lusid-sdk 2.1.847__py3-none-any.whl → 2.1.848__py3-none-any.whl

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/inflation_leg.py

@@ -23,6 +23,7 @@ from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictS
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.inflation_index_conventions import InflationIndexConventions
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class InflationLeg(LusidInstrument):
     """
@@ -38,9 +39,10 @@ class InflationLeg(LusidInstrument):
     inflation_index_conventions: InflationIndexConventions = Field(..., alias="inflationIndexConventions")
     notional: Union[StrictFloat, StrictInt] = Field(..., description="The notional")
     pay_receive:  Optional[StrictStr] = Field(None,alias="payReceive", description="PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, 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", "flowConventions", "baseCPI", "calculationType", "capRate", "floorRate", "inflationIndexConventions", "notional", "payReceive"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "flowConventions", "baseCPI", "calculationType", "capRate", "floorRate", "inflationIndexConventions", "notional", "payReceive", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -140,6 +142,9 @@ class InflationLeg(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of inflation_index_conventions
         if self.inflation_index_conventions:
             _dict['inflationIndexConventions'] = self.inflation_index_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():
@@ -187,7 +192,8 @@ class InflationLeg(LusidInstrument):
             "floor_rate": obj.get("floorRate"),
             "inflation_index_conventions": InflationIndexConventions.from_dict(obj.get("inflationIndexConventions")) if obj.get("inflationIndexConventions") is not None else None,
             "notional": obj.get("notional"),
-            "pay_receive": obj.get("payReceive")
+            "pay_receive": obj.get("payReceive"),
+            "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/inflation_linked_bond.py

@@ -24,6 +24,7 @@ from lusid.models.flow_conventions import FlowConventions
 from lusid.models.inflation_index_conventions import InflationIndexConventions
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.rounding_convention import RoundingConvention
+from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.trading_conventions import TradingConventions
 
 class InflationLinkedBond(LusidInstrument):
@@ -47,9 +48,10 @@ class InflationLinkedBond(LusidInstrument):
     rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
     trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
     original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="originalIssuePrice", description="The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.")
+    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", "flowConventions", "inflationIndexConventions", "couponRate", "identifiers", "baseCPI", "baseCPIDate", "calculationType", "exDividendDays", "indexPrecision", "principal", "principalProtection", "stubType", "roundingConventions", "tradingConventions", "originalIssuePrice"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "flowConventions", "inflationIndexConventions", "couponRate", "identifiers", "baseCPI", "baseCPIDate", "calculationType", "exDividendDays", "indexPrecision", "principal", "principalProtection", "stubType", "roundingConventions", "tradingConventions", "originalIssuePrice", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -159,6 +161,9 @@ class InflationLinkedBond(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():
@@ -233,7 +238,8 @@ class InflationLinkedBond(LusidInstrument):
             "stub_type": obj.get("stubType"),
             "rounding_conventions": [RoundingConvention.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,
-            "original_issue_price": obj.get("originalIssuePrice")
+            "original_issue_price": obj.get("originalIssuePrice"),
+            "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/inflation_swap.py

@@ -24,6 +24,7 @@ from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.fixed_leg import FixedLeg
 from lusid.models.inflation_leg import InflationLeg
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class InflationSwap(LusidInstrument):
     """
@@ -34,9 +35,10 @@ class InflationSwap(LusidInstrument):
     inflation_leg: InflationLeg = Field(..., alias="inflationLeg")
     fixed_leg: FixedLeg = Field(..., alias="fixedLeg")
     additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven inflation 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", "inflationLeg", "fixedLeg", "additionalPayments"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "inflationLeg", "fixedLeg", "additionalPayments", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -143,6 +145,9 @@ class InflationSwap(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():
@@ -170,7 +175,8 @@ class InflationSwap(LusidInstrument):
             "maturity_date": obj.get("maturityDate"),
             "inflation_leg": InflationLeg.from_dict(obj.get("inflationLeg")) if obj.get("inflationLeg") is not None else None,
             "fixed_leg": FixedLeg.from_dict(obj.get("fixedLeg")) if obj.get("fixedLeg") 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
+            "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/interest_rate_swap.py

@@ -23,6 +23,7 @@ from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictStr, conlist,
 from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class InterestRateSwap(LusidInstrument):
     """
@@ -34,9 +35,10 @@ class InterestRateSwap(LusidInstrument):
     legs: conlist(InstrumentLeg) = Field(..., description="The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.")
     settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="Settlement currency if IRS is non-deliverable.") 
     additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven fixed-floating 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", "isNonDeliverable", "legs", "settlementCcy", "additionalPayments"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "isNonDeliverable", "legs", "settlementCcy", "additionalPayments", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -144,6 +146,9 @@ class InterestRateSwap(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():
@@ -177,7 +182,8 @@ class InterestRateSwap(LusidInstrument):
             "is_non_deliverable": obj.get("isNonDeliverable"),
             "legs": [InstrumentLeg.from_dict(_item) for _item in obj.get("legs")] if obj.get("legs") is not None else None,
             "settlement_ccy": obj.get("settlementCcy"),
-            "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/interest_rate_swaption.py

@@ -23,6 +23,7 @@ from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator
 from lusid.models.interest_rate_swap import InterestRateSwap
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class InterestRateSwaption(LusidInstrument):
     """
@@ -33,9 +34,10 @@ class InterestRateSwaption(LusidInstrument):
     premium: Optional[Premium] = None
     delivery_method:  StrictStr = Field(...,alias="deliveryMethod", description="How does the option settle    Supported string (enumeration) values are: [Cash, Physical].") 
     swap: InterestRateSwap = Field(...)
+    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", "payOrReceiveFixed", "premium", "deliveryMethod", "swap"]
+    __properties = ["instrumentType", "startDate", "payOrReceiveFixed", "premium", "deliveryMethod", "swap", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -135,6 +137,9 @@ class InterestRateSwaption(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of swap
         if self.swap:
             _dict['swap'] = self.swap.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 InterestRateSwaption(LusidInstrument):
             "pay_or_receive_fixed": obj.get("payOrReceiveFixed"),
             "premium": Premium.from_dict(obj.get("premium")) if obj.get("premium") is not None else None,
             "delivery_method": obj.get("deliveryMethod"),
-            "swap": InterestRateSwap.from_dict(obj.get("swap")) if obj.get("swap") is not None else None
+            "swap": InterestRateSwap.from_dict(obj.get("swap")) if obj.get("swap") 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/loan_facility.py

@@ -18,10 +18,11 @@ import re  # noqa: F401
 import json
 
 from datetime import datetime
-from typing import Any, Dict, List, Union
+from typing import Any, Dict, List, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.schedule import Schedule
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class LoanFacility(LusidInstrument):
     """
@@ -33,9 +34,10 @@ class LoanFacility(LusidInstrument):
     initial_commitment: Union[StrictFloat, StrictInt] = Field(..., alias="initialCommitment", description="The initial commitment for the loan facility.")
     loan_type:  StrictStr = Field(...,alias="loanType", description="LoanType for this facility. The facility can either be a revolving or a  term loan.    Supported string (enumeration) values are: [Revolver, TermLoan].") 
     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", "initialCommitment", "loanType", "schedules"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "initialCommitment", "loanType", "schedules", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -136,6 +138,9 @@ class LoanFacility(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():
@@ -159,7 +164,8 @@ class LoanFacility(LusidInstrument):
             "dom_ccy": obj.get("domCcy"),
             "initial_commitment": obj.get("initialCommitment"),
             "loan_type": obj.get("loanType"),
-            "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/repo.py

@@ -21,6 +21,7 @@ from datetime import datetime
 from typing import Any, Dict, List, Optional, Union
 from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class Repo(LusidInstrument):
     """
@@ -37,9 +38,10 @@ class Repo(LusidInstrument):
     purchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="purchasePrice", description="The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require  collateral value and a margin or haircut.  While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
     repo_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repoRate", description="The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity.  This field is used to calculate the Repurchase price.  While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified.")
     repurchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repurchasePrice", description="The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated  from the PurchasePrice and RepoRate.  One, and only one, of the RepoRate and RepurchasePrice must be specified.")
+    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", "accrualBasis", "collateral", "collateralValue", "haircut", "margin", "purchasePrice", "repoRate", "repurchasePrice"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "accrualBasis", "collateral", "collateralValue", "haircut", "margin", "purchasePrice", "repoRate", "repurchasePrice", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -140,6 +142,9 @@ class Repo(LusidInstrument):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['collateral'] = _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():
@@ -203,7 +208,8 @@ class Repo(LusidInstrument):
             "margin": obj.get("margin"),
             "purchase_price": obj.get("purchasePrice"),
             "repo_rate": obj.get("repoRate"),
-            "repurchase_price": obj.get("repurchasePrice")
+            "repurchase_price": obj.get("repurchasePrice"),
+            "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/simple_cash_flow_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.loan_period import LoanPeriod
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class SimpleCashFlowLoan(LusidInstrument):
     """
@@ -31,9 +32,10 @@ class SimpleCashFlowLoan(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.") 
     periods: conlist(LoanPeriod) = Field(..., description="Periods of the underlying 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", "periods"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "periods", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -134,6 +136,9 @@ class SimpleCashFlowLoan(LusidInstrument):
                 if _item:
                     _items.append(_item.to_dict())
             _dict['periods'] = _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 SimpleCashFlowLoan(LusidInstrument):
             "start_date": obj.get("startDate"),
             "maturity_date": obj.get("maturityDate"),
             "dom_ccy": obj.get("domCcy"),
-            "periods": [LoanPeriod.from_dict(_item) for _item in obj.get("periods")] if obj.get("periods") is not None else None
+            "periods": [LoanPeriod.from_dict(_item) for _item in obj.get("periods")] if obj.get("periods") 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():