lusid-sdk 2.1.760__py3-none-any.whl → 2.1.762__py3-none-any.whl

lusid/__init__.py

@@ -1303,6 +1303,7 @@ from lusid.models.workspace_item_creation_request import WorkspaceItemCreationRe
 from lusid.models.workspace_item_update_request import WorkspaceItemUpdateRequest
 from lusid.models.workspace_update_request import WorkspaceUpdateRequest
 from lusid.models.workspace_visibility import WorkspaceVisibility
+from lusid.models.year_month_day import YearMonthDay
 from lusid.models.yield_curve_data import YieldCurveData
 
 # import extensions into sdk package
@@ -2595,6 +2596,7 @@ __all__ = [
     "WorkspaceItemUpdateRequest",
     "WorkspaceUpdateRequest",
     "WorkspaceVisibility",
+    "YearMonthDay",
     "YieldCurveData",
     "ApiClient",
     "Configuration",

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: 0.11.7660\n"\
+               "Version of the API: 0.11.7670\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/__init__.py

@@ -1218,6 +1218,7 @@ from lusid.models.workspace_item_creation_request import WorkspaceItemCreationRe
 from lusid.models.workspace_item_update_request import WorkspaceItemUpdateRequest
 from lusid.models.workspace_update_request import WorkspaceUpdateRequest
 from lusid.models.workspace_visibility import WorkspaceVisibility
+from lusid.models.year_month_day import YearMonthDay
 from lusid.models.yield_curve_data import YieldCurveData
 
 
@@ -2426,5 +2427,6 @@ __all__ = [
     "WorkspaceItemUpdateRequest",
     "WorkspaceUpdateRequest",
     "WorkspaceVisibility",
+    "YearMonthDay",
     "YieldCurveData"
 ]

lusid/models/accumulation_event.py

@@ -29,8 +29,8 @@ class AccumulationEvent(InstrumentEvent):
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend was announced / declared.")
     dividend_currency:  StrictStr = Field(...,alias="dividendCurrency", description="Payment currency") 
     dividend_rate: Union[StrictFloat, StrictInt] = Field(..., alias="dividendRate", description="Dividend rate or payment rate as a percentage.  i.e. 5% is written as 0.05")
-    ex_date: datetime = Field(..., alias="exDate", description="The first business day on which the dividend is not owed to the buying party.  Typically this is T-1 from the RecordDate.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the company pays out dividends to shareholders.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party.  Typically this is T-1 from the RecordDate.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the company pays out dividends to shareholders.")
     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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "announcementDate", "dividendCurrency", "dividendRate", "exDate", "paymentDate"]

lusid/models/adjust_global_commitment_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Union
+from typing import Any, Dict, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -27,7 +27,7 @@ class AdjustGlobalCommitmentEvent(InstrumentEvent):
     Event to adjust the limit/balance of a LoanFacility.  Used to initially set up the facility, but also used to increase/reduce the associated limit and balance.  # noqa: E501
     """
     amount: Union[StrictFloat, StrictInt] = Field(..., description="Amount that the limit and balance are changed by.  A positive number signifies an increase, and a negative number here signifies a decrease.")
-    var_date: datetime = Field(..., alias="date", description="Date of the adjustment.  Signifies when the facility begins to accrue interest.")
+    var_date: Optional[datetime] = Field(None, alias="date", description="Date of the adjustment.  Signifies when the facility begins to accrue interest.")
     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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "amount", "date"]

lusid/models/bond_coupon_event.py

@@ -26,8 +26,8 @@ class BondCouponEvent(InstrumentEvent):
     """
     Definition of a Bond Coupon Event  This is an event that describes the occurence of a cashflow due to a fixed rate bond coupon payment.  # noqa: E501
     """
-    ex_date: datetime = Field(..., alias="exDate", description="Ex-Dividend date of the coupon payment")
-    payment_date: datetime = Field(..., alias="paymentDate", description="Payment date of the coupon payment")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="Ex-Dividend date of the coupon payment")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Payment date of the coupon payment")
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the coupon payment") 
     coupon_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="couponPerUnit", description="CouponRate*Principal")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/bond_default_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -26,7 +26,7 @@ class BondDefaultEvent(InstrumentEvent):
     """
     Indicates when an issuer has defaulted on an obligation due to technical default, missed payments, or bankruptcy filing.  # noqa: E501
     """
-    effective_date: datetime = Field(..., alias="effectiveDate", description="The date the bond default occurred.")
+    effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="The date the bond default occurred.")
     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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "effectiveDate"]

lusid/models/bond_principal_event.py

@@ -27,8 +27,8 @@ class BondPrincipalEvent(InstrumentEvent):
     Definition of a Bond Principal Event  This is an event that describes the occurence of a cashflow due to the principal payment.  # noqa: E501
     """
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the principal payment") 
-    ex_date: datetime = Field(..., alias="exDate", description="Ex-Dividend date of the principal payment")
-    payment_date: datetime = Field(..., alias="paymentDate", description="Payment date of the principal payment")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="Ex-Dividend date of the principal payment")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Payment date of the principal payment")
     principal_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="principalPerUnit", description="Principal per unit")
     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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}

lusid/models/bonus_issue_event.py

@@ -30,9 +30,9 @@ class BonusIssueEvent(InstrumentEvent):
     Representation of a Bonus Issue corporate action.  # noqa: E501
     """
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="The date the Bonus Issue is announced.")
-    ex_date: datetime = Field(..., alias="exDate", description="The ex-date of the Bonus Issue.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex-date of the Bonus Issue.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="The record date of the Bonus Issue.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the Bonus Issue is executed.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the Bonus Issue is executed.")
     fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", 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.") 
     security_offer_elections: Optional[conlist(SecurityOfferElection)] = Field(None, alias="securityOfferElections", description="Possible SecurityElections for this Bonus Issue event, if any.")

lusid/models/call_on_intermediate_securities_event.py

@@ -30,8 +30,8 @@ class CallOnIntermediateSecuritiesEvent(InstrumentEvent):
     """
     CallOnIntermediateSecuritiesEvent event (EXRI), representing an exercise on intermediate securities resulting from an intermediate securities distribution.  # noqa: E501
     """
-    expiry_date: datetime = Field(..., alias="expiryDate", description="The date on which the issue ends.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the event.")
+    expiry_date: Optional[datetime] = Field(None, alias="expiryDate", description="The date on which the issue ends.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the event.")
     new_instrument: NewInstrument = Field(..., alias="newInstrument")
     units_ratio: UnitsRatio = Field(..., alias="unitsRatio")
     price: Union[StrictFloat, StrictInt] = Field(..., description="The price at which new units are purchased.")

lusid/models/capital_distribution_event.py

@@ -29,8 +29,8 @@ class CapitalDistributionEvent(InstrumentEvent):
     """
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend was announced / declared.")
     cash_elections: conlist(CashElection) = Field(..., alias="cashElections", description="Possible elections for this event, each keyed with a unique identifier.")
-    ex_date: datetime = Field(..., alias="exDate", description="The first business day on which the dividend is not owed to the buying party.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the company begins distributing the dividend.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the company begins distributing the dividend.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
     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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}

lusid/models/cash_dividend_event.py

@@ -27,8 +27,8 @@ class CashDividendEvent(InstrumentEvent):
     """
     A cash distribution paid out to shareholders.  # noqa: E501
     """
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the company begins distributing the dividend.")
-    ex_date: datetime = Field(..., alias="exDate", description="The first business day on which the dividend is not owed to the buying party.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the company begins distributing the dividend.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party.")
     cash_elections: conlist(CashElection) = Field(..., alias="cashElections", description="Possible elections for this event, each keyed with a unique identifier.")
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend is announced by the company.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")

lusid/models/cds_credit_event.py

@@ -26,7 +26,7 @@ class CdsCreditEvent(InstrumentEvent):
     """
     Definition of a credit event for credit default swap (CDS) instruments.  # noqa: E501
     """
-    effective_date: datetime = Field(..., alias="effectiveDate", description="The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.")
+    effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.")
     auction_date: Optional[datetime] = Field(None, alias="auctionDate", description="The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.")
     recovery_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="recoveryRate", description="The fraction of the defaulted debt that can be recovered.")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/cdx_credit_event.py

@@ -26,7 +26,7 @@ class CdxCreditEvent(InstrumentEvent):
     """
     Definition of a credit event for credit default swap index (CDX) instruments.  # noqa: E501
     """
-    effective_date: datetime = Field(..., alias="effectiveDate", description="The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.")
+    effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.")
     auction_date: Optional[datetime] = Field(None, alias="auctionDate", description="The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.")
     recovery_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="recoveryRate", description="The fraction of the defaulted debt that can be recovered.")
     constituent_weight: Union[StrictFloat, StrictInt] = Field(..., alias="constituentWeight", description="The relative weight of the CDX constituent.")

lusid/models/contract_initialisation_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Union
+from typing import Any, Dict, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.contract_details import ContractDetails
 from lusid.models.instrument_event import InstrumentEvent
@@ -28,7 +28,7 @@ class ContractInitialisationEvent(InstrumentEvent):
     Event to initialise a contract with a given limit against a LoanFacility.  # noqa: E501
     """
     limit: Union[StrictFloat, StrictInt] = Field(..., description="Limit of this contract.  Must be positive.")
-    var_date: datetime = Field(..., alias="date", description="Initialisation date of the contract.")
+    var_date: Optional[datetime] = Field(None, alias="date", description="Initialisation date of the contract.")
     contract_details: ContractDetails = Field(..., alias="contractDetails")
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}

lusid/models/credit_premium_cash_flow_event.py

@@ -26,8 +26,8 @@ class CreditPremiumCashFlowEvent(InstrumentEvent):
     """
     Definition of a credit premium cash flow event.  This event describes a premium cashflow for credit default instruments (CDS or CDX).  # noqa: E501
     """
-    ex_date: datetime = Field(..., alias="exDate", description="The ex-dividend date of the cashflow.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the cashflow.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex-dividend date of the cashflow.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the cashflow.")
     currency:  StrictStr = Field(...,alias="currency", description="The currency in which the cashflow is paid.") 
     cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="The cashflow 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, LoanFacilityContractRolloverEvent") 

lusid/models/deposit_close_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -26,7 +26,7 @@ class DepositCloseEvent(InstrumentEvent):
     """
     Event to trigger the termination of a deposit.  # noqa: E501
     """
-    effective_date: datetime = Field(..., alias="effectiveDate", description="Date on which the deposit is terminated.")
+    effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="Date on which the deposit is terminated.")
     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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "effectiveDate"]

lusid/models/deposit_interest_payment_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -26,8 +26,8 @@ class DepositInterestPaymentEvent(InstrumentEvent):
     """
     Event to signify the repayment of interest accrued against a deposit holding.  # noqa: E501
     """
-    payment_date: datetime = Field(..., alias="paymentDate", description="Date that the interest is due to be paid.")
-    ex_date: datetime = Field(..., alias="exDate", description="Date that the accrued interest is calculated up until.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date that the interest is due to be paid.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="Date that the accrued interest is calculated up until.")
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the repayment.") 
     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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}

lusid/models/dividend_option_event.py

@@ -30,8 +30,8 @@ class DividendOptionEvent(InstrumentEvent):
     """
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend was announced / declared.")
     cash_elections: conlist(CashElection) = Field(..., alias="cashElections", description="CashElection for this DividendReinvestmentEvent")
-    ex_date: datetime = Field(..., alias="exDate", description="The first business day on which the dividend is not owed to the buying party.  Typically this is T-1 from the RecordDate.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the company pays out dividends to shareholders.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party.  Typically this is T-1 from the RecordDate.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the company pays out dividends to shareholders.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
     security_elections: conlist(SecurityElection) = Field(..., alias="securityElections", description="SecurityElection for this DividendReinvestmentEvent")
     security_settlement_date: Optional[datetime] = Field(None, alias="securitySettlementDate", description="The settlement date of the additional units.  Equal to the PaymentDate if not provided.")

lusid/models/dividend_reinvestment_event.py

@@ -30,8 +30,8 @@ class DividendReinvestmentEvent(InstrumentEvent):
     """
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend was announced / declared.")
     cash_elections: conlist(CashElection) = Field(..., alias="cashElections", description="CashElection for this DividendReinvestmentEvent")
-    ex_date: datetime = Field(..., alias="exDate", description="The first business day on which the dividend is not owed to the buying party.  Typically this is T-1 from the RecordDate.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the company pays out dividends to shareholders.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party.  Typically this is T-1 from the RecordDate.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the company pays out dividends to shareholders.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
     security_elections: conlist(SecurityElection) = Field(..., alias="securityElections", description="SecurityElection for this DividendReinvestmentEvent")
     security_settlement_date: Optional[datetime] = Field(None, alias="securitySettlementDate", description="The settlement date of the additional units.  Equal to the PaymentDate if not provided.")

lusid/models/drawdown_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, Union
+from typing import Any, Dict, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.contract_details import ContractDetails
 from lusid.models.instrument_event import InstrumentEvent
@@ -28,7 +28,7 @@ class DrawdownEvent(InstrumentEvent):
     Event to draw down balance from a LoanFacility to a FlexLoan contract holding.  # noqa: E501
     """
     amount: Union[StrictFloat, StrictInt] = Field(..., description="Amount to be drawn down.  Must be positive.")
-    var_date: datetime = Field(..., alias="date", description="Initialisation date of the contract.")
+    var_date: Optional[datetime] = Field(None, alias="date", description="Initialisation date of the contract.")
     contract_details: ContractDetails = Field(..., alias="contractDetails")
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}

lusid/models/expiry_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -26,7 +26,7 @@ class ExpiryEvent(InstrumentEvent):
     """
     Definition of an Expiry Event  This is an event that describes the expiry of the instrument.  # noqa: E501
     """
-    expiry_date: datetime = Field(..., alias="expiryDate", description="Expiry date of the instrument")
+    expiry_date: Optional[datetime] = Field(None, alias="expiryDate", description="Expiry 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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "expiryDate"]

lusid/models/future_expiry_event.py

@@ -26,7 +26,7 @@ class FutureExpiryEvent(InstrumentEvent):
     """
     Definition of a Future Expiry Event.  This is an event that describes the expiry of a Future instrument.  # noqa: E501
     """
-    expiry_date: datetime = Field(..., alias="expiryDate", description="Expiry date of the Future instrument.")
+    expiry_date: Optional[datetime] = Field(None, alias="expiryDate", description="Expiry date of the Future instrument.")
     settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="Settlement currency of the Future instrument.") 
     notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="notionalAmountPerUnit", description="The notional amount of each unit in the Future 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, LoanFacilityContractRolloverEvent") 

lusid/models/future_mark_to_market_event.py

@@ -26,7 +26,7 @@ class FutureMarkToMarketEvent(InstrumentEvent):
     """
     Definition of a Future Mark to Market Event.  Represents 'Mark to Market' daily settlement of Future instruments.  # noqa: E501
     """
-    effective_date: datetime = Field(..., alias="effectiveDate", description="The date of the mark to market event.")
+    effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="The date of the mark to market event.")
     settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="The currency in which the Future contract is paid.") 
     notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="notionalAmountPerUnit", description="The notional value of the contract on the effective 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, LoanFacilityContractRolloverEvent") 

lusid/models/fx_forward_settlement_event.py

@@ -26,7 +26,7 @@ class FxForwardSettlementEvent(InstrumentEvent):
     """
     Settlement for FX Forward, including NDF and deliverable.  # noqa: E501
     """
-    maturity_date: datetime = Field(..., alias="maturityDate", description="Maturity date of the forward")
+    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="Maturity date of the forward")
     dom_amount_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="domAmountPerUnit", description="Amount per unit in the DomCcy (domestic currency)")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the forward") 
     fgn_amount_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="fgnAmountPerUnit", description="Amount per unit in the FgnCcy (foreign currency)")

lusid/models/intermediate_securities_distribution_event.py

@@ -29,9 +29,9 @@ class IntermediateSecuritiesDistributionEvent(InstrumentEvent):
     IntermediateSecuritiesDistribution event (RHDI), representing the distribution of securities.  # noqa: E501
     """
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Optional.  The date the spin-off is announced.")
-    ex_date: datetime = Field(..., alias="exDate", description="The first date on which the holder of record has entitled ownership of the new shares.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first date on which the holder of record has entitled ownership of the new shares.")
     record_date: Optional[datetime] = Field(None, alias="recordDate", description="Optional.  Date you have to be the holder of record in order to receive the additional shares.")
-    payment_date: datetime = Field(..., alias="paymentDate", description="Date on which the distribution of shares takes place.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date on which the distribution of shares takes place.")
     new_instrument: NewInstrument = Field(..., alias="newInstrument")
     units_ratio: UnitsRatio = Field(..., alias="unitsRatio")
     cost_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="costFactor", description="Optional. The fraction of cost that is transferred from the existing shares to the new shares.")

lusid/models/loan_facility_contract_rollover_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictStr, conlist, validator 
 from lusid.models.instrument_event import InstrumentEvent
 from lusid.models.rollover_constituent import RolloverConstituent
@@ -27,7 +27,7 @@ class LoanFacilityContractRolloverEvent(InstrumentEvent):
     """
     Event for rolling over one or more FlexibleLoan contracts into one or more different FlexibleLoan contracts against the same facility.  # noqa: E501
     """
-    var_date: datetime = Field(..., alias="date", description="Effective date of the event.")
+    var_date: Optional[datetime] = Field(None, alias="date", description="Effective date of the event.")
     rollover_constituents: conlist(RolloverConstituent) = Field(..., alias="rolloverConstituents", description="Source and target contracts of the rollover. That is, a set of contracts and their respective changes to balance  Expect at least one contract to as the source of the rollover and at least one target contract.")
     with_interest: StrictBool = Field(..., alias="withInterest", description="If set to true, then active contracts whose balance is reduced by the rollover will have their accrued interest  repaid pro rata to the balance reduction.")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/loan_interest_repayment_event.py

@@ -27,8 +27,8 @@ class LoanInterestRepaymentEvent(InstrumentEvent):
     """
     Event to signify the repayment of interest accrued against a loan holding.  # noqa: E501
     """
-    payment_date: datetime = Field(..., alias="paymentDate", description="Date that the interest is due to be paid.")
-    ex_date: datetime = Field(..., alias="exDate", description="Date that the accrued interest is calculated up until.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date that the interest is due to be paid.")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="Date that the accrued interest is calculated up until.")
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the repayment.") 
     fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the accrued on the holding to be repaid.  Must be between 0 and 1, inclusive.  Defaults to 1 if not set.")
     lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the interest is paid automatically or not.  Exactly one election must be provided.")

lusid/models/loan_principal_repayment_event.py

@@ -27,7 +27,7 @@ class LoanPrincipalRepaymentEvent(InstrumentEvent):
     """
     Event to signify the repayment of some or all of the principal balance of a loan contract.  # noqa: E501
     """
-    payment_date: datetime = Field(..., alias="paymentDate", description="Date that the Principal is due to be paid.")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date that the Principal is due to be paid.")
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the repayment.") 
     lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the Principal is paid automatically or not.  Exactly one election must be provided.")
     fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the principal balance to be repaid.  Must be between 0 and 1, inclusive.  Defaults to 1 if not set.")

lusid/models/maturity_event.py

@@ -18,7 +18,7 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -26,7 +26,7 @@ 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")
+    maturity_date: Optional[datetime] = Field(None, 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, LoanFacilityContractRolloverEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "maturityDate"]

lusid/models/mbs_coupon_event.py

@@ -26,8 +26,8 @@ class MbsCouponEvent(InstrumentEvent):
     """
     Definition of an MBS Coupon Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security coupon payment.  # noqa: E501
     """
-    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")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the coupon")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the coupon")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/mbs_interest_deferral_event.py

@@ -26,8 +26,8 @@ class MbsInterestDeferralEvent(InstrumentEvent):
     """
     Definition of an MBS Interest Deferral Event  This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and  capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
     """
-    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")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the interest that is deferred and capitalised")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/mbs_interest_shortfall_event.py

@@ -26,8 +26,8 @@ class MbsInterestShortfallEvent(InstrumentEvent):
     """
     Definition of an MBS Interest Shortfall Event  This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and  not capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
     """
-    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")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the interest")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/mbs_principal_event.py

@@ -26,8 +26,8 @@ class MbsPrincipalEvent(InstrumentEvent):
     """
     Definition of an MBS Principal Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal payment.  # noqa: E501
     """
-    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")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the principal payment, usually several weeks prior to the payment date")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the principal")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/mbs_principal_write_off_event.py

@@ -26,8 +26,8 @@ class MbsPrincipalWriteOffEvent(InstrumentEvent):
     """
     Definition of an MBS Principal Write Off Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal write off.  # noqa: E501
     """
-    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")
+    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the principal payment, usually several weeks prior to the payment date")
+    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the principal that is written off")
     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, LoanFacilityContractRolloverEvent") 

lusid/models/merger_event.py

@@ -33,11 +33,11 @@ class MergerEvent(InstrumentEvent):
     announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="The date the merger is announced.")
     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.")
+    ex_date: Optional[datetime] = Field(None, 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_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.")
+    payment_date: Optional[datetime] = Field(None, 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, LoanFacilityContractRolloverEvent")