lusid-sdk 2.1.752__py3-none-any.whl → 2.1.754__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (8) hide show
  1. lusid/configuration.py +1 -1
  2. lusid/models/compounding.py +10 -3
  3. lusid/models/dependency_source_filter.py +1 -1
  4. lusid/models/quote_access_metadata_rule_id.py +1 -1
  5. lusid/models/quote_series_id.py +1 -1
  6. {lusid_sdk-2.1.752.dist-info → lusid_sdk-2.1.754.dist-info}/METADATA +1 -1
  7. {lusid_sdk-2.1.752.dist-info → lusid_sdk-2.1.754.dist-info}/RECORD +8 -8
  8. {lusid_sdk-2.1.752.dist-info → lusid_sdk-2.1.754.dist-info}/WHEEL +0 -0
lusid/configuration.py CHANGED
@@ -445,7 +445,7 @@ class Configuration:
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  return "Python SDK Debug Report:\n"\
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  "OS: {env}\n"\
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  "Python Version: {pyversion}\n"\
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- "Version of the API: 0.11.7601\n"\
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+ "Version of the API: 0.11.7607\n"\
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  "SDK Package Version: {package_version}".\
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  format(env=sys.platform, pyversion=sys.version, package_version=package_version)
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lusid/models/compounding.py CHANGED
@@ -27,11 +27,12 @@ class Compounding(BaseModel):
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  """
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  averaging_method: Optional[StrictStr] = Field(None,alias="averagingMethod", description="Defines whether a weighted or unweighted average is used when calculating the average rate. It applies only when CompoundingMethod = ‘Averaging‘. Supported string (enumeration) values are: [Unweighted, Weighted].")
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  calculation_shift_method: Optional[StrictStr] = Field(None,alias="calculationShiftMethod", description="Defines which resets and day counts are used for the rate calculation Supported string (enumeration) values are: [Lookback, NoShift, ObservationPeriodShift, Lockout].")
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- compounding_method: StrictStr = Field(...,alias="compoundingMethod", description="If the interest rate is simple, compounded or using a pre-computed compounded index. Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex].")
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+ compounding_method: StrictStr = Field(...,alias="compoundingMethod", description="If the interest rate is simple, compounded or using a pre-computed compounded index. Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding].")
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  reset_frequency: StrictStr = Field(...,alias="resetFrequency", description="The interest payment frequency. For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
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  shift: Optional[StrictInt] = Field(None, description="Defines the number of days to lockout or shift observation period by - should be a non-negative integer")
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  spread_compounding_method: Optional[StrictStr] = Field(None,alias="spreadCompoundingMethod", description="Defines how the computed leg spread is applied to compounded rate. It applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘. Available compounding methods: | Method | Description | | ------ | ----------- | | Straight | Compounding rate in each compound period includes the spread. | | Flat | Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. | | SpreadExclusive | Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. | The values \"IsdaCompounding\", \"NoCompounding\", \"IsdaFlatCompounding\", and \"None\" are accepted for compatibility with existing instruments and their use is discouraged. Supported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None].")
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- __properties = ["averagingMethod", "calculationShiftMethod", "compoundingMethod", "resetFrequency", "shift", "spreadCompoundingMethod"]
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+ rounding_precision: Optional[StrictInt] = Field(None, alias="roundingPrecision", description="Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to. This is an optional field, leaving it blank will mean no rounding takes place in Compounding.")
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+ __properties = ["averagingMethod", "calculationShiftMethod", "compoundingMethod", "resetFrequency", "shift", "spreadCompoundingMethod", "roundingPrecision"]
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  class Config:
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  """Pydantic configuration"""
@@ -80,6 +81,11 @@ class Compounding(BaseModel):
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  if self.spread_compounding_method is None and "spread_compounding_method" in self.__fields_set__:
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  _dict['spreadCompoundingMethod'] = None
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+ # set to None if rounding_precision (nullable) is None
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+ # and __fields_set__ contains the field
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+ if self.rounding_precision is None and "rounding_precision" in self.__fields_set__:
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+ _dict['roundingPrecision'] = None
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+
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  return _dict
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  @classmethod
@@ -97,6 +103,7 @@ class Compounding(BaseModel):
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  "compounding_method": obj.get("compoundingMethod"),
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  "reset_frequency": obj.get("resetFrequency"),
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  "shift": obj.get("shift"),
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- "spread_compounding_method": obj.get("spreadCompoundingMethod")
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+ "spread_compounding_method": obj.get("spreadCompoundingMethod"),
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+ "rounding_precision": obj.get("roundingPrecision")
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  })
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  return _obj
lusid/models/dependency_source_filter.py CHANGED
@@ -30,7 +30,7 @@ class DependencySourceFilter(BaseModel):
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  asset_class: Optional[StrictStr] = Field(None,alias="assetClass", description="Specify that a rule should only apply if the market data is requested by an instrument of a given asset class. If null, then no filtering on asset class is applied.")
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  dom_ccy: Optional[StrictStr] = Field(None,alias="domCcy", description="Specify that a rule should only apply if the market data is requested by an instrument with a given domestic currency. If null, then no filtering on currency is applied.")
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  long_or_short_indicator: Optional[StrictStr] = Field(None,alias="longOrShortIndicator", description="Specify that a rule should apply if the market data is requested by a model with a given long or short indicator. If none, then no filtering on LongOrShortIndicator is applied.")
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- address_key_filters: Optional[conlist(AddressKeyFilter)] = Field(None, alias="addressKeyFilters")
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+ address_key_filters: Optional[conlist(AddressKeyFilter)] = Field(None, alias="addressKeyFilters", description="Specify that a rule should apply if the market data is requested by an instrument with features or properties satisfying all the given address key filters. If an empty list is given, no additional filtering is done.")
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  __properties = ["instrumentType", "assetClass", "domCcy", "longOrShortIndicator", "addressKeyFilters"]
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  class Config:
lusid/models/quote_access_metadata_rule_id.py CHANGED
@@ -30,7 +30,7 @@ class QuoteAccessMetadataRuleId(BaseModel):
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  instrument_id: Optional[StrictStr] = Field(None,alias="instrumentId", description="The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.")
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  instrument_id_type: Optional[StrictStr] = Field(None,alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'.")
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  quote_type: Optional[StrictStr] = Field(None,alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used.")
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- field: Optional[StrictStr] = Field(None,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid'; LSEG : 'ASK', 'BID', 'MID_PRICE'")
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+ field: Optional[StrictStr] = Field(None,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid'; LSEG : 'ASK', 'BID', 'MID_PRICE'")
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  __properties = ["provider", "priceSource", "instrumentId", "instrumentIdType", "quoteType", "field"]
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  class Config:
lusid/models/quote_series_id.py CHANGED
@@ -30,7 +30,7 @@ class QuoteSeriesId(BaseModel):
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  instrument_id: StrictStr = Field(...,alias="instrumentId", description="The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.")
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  instrument_id_type: StrictStr = Field(...,alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip")
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  quote_type: StrictStr = Field(...,alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall")
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- field: StrictStr = Field(...,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid'; LSEG : 'ASK', 'BID', 'MID_PRICE'")
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+ field: StrictStr = Field(...,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid'; LSEG : 'ASK', 'BID', 'MID_PRICE'")
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  __properties = ["provider", "priceSource", "instrumentId", "instrumentIdType", "quoteType", "field"]
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  @validator('instrument_id_type')
{lusid_sdk-2.1.752.dist-info → lusid_sdk-2.1.754.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: lusid-sdk
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- Version: 2.1.752
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+ Version: 2.1.754
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  Summary: LUSID API
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  Home-page: https://github.com/finbourne/lusid-sdk-python
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  License: MIT
{lusid_sdk-2.1.752.dist-info → lusid_sdk-2.1.754.dist-info}/RECORD RENAMED
@@ -74,7 +74,7 @@ lusid/api/translation_api.py,sha256=xpRuTfwQvYBlWe6r_L2EI_uVpXqHFnEOim-i-kVQ85E,
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  lusid/api/workspace_api.py,sha256=RplAKcky_SrK0V3nhh2K0UmWGeXggr6RQ4-g9Hqy7hw,190986
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  lusid/api_client.py,sha256=ewMTmf9SRurY8pYnUx9jy24RdldPCOa4US38pnrVxjA,31140
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  lusid/api_response.py,sha256=6-gnhty6lu8MMAERt3_kTVD7UxQgWFfcjgpcq6iN5IU,855
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- lusid/configuration.py,sha256=_ep06D4cEiWkdIlG_UjNW6yyxIHrP1JL4B4CfC7V8kw,17972
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+ lusid/configuration.py,sha256=eRVMhxQHxLZypgBOddjiZKXETye7LBzx7n7-a66sewk,17972
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  lusid/exceptions.py,sha256=HIQwgmQrszLlcVCLaqex8dO0laVuejUyOMz7U2ZWJ6s,5326
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  lusid/extensions/__init__.py,sha256=dzDHEzpn-9smd2-_UMWQzeyX6Ha4jGf6fnqx7qxKxNI,630
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  lusid/extensions/api_client.py,sha256=GzygWg_h603QK1QS2HvAijuE2R1TnvoF6-Yg0CeM3ug,30943
@@ -293,7 +293,7 @@ lusid/models/composite_breakdown_request.py,sha256=x2YZ13OTN6jmQFLopzm1j24ya8DxG
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  lusid/models/composite_breakdown_response.py,sha256=E5UO9I5ABXAypRLr2JfyBnPiC5WeAu1LwOkFANMV-sM,4172
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  lusid/models/composite_dispersion.py,sha256=KIxrfrofL9SC7zrrY1-fZV9i1HPSjKbAqxZ-uyOVKm0,6759
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  lusid/models/composite_dispersion_response.py,sha256=IBuzbYe2nh49pGgebgpTzjrrLQkHTAMrFJu-V3aUim4,4385
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- lusid/models/compounding.py,sha256=W1GLyTPiOVJzXYudzhWNALj6urwK28tox_XsFXWU8eo,5592
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+ lusid/models/compounding.py,sha256=DP6ff5Mqems_3VtGD-X753qSxadOKPzUPG5Oiqnx7fk,6252
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  lusid/models/configuration_recipe.py,sha256=OzgndBBEnCd1FZjVMLc30lSZKyBfCdL1SZvi9S_Yw3w,5138
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  lusid/models/constant_volatility_surface.py,sha256=qzCo1b28RQJ44evk_3K8Qot7rWWCjNhz21bC1f8rue8,8404
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  lusid/models/constituents_adjustment_header.py,sha256=kqDrjVNDMJDetKqWG9-LTe_C88NafQVTyIogZp6fW6M,3465
@@ -405,7 +405,7 @@ lusid/models/delete_modes.py,sha256=AIBsUUhXwkC7yJcJGV5Ry8JpCKjfvCyNCBdg39_Ax7g,
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  lusid/models/delete_relation_request.py,sha256=cQWTwFhc4Rln7uy1pdhB2Gk5KmURXLfE4pXbDwmkrl4,2494
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  lusid/models/delete_relationship_request.py,sha256=_ufItTGicd4s0Ki19M09hgwMqUVH2VXmmgLa93Rj-iU,3542
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  lusid/models/deleted_entity_response.py,sha256=B11ZEZwBxb_PLgbykXdBdLo6Iu6O8OtzqG400MGNwII,5380
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- lusid/models/dependency_source_filter.py,sha256=Uq3ZIdhnYJtAGkPVskK6we7Mfd_skadaCDroZHVqoQw,5707
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+ lusid/models/dependency_source_filter.py,sha256=4GKl5zFqKpWH4ob8beEW7AgSQ97NffrxUXVeRZZU8ec,5939
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  lusid/models/deposit_close_event.py,sha256=3OY0R6ln20MvqrfUIlopj77TkCpvY478Z611O63iXy4,10274
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  lusid/models/deposit_interest_payment_event.py,sha256=Npm8lm6U2d_7-v1pRIvwznirAyJ02XhmiWoKz3xDT_8,10704
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  lusid/models/described_address_key.py,sha256=UHxYHgYe3uM-6rQSTCzeEqft0ngze4TdCc-JesxCp_I,2932
@@ -904,11 +904,11 @@ lusid/models/query_trade_tickets_request.py,sha256=L_ewkx18rkMhzVBKbhYAsJBtOvku2
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  lusid/models/queryable_key.py,sha256=J2k4FMn34zWg9M8ttfS4EH1TOHFN-0U_4hlgy3rYup4,8451
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  lusid/models/quote.py,sha256=CHugRXD9w1Dvn_QVX5WnY3MUx-tVqFBWhYckQrZ2U_E,4707
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  lusid/models/quote_access_metadata_rule.py,sha256=0dWPOxmpEzTznMSWjqgXKf506A-VF_10-qt6dFqYatY,3411
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- lusid/models/quote_access_metadata_rule_id.py,sha256=uw3zMqBW0CSvJ0pvmpdfcZh9vKj00onBwCv_i_e9N0o,5825
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+ lusid/models/quote_access_metadata_rule_id.py,sha256=cc93VUpMugRQYvdYLweSoA1QF3kErltpYhjai9DaGgU,5849
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  lusid/models/quote_dependency.py,sha256=OM9lo-nq1ytDmafBJ9P5d8TSPc3Z9A5FIdJA0nq08rg,7802
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  lusid/models/quote_id.py,sha256=w0SLJOhCtOB9GM2eFKdjeYerX3efm017Q_0UkhMSHh4,2628
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  lusid/models/quote_instrument_id_type.py,sha256=xLx1GjV_zFUIJcpw2JmCyWmzd9QR6S7ORFajcjtAHBw,886
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- lusid/models/quote_series_id.py,sha256=Pvaqm4azyc4xj44jhm6287_Mf9rT_9HS7Lqro9n8Crg,12241
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+ lusid/models/quote_series_id.py,sha256=eBPfRVY7SY1_dq_X1nizUzkcjYGIJBs3LR4ItNkHYXk,12265
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  lusid/models/quote_type.py,sha256=18LUYnfqUvhGJ0utX4QZIDjmZGXxHT1_3dooUPVi5OI,1088
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  lusid/models/raw_vendor_event.py,sha256=OPUs4Mt5_83L9ew40wINz6ZH1Dpbh3muxKg0wiJ9SWI,11069
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  lusid/models/re_open_period_diary_entry_request.py,sha256=cbx4lBx2lCXSe2eaVTSMaDhWcPmBCg5WchApthismAc,2620
@@ -1293,6 +1293,6 @@ lusid/models/workspace_update_request.py,sha256=ihKnBY685hfgs9uoyAXQNt1w7iOF-6Jc
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  lusid/models/yield_curve_data.py,sha256=I1ZSWxHMgUxj9OQt6i9a4S91KB4_XtmrfFxpN_PV3YQ,9561
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  lusid/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  lusid/rest.py,sha256=HQT__5LQEMu6_1sLKvYj-DI4FH1DJXBIPYfZCTTyrY4,13431
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- lusid_sdk-2.1.752.dist-info/METADATA,sha256=59Giz2_QfX4eRvyQtrApC7DE1KkiPbt2iRxzcxmwr2U,219946
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- lusid_sdk-2.1.752.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
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- lusid_sdk-2.1.752.dist-info/RECORD,,
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+ lusid_sdk-2.1.754.dist-info/METADATA,sha256=jukb8ZqXxRsdcTvcHGPTF8Bh7u-gM9n9CiLq2PdiNLg,219946
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+ lusid_sdk-2.1.754.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
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+ lusid_sdk-2.1.754.dist-info/RECORD,,