lusid-sdk 2.1.721__py3-none-any.whl → 2.1.722__py3-none-any.whl

lusid/models/future.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, constr, validator 
 from lusid.models.futures_contract_details import FuturesContractDetails
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.mark_to_market_conventions import MarkToMarketConventions
@@ -37,9 +37,9 @@ class Future(LusidInstrument):
     mark_to_market_conventions: Optional[MarkToMarketConventions] = Field(None, alias="markToMarketConventions")
     ref_spot_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="refSpotPrice", description="The reference spot price for the future at which the contract was entered into.")
     underlying: Optional[LusidInstrument] = None
-    calculation_type: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, alias="calculationType", description="Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard                Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.                Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].")
+    calculation_type:  Optional[StrictStr] = Field(None,alias="calculationType", description="Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard                Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.                Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].") 
     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")
+    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", "identifiers", "contractDetails", "contracts", "markToMarketConventions", "refSpotPrice", "underlying", "calculationType", "tradingConventions"]
 

lusid/models/future_expiry_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class FutureExpiryEvent(InstrumentEvent):
@@ -27,9 +27,9 @@ class FutureExpiryEvent(InstrumentEvent):
     Definition of a Future Expiry Event.  This is an event that describes the expiry of a Future instrument.  # noqa: E501
     """
     expiry_date: datetime = Field(..., alias="expiryDate", description="Expiry date of the Future instrument.")
-    settlement_currency: StrictStr = Field(..., alias="settlementCurrency", description="Settlement currency of the Future instrument.")
+    settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="Settlement currency of the Future instrument.") 
     notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="notionalAmountPerUnit", description="The notional amount of each unit in the Future instrument.")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "expiryDate", "settlementCurrency", "notionalAmountPerUnit"]
 

lusid/models/future_mark_to_market_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class FutureMarkToMarketEvent(InstrumentEvent):
@@ -27,9 +27,9 @@ class FutureMarkToMarketEvent(InstrumentEvent):
     Definition of a Future Mark to Market Event.  Represents 'Mark to Market' daily settlement of Future instruments.  # noqa: E501
     """
     effective_date: datetime = Field(..., alias="effectiveDate", description="The date of the mark to market event.")
-    settlement_currency: StrictStr = Field(..., alias="settlementCurrency", description="The currency in which the Future contract is paid.")
+    settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="The currency in which the Future contract is paid.") 
     notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="notionalAmountPerUnit", description="The notional value of the contract on the effective date.")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "effectiveDate", "settlementCurrency", "notionalAmountPerUnit"]
 

lusid/models/futures_contract_details.py

@@ -19,27 +19,27 @@ import json
 
 
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr 
 
 class FuturesContractDetails(BaseModel):
     """
     Most, if not all, information about contracts is standardized. See, e.g. https://www.cmegroup.com/ for  common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv.  # noqa: E501
     """
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="Currency in which the contract is paid.")
-    fgn_ccy: Optional[StrictStr] = Field(None, alias="fgnCcy", description="Currency of the underlying, for use with FX Futures")
-    asset_class: Optional[StrictStr] = Field(None, alias="assetClass", description="The asset class of the underlying. Optional and will default to Unknown if not set.    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].")
-    contract_code: constr(strict=True, min_length=1) = Field(..., alias="contractCode", description="The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc.")
-    contract_month: Optional[StrictStr] = Field(None, alias="contractMonth", description="Which month does the contract trade for.    Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z].")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Currency in which the contract is paid.") 
+    fgn_ccy:  Optional[StrictStr] = Field(None,alias="fgnCcy", description="Currency of the underlying, for use with FX Futures") 
+    asset_class:  Optional[StrictStr] = Field(None,alias="assetClass", description="The asset class of the underlying. Optional and will default to Unknown if not set.    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].") 
+    contract_code:  StrictStr = Field(...,alias="contractCode", description="The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc.") 
+    contract_month:  Optional[StrictStr] = Field(None,alias="contractMonth", description="Which month does the contract trade for.    Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z].") 
     contract_size: Union[StrictFloat, StrictInt] = Field(..., alias="contractSize", description="Size of a single contract.")
-    convention: Optional[StrictStr] = Field(None, description="If appropriate, the day count convention method used in pricing (rates futures).  For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)                Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].")
-    country: Optional[StrictStr] = Field(None, description="Country (code) for the exchange.")
-    description: Optional[StrictStr] = Field(None, description="Description of contract.")
-    exchange_code: constr(strict=True, min_length=1) = Field(..., alias="exchangeCode", description="Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code).")
-    exchange_name: Optional[StrictStr] = Field(None, alias="exchangeName", description="Exchange name (for when code is not automatically recognised).")
+    convention:  Optional[StrictStr] = Field(None,alias="convention", description="If appropriate, the day count convention method used in pricing (rates futures).  For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)                Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].") 
+    country:  Optional[StrictStr] = Field(None,alias="country", description="Country (code) for the exchange.") 
+    description:  Optional[StrictStr] = Field(None,alias="description", description="Description of contract.") 
+    exchange_code:  StrictStr = Field(...,alias="exchangeCode", description="Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code).") 
+    exchange_name:  Optional[StrictStr] = Field(None,alias="exchangeName", description="Exchange name (for when code is not automatically recognised).") 
     ticker_step: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="tickerStep", description="Minimal step size change in ticker.")
     unit_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="unitValue", description="The value in the currency of a 1 unit change in the contract price.")
     calendars: Optional[conlist(StrictStr)] = Field(None, description="Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures).")
-    delivery_type: Optional[StrictStr] = Field(None, alias="deliveryType", description="Delivery type to be used on settling the contract.  Optional: Defaults to DeliveryType.Physical if not provided.    Supported string (enumeration) values are: [Cash, Physical].")
+    delivery_type:  Optional[StrictStr] = Field(None,alias="deliveryType", description="Delivery type to be used on settling the contract.  Optional: Defaults to DeliveryType.Physical if not provided.    Supported string (enumeration) values are: [Cash, Physical].") 
     __properties = ["domCcy", "fgnCcy", "assetClass", "contractCode", "contractMonth", "contractSize", "convention", "country", "description", "exchangeCode", "exchangeName", "tickerStep", "unitValue", "calendars", "deliveryType"]
 
     class Config:

lusid/models/fx_conventions.py

@@ -19,15 +19,15 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import BaseModel, Field, StrictStr, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr 
 
 class FxConventions(BaseModel):
     """
     The conventions for the calculation of FX fixings, where the fixing rate is expected to be the amount of  DomCcy per unit of FgnCcy.  As an example, assume the required fixing is the WM/R 4pm mid closing rate for the USD amount per 1 EUR.  This is published with RIC EURUSDFIXM=WM, which would be the FixingReference, with FgnCcy EUR and DomCcy USD.  # noqa: E501
     """
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="The foreign currency")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency")
-    fixing_reference: constr(strict=True, max_length=64, min_length=0) = Field(..., alias="fixingReference", description="The reference name used to find the desired quote")
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="The foreign currency") 
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency") 
+    fixing_reference:  StrictStr = Field(...,alias="fixingReference", description="The reference name used to find the desired quote") 
     __properties = ["fgnCcy", "domCcy", "fixingReference"]
 
     class Config:

lusid/models/fx_dependency.py

@@ -19,17 +19,17 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict
-from pydantic.v1 import Field, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class FxDependency(EconomicDependency):
     """
     For indicating a dependency on an fx rate.  For example domestic-foreign for USD-JPY  means that 1 unit (dollar) of domestic currency will buy you \"X\" units of foreign (Yen) currency; currently somewhere around 100.  This is equivalently denoted as USDJPY and USD/JPY                On the assumption that you wish to convert an amount in the domestic currency to the foreign, you would want the (dom,fgn) dependency; domfgn currency pair.  On the assumption that you wish to convert an amount in the foreign currency to the domestic, you would want the (fgn,dom) dependency; fgndom currency pair.                NB: There alternate descriptions for currency pairs that seem to vary between different banks and sectors of the industry, e.g. base and contract                In pricing we are taking the convention that we will convert from FGN to DOM by DIVIDING through by the DOMFGN spot rate.  # noqa: E501
     """
-    domestic_currency: StrictStr = Field(..., alias="domesticCurrency", description="DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.")
-    foreign_currency: StrictStr = Field(..., alias="foreignCurrency", description="ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.")
+    domestic_currency:  StrictStr = Field(...,alias="domesticCurrency", description="DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.") 
+    foreign_currency:  StrictStr = Field(...,alias="foreignCurrency", description="ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.") 
     var_date: datetime = Field(..., alias="date", description="The effectiveAt of the fx rate.")
-    dependency_type: StrictStr = Field(..., alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency")
+    dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "domesticCurrency", "foreignCurrency", "date"]
 

lusid/models/fx_forward.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 
 class FxForward(LusidInstrument):
@@ -29,15 +29,15 @@ class FxForward(LusidInstrument):
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
     dom_amount: Union[StrictFloat, StrictInt] = Field(..., alias="domAmount", description="The amount that is to be paid in the domestic currency on the maturity date.")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
     fgn_amount: Union[StrictFloat, StrictInt] = Field(..., alias="fgnAmount", description="The amount that is to be paid in the foreign currency on the maturity date.")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency.  For the outright forward, currencies are exchanged.")
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency.  For the outright forward, currencies are exchanged.") 
     ref_spot_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="refSpotRate", description="The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).")
     is_ndf: Optional[StrictBool] = Field(None, alias="isNdf", description="Is the contract an Fx-Forward of \"Non-Deliverable\" type, meaning a single payment in the domestic currency based on the change in fx-rate vs  a reference rate is used.")
     fixing_date: Optional[datetime] = Field(None, alias="fixingDate", description="The fixing date.")
-    settlement_ccy: Optional[StrictStr] = Field(None, alias="settlementCcy", description="The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.")
+    settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.") 
     booked_as_spot: Optional[StrictBool] = Field(None, alias="bookedAsSpot", description="Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.")
-    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")
+    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", "domAmount", "domCcy", "fgnAmount", "fgnCcy", "refSpotRate", "isNdf", "fixingDate", "settlementCcy", "bookedAsSpot"]
 

lusid/models/fx_forward_curve_by_quote_reference.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import Field, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.fx_tenor_convention import FxTenorConvention
 from lusid.models.market_data_options import MarketDataOptions
@@ -28,15 +28,15 @@ class FxForwardCurveByQuoteReference(ComplexMarketData):
     """
     Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on)  # noqa: E501
     """
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the fx forward")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="Foreign currency of the fx forward")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
     tenors: conlist(StrictStr) = Field(..., description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
     quote_references: conlist(Dict[str, StrictStr]) = Field(..., alias="quoteReferences", description="For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates.  Accepts an array of Dictionary<string, string>. The keys of each dictionary must be chosen from the following enumeration:  [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  For example:    \"quoteReferences\": [{\"ClientInternal\": \"SomeIdentifierForFirstTenor\"},{\"ClientInternal\": \"SomeIdentifierForSecondTenor\"}")
-    lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
+    lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
     calendars: Optional[conlist(FxTenorConvention)] = Field(None, description="The list of conventions that should be used when interpreting tenors as dates.")
-    spot_days_calculation_type: Optional[StrictStr] = Field(None, alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]")
-    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")
+    spot_days_calculation_type:  Optional[StrictStr] = Field(None,alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]") 
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "domCcy", "fgnCcy", "tenors", "quoteReferences", "lineage", "marketDataOptions", "calendars", "spotDaysCalculationType"]
 

lusid/models/fx_forward_curve_data.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.market_data_options import MarketDataOptions
 
@@ -28,13 +28,13 @@ class FxForwardCurveData(ComplexMarketData):
     Contains data (i.e. dates and rates + metadata) for building fx forward curves  # noqa: E501
     """
     base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the fx forward")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="Foreign currency of the fx forward")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
     dates: conlist(datetime) = Field(..., description="Dates for which the forward rates apply")
     rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
-    lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
+    lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    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")
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "fgnCcy", "dates", "rates", "lineage", "marketDataOptions"]
 

lusid/models/fx_forward_model_options.py

@@ -19,17 +19,17 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import Field, StrictBool, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictStr, validator 
 from lusid.models.model_options import ModelOptions
 
 class FxForwardModelOptions(ModelOptions):
     """
     FxForwardModelOptions
     """
-    forward_rate_observable_type: StrictStr = Field(..., alias="forwardRateObservableType", description="The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid")
-    discounting_method: StrictStr = Field(..., alias="discountingMethod", description="The available values are: Standard, ConstantTimeValueOfMoney, Invalid")
+    forward_rate_observable_type:  StrictStr = Field(...,alias="forwardRateObservableType", description="The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid") 
+    discounting_method:  StrictStr = Field(...,alias="discountingMethod", description="The available values are: Standard, ConstantTimeValueOfMoney, Invalid") 
     convert_to_report_ccy: StrictBool = Field(..., alias="convertToReportCcy", description="Convert all FX flows to the report currency  By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base.")
-    model_options_type: StrictStr = Field(..., alias="modelOptionsType", description="The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions")
+    model_options_type:  StrictStr = Field(...,alias="modelOptionsType", description="The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["modelOptionsType", "forwardRateObservableType", "discountingMethod", "convertToReportCcy"]
 

lusid/models/fx_forward_pips_curve_data.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.market_data_options import MarketDataOptions
 
@@ -28,13 +28,13 @@ class FxForwardPipsCurveData(ComplexMarketData):
     Contains data (i.e. dates and pips + metadata) for building fx forward curves (when combined with a spot rate to build on)  # noqa: E501
     """
     base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted pip rates")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the fx forward")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="Foreign currency of the fx forward")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
     dates: conlist(datetime) = Field(..., description="Dates for which the forward rates apply")
     pip_rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., alias="pipRates", description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips")
-    lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
+    lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    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")
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "fgnCcy", "dates", "pipRates", "lineage", "marketDataOptions"]
 

lusid/models/fx_forward_settlement_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class FxForwardSettlementEvent(InstrumentEvent):
@@ -28,17 +28,17 @@ class FxForwardSettlementEvent(InstrumentEvent):
     """
     maturity_date: datetime = Field(..., alias="maturityDate", description="Maturity date of the forward")
     dom_amount_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="domAmountPerUnit", description="Amount per unit in the DomCcy (domestic currency)")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the forward")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the forward") 
     fgn_amount_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="fgnAmountPerUnit", description="Amount per unit in the FgnCcy (foreign currency)")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="The foreign currency of the forward.")
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="The foreign currency of the forward.") 
     is_ndf: StrictBool = Field(..., alias="isNdf", description="Is this settlement corresponding to a deliverable forward, or an NDF")
     fixing_date: Optional[datetime] = Field(None, alias="fixingDate", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  Date of the FxRate fixings.")
-    settlement_ccy: Optional[StrictStr] = Field(None, alias="settlementCcy", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  May be set to either DomCcy or FgnCcy, or a third currency.")
+    settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  May be set to either DomCcy or FgnCcy, or a third currency.") 
     cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  CashFlow per unit.  Paid in the SettlementCcy.")
     domestic_to_foreign_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domesticToForeignRate", description="Domestic currency to foreign currency FX rate.  Not required, only used to override quotes.")
     domestic_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domesticToSettlementRate", description="Domestic currency to settlement currency FX rate  Not required, only used to override quotes.")
     foreign_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="foreignToSettlementRate", description="Foreign currency to settlement currency FX rate  Not required, only used to override quotes.")
-    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")
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "maturityDate", "domAmountPerUnit", "domCcy", "fgnAmountPerUnit", "fgnCcy", "isNdf", "fixingDate", "settlementCcy", "cashFlowPerUnit", "domesticToForeignRate", "domesticToSettlementRate", "foreignToSettlementRate"]
 

lusid/models/fx_forward_tenor_curve_data.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.fx_tenor_convention import FxTenorConvention
 from lusid.models.market_data_options import MarketDataOptions
@@ -29,15 +29,15 @@ class FxForwardTenorCurveData(ComplexMarketData):
     Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on)  # noqa: E501
     """
     base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the fx forward")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="Foreign currency of the fx forward")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
     tenors: conlist(StrictStr) = Field(..., description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
     rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
-    lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
+    lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
     calendars: Optional[conlist(FxTenorConvention)] = Field(None, description="The list of conventions that should be used when interpreting tenors as dates.")
-    spot_days_calculation_type: Optional[StrictStr] = Field(None, alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]")
-    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")
+    spot_days_calculation_type:  Optional[StrictStr] = Field(None,alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]") 
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "fgnCcy", "tenors", "rates", "lineage", "marketDataOptions", "calendars", "spotDaysCalculationType"]
 

lusid/models/fx_forward_tenor_pips_curve_data.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.fx_tenor_convention import FxTenorConvention
 from lusid.models.market_data_options import MarketDataOptions
@@ -29,15 +29,15 @@ class FxForwardTenorPipsCurveData(ComplexMarketData):
     Contains data (i.e. tenors and pips + metadata) for building fx forward curves (when combined with a spot rate and a date to build on)  # noqa: E501
     """
     base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted pip rates")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="Domestic currency of the fx forward")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="Foreign currency of the fx forward")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
     tenors: conlist(StrictStr) = Field(..., description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
     pip_rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., alias="pipRates", description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips")
-    lineage: Optional[constr(strict=True, max_length=1024, min_length=0)] = Field(None, description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.")
+    lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
     market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
     calendars: Optional[conlist(FxTenorConvention)] = Field(None, description="The list of conventions that should be used when interpreting tenors as dates.")
-    spot_days_calculation_type: Optional[StrictStr] = Field(None, alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]")
-    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")
+    spot_days_calculation_type:  Optional[StrictStr] = Field(None,alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]") 
+    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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "fgnCcy", "tenors", "pipRates", "lineage", "marketDataOptions", "calendars", "spotDaysCalculationType"]
 

lusid/models/fx_forwards_dependency.py

@@ -19,18 +19,18 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict
-from pydantic.v1 import Field, StrictStr, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class FxForwardsDependency(EconomicDependency):
     """
     Indicates a dependency on an FxForwardCurve.  Identical to Fx dependencies in the meaning of domestic and foreign currencies, but describes a *set* of fx rates.  These rates are quoted rates for fx forwards, which can be used to interpolate the forward rate at a specific time in the future.  In the case of pips, the absolute rates can be expressed as rate = spotFx + pips / pipsPerUnit  # noqa: E501
     """
-    domestic_currency: StrictStr = Field(..., alias="domesticCurrency", description="DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.")
-    foreign_currency: StrictStr = Field(..., alias="foreignCurrency", description="ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.")
-    curve_type: constr(strict=True, max_length=50, min_length=0) = Field(..., alias="curveType", description="Used to describe the format in which the curve is expressed  e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve.")
+    domestic_currency:  StrictStr = Field(...,alias="domesticCurrency", description="DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.") 
+    foreign_currency:  StrictStr = Field(...,alias="foreignCurrency", description="ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.") 
+    curve_type:  StrictStr = Field(...,alias="curveType", description="Used to describe the format in which the curve is expressed  e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve.") 
     var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
-    dependency_type: StrictStr = Field(..., alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency")
+    dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "domesticCurrency", "foreignCurrency", "curveType", "date"]
 

lusid/models/fx_linked_notional_schedule.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import Field, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.fx_conventions import FxConventions
 from lusid.models.relative_date_offset import RelativeDateOffset
 from lusid.models.schedule import Schedule
@@ -29,10 +29,10 @@ class FxLinkedNotionalSchedule(Schedule):
     Schedule for notional changes based on the change in FX rate.  Used in the representation of a resettable cross currency interest rate swap.  # noqa: E501
     """
     fx_conventions: FxConventions = Field(..., alias="fxConventions")
-    varying_notional_currency: StrictStr = Field(..., alias="varyingNotionalCurrency", description="The currency of the varying notional amount.")
+    varying_notional_currency:  StrictStr = Field(...,alias="varyingNotionalCurrency", description="The currency of the varying notional amount.") 
     varying_notional_fixing_dates: RelativeDateOffset = Field(..., alias="varyingNotionalFixingDates")
     varying_notional_interim_exchange_payment_dates: Optional[RelativeDateOffset] = Field(None, alias="varyingNotionalInterimExchangePaymentDates")
-    schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid")
+    schedule_type:  StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["scheduleType", "fxConventions", "varyingNotionalCurrency", "varyingNotionalFixingDates", "varyingNotionalInterimExchangePaymentDates"]
 

lusid/models/fx_option.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, validator 
 from lusid.models.barrier import Barrier
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
@@ -30,22 +30,22 @@ class FxOption(LusidInstrument):
     LUSID representation of an FX Option.  Including Vanilla, American, European, and Digital (Binary) options.  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
     dom_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domAmount", description="The Amount of DomCcy that will be exchanged if the option is exercised.  This amount should be a positive number, with the Call/Put flag used to indicate direction.  The corresponding amount of FgnCcy that will be exchanged is this amount times the strike.  Note there is no rounding performed on this computed value.  This is an optional field, if not set the option ContractSize will default to 1.")
-    fgn_ccy: StrictStr = Field(..., alias="fgnCcy", description="The foreign currency of the FX.")
+    fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="The foreign currency of the FX.") 
     fgn_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fgnAmount", description="For a vanilla FxOption contract, FgnAmount cannot be set.  In case of a digital FxOption (IsPayoffDigital==true)  a payoff (if the option is in the money) can be either  in domestic or in foreign currency - for the latter  FgnAmount must be set.  Note: It is invalid to have FgnAmount and DomAmount  at the same time.")
     strike: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The strike of the option.")
     barriers: Optional[conlist(Barrier)] = Field(None, description="For a barrier option the list should not be empty. Up to two barriers are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
-    exercise_type: Optional[StrictStr] = Field(None, alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].")
+    exercise_type:  Optional[StrictStr] = Field(None,alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].") 
     is_call_not_put: StrictBool = Field(..., alias="isCallNotPut", description="True if the option is a call, false if the option is a put.")
     is_delivery_not_cash: StrictBool = Field(..., alias="isDeliveryNotCash", description="True if the option delivers the FX underlying, False if the option is settled in cash.")
     is_payoff_digital: Optional[StrictBool] = Field(None, alias="isPayoffDigital", description="By default IsPayoffDigital is false. If IsPayoffDigital=true,  the option is 'digital', and the option payoff is 0 or 1 unit of currency,  instead of a vanilla CallPayoff=max(spot-strike,0) or PutPayoff=max(strike-spot,0).")
     option_maturity_date: datetime = Field(..., alias="optionMaturityDate", description="The maturity date of the option.")
     option_settlement_date: datetime = Field(..., alias="optionSettlementDate", description="The settlement date of the option.")
-    payout_style: Optional[StrictStr] = Field(None, alias="payoutStyle", description="PayoutStyle for touch options.                For options without touch optionality, payoutStyle should not be set.  For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None.    Supported string (enumeration) values are: [Deferred, Immediate].")
+    payout_style:  Optional[StrictStr] = Field(None,alias="payoutStyle", description="PayoutStyle for touch options.                For options without touch optionality, payoutStyle should not be set.  For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None.    Supported string (enumeration) values are: [Deferred, Immediate].") 
     premium: Optional[Premium] = None
     touches: Optional[conlist(Touch)] = Field(None, description="For a touch option the list should not be empty. Up to two touches are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
-    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")
+    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", "domCcy", "domAmount", "fgnCcy", "fgnAmount", "strike", "barriers", "exerciseType", "isCallNotPut", "isDeliveryNotCash", "isPayoffDigital", "optionMaturityDate", "optionSettlementDate", "payoutStyle", "premium", "touches"]
 

lusid/models/fx_rate_schedule.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, conlist, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, validator 
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.schedule import Schedule
 
@@ -30,8 +30,8 @@ class FxRateSchedule(Schedule):
     flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
     fx_conversion_types: Optional[conlist(StrictStr)] = Field(None, alias="fxConversionTypes", description="List of flags to indicate if coupon payments, principal payments or both are converted")
     rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate")
-    to_currency: Optional[StrictStr] = Field(None, alias="toCurrency", description="Currency that payments are converted to")
-    schedule_type: StrictStr = Field(..., alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid")
+    to_currency:  Optional[StrictStr] = Field(None,alias="toCurrency", description="Currency that payments are converted to") 
+    schedule_type:  StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["scheduleType", "flowConventions", "fxConversionTypes", "rate", "toCurrency"]