lusid-sdk 2.1.861__py3-none-any.whl → 2.1.866__py3-none-any.whl

lusid/models/exotic_instrument.py

@@ -29,7 +29,7 @@ class ExoticInstrument(LusidInstrument):
     """
     instrument_format: InstrumentDefinitionFormat = Field(..., alias="instrumentFormat")
     content:  StrictStr = Field(...,alias="content", description="The original document received into the system. This format could potentially be anything though is most likely to be either Json or Xml. In the case where no other  interface is supported it is possible to fall back onto this.  For example, a trade from an external client system. This may be recognized internally by Lusid or simply passed through to another vendor system.") 
-    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") 
+    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, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "instrumentFormat", "content"]
 
@@ -88,8 +88,8 @@ class ExoticInstrument(LusidInstrument):
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
-            raise ValueError("must be one of enum values ('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')")
+        if value not in ('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', 'FlexibleRepo'):
+            raise ValueError("must be one of enum values ('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', 'FlexibleRepo')")
         return value
 
     class Config:

lusid/models/fixed_leg.py

@@ -35,7 +35,7 @@ class FixedLeg(InstrumentLeg):
     notional: Union[StrictFloat, StrictInt] = Field(...)
     overrides: Optional[FixedLegAllOfOverrides] = None
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
+    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, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "timeZoneConventions"]
 
@@ -94,8 +94,8 @@ class FixedLeg(InstrumentLeg):
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
-            raise ValueError("must be one of enum values ('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')")
+        if value not in ('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', 'FlexibleRepo'):
+            raise ValueError("must be one of enum values ('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', 'FlexibleRepo')")
         return value
 
     class Config:

lusid/models/flexible_deposit.py

@@ -35,7 +35,7 @@ class FlexibleDeposit(LusidInstrument):
     schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the deposit instrument.")
     trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
+    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, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules", "tradingConventions", "timeZoneConventions"]
 
@@ -94,8 +94,8 @@ class FlexibleDeposit(LusidInstrument):
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
-            raise ValueError("must be one of enum values ('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')")
+        if value not in ('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', 'FlexibleRepo'):
+            raise ValueError("must be one of enum values ('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', 'FlexibleRepo')")
         return value
 
     class Config:

lusid/models/flexible_loan.py

@@ -33,7 +33,7 @@ class FlexibleLoan(LusidInstrument):
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
     schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the loan.")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
+    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, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules", "timeZoneConventions"]
 
@@ -92,8 +92,8 @@ class FlexibleLoan(LusidInstrument):
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
-            raise ValueError("must be one of enum values ('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')")
+        if value not in ('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', 'FlexibleRepo'):
+            raise ValueError("must be one of enum values ('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', 'FlexibleRepo')")
         return value
 
     class Config:

lusid/models/flexible_repo.py

@@ -0,0 +1,239 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+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.collateral import Collateral
+from lusid.models.lusid_instrument import LusidInstrument
+from lusid.models.schedule import Schedule
+from lusid.models.time_zone_conventions import TimeZoneConventions
+from lusid.models.trading_conventions import TradingConventions
+
+class FlexibleRepo(LusidInstrument):
+    """
+    Lusid representation of a repurchase agreement, where one party sells some collateral and agrees to re-buy it at a later date for some given price.  # noqa: E501
+    """
+    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="The maturity date of the instrument. This is the date at which the repurchase will occur for a TermRepo.  Optional for OpenRepo, but if not provided, defaults to the StartDate plus a long period (e.g. 2099-12-31).")
+    buyer_or_seller:  StrictStr = Field(...,alias="buyerOrSeller", description="Is the user the Buyer or the Seller of this repo?  Every repo agreement has two sides, a buyer and a seller.  The Buyer pays the PurchasePrice to the Seller in exchange for legal ownership of the collateral.  At Maturity, the Buyer then receives the RepurchasePrice in exchange for returning legal ownership of the collateral.  Controls the direction of purchase and repurchase cashflows, as well as the recipient of cashflows from the collateral.    Supported string (enumeration) values are: [Buyer, Seller].") 
+    repo_ccy:  StrictStr = Field(...,alias="repoCcy", description="Currency of the purchase and repurchase prices. May differ from the currencies on any collateral.") 
+    repo_type:  StrictStr = Field(...,alias="repoType", description="The type of the repurchase agreement, Open or Term.  If Term, the repurchase automatically takes place at Maturity.  If Open, the agreement is rolled by the given tenor, and an interest cashflow is paid out with each roll,  unless manually triggered by a FlexibleRepoFullClosureEvent.    Supported string (enumeration) values are: [OpenRepo, TermRepo].") 
+    accrual_basis:  Optional[StrictStr] = Field(None,alias="accrualBasis", description="For calculation of interest, the accrual day count to be used.  Required if no RepoRateSchedules are provided.  If both RepoRateSchedules and AccrualBasis are provided,  then AccrualBasis will take precedence.    Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].") 
+    collateral: Optional[Collateral] = None
+    haircut: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Haircut on the value of the collateral, used to calculate PurchasePrice if not provided directly.  Haircut or Margin should be specified if PurchasePrice is not specified.")
+    margin: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Initial margin on the value of the collateral, used to calculate PurchasePrice if not provided directly.  Haircut or Margin should be specified if PurchasePrice is not specified.")
+    open_repo_rolling_period:  Optional[StrictStr] = Field(None,alias="openRepoRollingPeriod", description="Required if the RepoType is Open.  The tenor representing the mandatory roll period if the FlexibleRepo is not manually matured.  If a user matures the FlexibleRepo via an instrument event, then the repurchase will delay until the end of this rolling period.  Generally this is set to 1D (one day), i.e. the repurchase will occur on the same day as the instrument event,  though any valid tenor is accepted with TenorUnit set to Day, Week, Month, or Year.  Note that TenorUnit T is not accepted here.") 
+    purchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="purchasePrice", description="The initial purchase price of the collateral.  If provided directly in this field, then Collateral.CollateralValue,  Haircut, and Margin should not be provided.")
+    repo_rate_schedules: Optional[conlist(Schedule)] = Field(None, alias="repoRateSchedules", description="Schedules used to calculate the repurchase price and any interest payments on the FlexibleRepo.  Only one schedule may be provided, and must be of type FixedSchedule or FloatSchedule.  If RepoType is OpenRepo, a FixedSchedule or FloatSchedule must be provided to calculate the expected Repo Rate,  and RepurchasePrice must be omitted.  If RepoType is TermRepo, only one of RepurchasePrice and RepoRateSchedules should be provided.  If a RepoRateSchedule is provided on a TermRepo, the PaymentFrequency in the FlowConventions should be 1T.  StubType must be set to None, and no ExDividend configuration should be provided.")
+    repurchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repurchasePrice", description="The repurchase price of the repo, if known.  Only one of RepurchasePrice and RepoRateSchedules should be provided.  In the case of an OpenRepo, RepurchasePrice should not be provided,  and RepoRateSchedules should be provided instead in order to calculate the RepoRate.")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    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, FlexibleRepo") 
+    additional_properties: Dict[str, Any] = {}
+    __properties = ["instrumentType", "startDate", "maturityDate", "buyerOrSeller", "repoCcy", "repoType", "accrualBasis", "collateral", "haircut", "margin", "openRepoRollingPeriod", "purchasePrice", "repoRateSchedules", "repurchasePrice", "timeZoneConventions", "tradingConventions"]
+
+    @validator('instrument_type')
+    def instrument_type_validate_enum(cls, value):
+        """Validates the enum"""
+
+        # Finbourne have removed enum validation on all models, except for this use case:
+        # Workflow and notification application SDK use the property name 'type' as the discriminator on a number of classes.
+        # During instantiation, the value of 'type' is checked against the enum values, 
+        
+
+        # check it's a class that uses the 'type' property as a discriminator
+        # list of classes can be found by searching for 'actual_instance: Union[' in the generated code
+        if 'FlexibleRepo' not in [ 
+                                    # For notification application classes
+                                    'AmazonSqsNotificationType',
+                                    'AmazonSqsNotificationTypeResponse',
+                                    'AmazonSqsPrincipalAuthNotificationType',
+                                    'AmazonSqsPrincipalAuthNotificationTypeResponse',
+                                    'AzureServiceBusTypeResponse',
+                                    'AzureServiceBusNotificationType',
+                                    'EmailNotificationType',
+                                    'EmailNotificationTypeResponse',
+                                    'SmsNotificationType',
+                                    'SmsNotificationTypeResponse',
+                                    'WebhookNotificationType',
+                                    'WebhookNotificationTypeResponse',
+                        
+                                    # For workflow application classes
+                                    'CreateChildTasksAction', 
+                                    'RunWorkerAction', 
+                                    'TriggerParentTaskAction',
+                                    'CreateChildTasksActionResponse', 
+                                    'RunWorkerActionResponse',
+                                    'TriggerParentTaskActionResponse',
+                                    'CreateNewTaskActivity',
+                                    'UpdateMatchingTasksActivity',
+                                    'CreateNewTaskActivityResponse', 
+                                    'UpdateMatchingTasksActivityResponse',
+                                    'Fail', 
+                                    'GroupReconciliation', 
+                                    'HealthCheck', 
+                                    'LuminesceView', 
+                                    'SchedulerJob', 
+                                    'Sleep',
+                                    'FailResponse', 
+                                    'GroupReconciliationResponse', 
+                                    'HealthCheckResponse', 
+                                    'LuminesceViewResponse', 
+                                    'SchedulerJobResponse', 
+                                    'SleepResponse']:
+           return value
+        
+        # Only validate the 'type' property of the class
+        if "instrument_type" != "type":
+            return value
+
+        if value not in ('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', 'FlexibleRepo'):
+            raise ValueError("must be one of enum values ('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', 'FlexibleRepo')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> FlexibleRepo:
+        """Create an instance of FlexibleRepo from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                            "additional_properties"
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of collateral
+        if self.collateral:
+            _dict['collateral'] = self.collateral.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of each item in repo_rate_schedules (list)
+        _items = []
+        if self.repo_rate_schedules:
+            for _item in self.repo_rate_schedules:
+                if _item:
+                    _items.append(_item.to_dict())
+            _dict['repoRateSchedules'] = _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()
+        # override the default output from pydantic by calling `to_dict()` of trading_conventions
+        if self.trading_conventions:
+            _dict['tradingConventions'] = self.trading_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():
+                _dict[_key] = _value
+
+        # set to None if maturity_date (nullable) is None
+        # and __fields_set__ contains the field
+        if self.maturity_date is None and "maturity_date" in self.__fields_set__:
+            _dict['maturityDate'] = None
+
+        # set to None if accrual_basis (nullable) is None
+        # and __fields_set__ contains the field
+        if self.accrual_basis is None and "accrual_basis" in self.__fields_set__:
+            _dict['accrualBasis'] = None
+
+        # set to None if haircut (nullable) is None
+        # and __fields_set__ contains the field
+        if self.haircut is None and "haircut" in self.__fields_set__:
+            _dict['haircut'] = None
+
+        # set to None if margin (nullable) is None
+        # and __fields_set__ contains the field
+        if self.margin is None and "margin" in self.__fields_set__:
+            _dict['margin'] = None
+
+        # set to None if open_repo_rolling_period (nullable) is None
+        # and __fields_set__ contains the field
+        if self.open_repo_rolling_period is None and "open_repo_rolling_period" in self.__fields_set__:
+            _dict['openRepoRollingPeriod'] = None
+
+        # set to None if purchase_price (nullable) is None
+        # and __fields_set__ contains the field
+        if self.purchase_price is None and "purchase_price" in self.__fields_set__:
+            _dict['purchasePrice'] = None
+
+        # set to None if repo_rate_schedules (nullable) is None
+        # and __fields_set__ contains the field
+        if self.repo_rate_schedules is None and "repo_rate_schedules" in self.__fields_set__:
+            _dict['repoRateSchedules'] = None
+
+        # set to None if repurchase_price (nullable) is None
+        # and __fields_set__ contains the field
+        if self.repurchase_price is None and "repurchase_price" in self.__fields_set__:
+            _dict['repurchasePrice'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> FlexibleRepo:
+        """Create an instance of FlexibleRepo from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FlexibleRepo.parse_obj(obj)
+
+        _obj = FlexibleRepo.parse_obj({
+            "instrument_type": obj.get("instrumentType"),
+            "start_date": obj.get("startDate"),
+            "maturity_date": obj.get("maturityDate"),
+            "buyer_or_seller": obj.get("buyerOrSeller"),
+            "repo_ccy": obj.get("repoCcy"),
+            "repo_type": obj.get("repoType"),
+            "accrual_basis": obj.get("accrualBasis"),
+            "collateral": Collateral.from_dict(obj.get("collateral")) if obj.get("collateral") is not None else None,
+            "haircut": obj.get("haircut"),
+            "margin": obj.get("margin"),
+            "open_repo_rolling_period": obj.get("openRepoRollingPeriod"),
+            "purchase_price": obj.get("purchasePrice"),
+            "repo_rate_schedules": [Schedule.from_dict(_item) for _item in obj.get("repoRateSchedules")] if obj.get("repoRateSchedules") is not None else None,
+            "repurchase_price": obj.get("repurchasePrice"),
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None,
+            "trading_conventions": TradingConventions.from_dict(obj.get("tradingConventions")) if obj.get("tradingConventions") is not None else None
+        })
+        # store additional fields in additional_properties
+        for _key in obj.keys():
+            if _key not in cls.__properties:
+                _obj.additional_properties[_key] = obj.get(_key)
+
+        return _obj

lusid/models/floating_leg.py

@@ -37,7 +37,7 @@ class FloatingLeg(InstrumentLeg):
     cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="capRate", description="The maximum floating rate which a cashflow can accrue.")
     floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorRate", description="The minimum floating rate which a cashflow can accrue.")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
+    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, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "capRate", "floorRate", "timeZoneConventions"]
 
@@ -96,8 +96,8 @@ class FloatingLeg(InstrumentLeg):
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
-            raise ValueError("must be one of enum values ('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')")
+        if value not in ('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', 'FlexibleRepo'):
+            raise ValueError("must be one of enum values ('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', 'FlexibleRepo')")
         return value
 
     class Config:

lusid/models/forward_rate_agreement.py

@@ -36,7 +36,7 @@ class ForwardRateAgreement(LusidInstrument):
     notional: Union[StrictFloat, StrictInt] = Field(..., description="The amount for which the FRA is traded.")
     index_convention: Optional[IndexConvention] = Field(None, alias="indexConvention")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit") 
+    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, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "fixingDate", "fraRate", "notional", "indexConvention", "timeZoneConventions"]
 
@@ -95,8 +95,8 @@ class ForwardRateAgreement(LusidInstrument):
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
-            raise ValueError("must be one of enum values ('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')")
+        if value not in ('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', 'FlexibleRepo'):
+            raise ValueError("must be one of enum values ('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', 'FlexibleRepo')")
         return value
 
     class Config:

lusid/models/fund_calendar_entry.py

@@ -0,0 +1,162 @@
+# coding: utf-8
+
+"""
+    LUSID API
+
+    FINBOURNE Technology  # noqa: E501
+
+    Contact: info@finbourne.com
+    Generated by OpenAPI Generator (https://openapi-generator.tech)
+
+    Do not edit the class manually.
+"""
+
+
+from __future__ import annotations
+import pprint
+import re  # noqa: F401
+import json
+
+
+from typing import Any, Dict, Optional
+from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr, validator 
+from lusid.models.version import Version
+
+class FundCalendarEntry(BaseModel):
+    """
+    FundCalendarEntry
+    """
+    code:  StrictStr = Field(...,alias="code", description="The unique Code of the Calendar Entry. The Calendar Entry, together with the Fund Scope and Code, uniquely identifies a Fund Calendar Entry") 
+    display_name:  StrictStr = Field(...,alias="displayName", description="The name of the Fund Calendar entry.") 
+    description:  Optional[StrictStr] = Field(None,alias="description", description="A description for the Fund Calendar entry.") 
+    nav_type_code:  StrictStr = Field(...,alias="navTypeCode", description="The navTypeCode of the Fund Calendar Entry. This is the code of the NAV type that this Calendar Entry is associated with.") 
+    entry_type:  StrictStr = Field(...,alias="entryType", description="The type of the Fund Calendar Entry. Only 'ValuationPoint' currently supported. The available values are: ValuationPointFundCalendarEntry") 
+    version: Version = Field(...)
+    href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested asAt datetime.") 
+    __properties = ["code", "displayName", "description", "navTypeCode", "entryType", "version", "href"]
+
+    @validator('entry_type')
+    def entry_type_validate_enum(cls, value):
+        """Validates the enum"""
+
+        # Finbourne have removed enum validation on all models, except for this use case:
+        # Workflow and notification application SDK use the property name 'type' as the discriminator on a number of classes.
+        # During instantiation, the value of 'type' is checked against the enum values, 
+        
+
+        # check it's a class that uses the 'type' property as a discriminator
+        # list of classes can be found by searching for 'actual_instance: Union[' in the generated code
+        if 'FundCalendarEntry' not in [ 
+                                    # For notification application classes
+                                    'AmazonSqsNotificationType',
+                                    'AmazonSqsNotificationTypeResponse',
+                                    'AmazonSqsPrincipalAuthNotificationType',
+                                    'AmazonSqsPrincipalAuthNotificationTypeResponse',
+                                    'AzureServiceBusTypeResponse',
+                                    'AzureServiceBusNotificationType',
+                                    'EmailNotificationType',
+                                    'EmailNotificationTypeResponse',
+                                    'SmsNotificationType',
+                                    'SmsNotificationTypeResponse',
+                                    'WebhookNotificationType',
+                                    'WebhookNotificationTypeResponse',
+                        
+                                    # For workflow application classes
+                                    'CreateChildTasksAction', 
+                                    'RunWorkerAction', 
+                                    'TriggerParentTaskAction',
+                                    'CreateChildTasksActionResponse', 
+                                    'RunWorkerActionResponse',
+                                    'TriggerParentTaskActionResponse',
+                                    'CreateNewTaskActivity',
+                                    'UpdateMatchingTasksActivity',
+                                    'CreateNewTaskActivityResponse', 
+                                    'UpdateMatchingTasksActivityResponse',
+                                    'Fail', 
+                                    'GroupReconciliation', 
+                                    'HealthCheck', 
+                                    'LuminesceView', 
+                                    'SchedulerJob', 
+                                    'Sleep',
+                                    'FailResponse', 
+                                    'GroupReconciliationResponse', 
+                                    'HealthCheckResponse', 
+                                    'LuminesceViewResponse', 
+                                    'SchedulerJobResponse', 
+                                    'SleepResponse']:
+           return value
+        
+        # Only validate the 'type' property of the class
+        if "entry_type" != "type":
+            return value
+
+        if value not in ('ValuationPointFundCalendarEntry'):
+            raise ValueError("must be one of enum values ('ValuationPointFundCalendarEntry')")
+        return value
+
+    class Config:
+        """Pydantic configuration"""
+        allow_population_by_field_name = True
+        validate_assignment = True
+
+    def __str__(self):
+        """For `print` and `pprint`"""
+        return pprint.pformat(self.dict(by_alias=False))
+
+    def __repr__(self):
+        """For `print` and `pprint`"""
+        return self.to_str()
+
+    def to_str(self) -> str:
+        """Returns the string representation of the model using alias"""
+        return pprint.pformat(self.dict(by_alias=True))
+
+    def to_json(self) -> str:
+        """Returns the JSON representation of the model using alias"""
+        return json.dumps(self.to_dict())
+
+    @classmethod
+    def from_json(cls, json_str: str) -> FundCalendarEntry:
+        """Create an instance of FundCalendarEntry from a JSON string"""
+        return cls.from_dict(json.loads(json_str))
+
+    def to_dict(self):
+        """Returns the dictionary representation of the model using alias"""
+        _dict = self.dict(by_alias=True,
+                          exclude={
+                          },
+                          exclude_none=True)
+        # override the default output from pydantic by calling `to_dict()` of version
+        if self.version:
+            _dict['version'] = self.version.to_dict()
+        # set to None if description (nullable) is None
+        # and __fields_set__ contains the field
+        if self.description is None and "description" in self.__fields_set__:
+            _dict['description'] = None
+
+        # set to None if href (nullable) is None
+        # and __fields_set__ contains the field
+        if self.href is None and "href" in self.__fields_set__:
+            _dict['href'] = None
+
+        return _dict
+
+    @classmethod
+    def from_dict(cls, obj: dict) -> FundCalendarEntry:
+        """Create an instance of FundCalendarEntry from a dict"""
+        if obj is None:
+            return None
+
+        if not isinstance(obj, dict):
+            return FundCalendarEntry.parse_obj(obj)
+
+        _obj = FundCalendarEntry.parse_obj({
+            "code": obj.get("code"),
+            "display_name": obj.get("displayName"),
+            "description": obj.get("description"),
+            "nav_type_code": obj.get("navTypeCode"),
+            "entry_type": obj.get("entryType"),
+            "version": Version.from_dict(obj.get("version")) if obj.get("version") is not None else None,
+            "href": obj.get("href")
+        })
+        return _obj