lusid-sdk 2.1.721__py3-none-any.whl → 2.1.722__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- lusid/api/abor_api.py +74 -56
- lusid/api/abor_configuration_api.py +34 -24
- lusid/api/address_key_definition_api.py +11 -4
- lusid/api/aggregation_api.py +16 -8
- lusid/api/allocations_api.py +20 -12
- lusid/api/amortisation_rule_sets_api.py +34 -24
- lusid/api/application_metadata_api.py +15 -8
- lusid/api/blocks_api.py +20 -12
- lusid/api/calendars_api.py +70 -52
- lusid/api/chart_of_accounts_api.py +174 -136
- lusid/api/complex_market_data_api.py +20 -12
- lusid/api/compliance_api.py +71 -52
- lusid/api/configuration_recipe_api.py +47 -32
- lusid/api/conventions_api.py +40 -24
- lusid/api/corporate_action_sources_api.py +45 -32
- lusid/api/counterparties_api.py +28 -16
- lusid/api/custom_data_models_api.py +30 -20
- lusid/api/custom_entities_api.py +59 -44
- lusid/api/custom_entity_definitions_api.py +20 -12
- lusid/api/custom_entity_types_api.py +20 -12
- lusid/api/cut_label_definitions_api.py +25 -16
- lusid/api/data_types_api.py +45 -32
- lusid/api/derived_transaction_portfolios_api.py +14 -8
- lusid/api/entities_api.py +39 -28
- lusid/api/executions_api.py +20 -12
- lusid/api/fee_types_api.py +30 -20
- lusid/api/fund_configuration_api.py +34 -24
- lusid/api/funds_api.py +129 -100
- lusid/api/group_reconciliations_api.py +66 -48
- lusid/api/identifier_definitions_api.py +25 -16
- lusid/api/instrument_event_types_api.py +35 -24
- lusid/api/instrument_events_api.py +25 -16
- lusid/api/instruments_api.py +105 -80
- lusid/api/legacy_compliance_api.py +44 -32
- lusid/api/legal_entities_api.py +90 -68
- lusid/api/order_graph_api.py +19 -12
- lusid/api/order_instructions_api.py +20 -12
- lusid/api/order_management_api.py +23 -8
- lusid/api/orders_api.py +20 -12
- lusid/api/packages_api.py +20 -12
- lusid/api/participations_api.py +20 -12
- lusid/api/persons_api.py +90 -68
- lusid/api/placements_api.py +20 -12
- lusid/api/portfolio_groups_api.py +134 -104
- lusid/api/portfolios_api.py +159 -124
- lusid/api/property_definitions_api.py +51 -36
- lusid/api/queryable_keys_api.py +9 -4
- lusid/api/quotes_api.py +49 -36
- lusid/api/reconciliations_api.py +55 -36
- lusid/api/reference_lists_api.py +20 -12
- lusid/api/reference_portfolio_api.py +29 -20
- lusid/api/relation_definitions_api.py +15 -8
- lusid/api/relations_api.py +14 -8
- lusid/api/relationship_definitions_api.py +25 -16
- lusid/api/relationships_api.py +14 -8
- lusid/api/schemas_api.py +12 -4
- lusid/api/scopes_api.py +14 -8
- lusid/api/scripted_translation_api.py +28 -16
- lusid/api/search_api.py +24 -16
- lusid/api/sequences_api.py +24 -16
- lusid/api/simple_position_portfolios_api.py +9 -4
- lusid/api/staged_modifications_api.py +24 -16
- lusid/api/staging_rule_set_api.py +29 -20
- lusid/api/structured_result_data_api.py +49 -36
- lusid/api/system_configuration_api.py +23 -12
- lusid/api/tax_rule_sets_api.py +29 -20
- lusid/api/timelines_api.py +35 -24
- lusid/api/transaction_configuration_api.py +59 -44
- lusid/api/transaction_fees_api.py +29 -20
- lusid/api/transaction_portfolios_api.py +204 -160
- lusid/api/translation_api.py +6 -0
- lusid/api/workspace_api.py +96 -72
- lusid/configuration.py +1 -1
- lusid/models/a2_b_breakdown.py +2 -2
- lusid/models/a2_b_category.py +1 -1
- lusid/models/a2_b_data_record.py +7 -7
- lusid/models/a2_b_movement_record.py +8 -8
- lusid/models/abor.py +5 -5
- lusid/models/abor_configuration.py +4 -4
- lusid/models/abor_configuration_properties.py +2 -2
- lusid/models/abor_configuration_request.py +4 -21
- lusid/models/abor_properties.py +2 -2
- lusid/models/abor_request.py +4 -21
- lusid/models/accept_estimate_valuation_point_response.py +2 -2
- lusid/models/access_controlled_action.py +2 -2
- lusid/models/access_controlled_resource.py +4 -4
- lusid/models/access_metadata_operation.py +4 -11
- lusid/models/access_metadata_value.py +3 -3
- lusid/models/account.py +6 -23
- lusid/models/account_properties.py +2 -2
- lusid/models/accounted_transaction.py +2 -2
- lusid/models/accounts_upsert_response.py +2 -2
- lusid/models/accumulation_event.py +3 -3
- lusid/models/action_id.py +4 -4
- lusid/models/add_business_days_to_date_request.py +1 -1
- lusid/models/add_business_days_to_date_response.py +1 -1
- lusid/models/additional_payment.py +3 -3
- lusid/models/address_definition.py +6 -6
- lusid/models/address_key_compliance_parameter.py +3 -3
- lusid/models/address_key_definition.py +3 -3
- lusid/models/address_key_filter.py +3 -3
- lusid/models/address_key_list.py +2 -2
- lusid/models/address_key_list_compliance_parameter.py +2 -2
- lusid/models/address_key_option_definition.py +5 -5
- lusid/models/adjust_global_commitment_event.py +2 -2
- lusid/models/adjust_holding.py +2 -2
- lusid/models/adjust_holding_for_date_request.py +3 -3
- lusid/models/adjust_holding_request.py +2 -2
- lusid/models/aggregate_spec.py +3 -3
- lusid/models/aggregated_return.py +2 -2
- lusid/models/aggregated_returns_dispersion_request.py +4 -14
- lusid/models/aggregated_returns_request.py +7 -7
- lusid/models/aggregated_returns_response.py +2 -2
- lusid/models/aggregated_transactions_request.py +1 -1
- lusid/models/aggregation_context.py +1 -1
- lusid/models/aggregation_measure_failure_detail.py +5 -5
- lusid/models/aggregation_options.py +1 -1
- lusid/models/aggregation_query.py +8 -8
- lusid/models/alias.py +3 -3
- lusid/models/allocation.py +8 -8
- lusid/models/allocation_request.py +6 -6
- lusid/models/allocation_service_run_response.py +1 -1
- lusid/models/allocation_set_request.py +1 -1
- lusid/models/amortisation_event.py +4 -4
- lusid/models/amortisation_rule.py +5 -29
- lusid/models/amortisation_rule_set.py +4 -21
- lusid/models/amount.py +1 -1
- lusid/models/annul_quotes_response.py +2 -2
- lusid/models/annul_single_structured_data_response.py +2 -2
- lusid/models/annul_structured_data_response.py +2 -2
- lusid/models/applicable_instrument_event.py +7 -7
- lusid/models/asset_leg.py +2 -2
- lusid/models/barrier.py +4 -4
- lusid/models/basket.py +3 -3
- lusid/models/basket_identifier.py +4 -4
- lusid/models/batch_adjust_holdings_response.py +1 -1
- lusid/models/batch_update_user_review_for_comparison_result_request.py +2 -2
- lusid/models/batch_update_user_review_for_comparison_result_response.py +1 -1
- lusid/models/batch_upsert_dates_for_calendar_response.py +1 -1
- lusid/models/batch_upsert_instrument_properties_response.py +1 -1
- lusid/models/batch_upsert_portfolio_access_metadata_request.py +1 -1
- lusid/models/batch_upsert_portfolio_access_metadata_response.py +1 -1
- lusid/models/batch_upsert_portfolio_access_metadata_response_item.py +1 -1
- lusid/models/batch_upsert_portfolio_transactions_response.py +1 -1
- lusid/models/batch_upsert_property_definition_properties_response.py +1 -1
- lusid/models/block.py +5 -5
- lusid/models/block_and_order_id_request.py +1 -1
- lusid/models/block_and_orders.py +1 -1
- lusid/models/block_and_orders_create_request.py +1 -1
- lusid/models/block_and_orders_request.py +4 -4
- lusid/models/block_request.py +4 -4
- lusid/models/block_set_request.py +1 -1
- lusid/models/blocked_order_request.py +3 -3
- lusid/models/bond.py +4 -4
- lusid/models/bond_conversion_entry.py +1 -1
- lusid/models/bond_conversion_schedule.py +5 -5
- lusid/models/bond_coupon_event.py +3 -3
- lusid/models/bond_default_event.py +2 -2
- lusid/models/bond_principal_event.py +3 -3
- lusid/models/bonus_issue_event.py +3 -3
- lusid/models/book_transactions_request.py +1 -1
- lusid/models/book_transactions_response.py +1 -1
- lusid/models/bool_compliance_parameter.py +2 -2
- lusid/models/bool_list_compliance_parameter.py +2 -2
- lusid/models/branch_step.py +3 -3
- lusid/models/branch_step_request.py +3 -10
- lusid/models/break_code_source.py +1 -1
- lusid/models/bucketed_cash_flow_request.py +8 -18
- lusid/models/bucketed_cash_flow_response.py +3 -3
- lusid/models/bucketing_schedule.py +2 -2
- lusid/models/calculation_info.py +3 -3
- lusid/models/calendar.py +4 -4
- lusid/models/calendar_date.py +7 -7
- lusid/models/calendar_dependency.py +2 -2
- lusid/models/call_on_intermediate_securities_event.py +3 -3
- lusid/models/cancel_order_and_move_remaining_result.py +1 -1
- lusid/models/cancel_orders_and_move_remaining_request.py +1 -1
- lusid/models/cancel_orders_and_move_remaining_response.py +2 -2
- lusid/models/cancel_orders_response.py +2 -2
- lusid/models/cancel_placements_response.py +2 -2
- lusid/models/cancel_single_holding_adjustment_request.py +2 -2
- lusid/models/cancelled_order_result.py +1 -1
- lusid/models/cancelled_placement_result.py +1 -1
- lusid/models/cap_floor.py +3 -3
- lusid/models/capital_distribution_event.py +2 -2
- lusid/models/cash.py +3 -3
- lusid/models/cash_and_security_offer_election.py +3 -3
- lusid/models/cash_dependency.py +3 -3
- lusid/models/cash_dividend_event.py +2 -2
- lusid/models/cash_election.py +3 -3
- lusid/models/cash_flow_event.py +3 -3
- lusid/models/cash_flow_lineage.py +7 -7
- lusid/models/cash_flow_value.py +3 -3
- lusid/models/cash_flow_value_set.py +2 -2
- lusid/models/cash_ladder_record.py +1 -1
- lusid/models/cash_offer_election.py +3 -3
- lusid/models/cash_perpetual.py +3 -3
- lusid/models/cds_credit_event.py +2 -2
- lusid/models/cds_flow_conventions.py +9 -29
- lusid/models/cds_index.py +2 -2
- lusid/models/cds_protection_detail_specification.py +3 -3
- lusid/models/cdx_credit_event.py +3 -3
- lusid/models/change.py +2 -2
- lusid/models/change_history.py +4 -4
- lusid/models/change_interval.py +6 -6
- lusid/models/change_interval_with_order_management_detail.py +7 -7
- lusid/models/change_item.py +4 -4
- lusid/models/chart_of_accounts.py +4 -4
- lusid/models/chart_of_accounts_properties.py +2 -2
- lusid/models/chart_of_accounts_request.py +4 -21
- lusid/models/check_step.py +3 -3
- lusid/models/check_step_request.py +3 -10
- lusid/models/cleardown_module_details.py +4 -21
- lusid/models/cleardown_module_request.py +4 -28
- lusid/models/cleardown_module_response.py +6 -16
- lusid/models/cleardown_module_rule.py +4 -25
- lusid/models/cleardown_module_rules_updated_response.py +2 -2
- lusid/models/client.py +2 -2
- lusid/models/close_event.py +2 -2
- lusid/models/close_period_diary_entry_request.py +4 -24
- lusid/models/closed_period.py +3 -3
- lusid/models/comparison_attribute_value_pair.py +3 -3
- lusid/models/complete_portfolio.py +6 -6
- lusid/models/complete_relation.py +4 -4
- lusid/models/complete_relationship.py +4 -4
- lusid/models/complex_bond.py +4 -4
- lusid/models/complex_market_data.py +2 -2
- lusid/models/complex_market_data_id.py +6 -6
- lusid/models/compliance_breached_order_info.py +1 -1
- lusid/models/compliance_parameter.py +2 -2
- lusid/models/compliance_rule.py +10 -20
- lusid/models/compliance_rule_breakdown.py +2 -2
- lusid/models/compliance_rule_breakdown_request.py +2 -2
- lusid/models/compliance_rule_response.py +4 -4
- lusid/models/compliance_rule_result.py +6 -6
- lusid/models/compliance_rule_result_detail.py +7 -7
- lusid/models/compliance_rule_result_portfolio_detail.py +2 -2
- lusid/models/compliance_rule_result_v2.py +2 -2
- lusid/models/compliance_rule_template.py +3 -13
- lusid/models/compliance_rule_upsert_request.py +10 -57
- lusid/models/compliance_rule_upsert_response.py +1 -1
- lusid/models/compliance_run_configuration.py +1 -1
- lusid/models/compliance_run_info.py +3 -3
- lusid/models/compliance_run_info_v2.py +3 -3
- lusid/models/compliance_step.py +2 -2
- lusid/models/compliance_step_request.py +2 -2
- lusid/models/compliance_summary_rule_result.py +3 -3
- lusid/models/compliance_summary_rule_result_request.py +3 -3
- lusid/models/compliance_template.py +2 -2
- lusid/models/compliance_template_parameter.py +4 -4
- lusid/models/compliance_template_variation.py +4 -4
- lusid/models/compliance_template_variation_dto.py +5 -22
- lusid/models/compliance_template_variation_request.py +5 -22
- lusid/models/component_filter.py +3 -17
- lusid/models/component_transaction.py +3 -3
- lusid/models/composite_breakdown.py +1 -1
- lusid/models/composite_breakdown_request.py +4 -4
- lusid/models/composite_breakdown_response.py +2 -2
- lusid/models/composite_dispersion.py +1 -1
- lusid/models/composite_dispersion_response.py +2 -2
- lusid/models/compounding.py +6 -6
- lusid/models/configuration_recipe.py +4 -28
- lusid/models/constant_volatility_surface.py +4 -4
- lusid/models/constituents_adjustment_header.py +1 -1
- lusid/models/contract_details.py +5 -5
- lusid/models/contract_for_difference.py +7 -7
- lusid/models/contract_initialisation_event.py +2 -2
- lusid/models/contribution_to_non_passing_rule_detail.py +2 -2
- lusid/models/corporate_action.py +3 -3
- lusid/models/corporate_action_source.py +4 -4
- lusid/models/corporate_action_transition.py +1 -1
- lusid/models/corporate_action_transition_component.py +3 -3
- lusid/models/corporate_action_transition_component_request.py +1 -1
- lusid/models/corporate_action_transition_request.py +1 -1
- lusid/models/counterparty_agreement.py +3 -3
- lusid/models/counterparty_risk_information.py +2 -9
- lusid/models/counterparty_signatory.py +2 -2
- lusid/models/create_address_key_definition_request.py +3 -3
- lusid/models/create_amortisation_rule_set_request.py +4 -28
- lusid/models/create_calendar_request.py +3 -17
- lusid/models/create_closed_period_request.py +2 -2
- lusid/models/create_compliance_template_request.py +3 -17
- lusid/models/create_corporate_action_source_request.py +5 -36
- lusid/models/create_custom_data_model_request.py +4 -28
- lusid/models/create_custom_entity_type_request.py +4 -18
- lusid/models/create_cut_label_definition_request.py +5 -22
- lusid/models/create_data_map_request.py +1 -1
- lusid/models/create_data_type_request.py +8 -36
- lusid/models/create_date_request.py +5 -36
- lusid/models/create_derived_property_definition_request.py +7 -7
- lusid/models/create_derived_transaction_portfolio_request.py +8 -42
- lusid/models/create_group_reconciliation_comparison_ruleset_request.py +3 -3
- lusid/models/create_group_reconciliation_definition_request.py +3 -3
- lusid/models/create_identifier_definition_request.py +9 -53
- lusid/models/create_portfolio_details.py +1 -1
- lusid/models/create_portfolio_group_request.py +4 -4
- lusid/models/create_property_definition_request.py +9 -9
- lusid/models/create_recipe_request.py +2 -2
- lusid/models/create_reconciliation_request.py +4 -11
- lusid/models/create_reference_portfolio_request.py +5 -5
- lusid/models/create_relation_definition_request.py +10 -10
- lusid/models/create_relation_request.py +1 -1
- lusid/models/create_relationship_definition_request.py +10 -45
- lusid/models/create_relationship_request.py +3 -23
- lusid/models/create_sequence_request.py +3 -20
- lusid/models/create_simple_position_portfolio_request.py +9 -26
- lusid/models/create_staging_rule_set_request.py +3 -3
- lusid/models/create_tax_rule_set_request.py +4 -18
- lusid/models/create_timeline_request.py +3 -3
- lusid/models/create_trade_tickets_response.py +1 -1
- lusid/models/create_transaction_portfolio_request.py +9 -19
- lusid/models/create_unit_definition.py +4 -25
- lusid/models/credit_default_swap.py +3 -3
- lusid/models/credit_premium_cash_flow_event.py +3 -3
- lusid/models/credit_rating.py +3 -17
- lusid/models/credit_spread_curve_data.py +4 -4
- lusid/models/credit_support_annex.py +5 -5
- lusid/models/currency_and_amount.py +2 -2
- lusid/models/curve_options.py +5 -5
- lusid/models/custodian_account.py +7 -7
- lusid/models/custodian_account_properties.py +2 -2
- lusid/models/custodian_account_request.py +9 -33
- lusid/models/custodian_accounts_upsert_response.py +2 -2
- lusid/models/custom_data_model.py +1 -1
- lusid/models/custom_data_model_criteria.py +2 -2
- lusid/models/custom_data_model_identifier_type_specification.py +2 -2
- lusid/models/custom_data_model_identifier_type_specification_with_display_name.py +3 -3
- lusid/models/custom_data_model_property_specification.py +2 -2
- lusid/models/custom_data_model_property_specification_with_display_name.py +3 -3
- lusid/models/custom_entity_definition.py +6 -6
- lusid/models/custom_entity_definition_request.py +4 -18
- lusid/models/custom_entity_entity.py +7 -7
- lusid/models/custom_entity_field.py +2 -2
- lusid/models/custom_entity_field_definition.py +6 -6
- lusid/models/custom_entity_id.py +4 -25
- lusid/models/custom_entity_request.py +3 -3
- lusid/models/custom_entity_response.py +5 -5
- lusid/models/custom_entity_type.py +6 -6
- lusid/models/cut_label_definition.py +6 -6
- lusid/models/cut_local_time.py +1 -1
- lusid/models/data_definition.py +5 -15
- lusid/models/data_map_key.py +3 -23
- lusid/models/data_mapping.py +1 -1
- lusid/models/data_model_membership.py +1 -1
- lusid/models/data_model_summary.py +5 -5
- lusid/models/data_scope.py +2 -2
- lusid/models/data_type.py +7 -7
- lusid/models/data_type_entity.py +7 -7
- lusid/models/data_type_summary.py +6 -6
- lusid/models/date_attributes.py +6 -56
- lusid/models/date_or_diary_entry.py +3 -13
- lusid/models/date_range.py +1 -1
- lusid/models/date_time_compliance_parameter.py +2 -2
- lusid/models/date_time_list_compliance_parameter.py +2 -2
- lusid/models/day_month.py +1 -1
- lusid/models/decimal_compliance_parameter.py +2 -2
- lusid/models/decimal_list.py +2 -2
- lusid/models/decimal_list_compliance_parameter.py +2 -2
- lusid/models/decorated_compliance_run_summary.py +1 -1
- lusid/models/delete_accounts_response.py +1 -1
- lusid/models/delete_custodian_accounts_response.py +1 -1
- lusid/models/delete_instrument_properties_response.py +1 -1
- lusid/models/delete_instrument_response.py +2 -2
- lusid/models/delete_instruments_response.py +2 -2
- lusid/models/delete_relation_request.py +1 -1
- lusid/models/delete_relationship_request.py +3 -23
- lusid/models/deleted_entity_response.py +4 -4
- lusid/models/dependency_source_filter.py +5 -5
- lusid/models/deposit_close_event.py +2 -2
- lusid/models/deposit_interest_payment_event.py +3 -3
- lusid/models/described_address_key.py +3 -3
- lusid/models/dialect.py +1 -1
- lusid/models/dialect_id.py +7 -35
- lusid/models/dialect_schema.py +3 -3
- lusid/models/diary_entry.py +6 -16
- lusid/models/diary_entry_request.py +4 -21
- lusid/models/discount_factor_curve_data.py +3 -3
- lusid/models/discounting_dependency.py +3 -3
- lusid/models/dividend_option_event.py +2 -2
- lusid/models/dividend_reinvestment_event.py +2 -2
- lusid/models/drawdown_event.py +2 -2
- lusid/models/early_redemption_election.py +2 -2
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- lusid/models/update_placements_response.py +2 -2
- lusid/models/update_portfolio_group_request.py +3 -3
- lusid/models/update_portfolio_request.py +3 -3
- lusid/models/update_property_definition_request.py +3 -3
- lusid/models/update_reconciliation_request.py +3 -3
- lusid/models/update_reference_data_request.py +1 -1
- lusid/models/update_relationship_definition_request.py +4 -25
- lusid/models/update_staging_rule_set_request.py +3 -3
- lusid/models/update_tax_rule_set_request.py +3 -17
- lusid/models/update_timeline_request.py +3 -3
- lusid/models/update_unit_request.py +4 -34
- lusid/models/upsert_cds_flow_conventions_request.py +1 -1
- lusid/models/upsert_complex_market_data_request.py +1 -1
- lusid/models/upsert_compliance_rule_request.py +4 -4
- lusid/models/upsert_compliance_run_summary_request.py +2 -2
- lusid/models/upsert_compliance_run_summary_result.py +2 -2
- lusid/models/upsert_corporate_action_request.py +3 -20
- lusid/models/upsert_corporate_actions_response.py +2 -2
- lusid/models/upsert_counterparty_agreement_request.py +1 -1
- lusid/models/upsert_credit_support_annex_request.py +1 -1
- lusid/models/upsert_custom_entities_response.py +2 -2
- lusid/models/upsert_custom_entity_access_metadata_request.py +1 -1
- lusid/models/upsert_dialect_request.py +1 -1
- lusid/models/upsert_flow_conventions_request.py +1 -1
- lusid/models/upsert_index_convention_request.py +1 -1
- lusid/models/upsert_instrument_event_request.py +4 -21
- lusid/models/upsert_instrument_events_response.py +2 -2
- lusid/models/upsert_instrument_properties_response.py +1 -1
- lusid/models/upsert_instrument_property_request.py +3 -3
- lusid/models/upsert_instruments_response.py +2 -2
- lusid/models/upsert_legal_entities_response.py +2 -2
- lusid/models/upsert_legal_entity_access_metadata_request.py +1 -1
- lusid/models/upsert_legal_entity_request.py +3 -20
- lusid/models/upsert_person_access_metadata_request.py +1 -1
- lusid/models/upsert_person_request.py +3 -3
- lusid/models/upsert_persons_response.py +1 -1
- lusid/models/upsert_portfolio_access_metadata_request.py +1 -1
- lusid/models/upsert_portfolio_group_access_metadata_request.py +1 -1
- lusid/models/upsert_portfolio_transactions_response.py +2 -2
- lusid/models/upsert_quote_access_metadata_rule_request.py +1 -1
- lusid/models/upsert_quote_request.py +2 -2
- lusid/models/upsert_quotes_response.py +2 -2
- lusid/models/upsert_recipe_composer_request.py +1 -1
- lusid/models/upsert_recipe_request.py +1 -1
- lusid/models/upsert_reference_portfolio_constituent_properties_request.py +1 -1
- lusid/models/upsert_reference_portfolio_constituent_properties_response.py +2 -2
- lusid/models/upsert_reference_portfolio_constituents_request.py +4 -4
- lusid/models/upsert_reference_portfolio_constituents_response.py +2 -2
- lusid/models/upsert_result_values_data_request.py +2 -2
- lusid/models/upsert_returns_response.py +2 -2
- lusid/models/upsert_single_structured_data_response.py +2 -2
- lusid/models/upsert_structured_data_response.py +2 -2
- lusid/models/upsert_structured_result_data_request.py +1 -1
- lusid/models/upsert_transaction_properties_response.py +2 -2
- lusid/models/upsert_translation_script_request.py +2 -2
- lusid/models/upsert_valuation_point_request.py +3 -20
- lusid/models/user.py +2 -2
- lusid/models/valuation_point_data_query_parameters.py +1 -1
- lusid/models/valuation_point_data_request.py +2 -9
- lusid/models/valuation_point_data_response.py +6 -6
- lusid/models/valuation_point_overview.py +5 -5
- lusid/models/valuation_point_resource_list_of_accounted_transaction.py +4 -4
- lusid/models/valuation_point_resource_list_of_fund_journal_entry_line.py +4 -4
- lusid/models/valuation_point_resource_list_of_pnl_journal_entry_line.py +4 -4
- lusid/models/valuation_point_resource_list_of_trial_balance.py +4 -4
- lusid/models/valuation_request.py +2 -2
- lusid/models/valuation_schedule.py +6 -6
- lusid/models/valuations_reconciliation_request.py +1 -1
- lusid/models/vendor_dependency.py +3 -3
- lusid/models/vendor_model_rule.py +6 -6
- lusid/models/version.py +7 -7
- lusid/models/version_summary_dto.py +4 -4
- lusid/models/versioned_resource_list_of_a2_b_data_record.py +4 -4
- lusid/models/versioned_resource_list_of_a2_b_movement_record.py +4 -4
- lusid/models/versioned_resource_list_of_holding_contributor.py +4 -4
- lusid/models/versioned_resource_list_of_journal_entry_line.py +4 -4
- lusid/models/versioned_resource_list_of_output_transaction.py +4 -4
- lusid/models/versioned_resource_list_of_portfolio_holding.py +4 -4
- lusid/models/versioned_resource_list_of_transaction.py +4 -4
- lusid/models/versioned_resource_list_of_trial_balance.py +4 -4
- lusid/models/versioned_resource_list_with_warnings_of_portfolio_holding.py +4 -4
- lusid/models/virtual_document.py +1 -1
- lusid/models/virtual_document_row.py +1 -1
- lusid/models/virtual_row.py +1 -1
- lusid/models/warning.py +3 -3
- lusid/models/weekend_mask.py +2 -9
- lusid/models/weighted_instrument.py +3 -3
- lusid/models/weighted_instrument_in_line_lookup_identifiers.py +12 -12
- lusid/models/weighted_instruments.py +1 -1
- lusid/models/workspace.py +3 -3
- lusid/models/workspace_creation_request.py +3 -10
- lusid/models/workspace_item.py +5 -12
- lusid/models/workspace_item_creation_request.py +5 -26
- lusid/models/workspace_item_update_request.py +3 -10
- lusid/models/workspace_update_request.py +2 -2
- lusid/models/yield_curve_data.py +3 -3
- {lusid_sdk-2.1.721.dist-info → lusid_sdk-2.1.722.dist-info}/METADATA +1 -1
- lusid_sdk-2.1.722.dist-info/RECORD +1288 -0
- lusid_sdk-2.1.721.dist-info/RECORD +0 -1288
- {lusid_sdk-2.1.721.dist-info → lusid_sdk-2.1.722.dist-info}/WHEEL +0 -0
@@ -19,7 +19,7 @@ import json
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from datetime import datetime
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from typing import Any, Dict, List, Optional
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from pydantic.v1 import BaseModel, Field, StrictStr, conlist, constr, validator
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr, validator
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from lusid.models.instrument_event_configuration import InstrumentEventConfiguration
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from lusid.models.model_property import ModelProperty
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"""
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CreateSimplePositionPortfolioRequest
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"""
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display_name:
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description:
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code:
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display_name: StrictStr = Field(...,alias="displayName", description="The name of the simple position portfolio.")
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description: Optional[StrictStr] = Field(None,alias="description", description="A description for the simple position portfolio.")
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code: StrictStr = Field(...,alias="code", description="The code of the simple position portfolio. Together with the scope this uniquely identifies the simple position portfolio.")
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created: Optional[datetime] = Field(None, description="The effective datetime at which to create the simple position portfolio. No holdings can be set on the simple position portfolio before this date. Defaults to the current LUSID system datetime if not specified.")
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base_currency:
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base_currency: StrictStr = Field(...,alias="baseCurrency", description="The base currency of the simple position portfolio in ISO 4217 currency code format.")
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corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
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accounting_method:
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accounting_method: Optional[StrictStr] = Field(None,alias="accountingMethod", description=". The available values are: Default, AverageCost, FirstInFirstOut, LastInFirstOut, HighestCostFirst, LowestCostFirst, ProRateByUnits, ProRateByCost, ProRateByCostPortfolioCurrency, IntraDayThenFirstInFirstOut, LongTermHighestCostFirst, LongTermHighestCostFirstPortfolioCurrency, HighestCostFirstPortfolioCurrency, LowestCostFirstPortfolioCurrency, MaximumLossMinimumGain, MaximumLossMinimumGainPortfolioCurrency")
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sub_holding_keys: Optional[conlist(StrictStr, max_items=100)] = Field(None, alias="subHoldingKeys", description="A set of unique transaction properties to group the simple position portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.")
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properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of unique portfolio properties to add custom data to the simple position portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
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instrument_scopes: Optional[conlist(StrictStr, max_items=1)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of holdings upserted to this portfolio.")
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amortisation_method:
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transaction_type_scope:
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cash_gain_loss_calculation_date:
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amortisation_method: Optional[StrictStr] = Field(None,alias="amortisationMethod", description="The amortisation method used by the portfolio for the calculation. The available values are: NoAmortisation, StraightLine, EffectiveYield, StraightLineSettlementDate, EffectiveYieldSettlementDate")
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transaction_type_scope: Optional[StrictStr] = Field(None,alias="transactionTypeScope", description="The scope of the transaction types.")
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cash_gain_loss_calculation_date: Optional[StrictStr] = Field(None,alias="cashGainLossCalculationDate", description="The option when the Cash Gain Loss to be calulated, TransactionDate/SettlementDate. Defaults to SettlementDate.")
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instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(None, alias="instrumentEventConfiguration")
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amortisation_rule_set_id: Optional[ResourceId] = Field(None, alias="amortisationRuleSetId")
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__properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope", "cashGainLossCalculationDate", "instrumentEventConfiguration", "amortisationRuleSetId"]
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@validator('code')
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raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency')")
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display_name: StrictStr = Field(...,alias="displayName", description="The name of the staging rule set.")
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description: Optional[StrictStr] = Field(None,alias="description", description="A description for the staging rule set.")
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr, validator
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display_name: StrictStr = Field(...,alias="displayName", description="")
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description: StrictStr = Field(...,alias="description", description="")
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output_property_key: StrictStr = Field(...,alias="outputPropertyKey", description="")
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@validator('description')
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CreateTimelineRequest
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"""
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display_name: StrictStr = Field(...,alias="displayName", description="The name of the Timeline.")
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description: Optional[StrictStr] = Field(None,alias="description", description="A description for the Timeline.")
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properties: Optional[Dict[str, ModelProperty]] = Field(None, description="The Timelines properties. These will be from the 'Timeline' domain.")
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr, validator
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"""
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description:
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code:
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display_name: StrictStr = Field(...,alias="displayName", description="The name of the transaction portfolio.")
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description: Optional[StrictStr] = Field(None,alias="description", description="A description for the transaction portfolio.")
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code: StrictStr = Field(...,alias="code", description="The code of the transaction portfolio. Together with the scope this uniquely identifies the transaction portfolio.")
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created: Optional[datetime] = Field(None, description="The effective datetime at which to create the transaction portfolio. No transactions can be added to the transaction portfolio before this date. Defaults to the current LUSID system datetime if not specified.")
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base_currency:
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base_currency: StrictStr = Field(...,alias="baseCurrency", description="The base currency of the transaction portfolio in ISO 4217 currency code format.")
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corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
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accounting_method:
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accounting_method: Optional[StrictStr] = Field(None,alias="accountingMethod", description=". The available values are: Default, AverageCost, FirstInFirstOut, LastInFirstOut, HighestCostFirst, LowestCostFirst, ProRateByUnits, ProRateByCost, ProRateByCostPortfolioCurrency, IntraDayThenFirstInFirstOut, LongTermHighestCostFirst, LongTermHighestCostFirstPortfolioCurrency, HighestCostFirstPortfolioCurrency, LowestCostFirstPortfolioCurrency, MaximumLossMinimumGain, MaximumLossMinimumGainPortfolioCurrency")
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sub_holding_keys: Optional[conlist(StrictStr, max_items=100)] = Field(None, alias="subHoldingKeys", description="A set of unique transaction properties to group the transaction portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.")
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properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of unique portfolio properties to add custom data to the transaction portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
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instrument_scopes: Optional[conlist(StrictStr, max_items=1)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of transactions/holdings upserted to this portfolio.")
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amortisation_method:
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transaction_type_scope:
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cash_gain_loss_calculation_date:
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amortisation_method: Optional[StrictStr] = Field(None,alias="amortisationMethod", description="The amortisation method used by the portfolio for the calculation. The available values are: NoAmortisation, StraightLine, EffectiveYield, StraightLineSettlementDate, EffectiveYieldSettlementDate")
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transaction_type_scope: Optional[StrictStr] = Field(None,alias="transactionTypeScope", description="The scope of the transaction types.")
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cash_gain_loss_calculation_date: Optional[StrictStr] = Field(None,alias="cashGainLossCalculationDate", description="The option when the Cash Gain Loss to be calulated, TransactionDate/SettlementDate. Defaults to SettlementDate.")
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instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(None, alias="instrumentEventConfiguration")
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amortisation_rule_set_id: Optional[ResourceId] = Field(None, alias="amortisationRuleSetId")
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__properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope", "cashGainLossCalculationDate", "instrumentEventConfiguration", "amortisationRuleSetId"]
|
@@ -55,16 +55,6 @@ class CreateTransactionPortfolioRequest(BaseModel):
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raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency')")
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return value
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@validator('transaction_type_scope')
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def transaction_type_scope_validate_regular_expression(cls, value):
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"""Validates the regular expression"""
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raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
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return value
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"""Pydantic configuration"""
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allow_population_by_field_name = True
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from typing import Any, Dict, Optional
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from pydantic.v1 import BaseModel, Field, StrictStr, constr, validator
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr, validator
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class CreateUnitDefinition(BaseModel):
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"""
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CreateUnitDefinition
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"""
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code:
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display_name:
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description:
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code: StrictStr = Field(...,alias="code")
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display_name: StrictStr = Field(...,alias="displayName")
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description: StrictStr = Field(...,alias="description")
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details: Optional[Dict[str, StrictStr]] = None
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__properties = ["code", "displayName", "description", "details"]
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@validator('code')
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def code_validate_regular_expression(cls, value):
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"""Validates the regular expression"""
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if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
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raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
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return value
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@validator('display_name')
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def display_name_validate_regular_expression(cls, value):
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"""Validates the regular expression"""
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if not re.match(r"^[\s\S]*$", value):
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raise ValueError(r"must validate the regular expression /^[\s\S]*$/")
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return value
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@validator('description')
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def description_validate_regular_expression(cls, value):
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"""Validates the regular expression"""
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if not re.match(r"^[\s\S]*$", value):
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raise ValueError(r"must validate the regular expression /^[\s\S]*$/")
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return value
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class Config:
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"""Pydantic configuration"""
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allow_population_by_field_name = True
|
@@ -19,7 +19,7 @@ import json
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from datetime import datetime
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from typing import Any, Dict, List, Optional, Union
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from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
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from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
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from lusid.models.additional_payment import AdditionalPayment
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from lusid.models.cds_flow_conventions import CdsFlowConventions
|
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from lusid.models.cds_protection_detail_specification import CdsProtectionDetailSpecification
|
@@ -30,7 +30,7 @@ class CreditDefaultSwap(LusidInstrument):
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"""
|
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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
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"""
|
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ticker:
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+
ticker: StrictStr = Field(...,alias="ticker", description="A ticker to uniquely specify the entity against which the CDS is written.")
|
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start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
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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.")
|
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flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
|
@@ -39,7 +39,7 @@ class CreditDefaultSwap(LusidInstrument):
|
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notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The notional protected by the Credit Default Swap")
|
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protection_detail_specification: CdsProtectionDetailSpecification = Field(..., alias="protectionDetailSpecification")
|
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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.")
|
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instrument_type:
|
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+
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")
|
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additional_properties: Dict[str, Any] = {}
|
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__properties = ["instrumentType", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification", "additionalPayments"]
|
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@@ -19,7 +19,7 @@ import json
|
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from datetime import datetime
|
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from typing import Any, Dict, Optional, Union
|
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from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
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+
from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator
|
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from lusid.models.instrument_event import InstrumentEvent
|
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|
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class CreditPremiumCashFlowEvent(InstrumentEvent):
|
@@ -28,9 +28,9 @@ class CreditPremiumCashFlowEvent(InstrumentEvent):
|
|
28
28
|
"""
|
29
29
|
ex_date: datetime = Field(..., alias="exDate", description="The ex-dividend date of the cashflow.")
|
30
30
|
payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the cashflow.")
|
31
|
-
currency:
|
31
|
+
currency: StrictStr = Field(...,alias="currency", description="The currency in which the cashflow is paid.")
|
32
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|
cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="The cashflow amount received for each unit of the instrument held on the ex date.")
|
33
|
-
instrument_event_type:
|
33
|
+
instrument_event_type: StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
|
34
34
|
additional_properties: Dict[str, Any] = {}
|
35
35
|
__properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "cashFlowPerUnit"]
|
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|
lusid/models/credit_rating.py
CHANGED
@@ -19,30 +19,16 @@ import json
|
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from typing import Any, Dict
|
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from pydantic.v1 import BaseModel, Field, constr, validator
|
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+
from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr, validator
|
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class CreditRating(BaseModel):
|
25
25
|
"""
|
26
26
|
Object describing a credit rating, which assesses the stability and credit worthiness of a legal entity and hence its likelihood of defaulting on its outstanding obligations (typically debt). # noqa: E501
|
27
27
|
"""
|
28
|
-
rating_source:
|
29
|
-
rating:
|
28
|
+
rating_source: StrictStr = Field(...,alias="ratingSource", description="The provider of the credit rating, which will typically be an agency such as Moody's or Standard and Poor.")
|
29
|
+
rating: StrictStr = Field(...,alias="rating", description="The credit rating provided by the rating source. This would expected to be consistent with the rating scheme of that agency/source.")
|
30
30
|
__properties = ["ratingSource", "rating"]
|
31
31
|
|
32
|
-
@validator('rating_source')
|
33
|
-
def rating_source_validate_regular_expression(cls, value):
|
34
|
-
"""Validates the regular expression"""
|
35
|
-
if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
|
36
|
-
raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
|
37
|
-
return value
|
38
|
-
|
39
|
-
@validator('rating')
|
40
|
-
def rating_validate_regular_expression(cls, value):
|
41
|
-
"""Validates the regular expression"""
|
42
|
-
if not re.match(r"^[a-zA-Z0-9\-+\/]+$", value):
|
43
|
-
raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-+\/]+$/")
|
44
|
-
return value
|
45
|
-
|
46
32
|
class Config:
|
47
33
|
"""Pydantic configuration"""
|
48
34
|
allow_population_by_field_name = True
|
@@ -19,7 +19,7 @@ import json
|
|
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|
|
20
20
|
from datetime import datetime
|
21
21
|
from typing import Any, Dict, List, Optional, Union
|
22
|
-
from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
|
22
|
+
from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
|
23
23
|
from lusid.models.complex_market_data import ComplexMarketData
|
24
24
|
from lusid.models.market_data_options import MarketDataOptions
|
25
25
|
|
@@ -28,15 +28,15 @@ class CreditSpreadCurveData(ComplexMarketData):
|
|
28
28
|
A credit spread curve matching tenors against par spread quotes # noqa: E501
|
29
29
|
"""
|
30
30
|
base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
|
31
|
-
dom_ccy:
|
31
|
+
dom_ccy: StrictStr = Field(...,alias="domCcy", description="Domestic currency of the curve")
|
32
32
|
tenors: conlist(StrictStr) = Field(..., description="The tenors for which the rates apply For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
|
33
33
|
spreads: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Par spread quotes corresponding to the tenors.")
|
34
34
|
recovery_rate: Union[StrictFloat, StrictInt] = Field(..., alias="recoveryRate", description="The recovery rate in default.")
|
35
35
|
reference_date: Optional[datetime] = Field(None, alias="referenceDate", description="If tenors are provided, this is the date against which the tenors will be resolved. This is of importance to CDX spread quotes, which are usually quoted in tenors relative to the CDX start date. In this case, the ReferenceDate would be equal to the CDX start date, and the BaseDate would be the date for which the spreads are valid. If not provided, this defaults to the BaseDate of the curve.")
|
36
36
|
maturities: Optional[conlist(datetime)] = Field(None, description="The maturity dates for which the rates apply. Either tenors or maturities should be provided, not both.")
|
37
|
-
lineage:
|
37
|
+
lineage: Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
|
38
38
|
market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
|
39
|
-
market_data_type:
|
39
|
+
market_data_type: StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface")
|
40
40
|
additional_properties: Dict[str, Any] = {}
|
41
41
|
__properties = ["marketDataType", "baseDate", "domCcy", "tenors", "spreads", "recoveryRate", "referenceDate", "maturities", "lineage", "marketDataOptions"]
|
42
42
|
|
@@ -19,18 +19,18 @@ import json
|
|
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|
|
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20
|
|
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|
from typing import Any, Dict, List, Union
|
22
|
-
from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
|
22
|
+
from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
|
23
23
|
from lusid.models.resource_id import ResourceId
|
24
24
|
|
25
25
|
class CreditSupportAnnex(BaseModel):
|
26
26
|
"""
|
27
27
|
Entity to capture the calculable and queryable methods and practices of determining and transferring collateral to a counterparty as part of margining of transactions. These typically come from a particular ISDA agreement that is in place between the two counterparties. # noqa: E501
|
28
28
|
"""
|
29
|
-
reference_currency:
|
29
|
+
reference_currency: StrictStr = Field(...,alias="referenceCurrency", description="The base, or reference, currency against which MtM value and exposure should be calculated and in which the CSA parameters are defined if the currency is not otherwise explicitly stated.")
|
30
30
|
collateral_currencies: conlist(StrictStr) = Field(..., alias="collateralCurrencies", description="The set of currencies within which it is acceptable to post cash collateral.")
|
31
|
-
isda_agreement_version:
|
32
|
-
margin_call_frequency:
|
33
|
-
valuation_agent:
|
31
|
+
isda_agreement_version: StrictStr = Field(...,alias="isdaAgreementVersion", description="The transactions will take place with reference to a particular ISDA master agreement. This will likely be either the ISDA 1992 or ISDA 2002 agremeents or ISDA close-out 2009.")
|
32
|
+
margin_call_frequency: StrictStr = Field(...,alias="marginCallFrequency", description="The tenor, e.g. daily (1D) or biweekly (2W), at which frequency a margin call will be made, calculations made and money transferred to readjust. The calculation might also require a specific time for valuation and notification.")
|
33
|
+
valuation_agent: StrictStr = Field(...,alias="valuationAgent", description="Are the calculations performed by the institutions's counterparty or the institution trading with them.")
|
34
34
|
threshold_amount: Union[StrictFloat, StrictInt] = Field(..., alias="thresholdAmount", description="At what level of exposure does collateral need to be posted. Will typically be zero for banks. Should be stated in reference currency")
|
35
35
|
rounding_decimal_places: StrictInt = Field(..., alias="roundingDecimalPlaces", description="Where a calculation needs to be rounded to a specific number of decimal places, this states the number that that requires.")
|
36
36
|
initial_margin_amount: Union[StrictFloat, StrictInt] = Field(..., alias="initialMarginAmount", description="The initial margin that is required. In the reference currency")
|
@@ -19,14 +19,14 @@ import json
|
|
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19
|
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20
20
|
|
21
21
|
from typing import Any, Dict, Optional, Union
|
22
|
-
from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr
|
22
|
+
from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr
|
23
23
|
|
24
24
|
class CurrencyAndAmount(BaseModel):
|
25
25
|
"""
|
26
26
|
An amount of a specific currency, specifying a value and an associated unit # noqa: E501
|
27
27
|
"""
|
28
28
|
amount: Optional[Union[StrictFloat, StrictInt]] = None
|
29
|
-
currency:
|
29
|
+
currency: StrictStr = Field(...,alias="currency")
|
30
30
|
__properties = ["amount", "currency"]
|
31
31
|
|
32
32
|
class Config:
|
lusid/models/curve_options.py
CHANGED
@@ -19,17 +19,17 @@ import json
|
|
19
19
|
|
20
20
|
|
21
21
|
from typing import Any, Dict, Optional
|
22
|
-
from pydantic.v1 import Field, StrictStr, constr, validator
|
22
|
+
from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator
|
23
23
|
from lusid.models.market_data_options import MarketDataOptions
|
24
24
|
|
25
25
|
class CurveOptions(MarketDataOptions):
|
26
26
|
"""
|
27
27
|
Options for configuring how ComplexMarketData representing a 'curve' is interpreted. # noqa: E501
|
28
28
|
"""
|
29
|
-
day_count_convention:
|
30
|
-
front_extrapolation_type:
|
31
|
-
back_extrapolation_type:
|
32
|
-
market_data_options_type:
|
29
|
+
day_count_convention: Optional[StrictStr] = Field(None,alias="dayCountConvention", description="Day count convention of the curve. Defaults to \"Act360\".")
|
30
|
+
front_extrapolation_type: Optional[StrictStr] = Field(None,alias="frontExtrapolationType", description="What type of extrapolation is used to build the curve Imagine that the curve is facing the observer(you), then the \"front\" direction is the closest point on the curve onward. example: 0D tenor to past Defaults to \"Flat\". Supported string (enumeration) values are: [None, Flat, Linear].")
|
31
|
+
back_extrapolation_type: Optional[StrictStr] = Field(None,alias="backExtrapolationType", description="What type of extrapolation is used to build the curve. Imagine that the curve is facing the observer(you), then the \"back\" direction is the furthest point on the curve onward. example: 30Y tenor to infinity Defaults to \"Flat\". Supported string (enumeration) values are: [None, Flat, Linear].")
|
32
|
+
market_data_options_type: StrictStr = Field(...,alias="marketDataOptionsType", description="The available values are: CurveOptions")
|
33
33
|
additional_properties: Dict[str, Any] = {}
|
34
34
|
__properties = ["marketDataOptionsType", "dayCountConvention", "frontExtrapolationType", "backExtrapolationType"]
|
35
35
|
|
@@ -19,7 +19,7 @@ import json
|
|
19
19
|
|
20
20
|
|
21
21
|
from typing import Any, Dict, Optional
|
22
|
-
from pydantic.v1 import BaseModel, Field, StrictStr, constr
|
22
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr
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from lusid.models.legal_entity import LegalEntity
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from lusid.models.model_property import ModelProperty
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from lusid.models.resource_id import ResourceId
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@@ -29,14 +29,14 @@ class CustodianAccount(BaseModel):
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CustodianAccount
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"""
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custodian_account_id: ResourceId = Field(..., alias="custodianAccountId")
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status:
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account_number:
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account_name:
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accounting_method:
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currency:
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status: StrictStr = Field(...,alias="status", description="The Account status. Can be Active, Inactive or Deleted.")
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account_number: StrictStr = Field(...,alias="accountNumber", description="The Custodian Account Number")
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account_name: StrictStr = Field(...,alias="accountName", description="The identifiable name given to the Custodian Account")
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accounting_method: StrictStr = Field(...,alias="accountingMethod", description="The Accounting method to be used")
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currency: StrictStr = Field(...,alias="currency", description="The Currency for the Account")
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properties: Optional[Dict[str, ModelProperty]] = Field(None, description="Set of unique Custodian Account properties and associated values to store with the Custodian Account. Each property must be from the 'CustodianAccount' domain.")
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custodian: LegalEntity = Field(...)
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account_type:
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account_type: StrictStr = Field(...,alias="accountType", description="The Type of the Custodian Account. Can be Margin, Cash or Swap. Defaults to Margin.")
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__properties = ["custodianAccountId", "status", "accountNumber", "accountName", "accountingMethod", "currency", "properties", "custodian", "accountType"]
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class Config:
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@@ -19,7 +19,7 @@ import json
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from typing import Any, Dict, List, Optional
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-
from pydantic.v1 import BaseModel, Field, StrictStr, conlist
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist
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from lusid.models.link import Link
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from lusid.models.model_property import ModelProperty
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from lusid.models.version import Version
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@@ -28,7 +28,7 @@ class CustodianAccountProperties(BaseModel):
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"""
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CustodianAccountProperties
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"""
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href:
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href: Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.")
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properties: Optional[Dict[str, ModelProperty]] = Field(None, description="The Custodian Account properties. These will be from the 'CustodianAccount' domain.")
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version: Optional[Version] = None
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links: Optional[conlist(Link)] = None
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@@ -19,7 +19,7 @@ import json
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from typing import Any, Dict, Optional
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from pydantic.v1 import BaseModel, Field, StrictStr, constr, validator
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from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr, validator
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from lusid.models.model_property import ModelProperty
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from lusid.models.typed_resource_id import TypedResourceId
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@@ -27,42 +27,18 @@ class CustodianAccountRequest(BaseModel):
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"""
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CustodianAccountRequest
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"""
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scope:
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code:
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status:
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account_number:
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account_name:
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accounting_method:
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currency:
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scope: Optional[StrictStr] = Field(None,alias="scope", description="The Scope assigned to the Custodian Account, where left blank the parent Portfolio Scope will be used")
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code: StrictStr = Field(...,alias="code", description="Unique Code representing the Custodian Account")
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status: Optional[StrictStr] = Field(None,alias="status", description="The Account status. Can be Active, Inactive or Deleted.")
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account_number: StrictStr = Field(...,alias="accountNumber", description="The Custodian Account Number")
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account_name: StrictStr = Field(...,alias="accountName", description="The identifiable name given to the Custodian Account")
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accounting_method: StrictStr = Field(...,alias="accountingMethod", description="The Accounting method to be used")
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currency: StrictStr = Field(...,alias="currency", description="The Currency for the Account")
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properties: Optional[Dict[str, ModelProperty]] = Field(None, description="Set of unique Custodian Account properties and associated values to store with the Custodian Account. Each property must be from the 'CustodianAccount' domain.")
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custodian_identifier: TypedResourceId = Field(..., alias="custodianIdentifier")
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account_type:
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account_type: Optional[StrictStr] = Field(None,alias="accountType", description="The Type of the Custodian Account. Can be Margin, Cash or Swap. Defaults to Margin.")
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__properties = ["scope", "code", "status", "accountNumber", "accountName", "accountingMethod", "currency", "properties", "custodianIdentifier", "accountType"]
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@validator('scope')
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def scope_validate_regular_expression(cls, value):
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"""Validates the regular expression"""
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if value is None:
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return value
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if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
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raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
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return value
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@validator('code')
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def code_validate_regular_expression(cls, value):
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"""Validates the regular expression"""
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if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
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raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
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return value
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@validator('account_name')
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def account_name_validate_regular_expression(cls, value):
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"""Validates the regular expression"""
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if not re.match(r"^[\s\S]*$", value):
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raise ValueError(r"must validate the regular expression /^[\s\S]*$/")
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return value
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class Config:
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"""Pydantic configuration"""
|
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allow_population_by_field_name = True
|
@@ -19,7 +19,7 @@ import json
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from typing import Any, Dict, List, Optional
|
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from pydantic.v1 import BaseModel, Field, StrictStr, conlist
|
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+
from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist
|
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from lusid.models.custodian_account import CustodianAccount
|
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from lusid.models.link import Link
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from lusid.models.version import Version
|
@@ -28,7 +28,7 @@ class CustodianAccountsUpsertResponse(BaseModel):
|
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"""
|
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The upsert accounts response # noqa: E501
|
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"""
|
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-
href:
|
31
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+
href: Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.")
|
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version: Optional[Version] = None
|
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custodian_accounts: Optional[conlist(CustodianAccount)] = Field(None, alias="custodianAccounts", description="The Custodian Accounts which have been upserted.")
|
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links: Optional[conlist(Link)] = None
|