lusid-sdk 2.1.847__py3-none-any.whl → 2.1.849__py3-none-any.whl

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/property_definition.py

@@ -37,7 +37,7 @@ class PropertyDefinition(BaseModel):
     data_type_id: Optional[ResourceId] = Field(None, alias="dataTypeId")
     type:  Optional[StrictStr] = Field(None,alias="type", description="The type of the property. The available values are: Label, Metric, Information") 
     unit_schema:  Optional[StrictStr] = Field(None,alias="unitSchema", description="The units that can be associated with the property's values. This is defined by the property's data type. The available values are: NoUnits, Basic, Iso4217Currency") 
-    domain:  Optional[StrictStr] = Field(None,alias="domain", description="The domain that the property exists in. 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") 
+    domain:  Optional[StrictStr] = Field(None,alias="domain", description="The domain that the property exists in. 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, CheckDefinition, 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") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope that the property exists in.") 
     code:  Optional[StrictStr] = Field(None,alias="code", description="The code of the property. Together with the domain and scope this uniquely identifies the property.") 
     value_required: Optional[StrictBool] = Field(None, alias="valueRequired", description="This field is not implemented and should be disregarded.")
@@ -298,8 +298,8 @@ class PropertyDefinition(BaseModel):
         if value is None:
             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', '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')")
+        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', 'CheckDefinition', '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', 'CheckDefinition', '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')

lusid/models/property_definition_search_result.py

@@ -34,7 +34,7 @@ class PropertyDefinitionSearchResult(BaseModel):
     data_type_id: Optional[ResourceId] = Field(None, alias="dataTypeId")
     type:  Optional[StrictStr] = Field(None,alias="type", description="The type of the property. The available values are: Label, Metric, Information") 
     unit_schema:  Optional[StrictStr] = Field(None,alias="unitSchema", description="The units that can be associated with the property's values. This is defined by the property's data type. The available values are: NoUnits, Basic, Iso4217Currency") 
-    domain:  Optional[StrictStr] = Field(None,alias="domain", description="The domain that the property exists in. 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") 
+    domain:  Optional[StrictStr] = Field(None,alias="domain", description="The domain that the property exists in. 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, CheckDefinition, 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") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope that the property exists in.") 
     code:  Optional[StrictStr] = Field(None,alias="code", description="The code of the property. Together with the domain and scope this uniquely identifies the property.") 
     value_required: Optional[StrictBool] = Field(None, alias="valueRequired", description="This field is not implemented and should be disregarded.")
@@ -291,8 +291,8 @@ class PropertyDefinitionSearchResult(BaseModel):
         if value is None:
             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', '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')")
+        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', 'CheckDefinition', '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', 'CheckDefinition', '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')

lusid/models/property_domain.py

@@ -62,6 +62,7 @@ class PropertyDomain(str, Enum):
     ACCOUNT = 'Account'
     CHARTOFACCOUNTS = 'ChartOfAccounts'
     CUSTODIANACCOUNT = 'CustodianAccount'
+    CHECKDEFINITION = 'CheckDefinition'
     ABOR = 'Abor'
     ABORCONFIGURATION = 'AborConfiguration'
     FUND = 'Fund'

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():

lusid/models/staged_modification.py

@@ -34,7 +34,7 @@ class StagedModification(BaseModel):
     as_at_staged: Optional[datetime] = Field(None, alias="asAtStaged", description="Time at which the modification was staged.")
     user_id_staged:  Optional[StrictStr] = Field(None,alias="userIdStaged", description="Id of the user who created the stage modification request.") 
     requested_id_staged:  Optional[StrictStr] = Field(None,alias="requestedIdStaged", description="The Request Id that initiated this staged modification.") 
-    request_reason:  Optional[StrictStr] = Field(None,alias="requestReason", description="Reason staged change request made.") 
+    request_reason:  Optional[StrictStr] = Field(None,alias="requestReason", description="The Request Reason from the context that initiated this staged modification.") 
     action:  Optional[StrictStr] = Field(None,alias="action", description="Type of action of the staged modification, either create, update or delete.") 
     staging_rule: Optional[StagedModificationStagingRule] = Field(None, alias="stagingRule")
     decisions: Optional[conlist(StagedModificationDecision)] = Field(None, description="Object containing information relating to the decision on the staged modification.")

lusid/models/term_deposit.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.flow_conventions import FlowConventions
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.trading_conventions import TradingConventions
 
 class TermDeposit(LusidInstrument):
@@ -35,9 +36,10 @@ class TermDeposit(LusidInstrument):
     rate: Union[StrictFloat, StrictInt] = Field(..., description="The fixed rate for the term deposit. Specified as a decimal, e.g 0.03 is meant to be 3% interest")
     dom_ccy:  Optional[StrictStr] = Field(None,alias="domCcy", description="The domestic currency of the instrument. This should be the same as the Currency set on the FlowConventions.  You do not need to populate this field for Term Deposits in LUSID as all functionality is driven by the Currency set on the FlowConventions.  LUSID will not store values saved on this field.") 
     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", "contractSize", "flowConvention", "rate", "domCcy", "tradingConventions"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "contractSize", "flowConvention", "rate", "domCcy", "tradingConventions", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -137,6 +139,9 @@ class TermDeposit(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():
@@ -166,7 +171,8 @@ class TermDeposit(LusidInstrument):
             "flow_convention": FlowConventions.from_dict(obj.get("flowConvention")) if obj.get("flowConvention") is not None else None,
             "rate": obj.get("rate"),
             "dom_ccy": obj.get("domCcy"),
-            "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/total_return_swap.py

@@ -24,6 +24,7 @@ from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.asset_leg import AssetLeg
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class TotalReturnSwap(LusidInstrument):
     """
@@ -34,9 +35,10 @@ class TotalReturnSwap(LusidInstrument):
     asset_leg: AssetLeg = Field(..., alias="assetLeg")
     funding_leg: InstrumentLeg = Field(..., alias="fundingLeg")
     additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven total return 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", "assetLeg", "fundingLeg", "additionalPayments"]
+    __properties = ["instrumentType", "startDate", "maturityDate", "assetLeg", "fundingLeg", "additionalPayments", "timeZoneConventions"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -143,6 +145,9 @@ class TotalReturnSwap(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 TotalReturnSwap(LusidInstrument):
             "maturity_date": obj.get("maturityDate"),
             "asset_leg": AssetLeg.from_dict(obj.get("assetLeg")) if obj.get("assetLeg") is not None else None,
             "funding_leg": InstrumentLeg.from_dict(obj.get("fundingLeg")) if obj.get("fundingLeg") 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_sdk-2.1.847.dist-info → lusid_sdk-2.1.849.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.1.847
+Version: 2.1.849
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT