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

lusid/models/link.py

@@ -19,16 +19,16 @@ 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 Link(BaseModel):
     """
     Link
     """
-    relation: StrictStr = Field(...)
-    href: StrictStr = Field(...)
-    description: Optional[StrictStr] = None
-    method: StrictStr = Field(...)
+    relation:  StrictStr = Field(...,alias="relation") 
+    href:  StrictStr = Field(...,alias="href") 
+    description:  Optional[StrictStr] = Field(None,alias="description") 
+    method:  StrictStr = Field(...,alias="method") 
     __properties = ["relation", "href", "description", "method"]
 
     class Config:

lusid/models/list_aggregation_reconciliation.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, Field, conlist
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
 from lusid.models.list_aggregation_response import ListAggregationResponse
 from lusid.models.result_data_schema import ResultDataSchema
 

lusid/models/list_aggregation_response.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
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist 
 from lusid.models.aggregation_measure_failure_detail import AggregationMeasureFailureDetail
 from lusid.models.link import Link
 from lusid.models.resource_id import ResourceId
@@ -31,9 +31,9 @@ class ListAggregationResponse(BaseModel):
     """
     aggregation_effective_at: Optional[datetime] = Field(None, alias="aggregationEffectiveAt")
     aggregation_as_at: Optional[datetime] = Field(None, alias="aggregationAsAt")
-    href: Optional[StrictStr] = None
+    href:  Optional[StrictStr] = Field(None,alias="href") 
     data: Optional[conlist(Dict[str, Any])] = None
-    aggregation_currency: Optional[StrictStr] = Field(None, alias="aggregationCurrency")
+    aggregation_currency:  Optional[StrictStr] = Field(None,alias="aggregationCurrency") 
     data_schema: Optional[ResultDataSchema] = Field(None, alias="dataSchema")
     aggregation_failures: Optional[conlist(AggregationMeasureFailureDetail)] = Field(None, alias="aggregationFailures")
     recipe_id: Optional[ResourceId] = Field(None, alias="recipeId")

lusid/models/list_complex_market_data_with_meta_data_response.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictStr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.complex_market_data_id import ComplexMarketDataId
 
@@ -27,7 +27,7 @@ class ListComplexMarketDataWithMetaDataResponse(BaseModel):
     """
     Wraps a Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketData object with information that was retrieved from storage with it.  In particular,  the scope that the data was stored in,  and a <seealso cref=\"T:Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketDataId\" /> object identifying the market data in that scope.  # noqa: E501
     """
-    scope: Optional[StrictStr] = Field(None, description="The scope that the listed ComplexMarketData entity is stored in.")
+    scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope that the listed ComplexMarketData entity is stored in.") 
     market_data_id: Optional[ComplexMarketDataId] = Field(None, alias="marketDataId")
     market_data: Optional[ComplexMarketData] = Field(None, alias="marketData")
     __properties = ["scope", "marketDataId", "marketData"]

lusid/models/loan_facility.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, List
-from pydantic.v1 import Field, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.schedule import Schedule
 
@@ -29,10 +29,10 @@ class LoanFacility(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_ccy: StrictStr = Field(..., alias="domCcy", description="The domestic currency of the instrument.")
-    loan_type: constr(strict=True, min_length=1) = Field(..., alias="loanType", description="LoanType for this facility. The facility can either be a revolving or a  term loan.    Supported string (enumeration) values are: [Revolver, TermLoan].")
+    dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
+    loan_type:  StrictStr = Field(...,alias="loanType", description="LoanType for this facility. The facility can either be a revolving or a  term loan.    Supported string (enumeration) values are: [Revolver, TermLoan].") 
     schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the loan.")
-    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", "domCcy", "loanType", "schedules"]
 

lusid/models/loan_interest_repayment_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.instrument_event import InstrumentEvent
 from lusid.models.lapse_election import LapseElection
 
@@ -29,10 +29,10 @@ class LoanInterestRepaymentEvent(InstrumentEvent):
     """
     payment_date: datetime = Field(..., alias="paymentDate", description="Date that the interest is due to be paid.")
     ex_date: datetime = Field(..., alias="exDate", description="Date that the accrued interest is calculated up until.")
-    currency: StrictStr = Field(..., description="Currency of the repayment.")
+    currency:  StrictStr = Field(...,alias="currency", description="Currency of the repayment.") 
     fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the accrued on the holding to be repaid.  Must be between 0 and 1, inclusive.  Defaults to 1 if not set.")
     lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the interest is paid automatically or not.  Exactly one election must be 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", "paymentDate", "exDate", "currency", "fraction", "lapseElections"]
 

lusid/models/loan_period.py

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

lusid/models/loan_principal_repayment_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.instrument_event import InstrumentEvent
 from lusid.models.lapse_election import LapseElection
 
@@ -28,10 +28,10 @@ class LoanPrincipalRepaymentEvent(InstrumentEvent):
     Event to signify the repayment of some or all of the principal balance of a loan contract.  # noqa: E501
     """
     payment_date: datetime = Field(..., alias="paymentDate", description="Date that the Principal is due to be paid.")
-    currency: StrictStr = Field(..., description="Currency of the repayment.")
+    currency:  StrictStr = Field(...,alias="currency", description="Currency of the repayment.") 
     lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the Principal is paid automatically or not.  Exactly one election must be provided.")
     fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the principal balance to be repaid.  Must be between 0 and 1, inclusive.  Defaults to 1 if not set.")
-    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", "paymentDate", "currency", "lapseElections", "fraction"]
 

lusid/models/lock_period_diary_entry_request.py

@@ -19,26 +19,16 @@ import json
 
 
 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 
 
 class LockPeriodDiaryEntryRequest(BaseModel):
     """
     A definition for the period you wish to lock  # noqa: E501
     """
-    diary_entry_code: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="diaryEntryCode", description="Unique code assigned to a period. When left blank last closed period will be located.")
+    diary_entry_code:  Optional[StrictStr] = Field(None,alias="diaryEntryCode", description="Unique code assigned to a period. When left blank last closed period will be located.") 
     closing_options: Optional[conlist(StrictStr)] = Field(None, alias="closingOptions", description="The options which will be executed once a period is closed or locked.")
     __properties = ["diaryEntryCode", "closingOptions"]
 
-    @validator('diary_entry_code')
-    def diary_entry_code_validate_regular_expression(cls, value):
-        """Validates the regular expression"""
-        if value is None:
-            return value
-
-        if not re.match(r"^[a-zA-Z0-9\-_]+$", value):
-            raise ValueError(r"must validate the regular expression /^[a-zA-Z0-9\-_]+$/")
-        return value
-
     class Config:
         """Pydantic configuration"""
         allow_population_by_field_name = True

lusid/models/lusid_instrument.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 LusidInstrument(BaseModel):
     """
     Base class in the hierarchy for representing the full economic definition of instruments in LUSID.  These definitions are used to provide instrument analytics such as PV, accrual, cash flows, and risk.  This base class should not be directly instantiated; each supported InstrumentType has a corresponding inherited class.  # noqa: E501
     """
-    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") 
     __properties = ["instrumentType"]
 
     @validator('instrument_type')

lusid/models/lusid_problem_details.py

@@ -19,20 +19,20 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, Field, StrictInt, StrictStr, conlist, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, StrictStr, conlist, constr 
 
 class LusidProblemDetails(BaseModel):
     """
     LusidProblemDetails
     """
-    name: constr(strict=True, min_length=1) = Field(...)
+    name:  StrictStr = Field(...,alias="name") 
     error_details: Optional[conlist(Dict[str, StrictStr])] = Field(None, alias="errorDetails")
     code: StrictInt = Field(...)
-    type: Optional[StrictStr] = None
-    title: Optional[StrictStr] = None
+    type:  Optional[StrictStr] = Field(None,alias="type") 
+    title:  Optional[StrictStr] = Field(None,alias="title") 
     status: Optional[StrictInt] = None
-    detail: Optional[StrictStr] = None
-    instance: Optional[StrictStr] = None
+    detail:  Optional[StrictStr] = Field(None,alias="detail") 
+    instance:  Optional[StrictStr] = Field(None,alias="instance") 
     __properties = ["name", "errorDetails", "code", "type", "title", "status", "detail", "instance"]
 
     class Config:

lusid/models/lusid_trade_ticket.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.currency_and_amount import CurrencyAndAmount
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.model_property import ModelProperty
@@ -29,34 +29,24 @@ class LusidTradeTicket(BaseModel):
     """
     A LUSID Trade Ticket comprising an instrument, a transaction, and a counterparty.  # noqa: E501
     """
-    transaction_id: constr(strict=True, max_length=256, min_length=0) = Field(..., alias="transactionId", description="Transaction ID. Must be unique.")
-    transaction_type: constr(strict=True, max_length=256, min_length=0) = Field(..., alias="transactionType", description="Type of transaction for processing. Referenced by Transaction Configuration.")
-    source: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, description="Transaction Source. Referenced by Transaction Configuration.")
-    transaction_date: constr(strict=True, min_length=1) = Field(..., alias="transactionDate", description="Transaction Date. Date at which transaction is known.")
-    settlement_date: constr(strict=True, min_length=1) = Field(..., alias="settlementDate", description="Transaction settlement. Date at which transaction is finalised and realised into the system.")
+    transaction_id:  StrictStr = Field(...,alias="transactionId", description="Transaction ID. Must be unique.") 
+    transaction_type:  StrictStr = Field(...,alias="transactionType", description="Type of transaction for processing. Referenced by Transaction Configuration.") 
+    source:  Optional[StrictStr] = Field(None,alias="source", description="Transaction Source. Referenced by Transaction Configuration.") 
+    transaction_date:  StrictStr = Field(...,alias="transactionDate", description="Transaction Date. Date at which transaction is known.") 
+    settlement_date:  StrictStr = Field(...,alias="settlementDate", description="Transaction settlement. Date at which transaction is finalised and realised into the system.") 
     total_consideration: CurrencyAndAmount = Field(..., alias="totalConsideration")
     units: Union[StrictFloat, StrictInt] = Field(..., description="Number of units in the transaction. For an OTC this is somewhat interchangeable with the quantity booked in the  instrument. As M x N or N x M are equivalent it is advised a client chooses one approach and sticks to it.  Arguably either the unit or holding is best unitised.")
     instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Identifiers for the instrument.")
-    instrument_scope: Optional[constr(strict=True, max_length=64, min_length=1)] = Field(None, alias="instrumentScope", description="Scope of instrument")
-    instrument_name: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="instrumentName", description="Name of instrument")
+    instrument_scope:  Optional[StrictStr] = Field(None,alias="instrumentScope", description="Scope of instrument") 
+    instrument_name:  Optional[StrictStr] = Field(None,alias="instrumentName", description="Name of instrument") 
     instrument_definition: Optional[LusidInstrument] = Field(None, alias="instrumentDefinition")
     counterparty_agreement_id: Optional[ResourceId] = Field(None, alias="counterpartyAgreementId")
-    counterparty: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, description="Counterparty")
+    counterparty:  Optional[StrictStr] = Field(None,alias="counterparty", description="Counterparty") 
     instrument_properties: Optional[conlist(ModelProperty)] = Field(None, alias="instrumentProperties", description="Set of instrument properties (as defined by client/user).")
     transaction_properties: Optional[conlist(ModelProperty)] = Field(None, alias="transactionProperties", description="Set of transaction properties (as defined by client/user).")
-    trade_ticket_type: StrictStr = Field(..., alias="tradeTicketType", description="The available values are: LusidTradeTicket, ExternalTradeTicket")
+    trade_ticket_type:  StrictStr = Field(...,alias="tradeTicketType", description="The available values are: LusidTradeTicket, ExternalTradeTicket") 
     __properties = ["transactionId", "transactionType", "source", "transactionDate", "settlementDate", "totalConsideration", "units", "instrumentIdentifiers", "instrumentScope", "instrumentName", "instrumentDefinition", "counterpartyAgreementId", "counterparty", "instrumentProperties", "transactionProperties", "tradeTicketType"]
 
-    @validator('instrument_scope')
-    def instrument_scope_validate_regular_expression(cls, value):
-        """Validates the regular expression"""
-        if value is None:
-            return value
-
-        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('trade_ticket_type')
     def trade_ticket_type_validate_enum(cls, value):
         """Validates the enum"""

lusid/models/lusid_unique_id.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import BaseModel, Field, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
 
 class LusidUniqueId(BaseModel):
     """
     LusidUniqueId
     """
-    type: constr(strict=True, min_length=1) = Field(..., description="The type for the LUSID unique id, this will depend on the type of entity found, for instance 'Instrument' would have a value of 'LusidInstrumentId'")
-    value: constr(strict=True, min_length=1) = Field(..., description="The value for the LUSID unique id")
+    type:  StrictStr = Field(...,alias="type", description="The type for the LUSID unique id, this will depend on the type of entity found, for instance 'Instrument' would have a value of 'LusidInstrumentId'") 
+    value:  StrictStr = Field(...,alias="value", description="The value for the LUSID unique id") 
     __properties = ["type", "value"]
 
     class Config:

lusid/models/lusid_validation_problem_details.py

@@ -19,21 +19,21 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, Field, StrictInt, StrictStr, conlist, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, StrictStr, conlist, constr 
 
 class LusidValidationProblemDetails(BaseModel):
     """
     LusidValidationProblemDetails
     """
-    name: constr(strict=True, min_length=1) = Field(...)
+    name:  StrictStr = Field(...,alias="name") 
     error_details: Optional[conlist(Dict[str, StrictStr])] = Field(None, alias="errorDetails")
     code: StrictInt = Field(...)
     errors: Optional[Dict[str, conlist(StrictStr)]] = None
-    type: Optional[StrictStr] = None
-    title: Optional[StrictStr] = None
+    type:  Optional[StrictStr] = Field(None,alias="type") 
+    title:  Optional[StrictStr] = Field(None,alias="title") 
     status: Optional[StrictInt] = None
-    detail: Optional[StrictStr] = None
-    instance: Optional[StrictStr] = None
+    detail:  Optional[StrictStr] = Field(None,alias="detail") 
+    instance:  Optional[StrictStr] = Field(None,alias="instance") 
     __properties = ["name", "errorDetails", "code", "errors", "type", "title", "status", "detail", "instance"]
 
     class Config:

lusid/models/mapped_string.py

@@ -19,15 +19,15 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictBool, StrictStr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictStr 
 
 class MappedString(BaseModel):
     """
     MappedString
     """
-    left_value: Optional[StrictStr] = Field(None, alias="leftValue")
-    right_value: Optional[StrictStr] = Field(None, alias="rightValue")
-    mapping_direction: Optional[StrictStr] = Field(None, alias="mappingDirection")
+    left_value:  Optional[StrictStr] = Field(None,alias="leftValue") 
+    right_value:  Optional[StrictStr] = Field(None,alias="rightValue") 
+    mapping_direction:  Optional[StrictStr] = Field(None,alias="mappingDirection") 
     is_case_sensitive: Optional[StrictBool] = Field(None, alias="isCaseSensitive")
     __properties = ["leftValue", "rightValue", "mappingDirection", "isCaseSensitive"]
 

lusid/models/mapping.py

@@ -19,41 +19,20 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, Field, conlist, constr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist, constr, validator 
 from lusid.models.mapping_rule import MappingRule
 
 class Mapping(BaseModel):
     """
     Defines the rule set to be used to determine if entries should be considered as a match.  # noqa: E501
     """
-    scope: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The scope for this mapping.")
-    code: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The code for this mapping.")
-    name: constr(strict=True, min_length=1) = Field(..., description="The mapping name")
-    reconciliation_type: constr(strict=True, min_length=1) = Field(..., alias="reconciliationType", description="What type of reconciliation this mapping is for")
+    scope:  StrictStr = Field(...,alias="scope", description="The scope for this mapping.") 
+    code:  StrictStr = Field(...,alias="code", description="The code for this mapping.") 
+    name:  StrictStr = Field(...,alias="name", description="The mapping name") 
+    reconciliation_type:  StrictStr = Field(...,alias="reconciliationType", description="What type of reconciliation this mapping is for") 
     rules: Optional[conlist(MappingRule)] = Field(None, description="The rules in this mapping, keyed by the left field/property name")
     __properties = ["scope", "code", "name", "reconciliationType", "rules"]
 
-    @validator('scope')
-    def scope_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('code')
-    def 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 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/mapping_rule.py

@@ -19,16 +19,16 @@ import json
 
 
 from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, conlist 
 from lusid.models.mapped_string import MappedString
 
 class MappingRule(BaseModel):
     """
     An individual mapping rule, for mapping between a left and right field/property.  # noqa: E501
     """
-    left: Optional[StrictStr] = Field(None, description="The name of the field/property in the left resource (e.g. a transaction)")
-    right: Optional[StrictStr] = Field(None, description="The name of the field/property in the right resource (e.g. a transaction)")
-    comparison_type: Optional[StrictStr] = Field(None, alias="comparisonType", description="The type of comparison to be performed")
+    left:  Optional[StrictStr] = Field(None,alias="left", description="The name of the field/property in the left resource (e.g. a transaction)") 
+    right:  Optional[StrictStr] = Field(None,alias="right", description="The name of the field/property in the right resource (e.g. a transaction)") 
+    comparison_type:  Optional[StrictStr] = Field(None,alias="comparisonType", description="The type of comparison to be performed") 
     comparison_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="comparisonValue", description="The (optional) value used with Finbourne.WebApi.Interface.Dto.Mappings.MappingRule.ComparisonType")
     weight: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="A factor used to influence the importance of this item.")
     mapped_strings: Optional[conlist(MappedString)] = Field(None, alias="mappedStrings", description="The (optional) value used to map string values.")

lusid/models/mark_to_market_conventions.py

@@ -19,13 +19,13 @@ 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 MarkToMarketConventions(BaseModel):
     """
     A set of conventions for mark to market. Mark to market is a method   that values financial instruments based on current market prices,   reflecting their current value, rather than historical cost.  # noqa: E501
     """
-    calendar_code: Optional[constr(strict=True, max_length=50, min_length=0)] = Field(None, alias="calendarCode", description="The calendar to use when generating mark to market cashflows and events.")
+    calendar_code:  Optional[StrictStr] = Field(None,alias="calendarCode", description="The calendar to use when generating mark to market cashflows and events.") 
     __properties = ["calendarCode"]
 
     class Config:

lusid/models/market_context.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, Field, conlist
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
 from lusid.models.group_of_market_data_key_rules import GroupOfMarketDataKeyRules
 from lusid.models.market_context_suppliers import MarketContextSuppliers
 from lusid.models.market_data_key_rule import MarketDataKeyRule

lusid/models/market_context_suppliers.py

@@ -19,17 +19,17 @@ 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 MarketContextSuppliers(BaseModel):
     """
     It is possible to control which supplier is used for a given asset class.  This field is deprecated in favour of market data rules, which subsumes its functionality.  # noqa: E501
     """
-    commodity: Optional[StrictStr] = Field(None, alias="Commodity")
-    credit: Optional[StrictStr] = Field(None, alias="Credit")
-    equity: Optional[StrictStr] = Field(None, alias="Equity")
-    fx: Optional[StrictStr] = Field(None, alias="Fx")
-    rates: Optional[StrictStr] = Field(None, alias="Rates")
+    commodity:  Optional[StrictStr] = Field(None,alias="Commodity") 
+    credit:  Optional[StrictStr] = Field(None,alias="Credit") 
+    equity:  Optional[StrictStr] = Field(None,alias="Equity") 
+    fx:  Optional[StrictStr] = Field(None,alias="Fx") 
+    rates:  Optional[StrictStr] = Field(None,alias="Rates") 
     __properties = ["Commodity", "Credit", "Equity", "Fx", "Rates"]
 
     class Config:

lusid/models/market_data_key_rule.py

@@ -19,32 +19,25 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictBool, StrictStr, constr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictStr, constr, validator 
 
 class MarketDataKeyRule(BaseModel):
     """
     When performing analytics, instruments and models have dependencies on market data.  A market data key rule essentially tells lusid to \"resolve dependencies matching the pattern 'X' using data of the form 'Y'\".  The parameter 'X' is defined by the key of the key rule, and might specify \"all USD rates curves\" or \"all RIC-based prices\".  The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as  where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be.  # noqa: E501
     """
-    key: constr(strict=True, max_length=128, min_length=0) = Field(..., description="A dot-separated string that defines a pattern for matching market data dependencies.  The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info.  Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote'  Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate'  Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve                For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'.  e.g. \"Rates.*.*\" matches any dependency on a discounting curve.")
-    supplier: constr(strict=True, max_length=32, min_length=0) = Field(..., description="The market data supplier (where the data comes from)")
-    data_scope: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="dataScope", description="The scope in which the data should be found when using this rule.")
-    quote_type: StrictStr = Field(..., alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall")
-    field: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc.  When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here  will be accepted as market data.  When resolving data from an external supplier, the Field must be one of a defined set for the given supplier.                Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.")
-    quote_interval: Optional[constr(strict=True, max_length=16, min_length=0)] = Field(None, alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string              nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax              is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of              D(ay), Bd(business day), W(eek), M(onth) or Y(ear).              Business days are calculated using the calendars specified on the Valuation Request.              If no calendar is provided in the request, then it will default to only skipping weekends.              For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\",              looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.")
+    key:  StrictStr = Field(...,alias="key", description="A dot-separated string that defines a pattern for matching market data dependencies.  The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info.  Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote'  Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate'  Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve                For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'.  e.g. \"Rates.*.*\" matches any dependency on a discounting curve.") 
+    supplier:  StrictStr = Field(...,alias="supplier", description="The market data supplier (where the data comes from)") 
+    data_scope:  StrictStr = Field(...,alias="dataScope", description="The scope in which the data should be found when using this rule.") 
+    quote_type:  StrictStr = Field(...,alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall") 
+    field:  Optional[StrictStr] = Field(None,alias="field", description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc.  When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here  will be accepted as market data.  When resolving data from an external supplier, the Field must be one of a defined set for the given supplier.                Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.") 
+    quote_interval:  Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string              nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax              is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of              D(ay), Bd(business day), W(eek), M(onth) or Y(ear).              Business days are calculated using the calendars specified on the Valuation Request.              If no calendar is provided in the request, then it will default to only skipping weekends.              For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\",              looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.") 
     as_at: Optional[datetime] = Field(None, alias="asAt", description="Deprecated field which no longer has any effect on market data resolution.")
-    price_source: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote")
-    mask: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, description="Allows for partial or complete override of the market asset resolved for a dependency  Either a named override or a dot separated string (A.B.C.D.*).  e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there  are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.")
-    source_system: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="sourceSystem", description="If set, this parameter will seek an external source of market data.  Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store.                This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".")
+    price_source:  Optional[StrictStr] = Field(None,alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote") 
+    mask:  Optional[StrictStr] = Field(None,alias="mask", description="Allows for partial or complete override of the market asset resolved for a dependency  Either a named override or a dot separated string (A.B.C.D.*).  e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there  are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.") 
+    source_system:  Optional[StrictStr] = Field(None,alias="sourceSystem", description="If set, this parameter will seek an external source of market data.  Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store.                This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".") 
     fall_through_on_access_denied: Optional[StrictBool] = Field(None, alias="fallThroughOnAccessDenied", description="When a user attempts to use a rule to access data to which they are not entitled,  the rule will fail to resolve any market data.  By default, such an access denied failure will stop any further attempts to resolve market data.  This is so that differently entitled users always receive the same market data from market data resolution,  if they have sufficient entitlements to retrieve the required data.  If set to true, then an access denied failure will not stop further market data resolution,  and resolution will continue with the next specified MarketDataKeyRule.  Optional, and defaults to false.")
     __properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "sourceSystem", "fallThroughOnAccessDenied"]
 
-    @validator('data_scope')
-    def data_scope_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('quote_type')
     def quote_type_validate_enum(cls, value):
         """Validates the enum"""

lusid/models/market_data_options.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 MarketDataOptions(BaseModel):
     """
     Base class for representing market data options in LUSID.  Abstractly, these are any options that one should be able to specify for ComplexMarketData entities.  For example, CurveOptions allows one to decide how the data provided in a discountFactorCurve is interpolated.  This base class should not be directly instantiated;  each supported MarketDataOptionsType has a corresponding inherited class.  # noqa: E501
     """
-    market_data_options_type: StrictStr = Field(..., alias="marketDataOptionsType", description="The available values are: CurveOptions")
+    market_data_options_type:  StrictStr = Field(...,alias="marketDataOptionsType", description="The available values are: CurveOptions") 
     __properties = ["marketDataOptionsType"]
 
     @validator('market_data_options_type')

lusid/models/market_data_overrides.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, Field, conlist
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
 from lusid.models.economic_dependency_with_complex_market_data import EconomicDependencyWithComplexMarketData
 from lusid.models.economic_dependency_with_quote import EconomicDependencyWithQuote