lusid-sdk 2.1.721__py3-none-any.whl → 2.1.723__py3-none-any.whl

lusid/models/dialect_schema.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
 
 class DialectSchema(BaseModel):
     """
     A schema that a given document must obey. A representation of the validation of a particular Dialect,  in a given language.  # noqa: E501
     """
-    type: constr(strict=True, min_length=1) = Field(..., description="The type of schema this represents")
-    body: Optional[constr(strict=True, max_length=128000, min_length=0)] = Field(None, description="The body of the schema")
+    type:  StrictStr = Field(...,alias="type", description="The type of schema this represents") 
+    body:  Optional[StrictStr] = Field(None,alias="body", description="The body of the schema") 
     __properties = ["type", "body"]
 
     class Config:

lusid/models/diary_entry.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr, validator 
 from lusid.models.link import Link
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
@@ -29,12 +29,12 @@ class DiaryEntry(BaseModel):
     """
     DiaryEntry
     """
-    href: Optional[StrictStr] = Field(None, description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.")
+    href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
     abor_id: Optional[ResourceId] = Field(None, alias="aborId")
-    diary_entry_code: Optional[StrictStr] = Field(None, alias="diaryEntryCode", description="The code of the diary entry.")
-    type: constr(strict=True, min_length=1) = Field(..., description="The type of the diary entry.")
-    name: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, description="The name of the diary entry.")
-    status: constr(strict=True, min_length=1) = Field(..., description="The status of the diary entry. Statuses are constrained and defaulted by 'Type' specified.   Type 'Other' defaults to 'Undefined' and supports 'Undefined', 'Estimate', 'Candidate', and 'Final'.  Type 'PeriodBoundary' defaults to 'Estimate' when closing a period, and supports 'Estimate' and 'Final' for closing periods and 'Final' for locking periods.  Type 'ValuationPoint' defaults to 'Estimate' when upserting a diary entry, moves to 'Candidate' or 'Final' when a ValuationPoint is accepted, and 'Final' when it is finalised.")
+    diary_entry_code:  Optional[StrictStr] = Field(None,alias="diaryEntryCode", description="The code of the diary entry.") 
+    type:  StrictStr = Field(...,alias="type", description="The type of the diary entry.") 
+    name:  Optional[StrictStr] = Field(None,alias="name", description="The name of the diary entry.") 
+    status:  StrictStr = Field(...,alias="status", description="The status of the diary entry. Statuses are constrained and defaulted by 'Type' specified.   Type 'Other' defaults to 'Undefined' and supports 'Undefined', 'Estimate', 'Candidate', and 'Final'.  Type 'PeriodBoundary' defaults to 'Estimate' when closing a period, and supports 'Estimate' and 'Final' for closing periods and 'Final' for locking periods.  Type 'ValuationPoint' defaults to 'Estimate' when upserting a diary entry, moves to 'Candidate' or 'Final' when a ValuationPoint is accepted, and 'Final' when it is finalised.") 
     effective_at: datetime = Field(..., alias="effectiveAt", description="The effective time of the diary entry.")
     query_as_at: Optional[datetime] = Field(None, alias="queryAsAt", description="The query time of the diary entry. Defaults to latest.")
     previous_entry_time: Optional[datetime] = Field(None, alias="previousEntryTime", description="The entry time of the previous diary entry.")
@@ -43,16 +43,6 @@ class DiaryEntry(BaseModel):
     links: Optional[conlist(Link)] = None
     __properties = ["href", "aborId", "diaryEntryCode", "type", "name", "status", "effectiveAt", "queryAsAt", "previousEntryTime", "properties", "version", "links"]
 
-    @validator('name')
-    def name_validate_regular_expression(cls, value):
-        """Validates the regular expression"""
-        if value is None:
-            return value
-
-        if not re.match(r"^[^\\<>&\"]+$", value):
-            raise ValueError(r"must validate the regular expression /^[^\\<>&\"]+$/")
-        return value
-
     class Config:
         """Pydantic configuration"""
         allow_population_by_field_name = True

lusid/models/diary_entry_request.py

@@ -19,38 +19,21 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr, constr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr, validator 
 from lusid.models.model_property import ModelProperty
 
 class DiaryEntryRequest(BaseModel):
     """
     The request to add a diary entry  # noqa: E501
     """
-    diary_entry_code: constr(strict=True, max_length=64, min_length=1) = Field(..., alias="diaryEntryCode", description="The code of the diary entry.")
-    name: Optional[constr(strict=True, max_length=512, min_length=1)] = Field(None, description="The name of the diary entry.")
-    status: Optional[StrictStr] = Field(None, description="The status of a Diary Entry of Type 'Other'. Defaults to 'Undefined' and supports 'Undefined', 'Estimate', 'Candidate', and 'Final'.")
+    diary_entry_code:  StrictStr = Field(...,alias="diaryEntryCode", description="The code of the diary entry.") 
+    name:  Optional[StrictStr] = Field(None,alias="name", description="The name of the diary entry.") 
+    status:  Optional[StrictStr] = Field(None,alias="status", description="The status of a Diary Entry of Type 'Other'. Defaults to 'Undefined' and supports 'Undefined', 'Estimate', 'Candidate', and 'Final'.") 
     effective_at: datetime = Field(..., alias="effectiveAt", description="The effective time of the diary entry.")
     query_as_at: Optional[datetime] = Field(None, alias="queryAsAt", description="The query time of the diary entry. Defaults to latest.")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the diary entry.")
     __properties = ["diaryEntryCode", "name", "status", "effectiveAt", "queryAsAt", "properties"]
 
-    @validator('diary_entry_code')
-    def diary_entry_code_validate_regular_expression(cls, value):
-        """Validates the regular expression"""
-        if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
-            raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
-        return value
-
-    @validator('name')
-    def name_validate_regular_expression(cls, value):
-        """Validates the regular expression"""
-        if value is None:
-            return value
-
-        if not re.match(r"^[\s\S]*$", value):
-            raise ValueError(r"must validate the regular expression /^[\s\S]*$/")
-        return value
-
     class Config:
         """Pydantic configuration"""
         allow_population_by_field_name = True

lusid/models/discount_factor_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
 
@@ -30,9 +30,9 @@ class DiscountFactorCurveData(ComplexMarketData):
     base_date: datetime = Field(..., alias="baseDate", description="BaseDate for the Curve")
     dates: conlist(datetime) = Field(..., description="Dates for which the discount factors apply")
     discount_factors: conlist(Union[StrictFloat, StrictInt]) = Field(..., alias="discountFactors", description="Discount factors to be applied to cashflow on the specified dates")
-    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", "dates", "discountFactors", "lineage", "marketDataOptions"]
 

lusid/models/discounting_dependency.py

@@ -19,16 +19,16 @@ 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 DiscountingDependency(EconomicDependency):
     """
     For indicating a dependency on discounting for a given currency.  E.g Valuing a Bond with the Discounting model will declare a DiscountingDependency  for the domestic currency of the bond to account for the time-value of the future cashFlows of the bond.  # noqa: E501
     """
-    currency: StrictStr = Field(..., description="The currency that needs to be discounted.")
+    currency:  StrictStr = Field(...,alias="currency", description="The currency that needs to be discounted.") 
     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", "currency", "date"]
 

lusid/models/dividend_option_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import Field, StrictStr, conlist, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, validator 
 from lusid.models.cash_election import CashElection
 from lusid.models.instrument_event import InstrumentEvent
 from lusid.models.security_election import SecurityElection
@@ -35,7 +35,7 @@ class DividendOptionEvent(InstrumentEvent):
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
     security_elections: conlist(SecurityElection) = Field(..., alias="securityElections", description="SecurityElection for this DividendReinvestmentEvent")
     security_settlement_date: Optional[datetime] = Field(None, alias="securitySettlementDate", description="The settlement date of the additional units.  Equal to the PaymentDate if not provided.")
-    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", "announcementDate", "cashElections", "exDate", "paymentDate", "recordDate", "securityElections", "securitySettlementDate"]
 

lusid/models/dividend_reinvestment_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import Field, StrictStr, conlist, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, validator 
 from lusid.models.cash_election import CashElection
 from lusid.models.instrument_event import InstrumentEvent
 from lusid.models.security_election import SecurityElection
@@ -35,7 +35,7 @@ class DividendReinvestmentEvent(InstrumentEvent):
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
     security_elections: conlist(SecurityElection) = Field(..., alias="securityElections", description="SecurityElection for this DividendReinvestmentEvent")
     security_settlement_date: Optional[datetime] = Field(None, alias="securitySettlementDate", description="The settlement date of the additional units.  Equal to the PaymentDate if not provided.")
-    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", "announcementDate", "cashElections", "exDate", "paymentDate", "recordDate", "securityElections", "securitySettlementDate"]
 

lusid/models/drawdown_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.contract_details import ContractDetails
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -30,7 +30,7 @@ class DrawdownEvent(InstrumentEvent):
     amount: Union[StrictFloat, StrictInt] = Field(..., description="Amount to be drawn down.  Must be positive.")
     var_date: datetime = Field(..., alias="date", description="Initialisation date of the contract.")
     contract_details: ContractDetails = Field(..., alias="contractDetails")
-    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", "amount", "date", "contractDetails"]
 

lusid/models/early_redemption_election.py

@@ -19,13 +19,13 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictBool, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, constr 
 
 class EarlyRedemptionElection(BaseModel):
     """
     EarlyRedemptionElection for EarlyRedemptionEvent  # noqa: E501
     """
-    election_key: constr(strict=True, min_length=1) = Field(..., alias="electionKey", description="Unique key associated to this election")
+    election_key:  StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election") 
     is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made.  May only be true for one election if multiple are provided.")
     is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
     __properties = ["electionKey", "isDefault", "isChosen"]

lusid/models/early_redemption_event.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, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, validator 
 from lusid.models.early_redemption_election import EarlyRedemptionElection
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -28,12 +28,12 @@ class EarlyRedemptionEvent(InstrumentEvent):
     Early redemption as a consequence of a bond being called or putted.  # noqa: E501
     """
     effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="Date of redemption.  For internally generated European callables, this is set to the exercise date.  For internally generated American callables, this is set to the start of the exercise period.")
-    currency: StrictStr = Field(..., description="Currency of the redemption.")
+    currency:  StrictStr = Field(...,alias="currency", description="Currency of the redemption.") 
     early_redemption_elections: conlist(EarlyRedemptionElection) = Field(..., alias="earlyRedemptionElections", description="EarlyRedemptionElection for the redemption.  Used to trigger the redemption.")
     redemption_percentage: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="redemptionPercentage", description="Percentage of the original issue that is redeemed, where 0.5 implies 50%.  Defaults to 1 if not set.  Must be between 0 and 1.")
     price_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="pricePerUnit", description="The price, or strike, that each unit is redeemed at.")
     accrued_interest_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="accruedInterestPerUnit", description="Unpaid accrued interest also repaid as part of the redemption, per unit.  Optional field.  If left empty, will be resolved internally by calculating the accrued owed on the EffectiveDate.  This process may require additional market data.")
-    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", "currency", "earlyRedemptionElections", "redemptionPercentage", "pricePerUnit", "accruedInterestPerUnit"]
 

lusid/models/economic_dependency.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict, Union
-from pydantic.v1 import BaseModel, Field, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, validator 
 import lusid.models
 
 class EconomicDependency(BaseModel):
     """
     Base class for representing economic dependencies.  Economic dependencies are a way of indicating how one concept depends upon another.  For example, when pricing an instrument with a particular model,  that model will declare that it has an EconomicDependency for each bit of market data  that it needs to complete the calculation.  Concretely, a pricing an FxForward will declare a dependency on the exchange rate between the two currencies  at the forward date.                Another example is when data is included in a data-structure only by reference.  Concretely, an object depending on a FlowConvention that is referenced only semantically via a FlowConventionName  will declare a FlowConventionDependency  so that the full data-structure of the referenced FlowConvention can be retrieved.                For deserialization purposes,  this class contains a discriminator EconomicDependencyType to indicate the derived type.  # noqa: E501
     """
-    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") 
     __properties = ["dependencyType"]
 
     @validator('dependency_type')

lusid/models/economic_dependency_with_complex_market_data.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import BaseModel, Field
+from pydantic.v1 import StrictStr, Field, BaseModel, Field 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.economic_dependency import EconomicDependency
 

lusid/models/economic_dependency_with_quote.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt 
 from lusid.models.economic_dependency import EconomicDependency
 from lusid.models.metric_value import MetricValue
 

lusid/models/effective_range.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field
+from pydantic.v1 import StrictStr, Field, BaseModel, Field 
 
 class EffectiveRange(BaseModel):
     """

lusid/models/election_specification.py

@@ -19,13 +19,13 @@ import json
 
 
 from typing import Any, Dict, List
-from pydantic.v1 import BaseModel, Field, StrictStr, conlist, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr 
 
 class ElectionSpecification(BaseModel):
     """
     ElectionSpecification
     """
-    election_type: constr(strict=True, min_length=1) = Field(..., alias="electionType")
+    election_type:  StrictStr = Field(...,alias="electionType") 
     cardinality: Dict[str, StrictStr] = Field(...)
     referenced_as: conlist(StrictStr) = Field(..., alias="referencedAs")
     __properties = ["electionType", "cardinality", "referencedAs"]

lusid/models/eligibility_calculation.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictBool, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, constr 
 
 class EligibilityCalculation(BaseModel):
     """
     EligibilityCalculation
     """
-    entitlement_date: constr(strict=True, min_length=1) = Field(..., alias="entitlementDate")
-    eligible_units: constr(strict=True, min_length=1) = Field(..., alias="eligibleUnits")
+    entitlement_date:  StrictStr = Field(...,alias="entitlementDate") 
+    eligible_units:  StrictStr = Field(...,alias="eligibleUnits") 
     date_modifiable_by_instruction: Optional[StrictBool] = Field(None, alias="dateModifiableByInstruction")
     __properties = ["entitlementDate", "eligibleUnits", "dateModifiableByInstruction"]
 

lusid/models/empty_model_options.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import Field, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.model_options import ModelOptions
 
 class EmptyModelOptions(ModelOptions):
     """
     EmptyModelOptions
     """
-    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"]
 

lusid/models/entity_identifier.py

@@ -19,15 +19,15 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr 
 
 class EntityIdentifier(BaseModel):
     """
     Dto to expose mapped keys to new standardised format  # noqa: E501
     """
-    identifier_scope: Optional[StrictStr] = Field(None, alias="identifierScope", description="The scope of the identifier")
-    identifier_type: StrictStr = Field(..., alias="identifierType", description="The type of the identifier")
-    identifier_value: StrictStr = Field(..., alias="identifierValue", description="The value of the identifier")
+    identifier_scope:  Optional[StrictStr] = Field(None,alias="identifierScope", description="The scope of the identifier") 
+    identifier_type:  StrictStr = Field(...,alias="identifierType", description="The type of the identifier") 
+    identifier_value:  StrictStr = Field(...,alias="identifierValue", description="The value of the identifier") 
     __properties = ["identifierScope", "identifierType", "identifierValue"]
 
     class Config:

lusid/models/equity.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import Field, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictInt, StrictStr, validator 
 from lusid.models.equity_all_of_identifiers import EquityAllOfIdentifiers
 from lusid.models.lusid_instrument import LusidInstrument
 
@@ -28,9 +28,9 @@ class Equity(LusidInstrument):
     LUSID representation of an Equity.  # noqa: E501
     """
     identifiers: Optional[EquityAllOfIdentifiers] = None
-    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.") 
     lot_size: Optional[StrictInt] = Field(None, alias="lotSize", description="Equity LotSize, the minimum number of shares that can be bought at once.  Optional, if set must be non-negative, if not set defaults to 1.    Note this property does not impact valuation. From a LUSID analytics perspective, it is purely informational.")
-    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", "identifiers", "domCcy", "lotSize"]
 

lusid/models/equity_all_of_identifiers.py

@@ -19,23 +19,23 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr 
 
 class EquityAllOfIdentifiers(BaseModel):
     """
     External market codes and identifiers for the equity, e.g. IBM  # noqa: E501
     """
-    lusid_instrument_id: Optional[StrictStr] = Field(None, alias="LusidInstrumentId")
-    isin: Optional[StrictStr] = Field(None, alias="Isin")
-    sedol: Optional[StrictStr] = Field(None, alias="Sedol")
-    cusip: Optional[StrictStr] = Field(None, alias="Cusip")
-    client_internal: Optional[StrictStr] = Field(None, alias="ClientInternal")
-    figi: Optional[StrictStr] = Field(None, alias="Figi")
-    ric: Optional[StrictStr] = Field(None, alias="RIC")
-    quote_perm_id: Optional[StrictStr] = Field(None, alias="QuotePermId")
-    red_code: Optional[StrictStr] = Field(None, alias="REDCode")
-    bbgid: Optional[StrictStr] = Field(None, alias="BBGId")
-    ice_code: Optional[StrictStr] = Field(None, alias="ICECode")
+    lusid_instrument_id:  Optional[StrictStr] = Field(None,alias="LusidInstrumentId") 
+    isin:  Optional[StrictStr] = Field(None,alias="Isin") 
+    sedol:  Optional[StrictStr] = Field(None,alias="Sedol") 
+    cusip:  Optional[StrictStr] = Field(None,alias="Cusip") 
+    client_internal:  Optional[StrictStr] = Field(None,alias="ClientInternal") 
+    figi:  Optional[StrictStr] = Field(None,alias="Figi") 
+    ric:  Optional[StrictStr] = Field(None,alias="RIC") 
+    quote_perm_id:  Optional[StrictStr] = Field(None,alias="QuotePermId") 
+    red_code:  Optional[StrictStr] = Field(None,alias="REDCode") 
+    bbgid:  Optional[StrictStr] = Field(None,alias="BBGId") 
+    ice_code:  Optional[StrictStr] = Field(None,alias="ICECode") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["LusidInstrumentId", "Isin", "Sedol", "Cusip", "ClientInternal", "Figi", "RIC", "QuotePermId", "REDCode", "BBGId", "ICECode"]
 

lusid/models/equity_curve_by_prices_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
 
@@ -29,10 +29,10 @@ class EquityCurveByPricesData(ComplexMarketData):
     """
     base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the provided prices")
     dates: conlist(datetime) = Field(..., description="Dates provided for the forward price of the Equity at the corresponding price in Prices.  These dates should be in the future with respect to the BaseDate.")
-    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'.") 
     prices: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Prices provided for the forward price of the Equity at the corresponding date in Dates.")
     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", "dates", "lineage", "prices", "marketDataOptions"]
 

lusid/models/equity_curve_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 EquityCurveDependency(EconomicDependency):
     """
     For indicating a dependency on an EquityCurve.  E.g. When pricing an EquitySwap one may want to make predictions about the price of the underlying equity at future dates.  If so, that model would declare an EquityCurve dependency so that it could obtain predictions from the EquityCurve.  # noqa: E501
     """
-    market_identifier: constr(strict=True, max_length=50, min_length=0) = Field(..., alias="marketIdentifier", description="Type of the code identifying the corresponding equity, e.g. ISIN or CUSIP")
-    code: constr(strict=True, max_length=50, min_length=0) = Field(..., description="The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN")
-    curve_type: constr(strict=True, max_length=50, min_length=0) = Field(..., alias="curveType", description="The curve type of the EquityCurve required. E.g. EquityCurveByPrices")
+    market_identifier:  StrictStr = Field(...,alias="marketIdentifier", description="Type of the code identifying the corresponding equity, e.g. ISIN or CUSIP") 
+    code:  StrictStr = Field(...,alias="code", description="The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN") 
+    curve_type:  StrictStr = Field(...,alias="curveType", description="The curve type of the EquityCurve required. E.g. EquityCurveByPrices") 
     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", "marketIdentifier", "code", "curveType", "date"]
 

lusid/models/equity_model_options.py

@@ -19,15 +19,15 @@ import json
 
 
 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.model_options import ModelOptions
 
 class EquityModelOptions(ModelOptions):
     """
     Model options for equity related pricing.  # noqa: E501
     """
-    equity_forward_projection_type: constr(strict=True, min_length=1) = Field(..., alias="equityForwardProjectionType", description="Determines how forward equity prices should be projected.                Supported string (enumeration) values are: [FlatForwardCurveFromSpot, EquityCurveByPrices, ForwardProjectedFromRatesCurve].")
-    model_options_type: StrictStr = Field(..., alias="modelOptionsType", description="The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions")
+    equity_forward_projection_type:  StrictStr = Field(...,alias="equityForwardProjectionType", description="Determines how forward equity prices should be projected.                Supported string (enumeration) values are: [FlatForwardCurveFromSpot, EquityCurveByPrices, ForwardProjectedFromRatesCurve].") 
+    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", "equityForwardProjectionType"]
 

lusid/models/equity_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, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
 
@@ -30,21 +30,21 @@ class EquityOption(LusidInstrument):
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
     option_maturity_date: datetime = Field(..., alias="optionMaturityDate", description="The maturity date of the option.")
     option_settlement_date: Optional[datetime] = Field(None, alias="optionSettlementDate", description="The settlement date of the option.")
-    delivery_type: constr(strict=True, min_length=1) = Field(..., alias="deliveryType", description="Is the option cash settled or physical delivery of option    Supported string (enumeration) values are: [Cash, Physical].")
-    option_type: constr(strict=True, min_length=1) = Field(..., alias="optionType", description="Type of optionality for the option    Supported string (enumeration) values are: [Call, Put].")
+    delivery_type:  StrictStr = Field(...,alias="deliveryType", description="Is the option cash settled or physical delivery of option    Supported string (enumeration) values are: [Cash, Physical].") 
+    option_type:  StrictStr = Field(...,alias="optionType", description="Type of optionality for the option    Supported string (enumeration) values are: [Call, Put].") 
     strike: Union[StrictFloat, StrictInt] = Field(..., description="The strike of the option.")
-    dom_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
-    underlying_identifier: Optional[StrictStr] = Field(None, alias="underlyingIdentifier", description="The market identifier type of the underlying code, e.g RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  Optional field, should be used in combination with the Code field.  Not compatible with the Underlying field.")
-    code: Optional[StrictStr] = Field(None, description="The identifying code for the equity underlying, e.g. 'IBM.N'.  Optional field, should be used in combination with the UnderlyingIdentifier field.  Not compatible with the Underlying field.")
-    equity_option_type: Optional[StrictStr] = Field(None, alias="equityOptionType", description="Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.    Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
+    underlying_identifier:  Optional[StrictStr] = Field(None,alias="underlyingIdentifier", description="The market identifier type of the underlying code, e.g RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  Optional field, should be used in combination with the Code field.  Not compatible with the Underlying field.") 
+    code:  Optional[StrictStr] = Field(None,alias="code", description="The identifying code for the equity underlying, e.g. 'IBM.N'.  Optional field, should be used in combination with the UnderlyingIdentifier field.  Not compatible with the Underlying field.") 
+    equity_option_type:  Optional[StrictStr] = Field(None,alias="equityOptionType", description="Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.    Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].") 
     number_of_shares: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="numberOfShares", description="The amount of shares to exchange if the option is exercised.")
     premium: Optional[Premium] = None
-    exercise_type: Optional[StrictStr] = Field(None, alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].")
+    exercise_type:  Optional[StrictStr] = Field(None,alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].") 
     underlying: Optional[LusidInstrument] = None
     delivery_days: Optional[StrictInt] = Field(None, alias="deliveryDays", description="Number of business days between exercise date and settlement of the option payoff or underlying.")
-    business_day_convention: Optional[StrictStr] = Field(None, alias="businessDayConvention", description="Business day convention for option exercise date to settlement date calculation.  Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].")
+    business_day_convention:  Optional[StrictStr] = Field(None,alias="businessDayConvention", description="Business day convention for option exercise date to settlement date calculation.  Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].") 
     settlement_calendars: Optional[conlist(StrictStr)] = Field(None, alias="settlementCalendars", description="Holiday calendars for option exercise date to settlement date calculation.")
-    instrument_type: StrictStr = Field(..., alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit")
+    instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "optionMaturityDate", "optionSettlementDate", "deliveryType", "optionType", "strike", "domCcy", "underlyingIdentifier", "code", "equityOptionType", "numberOfShares", "premium", "exerciseType", "underlying", "deliveryDays", "businessDayConvention", "settlementCalendars"]