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

lusid/models/market_data_specific_rule.py

@@ -19,34 +19,27 @@ 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 
 from lusid.models.dependency_source_filter import DependencySourceFilter
 
 class MarketDataSpecificRule(BaseModel):
     """
     Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for.  For example, a market data rule might instruct all rates curves to be retrieved from a particular scope.  This class gives the ability to set different behaviour depending on what is requesting the rates curve.  Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.  # noqa: E501
     """
-    key: constr(strict=True, max_length=128, min_length=0) = Field(..., description="The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)")
-    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: constr(strict=True, max_length=32, min_length=0) = Field(..., description="The conceptual qualification for the field, such as bid, mid, or ask.  The field must be one of a defined set for the given supplier, in the same way as it  is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId")
-    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), W(eek), M(onth) or Y(ear).")
+    key:  StrictStr = Field(...,alias="key", description="The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)") 
+    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:  StrictStr = Field(...,alias="field", description="The conceptual qualification for the field, such as bid, mid, or ask.  The field must be one of a defined set for the given supplier, in the same way as it  is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId") 
+    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), W(eek), M(onth) or Y(ear).") 
     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.")
+    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.") 
     dependency_source_filter: DependencySourceFilter = Field(..., alias="dependencySourceFilter")
-    source_system: Optional[constr(strict=True, max_length=256, min_length=0)] = Field(None, alias="sourceSystem", description="Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the Quotes store and the ComplexMarketData store.  These can be populated using the Quotes and ComplexMarketData endpoints.")
+    source_system:  Optional[StrictStr] = Field(None,alias="sourceSystem", description="Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the Quotes store and the ComplexMarketData store.  These can be populated using the Quotes and ComplexMarketData endpoints.") 
     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", "dependencySourceFilter", "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_options.py

@@ -19,47 +19,20 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field, StrictBool, constr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, constr, validator 
 
 class MarketOptions(BaseModel):
     """
     The set of options that control miscellaneous and default market resolution behaviour.  These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved.  For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources  according to requirements based on accuracy or timeliness it is not. In more advanced cases the options should largely be ignored and rules specified  per source. Be aware that where no specified rule matches the final fallback is on to the logic implied here.  # noqa: E501
     """
-    default_supplier: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, alias="defaultSupplier", description="The default supplier of data. This controls which 'dialect' is used to find particular market data. e.g. one supplier might address data by RIC, another by PermId")
-    default_instrument_code_type: Optional[constr(strict=True, max_length=32, min_length=0)] = Field(None, alias="defaultInstrumentCodeType", description="When instrument quotes are searched for, what identifier should be used by default")
-    default_scope: constr(strict=True, max_length=256, min_length=1) = Field(..., alias="defaultScope", description="For default rules, which scope should data be searched for in")
+    default_supplier:  Optional[StrictStr] = Field(None,alias="defaultSupplier", description="The default supplier of data. This controls which 'dialect' is used to find particular market data. e.g. one supplier might address data by RIC, another by PermId") 
+    default_instrument_code_type:  Optional[StrictStr] = Field(None,alias="defaultInstrumentCodeType", description="When instrument quotes are searched for, what identifier should be used by default") 
+    default_scope:  StrictStr = Field(...,alias="defaultScope", description="For default rules, which scope should data be searched for in") 
     attempt_to_infer_missing_fx: Optional[StrictBool] = Field(None, alias="attemptToInferMissingFx", description="if true will calculate a missing Fx pair (e.g. THBJPY) from the inverse JPYTHB or from standardised pairs against USD, e.g. THBUSD and JPYUSD")
-    calendar_scope: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, alias="calendarScope", description="The scope in which holiday calendars stored")
-    convention_scope: Optional[constr(strict=True, max_length=256, min_length=1)] = Field(None, alias="conventionScope", description="The scope in which conventions stored")
+    calendar_scope:  Optional[StrictStr] = Field(None,alias="calendarScope", description="The scope in which holiday calendars stored") 
+    convention_scope:  Optional[StrictStr] = Field(None,alias="conventionScope", description="The scope in which conventions stored") 
     __properties = ["defaultSupplier", "defaultInstrumentCodeType", "defaultScope", "attemptToInferMissingFx", "calendarScope", "conventionScope"]
 
-    @validator('default_scope')
-    def default_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('calendar_scope')
-    def calendar_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('convention_scope')
-    def convention_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
-
     class Config:
         """Pydantic configuration"""
         allow_population_by_field_name = True

lusid/models/market_quote.py

@@ -19,13 +19,13 @@ import json
 
 
 from typing import Any, Dict, Union
-from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr, validator 
 
 class MarketQuote(BaseModel):
     """
     The market quote for an observable which will be used to calibrate the market data,  including the format of the quote.  e.g. a volatility quote for a specific strike and expiry  the par rate of a swap                This is a slimmed down version of a full Quote that can be stored in our QuoteStore to  remove lineage, price source etc. for ease of use when creating complex market data.  # noqa: E501
     """
-    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")
+    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") 
     value: Union[StrictFloat, StrictInt] = Field(..., description="Numeric value of the quote")
     __properties = ["quoteType", "value"]
 

lusid/models/mastered_instrument.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import Field, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 
 class MasteredInstrument(LusidInstrument):
@@ -27,13 +27,13 @@ class MasteredInstrument(LusidInstrument):
     LUSID representation of a reference to another instrument that has already been upserted (Mastered)  # noqa: E501
     """
     identifiers: Dict[str, StrictStr] = Field(..., description="Dictionary of identifiers of the mastered instrument")
-    mastered_dom_ccy: Optional[StrictStr] = Field(None, alias="masteredDomCcy", description="DomCcy of the Instrument that Mastered Instrument points to - read only field")
-    mastered_instrument_type: Optional[StrictStr] = Field(None, alias="masteredInstrumentType", description="Type of the Instrument that Mastered Instrument points to - read only field")
-    mastered_lusid_instrument_id: Optional[StrictStr] = Field(None, alias="masteredLusidInstrumentId", description="Luid of the Instrument that Mastered Instrument points to - read only field")
-    mastered_name: Optional[StrictStr] = Field(None, alias="masteredName", description="Name of the Instrument that Mastered Instrument points to - read only field")
-    mastered_scope: Optional[StrictStr] = Field(None, alias="masteredScope", description="Scope of the Instrument that Mastered Instrument points to - read only field")
-    mastered_asset_class: Optional[StrictStr] = Field(None, alias="masteredAssetClass", description="Asset class of the underlying mastered instrument - read only field    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].")
-    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")
+    mastered_dom_ccy:  Optional[StrictStr] = Field(None,alias="masteredDomCcy", description="DomCcy of the Instrument that Mastered Instrument points to - read only field") 
+    mastered_instrument_type:  Optional[StrictStr] = Field(None,alias="masteredInstrumentType", description="Type of the Instrument that Mastered Instrument points to - read only field") 
+    mastered_lusid_instrument_id:  Optional[StrictStr] = Field(None,alias="masteredLusidInstrumentId", description="Luid of the Instrument that Mastered Instrument points to - read only field") 
+    mastered_name:  Optional[StrictStr] = Field(None,alias="masteredName", description="Name of the Instrument that Mastered Instrument points to - read only field") 
+    mastered_scope:  Optional[StrictStr] = Field(None,alias="masteredScope", description="Scope of the Instrument that Mastered Instrument points to - read only field") 
+    mastered_asset_class:  Optional[StrictStr] = Field(None,alias="masteredAssetClass", description="Asset class of the underlying mastered instrument - read only field    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].") 
+    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", "masteredDomCcy", "masteredInstrumentType", "masteredLusidInstrumentId", "masteredName", "masteredScope", "masteredAssetClass"]
 

lusid/models/match_criterion.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 MatchCriterion(BaseModel):
     """
     A condition to be evaluated.  Each supported CriterionType has a corresponding schema.  # noqa: E501
     """
-    criterion_type: StrictStr = Field(..., alias="criterionType", description="The available values are: PropertyValueEquals, PropertyValueIn, SubHoldingKeyValueEquals")
+    criterion_type:  StrictStr = Field(...,alias="criterionType", description="The available values are: PropertyValueEquals, PropertyValueIn, SubHoldingKeyValueEquals") 
     __properties = ["criterionType"]
 
     @validator('criterion_type')

lusid/models/maturity_event.py

@@ -19,7 +19,7 @@ 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.instrument_event import InstrumentEvent
 
 class MaturityEvent(InstrumentEvent):
@@ -27,7 +27,7 @@ class MaturityEvent(InstrumentEvent):
     Definition of a Maturity Event  This is an event that describes the maturity of the instrument.  # noqa: E501
     """
     maturity_date: datetime = Field(..., alias="maturityDate", description="Maturity date of the instrument")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "maturityDate"]
 

lusid/models/mbs_coupon_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class MbsCouponEvent(InstrumentEvent):
@@ -28,9 +28,9 @@ class MbsCouponEvent(InstrumentEvent):
     """
     ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the coupon")
     payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the coupon")
-    currency: StrictStr = Field(..., description="The currency in which the coupon is paid")
+    currency:  StrictStr = Field(...,alias="currency", description="The currency in which the coupon is paid") 
     coupon_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="couponPerUnit", description="The coupon amount received for each unit of the instrument held on the ex date")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "couponPerUnit"]
 

lusid/models/mbs_interest_deferral_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class MbsInterestDeferralEvent(InstrumentEvent):
@@ -28,9 +28,9 @@ class MbsInterestDeferralEvent(InstrumentEvent):
     """
     ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
     payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the interest that is deferred and capitalised")
-    currency: StrictStr = Field(..., description="The currency in which the interest amount is notated")
+    currency:  StrictStr = Field(...,alias="currency", description="The currency in which the interest amount is notated") 
     interest_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="interestPerUnit", description="The interest amount to be deferred and capitalised for each unit of the instrument held on the ex date")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "interestPerUnit"]
 

lusid/models/mbs_interest_shortfall_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class MbsInterestShortfallEvent(InstrumentEvent):
@@ -28,9 +28,9 @@ class MbsInterestShortfallEvent(InstrumentEvent):
     """
     ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
     payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the interest")
-    currency: StrictStr = Field(..., description="The currency in which the interest amount is notated")
+    currency:  StrictStr = Field(...,alias="currency", description="The currency in which the interest amount is notated") 
     interest_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="interestPerUnit", description="The amount by which the coupon amount will fall short for each unit of the instrument held on the ex date")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "interestPerUnit"]
 

lusid/models/mbs_principal_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class MbsPrincipalEvent(InstrumentEvent):
@@ -28,9 +28,9 @@ class MbsPrincipalEvent(InstrumentEvent):
     """
     ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the principal payment, usually several weeks prior to the payment date")
     payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the principal")
-    currency: StrictStr = Field(..., description="The currency in which the principal is paid")
+    currency:  StrictStr = Field(...,alias="currency", description="The currency in which the principal is paid") 
     principal_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="principalPerUnit", description="The principal amount received for each unit of the instrument held on the ex date")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "principalPerUnit"]
 

lusid/models/mbs_principal_write_off_event.py

@@ -19,7 +19,7 @@ import json
 
 from datetime import datetime
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import Field, StrictFloat, StrictInt, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class MbsPrincipalWriteOffEvent(InstrumentEvent):
@@ -28,9 +28,9 @@ class MbsPrincipalWriteOffEvent(InstrumentEvent):
     """
     ex_date: datetime = Field(..., alias="exDate", description="The ex date (entitlement date) of the principal payment, usually several weeks prior to the payment date")
     payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the principal that is written off")
-    currency: StrictStr = Field(..., description="The currency in which the principal write off is notated")
+    currency:  StrictStr = Field(...,alias="currency", description="The currency in which the principal write off is notated") 
     principal_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="principalPerUnit", description="The principal amount to be written off for each unit of the instrument held on the ex date")
-    instrument_event_type: StrictStr = Field(..., alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent")
+    instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "exDate", "paymentDate", "currency", "principalPerUnit"]
 

lusid/models/membership.py

@@ -19,15 +19,15 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import BaseModel, Field, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
 
 class Membership(BaseModel):
     """
     Membership
     """
-    scope: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The scope of the unique identifier associated with the Custom Data Model.")
-    code: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The code of the unique identifier associated with the Custom Data Model.")
-    display_name: constr(strict=True, min_length=1) = Field(..., alias="displayName", description="The name of the Custom Data Model.")
+    scope:  StrictStr = Field(...,alias="scope", description="The scope of the unique identifier associated with the Custom Data Model.") 
+    code:  StrictStr = Field(...,alias="code", description="The code of the unique identifier associated with the Custom Data Model.") 
+    display_name:  StrictStr = Field(...,alias="displayName", description="The name of the Custom Data Model.") 
     __properties = ["scope", "code", "displayName"]
 
     class Config:

lusid/models/membership_and_status.py

@@ -19,16 +19,16 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import BaseModel, Field, constr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
 
 class MembershipAndStatus(BaseModel):
     """
     MembershipAndStatus
     """
-    status: constr(strict=True, min_length=1) = Field(..., description="Describes whether the entity is still a valid member of the data model.")
-    scope: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The scope of the unique identifier associated with the Custom Data Model.")
-    code: constr(strict=True, max_length=64, min_length=1) = Field(..., description="The code of the unique identifier associated with the Custom Data Model.")
-    display_name: constr(strict=True, min_length=1) = Field(..., alias="displayName", description="The name of the Custom Data Model.")
+    status:  StrictStr = Field(...,alias="status", description="Describes whether the entity is still a valid member of the data model.") 
+    scope:  StrictStr = Field(...,alias="scope", description="The scope of the unique identifier associated with the Custom Data Model.") 
+    code:  StrictStr = Field(...,alias="code", description="The code of the unique identifier associated with the Custom Data Model.") 
+    display_name:  StrictStr = Field(...,alias="displayName", description="The name of the Custom Data Model.") 
     __properties = ["status", "scope", "code", "displayName"]
 
     class Config:

lusid/models/merger_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.cash_and_security_offer_election import CashAndSecurityOfferElection
 from lusid.models.cash_offer_election import CashOfferElection
 from lusid.models.instrument_event import InstrumentEvent
@@ -34,13 +34,13 @@ class MergerEvent(InstrumentEvent):
     cash_and_security_offer_elections: Optional[conlist(CashAndSecurityOfferElection)] = Field(None, alias="cashAndSecurityOfferElections", description="List of possible CashAndSecurityOfferElections for this merger event")
     cash_offer_elections: Optional[conlist(CashOfferElection)] = Field(None, alias="cashOfferElections", description="List of possible CashOfferElections for this merger event")
     ex_date: datetime = Field(..., alias="exDate", description="The first date on which the holder of record of the original shares has entitled ownership of the new shares.")
-    fractional_units_cash_currency: Optional[StrictStr] = Field(None, alias="fractionalUnitsCashCurrency", description="Optional. Used in calculating cash-in-lieu of fractional shares.")
+    fractional_units_cash_currency:  Optional[StrictStr] = Field(None,alias="fractionalUnitsCashCurrency", description="Optional. Used in calculating cash-in-lieu of fractional shares.") 
     fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="Optional. Used in calculating cash-in-lieu of fractional shares.")
     new_instrument: NewInstrument = Field(..., alias="newInstrument")
     payment_date: datetime = Field(..., alias="paymentDate", description="Date on which the merger takes place.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Optional. Date you have to be the holder of record of the original shares in order to receive the new shares.")
     security_offer_elections: Optional[conlist(SecurityOfferElection)] = Field(None, alias="securityOfferElections", description="List of possible SecurityOfferElections for this merger event")
-    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", "cashAndSecurityOfferElections", "cashOfferElections", "exDate", "fractionalUnitsCashCurrency", "fractionalUnitsCashPrice", "newInstrument", "paymentDate", "recordDate", "securityOfferElections"]
 

lusid/models/metric_value.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict, Optional, Union
-from pydantic.v1 import BaseModel, Field, StrictFloat, StrictInt, StrictStr
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr 
 
 class MetricValue(BaseModel):
     """
     MetricValue
     """
     value: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The numerical value of the property.")
-    unit: Optional[StrictStr] = None
+    unit:  Optional[StrictStr] = Field(None,alias="unit") 
     __properties = ["value", "unit"]
 
     class Config:

lusid/models/model_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 ModelOptions(BaseModel):
     """
     Base class for representing model options in LUSID, which provide config for instrument analytics.  This base class should not be directly instantiated; each supported ModelOptionsType has a corresponding inherited class.  # noqa: E501
     """
-    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") 
     __properties = ["modelOptionsType"]
 
     @validator('model_options_type')

lusid/models/model_property.py

@@ -19,14 +19,14 @@ import json
 
 from datetime import datetime
 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.property_value import PropertyValue
 
 class ModelProperty(BaseModel):
     """
     ModelProperty
     """
-    key: StrictStr = Field(..., description="The key of the property. This takes the format {domain}/{scope}/{code} e.g. 'Instrument/system/Name' or 'Transaction/strategy/quantsignal'.")
+    key:  StrictStr = Field(...,alias="key", description="The key of the property. This takes the format {domain}/{scope}/{code} e.g. 'Instrument/system/Name' or 'Transaction/strategy/quantsignal'.") 
     value: Optional[PropertyValue] = None
     effective_from: Optional[datetime] = Field(None, alias="effectiveFrom", description="The effective datetime from which the property is valid.")
     effective_until: Optional[datetime] = Field(None, alias="effectiveUntil", description="The effective datetime until which the property is valid. If not supplied this will be valid indefinitely, or until the next 'effectiveFrom' datetime of the property.")

lusid/models/model_schema.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List, Optional
-from pydantic.v1 import BaseModel, StrictStr, conlist
+from pydantic.v1 import StrictStr, Field, BaseModel, StrictStr, conlist 
 from lusid.models.field_schema import FieldSchema
 from lusid.models.link import Link
 
@@ -27,8 +27,8 @@ class ModelSchema(BaseModel):
     """
     ModelSchema
     """
-    entity: Optional[StrictStr] = None
-    href: Optional[StrictStr] = None
+    entity:  Optional[StrictStr] = Field(None,alias="entity") 
+    href:  Optional[StrictStr] = Field(None,alias="href") 
     values: Optional[Dict[str, FieldSchema]] = None
     links: Optional[conlist(Link)] = None
     __properties = ["entity", "href", "values", "links"]

lusid/models/model_selection.py

@@ -19,14 +19,14 @@ import json
 
 
 from typing import Any, Dict
-from pydantic.v1 import BaseModel, Field, StrictStr, validator
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, validator 
 
 class ModelSelection(BaseModel):
     """
     The combination of a library to use and a model in that library that defines which pricing code will evaluate instruments  having a particular type/class. This allows us to control the model type and library for a given instrument.  # noqa: E501
     """
-    library: StrictStr = Field(..., description="The available values are: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc")
-    model: StrictStr = Field(..., description="The available values are: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer")
+    library:  StrictStr = Field(...,alias="library", description="The available values are: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc") 
+    model:  StrictStr = Field(...,alias="model", description="The available values are: SimpleStatic, Discounting, VendorDefault, BlackScholes, ConstantTimeValueOfMoney, Bachelier, ForwardWithPoints, ForwardWithPointsUndiscounted, ForwardSpecifiedRate, ForwardSpecifiedRateUndiscounted, IndexNav, IndexPrice, InlinedIndex, ForwardFromCurve, ForwardFromCurveUndiscounted, BlackScholesDigital, BjerksundStensland1993, BondLookupPricer, FlexibleLoanPricer, CdsLookupPricer, LoanFacilityPricer") 
     __properties = ["library", "model"]
 
     @validator('library')

lusid/models/move_orders_to_different_blocks_request.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, List
-from pydantic.v1 import BaseModel, Field, conlist
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
 from lusid.models.block_and_order_id_request import BlockAndOrderIdRequest
 
 class MoveOrdersToDifferentBlocksRequest(BaseModel):

lusid/models/moved_order_to_different_block_response.py

@@ -19,7 +19,7 @@ import json
 
 
 from typing import Any, Dict, Optional
-from pydantic.v1 import BaseModel, Field
+from pydantic.v1 import StrictStr, Field, BaseModel, Field 
 from lusid.models.block import Block
 from lusid.models.order import Order
 from lusid.models.resource_id import ResourceId

lusid/models/multi_currency_amounts.py

@@ -19,7 +19,7 @@ import json
 
 
 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 MultiCurrencyAmounts(BaseModel):
     """

lusid/models/new_instrument.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 NewInstrument(BaseModel):
     """
     Set of identifiers of an existing instrument that will be the subject or distribution of a corporate action.  # noqa: E501
     """
     instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Unique instrument identifiers.")
-    lusid_instrument_id: Optional[StrictStr] = Field(None, alias="lusidInstrumentId", description="LUSID's internal unique instrument identifier, resolved from the instrument identifiers.")
-    instrument_scope: Optional[StrictStr] = Field(None, alias="instrumentScope", description="The scope in which the instrument lies, resolved from the instrument identifiers.")
-    dom_ccy: Optional[StrictStr] = Field(None, alias="domCcy", description="The domestic currency of the instrument, resolved from the instrument identifiers.")
+    lusid_instrument_id:  Optional[StrictStr] = Field(None,alias="lusidInstrumentId", description="LUSID's internal unique instrument identifier, resolved from the instrument identifiers.") 
+    instrument_scope:  Optional[StrictStr] = Field(None,alias="instrumentScope", description="The scope in which the instrument lies, resolved from the instrument identifiers.") 
+    dom_ccy:  Optional[StrictStr] = Field(None,alias="domCcy", description="The domestic currency of the instrument, resolved from the instrument identifiers.") 
     __properties = ["instrumentIdentifiers", "lusidInstrumentId", "instrumentScope", "domCcy"]
 
     class Config:

lusid/models/next_value_in_sequence_response.py

@@ -19,7 +19,7 @@ import json
 
 
 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.link import Link
 
 class NextValueInSequenceResponse(BaseModel):

lusid/models/opaque_dependency.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.economic_dependency import EconomicDependency
 
 class OpaqueDependency(EconomicDependency):
     """
     Represents a dependency that could not be understood as an externally exposed dependency.  If this is an unexpected dependency, then please contact support.  # 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") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType"]