncCvVC5k2d7Nm32zR8AQ1dkrVm1OThkmELY_OM,
 lusid/api/workspace_api.py,sha256=Yox1q7TDY-_O3HF-N8g5kGuNgp4unWvlSZmRZ6MNZO0,196701
 lusid/api_client.py,sha256=ewMTmf9SRurY8pYnUx9jy24RdldPCOa4US38pnrVxjA,31140
 lusid/api_response.py,sha256=6-gnhty6lu8MMAERt3_kTVD7UxQgWFfcjgpcq6iN5IU,855
-lusid/configuration.py,sha256=PRX70c6_oik69103ZdLaxqunwR6Y__arc1h6BoJbtAg,17972
+lusid/configuration.py,sha256=1W9NsRldOrjadwepaxuTthpRgawAN2nkWt75lu-DkHk,17972
 lusid/exceptions.py,sha256=HIQwgmQrszLlcVCLaqex8dO0laVuejUyOMz7U2ZWJ6s,5326
 lusid/extensions/__init__.py,sha256=dzDHEzpn-9smd2-_UMWQzeyX6Ha4jGf6fnqx7qxKxNI,630
 lusid/extensions/api_client.py,sha256=GzygWg_h603QK1QS2HvAijuE2R1TnvoF6-Yg0CeM3ug,30943
@@ -200,7 +200,7 @@ lusid/models/cancel_placements_response.py,sha256=xe43QiiMvapew4BvR1C3wj5tYgn-zL
 lusid/models/cancel_single_holding_adjustment_request.py,sha256=55NQVC3IsJqXN6Cmn7E2y7Pa8OobQc71Dlgl_5-4Hcg,3880
 lusid/models/cancelled_order_result.py,sha256=ZAwAhNd7IouFTPRwwYvAflZqlYkbweSttNmJ6cHoIkw,2187
 lusid/models/cancelled_placement_result.py,sha256=eW3lgoyFakoGKcFSp3WN11bpuJyJun9jm8rVS4hdxwg,3127
-lusid/models/cap_floor.py,sha256=cEgDxAa_Z91oDsa5HI6v8us0mvvN8gt41VVKDnh99Cs,6692
+lusid/models/cap_floor.py,sha256=l66x7biOKvqacInPheCBfTuBSLsLFrF5T4nxSozg7bw,7862
 lusid/models/capital_distribution_event.py,sha256=odmRb5SUm-U4DOwNnZURknvtqu5GU8Mu_uz1zn9zwMU,8521
 lusid/models/cash.py,sha256=_hsaJ_UwziEWxDMUY0DyTth2376VtU__Zrx8f-vA2gs,5099
 lusid/models/cash_and_security_offer_election.py,sha256=9xxHftE8QRdsizLEXCyvxFdkPpm9KU3fxz8WNjJv430,3933
@@ -242,7 +242,7 @@ lusid/models/comparison_attribute_value_pair.py,sha256=4AYi8WddelHw2hQw-O8z6snCK
 lusid/models/complete_portfolio.py,sha256=_y1LTAZ7pErx7ioQu20WLK_l3sy55JRoJo8c4yZb3jE,7827
 lusid/models/complete_relation.py,sha256=T1Wd-knJ0m60ZV82FRinBboqaj0XioTUirK43ozT1q4,3908
 lusid/models/complete_relationship.py,sha256=oO5LLSMYB6IXIsWZVoooboC0TEo3aaox6zLFdnn1wLk,5168
-lusid/models/complex_bond.py,sha256=C1R-4D0lvGAQeP35Bf8Jioobi4dBFU4IG-rwh3QM_u4,10468
+lusid/models/complex_bond.py,sha256=S1J2TYxy6aBYsedlH_4GEuxFWSHDbwHw3u1Ld8OLq_A,11107
 lusid/models/complex_market_data.py,sha256=p0lDUrbTUaRavdvUAqEWYQioKDkEc8gDXZMAT6DJ-Oo,5865
 lusid/models/complex_market_data_id.py,sha256=Wy6TsnE2ismNdytM1lV6TxPgl92-wTsfohXYt-dN_yk,3964
 lusid/models/compliance_breached_order_info.py,sha256=mz1wCMcqXM8dW4LvbPavNCGpXlU4MYg8oOwVK51WcR8,2970
@@ -428,7 +428,7 @@ lusid/models/expanded_group.py,sha256=e1fIiusdlI_VtjJlF4g5O_yg6A_5VDOg2LaW94CUyJ
 lusid/models/expiry_event.py,sha256=ybsItvlBESIY4OJvH-F6lUKIADTw3P1LqUXa0yOJHdI,6577
 lusid/models/external_fee_component_filter.py,sha256=MYonxkbn322SfeeMvNUZ4VvjZlqw24SuBPECUkw-1wk,3125
 lusid/models/fee.py,sha256=QhQeSjYw4h7mpQ4d4bGSnu2WU_A1J8pMJwi8j8fm210,11945
-lusid/models/fee_accrual.py,sha256=4u5DYJpuu0mwhpXafCRA1mHCdDhNMjwpuTMllxUiqkI,4319
+lusid/models/fee_accrual.py,sha256=mDri5QECjlRtM3l2g1eGTbkgP0pmdtQNL7vOfpFX3-o,4587
 lusid/models/fee_properties.py,sha256=Q92whmRw6aIwyxsgLVF9vntTY5WLwtrDdJMw9sSNoEQ,4232
 lusid/models/fee_request.py,sha256=WiLPnFankXqmxVgg0tBZbFHxvXF-QZMa1TqJsMIUR5Q,10429
 lusid/models/fee_rule.py,sha256=Ez0GUE-1FlzEO8VF1IbH3p2I6gjMaQ6arWzo3VCyi5Q,6070
@@ -1252,6 +1252,6 @@ lusid/models/workspace_update_request.py,sha256=uUXEpX-dJ5UiL9w1wMxIFeovSBiTJ-vi
 lusid/models/yield_curve_data.py,sha256=SbxvdJ4-GWK9kpMdw4Fnxc7_kvIMwgsRsd_31UJn7nw,6330
 lusid/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 lusid/rest.py,sha256=HQT__5LQEMu6_1sLKvYj-DI4FH1DJXBIPYfZCTTyrY4,13431
-lusid_sdk-2.1.619.dist-info/METADATA,sha256=v0oQX5Iw890EtBbYT-OmD1Btkmz9iFyWiExaQOhL8NU,213873
-lusid_sdk-2.1.619.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
-lusid_sdk-2.1.619.dist-info/RECORD,,
+lusid_sdk-2.1.620.dist-info/METADATA,sha256=k5BAvz_PUkB24CINQOv8wP-MyEx9f7USkTQXhIrmuQo,213873
+lusid_sdk-2.1.620.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+lusid_sdk-2.1.620.dist-info/RECORD,,