lusid-sdk 2.1.846__py3-none-any.whl → 2.1.848__py3-none-any.whl

lusid/models/equity_swap.py

@@ -24,6 +24,7 @@ from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class EquitySwap(LusidInstrument):
     """
@@ -41,9 +42,10 @@ class EquitySwap(LusidInstrument):
     underlying_identifier:  StrictStr = Field(...,alias="underlyingIdentifier", description="External market codes and identifiers for the EquitySwap, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].") 
     equity_swap_dividend_payment_timing:  Optional[StrictStr] = Field(None,alias="equitySwapDividendPaymentTiming", description="Determines how the payment of dividends is handled for the equity swap.  Defaults to paying at the next Equity coupon date.                Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].") 
     additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven equity swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "code", "equityFlowConventions", "fundingLeg", "includeDividends", "initialPrice", "notionalReset", "quantity", "underlyingIdentifier", "equitySwapDividendPaymentTiming", "additionalPayments"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "code", "equityFlowConventions", "fundingLeg", "includeDividends", "initialPrice", "notionalReset", "quantity", "underlyingIdentifier", "equitySwapDividendPaymentTiming", "additionalPayments", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -150,6 +152,9 @@ class EquitySwap(LusidInstrument):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['additionalPayments'] = _items
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -189,7 +194,8 @@ class EquitySwap(LusidInstrument):
             "quantity": obj.get("quantity"),
             "underlying_identifier": obj.get("underlyingIdentifier"),
             "equity_swap_dividend_payment_timing": obj.get("equitySwapDividendPaymentTiming"),
-            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None
+            "additional_payments": [AdditionalPayment.from_dict(_item) for _item in obj.get("additionalPayments")] if obj.get("additionalPayments") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/exchange_traded_option.py

@@ -22,6 +22,7 @@ from typing import Any, Dict, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.exchange_traded_option_contract_details import ExchangeTradedOptionContractDetails
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.trading_conventions import TradingConventions
 
 class ExchangeTradedOption(LusidInstrument):
@@ -33,9 +34,10 @@ class ExchangeTradedOption(LusidInstrument):
     contracts: Union[StrictFloat, StrictInt] = Field(..., description="The number of contracts held.")
     ref_spot_price: Union[StrictFloat, StrictInt] = Field(..., alias="refSpotPrice", description="The reference spot price for the option at which the contract was entered into.")
     trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "contractDetails", "contracts", "refSpotPrice", "tradingConventions"]
+    __properties = ["instrumentType", "startDate", "contractDetails", "contracts", "refSpotPrice", "tradingConventions", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -135,6 +137,9 @@ class ExchangeTradedOption(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of trading_conventions
         if self.trading_conventions:
             _dict['tradingConventions'] = self.trading_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -157,7 +162,8 @@ class ExchangeTradedOption(LusidInstrument):
             "contract_details": ExchangeTradedOptionContractDetails.from_dict(obj.get("contractDetails")) if obj.get("contractDetails") is not None else None,
             "contracts": obj.get("contracts"),
             "ref_spot_price": obj.get("refSpotPrice"),
-            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/fixed_leg.py

@@ -23,6 +23,7 @@ from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictS
 from lusid.models.fixed_leg_all_of_overrides import FixedLegAllOfOverrides
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.leg_definition import LegDefinition
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class FixedLeg(InstrumentLeg):
     """
@@ -33,9 +34,10 @@ class FixedLeg(InstrumentLeg):
     leg_definition: LegDefinition = Field(..., alias="legDefinition")
     notional: Union[StrictFloat, StrictInt] = Field(...)
     overrides: Optional[FixedLegAllOfOverrides] = None
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -135,6 +137,9 @@ class FixedLeg(InstrumentLeg):
         # override the default output from pydantic by calling `to_dict()` of overrides
         if self.overrides:
             _dict['overrides'] = self.overrides.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -162,7 +167,8 @@ class FixedLeg(InstrumentLeg):
             "maturity_date": obj.get("maturityDate"),
             "leg_definition": LegDefinition.from_dict(obj.get("legDefinition")) if obj.get("legDefinition") is not None else None,
             "notional": obj.get("notional"),
-            "overrides": FixedLegAllOfOverrides.from_dict(obj.get("overrides")) if obj.get("overrides") is not None else None
+            "overrides": FixedLegAllOfOverrides.from_dict(obj.get("overrides")) if obj.get("overrides") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/flexible_deposit.py

@@ -22,6 +22,7 @@ from typing import Any, Dict, List, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.schedule import Schedule
+from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.trading_conventions import TradingConventions
 
 class FlexibleDeposit(LusidInstrument):
@@ -33,9 +34,10 @@ class FlexibleDeposit(LusidInstrument):
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
     schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the deposit instrument.")
     trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules", "tradingConventions"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules", "tradingConventions", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -139,6 +141,9 @@ class FlexibleDeposit(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of trading_conventions
         if self.trading_conventions:
             _dict['tradingConventions'] = self.trading_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -161,7 +166,8 @@ class FlexibleDeposit(LusidInstrument):
             "maturity_date": obj.get("maturityDate"),
             "dom_ccy": obj.get("domCcy"),
             "schedules": [Schedule.from_dict(_item) for _item in obj.get("schedules")] if obj.get("schedules") is not None else None,
-            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/flexible_loan.py

@@ -18,10 +18,11 @@ 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, StrictStr, conlist, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.schedule import Schedule
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class FlexibleLoan(LusidInstrument):
     """
@@ -31,9 +32,10 @@ class FlexibleLoan(LusidInstrument):
     maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
     schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the loan.")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -134,6 +136,9 @@ class FlexibleLoan(LusidInstrument):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['schedules'] = _items
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -155,7 +160,8 @@ class FlexibleLoan(LusidInstrument):
             "start_date": obj.get("startDate"),
             "maturity_date": obj.get("maturityDate"),
             "dom_ccy": obj.get("domCcy"),
-            "schedules": [Schedule.from_dict(_item) for _item in obj.get("schedules")] if obj.get("schedules") is not None else None
+            "schedules": [Schedule.from_dict(_item) for _item in obj.get("schedules")] if obj.get("schedules") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/floating_leg.py

@@ -23,6 +23,7 @@ from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictS
 from lusid.models.fixed_leg_all_of_overrides import FixedLegAllOfOverrides
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.leg_definition import LegDefinition
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class FloatingLeg(InstrumentLeg):
     """
@@ -35,9 +36,10 @@ class FloatingLeg(InstrumentLeg):
     overrides: Optional[FixedLegAllOfOverrides] = None
     cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="capRate", description="The maximum floating rate which a cashflow can accrue.")
     floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorRate", description="The minimum floating rate which a cashflow can accrue.")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "capRate", "floorRate"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "capRate", "floorRate", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -137,6 +139,9 @@ class FloatingLeg(InstrumentLeg):
         # override the default output from pydantic by calling `to_dict()` of overrides
         if self.overrides:
             _dict['overrides'] = self.overrides.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -176,7 +181,8 @@ class FloatingLeg(InstrumentLeg):
             "notional": obj.get("notional"),
             "overrides": FixedLegAllOfOverrides.from_dict(obj.get("overrides")) if obj.get("overrides") is not None else None,
             "cap_rate": obj.get("capRate"),
-            "floor_rate": obj.get("floorRate")
+            "floor_rate": obj.get("floorRate"),
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/forward_rate_agreement.py

@@ -22,6 +22,7 @@ from typing import Any, Dict, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.index_convention import IndexConvention
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class ForwardRateAgreement(LusidInstrument):
     """
@@ -34,9 +35,10 @@ class ForwardRateAgreement(LusidInstrument):
     fra_rate: Union[StrictFloat, StrictInt] = Field(..., alias="fraRate", description="The rate at which the FRA is traded.")
     notional: Union[StrictFloat, StrictInt] = Field(..., description="The amount for which the FRA is traded.")
     index_convention: Optional[IndexConvention] = Field(None, alias="indexConvention")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "fixingDate", "fraRate", "notional", "indexConvention"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "fixingDate", "fraRate", "notional", "indexConvention", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -133,6 +135,9 @@ class ForwardRateAgreement(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of index_convention
         if self.index_convention:
             _dict['indexConvention'] = self.index_convention.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -157,7 +162,8 @@ class ForwardRateAgreement(LusidInstrument):
             "fixing_date": obj.get("fixingDate"),
             "fra_rate": obj.get("fraRate"),
             "notional": obj.get("notional"),
-            "index_convention": IndexConvention.from_dict(obj.get("indexConvention")) if obj.get("indexConvention") is not None else None
+            "index_convention": IndexConvention.from_dict(obj.get("indexConvention")) if obj.get("indexConvention") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/fund_share_class.py

@@ -22,6 +22,7 @@ from typing import Any, Dict, List, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.simple_rounding_convention import SimpleRoundingConvention
+from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.trading_conventions import TradingConventions
 
 class FundShareClass(LusidInstrument):
@@ -35,9 +36,10 @@ class FundShareClass(LusidInstrument):
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
     rounding_conventions: Optional[conlist(SimpleRoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding Convention used for the FundShareClass quotes")
     trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "shortCode", "fundShareClassType", "distributionPaymentType", "hedging", "domCcy", "roundingConventions", "tradingConventions"]
+    __properties = ["instrumentType", "shortCode", "fundShareClassType", "distributionPaymentType", "hedging", "domCcy", "roundingConventions", "tradingConventions", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -141,6 +143,9 @@ class FundShareClass(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of trading_conventions
         if self.trading_conventions:
             _dict['tradingConventions'] = self.trading_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -170,7 +175,8 @@ class FundShareClass(LusidInstrument):
             "hedging": obj.get("hedging"),
             "dom_ccy": obj.get("domCcy"),
             "rounding_conventions": [SimpleRoundingConvention.from_dict(_item) for _item in obj.get("roundingConventions")] if obj.get("roundingConventions") is not None else None,
-            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/funding_leg.py

@@ -22,6 +22,7 @@ from typing import Any, Dict, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.leg_definition import LegDefinition
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class FundingLeg(InstrumentLeg):
     """
@@ -31,9 +32,10 @@ class FundingLeg(InstrumentLeg):
     maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates beyond their last payment date.")
     leg_definition: LegDefinition = Field(..., alias="legDefinition")
     notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The initial notional of the Funding Leg instrument.  When \"RequiresFundingLegHistory\" property key is present in transaction key, during a GetValuation endpoint call (for instance),  this field would overriden by the Funding Leg history's notional and this notional field would not be used in the pricing and accrual calculations.  As such, we recommend setting this to 0 or not setting it at all.  Please see the following Notebook example and Knowledge Base article:  Notebook: https://github.com/finbourne/sample-notebooks/blob/master/examples/use-cases/instruments/Funding%20Leg%20Swap.ipynb  Knowledge Base article: https://support.lusid.com/knowledgebase/article/KA-01764/")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -130,6 +132,9 @@ class FundingLeg(InstrumentLeg):
         # override the default output from pydantic by calling `to_dict()` of leg_definition
         if self.leg_definition:
             _dict['legDefinition'] = self.leg_definition.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -156,7 +161,8 @@ class FundingLeg(InstrumentLeg):
             "start_date": obj.get("startDate"),
             "maturity_date": obj.get("maturityDate"),
             "leg_definition": LegDefinition.from_dict(obj.get("legDefinition")) if obj.get("legDefinition") is not None else None,
-            "notional": obj.get("notional")
+            "notional": obj.get("notional"),
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/future.py

@@ -23,6 +23,7 @@ from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictS
 from lusid.models.futures_contract_details import FuturesContractDetails
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.mark_to_market_conventions import MarkToMarketConventions
+from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.trading_conventions import TradingConventions
 
 class Future(LusidInstrument):
@@ -39,9 +40,10 @@ class Future(LusidInstrument):
     underlying: Optional[LusidInstrument] = None
     calculation_type:  Optional[StrictStr] = Field(None,alias="calculationType", description="Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard                Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.                Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].") 
     trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "identifiers", "contractDetails", "contracts", "markToMarketConventions", "refSpotPrice", "underlying", "calculationType", "tradingConventions"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "identifiers", "contractDetails", "contracts", "markToMarketConventions", "refSpotPrice", "underlying", "calculationType", "tradingConventions", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -147,6 +149,9 @@ class Future(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of trading_conventions
         if self.trading_conventions:
             _dict['tradingConventions'] = self.trading_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -179,7 +184,8 @@ class Future(LusidInstrument):
             "ref_spot_price": obj.get("refSpotPrice"),
             "underlying": LusidInstrument.from_dict(obj.get("underlying")) if obj.get("underlying") is not None else None,
             "calculation_type": obj.get("calculationType"),
-            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/fx_forward.py

@@ -21,6 +21,7 @@ from datetime import datetime
 from typing import Any, Dict, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class FxForward(LusidInstrument):
     """
@@ -37,9 +38,10 @@ class FxForward(LusidInstrument):
     fixing_date: Optional[datetime] = Field(None, alias="fixingDate", description="The fixing date.")
     settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.") 
     booked_as_spot: Optional[StrictBool] = Field(None, alias="bookedAsSpot", description="Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "maturityDate", "domAmount", "domCcy", "fgnAmount", "fgnCcy", "refSpotRate", "isNdf", "fixingDate", "settlementCcy", "bookedAsSpot"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domAmount", "domCcy", "fgnAmount", "fgnCcy", "refSpotRate", "isNdf", "fixingDate", "settlementCcy", "bookedAsSpot", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -133,6 +135,9 @@ class FxForward(LusidInstrument):
                             "additional_properties"
                           },
                           exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -166,7 +171,8 @@ class FxForward(LusidInstrument):
             "is_ndf": obj.get("isNdf"),
             "fixing_date": obj.get("fixingDate"),
             "settlement_ccy": obj.get("settlementCcy"),
-            "booked_as_spot": obj.get("bookedAsSpot")
+            "booked_as_spot": obj.get("bookedAsSpot"),
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/fx_option.py

@@ -23,6 +23,7 @@ from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictFloat, Strict
 from lusid.models.barrier import Barrier
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
+from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.touch import Touch
 
 class FxOption(LusidInstrument):
@@ -45,9 +46,10 @@ class FxOption(LusidInstrument):
     payout_style:  Optional[StrictStr] = Field(None,alias="payoutStyle", description="PayoutStyle for touch options.                For options without touch optionality, payoutStyle should not be set.  For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None.    Supported string (enumeration) values are: [Deferred, Immediate].") 
     premium: Optional[Premium] = None
     touches: Optional[conlist(Touch)] = Field(None, description="For a touch option the list should not be empty. Up to two touches are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "startDate", "domCcy", "domAmount", "fgnCcy", "fgnAmount", "strike", "barriers", "exerciseType", "isCallNotPut", "isDeliveryNotCash", "isPayoffDigital", "optionMaturityDate", "optionSettlementDate", "payoutStyle", "premium", "touches"]
+    __properties = ["instrumentType", "startDate", "domCcy", "domAmount", "fgnCcy", "fgnAmount", "strike", "barriers", "exerciseType", "isCallNotPut", "isDeliveryNotCash", "isPayoffDigital", "optionMaturityDate", "optionSettlementDate", "payoutStyle", "premium", "touches", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -158,6 +160,9 @@ class FxOption(LusidInstrument):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['touches'] = _items
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -226,7 +231,8 @@ class FxOption(LusidInstrument):
             "option_settlement_date": obj.get("optionSettlementDate"),
             "payout_style": obj.get("payoutStyle"),
             "premium": Premium.from_dict(obj.get("premium")) if obj.get("premium") is not None else None,
-            "touches": [Touch.from_dict(_item) for _item in obj.get("touches")] if obj.get("touches") is not None else None
+            "touches": [Touch.from_dict(_item) for _item in obj.get("touches")] if obj.get("touches") is not None else None,
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/fx_swap.py

@@ -22,6 +22,7 @@ from typing import Any, Dict, Optional
 from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.fx_forward import FxForward
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class FxSwap(LusidInstrument):
     """
@@ -30,9 +31,10 @@ class FxSwap(LusidInstrument):
     near_fx_forward: FxForward = Field(..., alias="nearFxForward")
     far_fx_forward: FxForward = Field(..., alias="farFxForward")
     notional_symmetry:  Optional[StrictStr] = Field(None,alias="notionalSymmetry", description="The NotionalSymmetry allows for even and uneven FxSwaps to be supported.  An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the  legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the  domestic and foreign legs.  By default NotionalSymmetry will be set as even.    Supported string (enumeration) values are: [Even, Uneven].") 
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
     additional_properties: Dict[str, Any] = {}
-    __properties = ["instrumentType", "nearFxForward", "farFxForward", "notionalSymmetry"]
+    __properties = ["instrumentType", "nearFxForward", "farFxForward", "notionalSymmetry", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -132,6 +134,9 @@ class FxSwap(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of far_fx_forward
         if self.far_fx_forward:
             _dict['farFxForward'] = self.far_fx_forward.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
+        if self.time_zone_conventions:
+            _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -157,7 +162,8 @@ class FxSwap(LusidInstrument):
             "instrument_type": obj.get("instrumentType"),
             "near_fx_forward": FxForward.from_dict(obj.get("nearFxForward")) if obj.get("nearFxForward") is not None else None,
             "far_fx_forward": FxForward.from_dict(obj.get("farFxForward")) if obj.get("farFxForward") is not None else None,
-            "notional_symmetry": obj.get("notionalSymmetry")
+            "notional_symmetry": obj.get("notionalSymmetry"),
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/identifier_definition.py

@@ -28,7 +28,7 @@ class IdentifierDefinition(BaseModel):
     IdentifierDefinition
     """
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
-    domain:  StrictStr = Field(...,alias="domain", description="The type of entity to which the identifier can be attached. Supported values are \"Instrument\", \"Person\", \"LegalEntity\"and \"CustomEntity\". The available values are: NotDefined, Transaction, Portfolio, Holding, ReferenceHolding, TransactionConfiguration, Instrument, CutLabelDefinition, Analytic, PortfolioGroup, Person, AccessMetadata, Order, UnitResult, MarketData, ConfigurationRecipe, Allocation, Calendar, LegalEntity, InvestorRecord, Placement, Execution, Block, Participation, Package, OrderInstruction, NextBestAction, CustomEntity, InstrumentEvent, Account, ChartOfAccounts, CustodianAccount, Abor, AborConfiguration, Fund, FundConfiguration, Fee, Reconciliation, PropertyDefinition, Compliance, DiaryEntry, Leg, DerivedValuation, Timeline, ClosedPeriod, AddressKeyDefinition, AmortisationRuleSet, AnalyticsSetInventory, AtomUnitResult, CleardownModule, ComplexMarketData, ComplianceRunSummary, ComplianceRule, ComplianceRunInfo, CorporateActionSource, CounterpartyAgreement, CustomEntityDefinition, DataType, Dialect, EventHandler, GeneralLedgerProfile, PostingModule, Quote, RecipeComposer, ReconciliationRunBreak, ReferenceList, RelationDefinition, ReturnBlockIndex, SRSDocument, SRSIndex, TransactionTemplate, TransactionTemplateScope, TransactionType, TransactionTypeConfig, TranslationScript, TaskDefinition, TaskInstance, Worker, StagingRuleSet, IdentifierDefinition") 
+    domain:  StrictStr = Field(...,alias="domain", description="The type of entity to which the identifier can be attached. Supported values are \"Instrument\", \"Person\", \"LegalEntity\"and \"CustomEntity\". The available values are: NotDefined, Transaction, Portfolio, Holding, ReferenceHolding, TransactionConfiguration, Instrument, CutLabelDefinition, Analytic, PortfolioGroup, Person, AccessMetadata, Order, UnitResult, MarketData, ConfigurationRecipe, Allocation, Calendar, LegalEntity, InvestorRecord, InvestmentAccount, Placement, Execution, Block, Participation, Package, OrderInstruction, NextBestAction, CustomEntity, InstrumentEvent, Account, ChartOfAccounts, CustodianAccount, Abor, AborConfiguration, Fund, FundConfiguration, Fee, Reconciliation, PropertyDefinition, Compliance, DiaryEntry, Leg, DerivedValuation, Timeline, ClosedPeriod, AddressKeyDefinition, AmortisationRuleSet, AnalyticsSetInventory, AtomUnitResult, CleardownModule, ComplexMarketData, ComplianceRunSummary, ComplianceRule, ComplianceRunInfo, CorporateActionSource, CounterpartyAgreement, CustomEntityDefinition, DataType, Dialect, EventHandler, GeneralLedgerProfile, PostingModule, Quote, RecipeComposer, ReconciliationRunBreak, ReferenceList, RelationDefinition, ReturnBlockIndex, SRSDocument, SRSIndex, TransactionTemplate, TransactionTemplateScope, TransactionType, TransactionTypeConfig, TranslationScript, TaskDefinition, TaskInstance, Worker, StagingRuleSet, IdentifierDefinition") 
     identifier_scope:  StrictStr = Field(...,alias="identifierScope", description="The scope that the identifier definition exists in.") 
     identifier_type:  StrictStr = Field(...,alias="identifierType", description="What the identifier represents. Together with \"domain\" and \"identifierScope\" this uniquely identifies the identifier definition.") 
     life_time:  StrictStr = Field(...,alias="lifeTime", description="Describes whether an identifier value is associated with an entity for all effective dates (“Perpetual”) or applies within a specified effective date range (“TimeVariant”). The available values are: Perpetual, TimeVariant") 
@@ -95,8 +95,8 @@ class IdentifierDefinition(BaseModel):
         if "domain" != "type":
             return value
 
-        if value not in ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'InvestorRecord', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'FundConfiguration', 'Fee', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation', 'Timeline', 'ClosedPeriod', 'AddressKeyDefinition', 'AmortisationRuleSet', 'AnalyticsSetInventory', 'AtomUnitResult', 'CleardownModule', 'ComplexMarketData', 'ComplianceRunSummary', 'ComplianceRule', 'ComplianceRunInfo', 'CorporateActionSource', 'CounterpartyAgreement', 'CustomEntityDefinition', 'DataType', 'Dialect', 'EventHandler', 'GeneralLedgerProfile', 'PostingModule', 'Quote', 'RecipeComposer', 'ReconciliationRunBreak', 'ReferenceList', 'RelationDefinition', 'ReturnBlockIndex', 'SRSDocument', 'SRSIndex', 'TransactionTemplate', 'TransactionTemplateScope', 'TransactionType', 'TransactionTypeConfig', 'TranslationScript', 'TaskDefinition', 'TaskInstance', 'Worker', 'StagingRuleSet', 'IdentifierDefinition'):
-            raise ValueError("must be one of enum values ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'InvestorRecord', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'FundConfiguration', 'Fee', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation', 'Timeline', 'ClosedPeriod', 'AddressKeyDefinition', 'AmortisationRuleSet', 'AnalyticsSetInventory', 'AtomUnitResult', 'CleardownModule', 'ComplexMarketData', 'ComplianceRunSummary', 'ComplianceRule', 'ComplianceRunInfo', 'CorporateActionSource', 'CounterpartyAgreement', 'CustomEntityDefinition', 'DataType', 'Dialect', 'EventHandler', 'GeneralLedgerProfile', 'PostingModule', 'Quote', 'RecipeComposer', 'ReconciliationRunBreak', 'ReferenceList', 'RelationDefinition', 'ReturnBlockIndex', 'SRSDocument', 'SRSIndex', 'TransactionTemplate', 'TransactionTemplateScope', 'TransactionType', 'TransactionTypeConfig', 'TranslationScript', 'TaskDefinition', 'TaskInstance', 'Worker', 'StagingRuleSet', 'IdentifierDefinition')")
+        if value not in ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'InvestorRecord', 'InvestmentAccount', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'FundConfiguration', 'Fee', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation', 'Timeline', 'ClosedPeriod', 'AddressKeyDefinition', 'AmortisationRuleSet', 'AnalyticsSetInventory', 'AtomUnitResult', 'CleardownModule', 'ComplexMarketData', 'ComplianceRunSummary', 'ComplianceRule', 'ComplianceRunInfo', 'CorporateActionSource', 'CounterpartyAgreement', 'CustomEntityDefinition', 'DataType', 'Dialect', 'EventHandler', 'GeneralLedgerProfile', 'PostingModule', 'Quote', 'RecipeComposer', 'ReconciliationRunBreak', 'ReferenceList', 'RelationDefinition', 'ReturnBlockIndex', 'SRSDocument', 'SRSIndex', 'TransactionTemplate', 'TransactionTemplateScope', 'TransactionType', 'TransactionTypeConfig', 'TranslationScript', 'TaskDefinition', 'TaskInstance', 'Worker', 'StagingRuleSet', 'IdentifierDefinition'):
+            raise ValueError("must be one of enum values ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'InvestorRecord', 'InvestmentAccount', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'Abor', 'AborConfiguration', 'Fund', 'FundConfiguration', 'Fee', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation', 'Timeline', 'ClosedPeriod', 'AddressKeyDefinition', 'AmortisationRuleSet', 'AnalyticsSetInventory', 'AtomUnitResult', 'CleardownModule', 'ComplexMarketData', 'ComplianceRunSummary', 'ComplianceRule', 'ComplianceRunInfo', 'CorporateActionSource', 'CounterpartyAgreement', 'CustomEntityDefinition', 'DataType', 'Dialect', 'EventHandler', 'GeneralLedgerProfile', 'PostingModule', 'Quote', 'RecipeComposer', 'ReconciliationRunBreak', 'ReferenceList', 'RelationDefinition', 'ReturnBlockIndex', 'SRSDocument', 'SRSIndex', 'TransactionTemplate', 'TransactionTemplateScope', 'TransactionType', 'TransactionTypeConfig', 'TranslationScript', 'TaskDefinition', 'TaskInstance', 'Worker', 'StagingRuleSet', 'IdentifierDefinition')")
         return value
 
     @validator('life_time')