lusid-sdk 2.1.733__py3-none-any.whl → 2.1.735__py3-none-any.whl

lusid/configuration.py

@@ -445,7 +445,7 @@ class Configuration:
         return "Python SDK Debug Report:\n"\
                "OS: {env}\n"\
                "Python Version: {pyversion}\n"\
-               "Version of the API: 0.11.7494\n"\
+               "Version of the API: 0.11.7512\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/pricing_options.py

@@ -37,9 +37,10 @@ class PricingOptions(BaseModel):
     remove_contingent_cashflows_in_payment_diary: Optional[StrictBool] = Field(None, alias="removeContingentCashflowsInPaymentDiary", description="When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not.")
     use_child_sub_holding_keys_for_portfolio_expansion: Optional[StrictBool] = Field(None, alias="useChildSubHoldingKeysForPortfolioExpansion", description="Should fund constituents inherit subholding keys from the parent subholding keyb")
     validate_domestic_and_quote_currencies_are_consistent: Optional[StrictBool] = Field(None, alias="validateDomesticAndQuoteCurrenciesAreConsistent", description="Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.")
+    mbs_valuation_using_holding_current_face: Optional[StrictBool] = Field(None, alias="mbsValuationUsingHoldingCurrentFace")
     conserved_quantity_for_lookthrough_expansion:  Optional[StrictStr] = Field(None,alias="conservedQuantityForLookthroughExpansion", description="When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \"PV\" (default), \"Exposure\".") 
     return_zero_pv: Optional[ReturnZeroPvOptions] = Field(None, alias="returnZeroPv")
-    __properties = ["modelSelection", "useInstrumentTypeToDeterminePricer", "allowAnyInstrumentsWithSecUidToPriceOffLookup", "allowPartiallySuccessfulEvaluation", "produceSeparateResultForLinearOtcLegs", "enableUseOfCachedUnitResults", "windowValuationOnInstrumentStartEnd", "removeContingentCashflowsInPaymentDiary", "useChildSubHoldingKeysForPortfolioExpansion", "validateDomesticAndQuoteCurrenciesAreConsistent", "conservedQuantityForLookthroughExpansion", "returnZeroPv"]
+    __properties = ["modelSelection", "useInstrumentTypeToDeterminePricer", "allowAnyInstrumentsWithSecUidToPriceOffLookup", "allowPartiallySuccessfulEvaluation", "produceSeparateResultForLinearOtcLegs", "enableUseOfCachedUnitResults", "windowValuationOnInstrumentStartEnd", "removeContingentCashflowsInPaymentDiary", "useChildSubHoldingKeysForPortfolioExpansion", "validateDomesticAndQuoteCurrenciesAreConsistent", "mbsValuationUsingHoldingCurrentFace", "conservedQuantityForLookthroughExpansion", "returnZeroPv"]
 
     class Config:
         """Pydantic configuration"""
@@ -106,6 +107,7 @@ class PricingOptions(BaseModel):
             "remove_contingent_cashflows_in_payment_diary": obj.get("removeContingentCashflowsInPaymentDiary"),
             "use_child_sub_holding_keys_for_portfolio_expansion": obj.get("useChildSubHoldingKeysForPortfolioExpansion"),
             "validate_domestic_and_quote_currencies_are_consistent": obj.get("validateDomesticAndQuoteCurrenciesAreConsistent"),
+            "mbs_valuation_using_holding_current_face": obj.get("mbsValuationUsingHoldingCurrentFace"),
             "conserved_quantity_for_lookthrough_expansion": obj.get("conservedQuantityForLookthroughExpansion"),
             "return_zero_pv": ReturnZeroPvOptions.from_dict(obj.get("returnZeroPv")) if obj.get("returnZeroPv") is not None else None
         })

{lusid_sdk-2.1.733.dist-info → lusid_sdk-2.1.735.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.1.733
+Version: 2.1.735
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT

{lusid_sdk-2.1.733.dist-info → lusid_sdk-2.1.735.dist-info}/RECORD

@@ -74,7 +74,7 @@ lusid/api/translation_api.py,sha256=xpRuTfwQvYBlWe6r_L2EI_uVpXqHFnEOim-i-kVQ85E,
 lusid/api/workspace_api.py,sha256=RplAKcky_SrK0V3nhh2K0UmWGeXggr6RQ4-g9Hqy7hw,190986
 lusid/api_client.py,sha256=ewMTmf9SRurY8pYnUx9jy24RdldPCOa4US38pnrVxjA,31140
 lusid/api_response.py,sha256=6-gnhty6lu8MMAERt3_kTVD7UxQgWFfcjgpcq6iN5IU,855
-lusid/configuration.py,sha256=gr3kV0Q475UNjDQGKcgu4eogvMbhp6L6aKVPW2zoU5w,17972
+lusid/configuration.py,sha256=BKgWxb5vfftwE9w8mBE6HPdYsO4c0uAV3ABrAobjwOY,17972
 lusid/exceptions.py,sha256=HIQwgmQrszLlcVCLaqex8dO0laVuejUyOMz7U2ZWJ6s,5326
 lusid/extensions/__init__.py,sha256=dzDHEzpn-9smd2-_UMWQzeyX6Ha4jGf6fnqx7qxKxNI,630
 lusid/extensions/api_client.py,sha256=GzygWg_h603QK1QS2HvAijuE2R1TnvoF6-Yg0CeM3ug,30943
@@ -866,7 +866,7 @@ lusid/models/previous_nav.py,sha256=kZZrYY44Q0K03DQX7GX5HBdLJfIWBQ1nLaK7jR6pzwc,
 lusid/models/previous_share_class_breakdown.py,sha256=Q1szW58a2B5Awnj4jgjmflvlWE-zhzXuF3fXWH4SGks,3223
 lusid/models/pricing_context.py,sha256=cQRPDqxE5q3MB2ahV4zOpT3fIx8_MXRmkqjCb27He1o,8580
 lusid/models/pricing_model.py,sha256=HB-BQzn3dUQ5yJt7PqFTlYfTC9acenElFKNzwSBPjtk,1533
-lusid/models/pricing_options.py,sha256=vUlt17E7hIhp3mkxRWIDBbNSznYPsDBgXIqp8lc9Ysw,8690
+lusid/models/pricing_options.py,sha256=IR87Gr2wQ5m2M9wZqGEODmpygZhEW4045vsIJgc_8SA,8959
 lusid/models/processed_command.py,sha256=CqEkDhCprMS8DxwYCcTDdOx0ivoewyAipM-ThRllFyY,3215
 lusid/models/property_definition.py,sha256=NhH180p-EeMX3AY1WrB46CSKp-qPBEEuzQRdYG72bjw,18157
 lusid/models/property_definition_entity.py,sha256=IVNodIOY6oqK66eb9m1Qd5lT1XlYqdLTgsPM6iCUFMo,8072
@@ -1283,6 +1283,6 @@ lusid/models/workspace_update_request.py,sha256=ihKnBY685hfgs9uoyAXQNt1w7iOF-6Jc
 lusid/models/yield_curve_data.py,sha256=eDxj1qjChju3anFaQzywjFOuchX5i0pOTh5N-zcvJzg,6540
 lusid/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 lusid/rest.py,sha256=HQT__5LQEMu6_1sLKvYj-DI4FH1DJXBIPYfZCTTyrY4,13431
-lusid_sdk-2.1.733.dist-info/METADATA,sha256=A5GLvmD0VEXLevPmlplAdIYjxxhHIGOgYLXOTpQXctw,219947
-lusid_sdk-2.1.733.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
-lusid_sdk-2.1.733.dist-info/RECORD,,
+lusid_sdk-2.1.735.dist-info/METADATA,sha256=EZdyiwlSpy_i3RyQEPPiiVVJG4rUCJiURvMnhhoZgA0,219947
+lusid_sdk-2.1.735.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+lusid_sdk-2.1.735.dist-info/RECORD,,