lusid-sdk 2.1.911__py3-none-any.whl → 2.1.912__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- lusid/api/abor_api.py +66 -66
- lusid/api/abor_configuration_api.py +32 -32
- lusid/api/address_key_definition_api.py +10 -10
- lusid/api/aggregated_returns_api.py +12 -12
- lusid/api/aggregation_api.py +10 -10
- lusid/api/allocations_api.py +24 -24
- lusid/api/amortisation_rule_sets_api.py +24 -24
- lusid/api/application_metadata_api.py +6 -6
- lusid/api/blocks_api.py +18 -18
- lusid/api/calendars_api.py +34 -34
- lusid/api/chart_of_accounts_api.py +122 -122
- lusid/api/check_definitions_api.py +38 -38
- lusid/api/complex_market_data_api.py +36 -36
- lusid/api/compliance_api.py +34 -34
- lusid/api/configuration_recipe_api.py +20 -20
- lusid/api/conventions_api.py +18 -18
- lusid/api/corporate_action_sources_api.py +32 -32
- lusid/api/counterparties_api.py +12 -12
- lusid/api/custom_data_models_api.py +16 -16
- lusid/api/custom_entities_api.py +40 -40
- lusid/api/custom_entity_definitions_api.py +10 -10
- lusid/api/custom_entity_types_api.py +10 -10
- lusid/api/cut_label_definitions_api.py +8 -8
- lusid/api/data_types_api.py +34 -34
- lusid/api/derived_transaction_portfolios_api.py +6 -6
- lusid/api/entities_api.py +20 -20
- lusid/api/executions_api.py +18 -18
- lusid/api/fee_types_api.py +8 -8
- lusid/api/fund_configuration_api.py +38 -38
- lusid/api/funds_api.py +126 -126
- lusid/api/group_reconciliations_api.py +84 -84
- lusid/api/identifier_definitions_api.py +30 -30
- lusid/api/instrument_event_types_api.py +40 -40
- lusid/api/instrument_events_api.py +34 -34
- lusid/api/instruments_api.py +138 -138
- lusid/api/investment_accounts_api.py +24 -24
- lusid/api/investor_records_api.py +26 -26
- lusid/api/legacy_compliance_api.py +46 -46
- lusid/api/legal_entities_api.py +114 -114
- lusid/api/order_graph_api.py +6 -6
- lusid/api/order_instructions_api.py +18 -18
- lusid/api/order_management_api.py +28 -28
- lusid/api/orders_api.py +18 -18
- lusid/api/packages_api.py +18 -18
- lusid/api/participations_api.py +18 -18
- lusid/api/persons_api.py +114 -114
- lusid/api/placements_api.py +18 -18
- lusid/api/portfolio_groups_api.py +156 -156
- lusid/api/portfolios_api.py +128 -128
- lusid/api/property_definitions_api.py +74 -74
- lusid/api/queryable_keys_api.py +6 -6
- lusid/api/quotes_api.py +36 -36
- lusid/api/reconciliations_api.py +42 -42
- lusid/api/reference_lists_api.py +8 -8
- lusid/api/reference_portfolio_api.py +30 -30
- lusid/api/relation_definitions_api.py +14 -14
- lusid/api/relationship_definitions_api.py +32 -32
- lusid/api/scopes_api.py +12 -12
- lusid/api/scripted_translation_api.py +22 -22
- lusid/api/search_api.py +28 -28
- lusid/api/sequences_api.py +20 -20
- lusid/api/staged_modifications_api.py +20 -20
- lusid/api/staging_rule_set_api.py +18 -18
- lusid/api/structured_result_data_api.py +38 -38
- lusid/api/system_configuration_api.py +20 -20
- lusid/api/tax_rule_sets_api.py +34 -34
- lusid/api/timelines_api.py +68 -68
- lusid/api/transaction_configuration_api.py +18 -18
- lusid/api/transaction_fees_api.py +42 -42
- lusid/api/transaction_portfolios_api.py +450 -450
- lusid/api/transfer_agency_api.py +2 -2
- lusid/api/translation_api.py +4 -4
- lusid/api/workspace_api.py +24 -24
- lusid/configuration.py +1 -1
- lusid/models/access_metadata_value.py +1 -1
- lusid/models/accumulation_event.py +1 -1
- lusid/models/additional_payment.py +1 -1
- lusid/models/address_definition.py +2 -2
- lusid/models/adjust_global_commitment_event.py +2 -2
- lusid/models/adjust_holding_for_date_request.py +1 -1
- lusid/models/adjust_holding_request.py +1 -1
- lusid/models/aggregate_spec.py +1 -1
- lusid/models/aggregation_context.py +1 -1
- lusid/models/aggregation_options.py +3 -3
- lusid/models/allocation.py +1 -1
- lusid/models/amortisation_event.py +2 -2
- lusid/models/append_fx_forward_curve_by_quote_reference.py +1 -1
- lusid/models/asset_leg.py +2 -2
- lusid/models/basket.py +1 -1
- lusid/models/block.py +1 -1
- lusid/models/bond.py +5 -5
- lusid/models/bond_conversion_entry.py +3 -3
- lusid/models/bond_conversion_schedule.py +5 -5
- lusid/models/bond_coupon_event.py +1 -1
- lusid/models/bond_principal_event.py +1 -1
- lusid/models/bucketed_cash_flow_response.py +3 -3
- lusid/models/cancel_single_holding_adjustment_request.py +1 -1
- lusid/models/cap_floor.py +2 -2
- lusid/models/cash_and_security_offer_election.py +1 -1
- lusid/models/cash_dependency.py +2 -2
- lusid/models/cash_flow_event.py +1 -1
- lusid/models/cash_flow_lineage.py +2 -2
- lusid/models/cash_offer_election.py +1 -1
- lusid/models/cds_flow_conventions.py +5 -5
- lusid/models/cds_index.py +4 -4
- lusid/models/cds_protection_detail_specification.py +3 -3
- lusid/models/change_item.py +1 -1
- lusid/models/close_event.py +1 -1
- lusid/models/collateral.py +2 -2
- lusid/models/complex_bond.py +4 -4
- lusid/models/complex_market_data.py +1 -1
- lusid/models/complex_market_data_id.py +1 -1
- lusid/models/compounding.py +6 -6
- lusid/models/configuration_recipe.py +1 -1
- lusid/models/constant_volatility_surface.py +2 -2
- lusid/models/constituents_adjustment_header.py +1 -1
- lusid/models/contract_for_difference.py +6 -6
- lusid/models/conversion_event.py +9 -9
- lusid/models/corporate_action_transition_component_request.py +1 -1
- lusid/models/counterparty_agreement.py +1 -1
- lusid/models/counterparty_risk_information.py +1 -1
- lusid/models/counterparty_signatory.py +1 -1
- lusid/models/credit_default_swap.py +4 -4
- lusid/models/credit_premium_cash_flow_event.py +1 -1
- lusid/models/credit_rating.py +1 -1
- lusid/models/credit_spread_curve_data.py +3 -3
- lusid/models/credit_support_annex.py +6 -6
- lusid/models/curve_options.py +2 -2
- lusid/models/data_definition.py +3 -3
- lusid/models/data_map_key.py +1 -1
- lusid/models/data_mapping.py +1 -1
- lusid/models/dependency_source_filter.py +6 -6
- lusid/models/dialect.py +1 -1
- lusid/models/dialect_schema.py +1 -1
- lusid/models/discounting_dependency.py +2 -2
- lusid/models/dividend_option_event.py +1 -1
- lusid/models/dividend_reinvestment_event.py +1 -1
- lusid/models/early_redemption_election.py +1 -1
- lusid/models/early_redemption_event.py +2 -2
- lusid/models/economic_dependency.py +1 -1
- lusid/models/equity.py +1 -1
- lusid/models/equity_curve_by_prices_data.py +1 -1
- lusid/models/equity_curve_dependency.py +2 -2
- lusid/models/equity_model_options.py +1 -1
- lusid/models/equity_option.py +7 -7
- lusid/models/equity_swap.py +6 -6
- lusid/models/equity_vol_dependency.py +2 -2
- lusid/models/event_date_range.py +1 -1
- lusid/models/ex_dividend_configuration.py +3 -3
- lusid/models/exchange_traded_option.py +1 -1
- lusid/models/exchange_traded_option_contract_details.py +5 -5
- lusid/models/execution.py +1 -1
- lusid/models/exercise_event.py +1 -1
- lusid/models/exotic_instrument.py +1 -1
- lusid/models/expiry_event.py +1 -1
- lusid/models/fixed_leg.py +1 -1
- lusid/models/fixed_leg_all_of_overrides.py +1 -1
- lusid/models/fixed_schedule.py +3 -3
- lusid/models/flexible_deposit.py +2 -2
- lusid/models/flexible_loan.py +2 -2
- lusid/models/flexible_repo.py +10 -10
- lusid/models/flexible_repo_cash_flow_event.py +2 -2
- lusid/models/flexible_repo_collateral_event.py +2 -2
- lusid/models/flexible_repo_interest_payment_event.py +2 -2
- lusid/models/flexible_repo_partial_closure_event.py +5 -5
- lusid/models/float_schedule.py +5 -5
- lusid/models/floating_leg.py +1 -1
- lusid/models/flow_convention_name.py +1 -1
- lusid/models/flow_conventions.py +9 -9
- lusid/models/forward_rate_agreement.py +1 -1
- lusid/models/fund_share_class.py +4 -4
- lusid/models/fund_valuation_request.py +4 -4
- lusid/models/fund_valuation_schedule.py +4 -4
- lusid/models/funding_leg.py +3 -3
- lusid/models/future.py +4 -4
- lusid/models/future_expiry_event.py +1 -1
- lusid/models/future_mark_to_market_event.py +1 -1
- lusid/models/futures_contract_details.py +5 -5
- lusid/models/fx_conventions.py +1 -1
- lusid/models/fx_dependency.py +1 -1
- lusid/models/fx_forward.py +6 -6
- lusid/models/fx_forward_curve_by_quote_reference.py +3 -3
- lusid/models/fx_forward_model_options.py +1 -1
- lusid/models/fx_forward_settlement_event.py +6 -6
- lusid/models/fx_forward_tenor_curve_data.py +2 -2
- lusid/models/fx_forward_tenor_pips_curve_data.py +2 -2
- lusid/models/fx_forwards_dependency.py +3 -3
- lusid/models/fx_linked_notional_schedule.py +1 -1
- lusid/models/fx_option.py +8 -8
- lusid/models/fx_rate_schedule.py +1 -1
- lusid/models/fx_swap.py +2 -2
- lusid/models/fx_tenor_convention.py +1 -1
- lusid/models/fx_vol_dependency.py +2 -2
- lusid/models/get_reference_portfolio_constituents_response.py +1 -1
- lusid/models/group_of_market_data_key_rules.py +2 -2
- lusid/models/holding_context.py +1 -1
- lusid/models/holding_pricing_info.py +2 -2
- lusid/models/index_convention.py +4 -4
- lusid/models/index_projection_dependency.py +2 -2
- lusid/models/industry_classifier.py +1 -1
- lusid/models/inflation_index_conventions.py +4 -4
- lusid/models/inflation_leg.py +5 -5
- lusid/models/inflation_linked_bond.py +6 -6
- lusid/models/inflation_swap.py +3 -3
- lusid/models/informational_event.py +3 -3
- lusid/models/inline_valuation_request.py +6 -6
- lusid/models/inline_valuations_reconciliation_request.py +1 -1
- lusid/models/instrument_capabilities.py +1 -1
- lusid/models/instrument_definition_format.py +2 -2
- lusid/models/instrument_event.py +1 -1
- lusid/models/instrument_leg.py +1 -1
- lusid/models/interest_rate_swap.py +4 -4
- lusid/models/interest_rate_swaption.py +2 -2
- lusid/models/ir_vol_dependency.py +2 -2
- lusid/models/lapse_election.py +1 -1
- lusid/models/leg_definition.py +8 -8
- lusid/models/list_complex_market_data_with_meta_data_response.py +1 -1
- lusid/models/loan_facility.py +3 -3
- lusid/models/loan_facility_contract_rollover_event.py +2 -2
- lusid/models/loan_interest_repayment_event.py +2 -2
- lusid/models/loan_principal_repayment_event.py +3 -3
- lusid/models/lusid_instrument.py +1 -1
- lusid/models/lusid_trade_ticket.py +1 -1
- lusid/models/mark_to_market_conventions.py +1 -1
- lusid/models/market_context.py +4 -4
- lusid/models/market_context_suppliers.py +1 -1
- lusid/models/market_data_key_rule.py +7 -7
- lusid/models/market_data_options.py +1 -1
- lusid/models/market_data_specific_rule.py +6 -6
- lusid/models/market_data_type.py +1 -1
- lusid/models/market_options.py +1 -1
- lusid/models/market_quote.py +1 -1
- lusid/models/mastered_instrument.py +1 -1
- lusid/models/match_criterion.py +1 -1
- lusid/models/maturity_event.py +1 -1
- lusid/models/mbs_coupon_event.py +1 -1
- lusid/models/mbs_interest_deferral_event.py +1 -1
- lusid/models/mbs_interest_shortfall_event.py +1 -1
- lusid/models/mbs_principal_event.py +1 -1
- lusid/models/mbs_principal_write_off_event.py +1 -1
- lusid/models/model_options.py +1 -1
- lusid/models/model_selection.py +1 -1
- lusid/models/opaque_dependency.py +1 -1
- lusid/models/opaque_market_data.py +3 -3
- lusid/models/option_entry.py +1 -1
- lusid/models/option_exercise_cash_event.py +3 -3
- lusid/models/option_exercise_election.py +1 -1
- lusid/models/option_exercise_physical_event.py +3 -3
- lusid/models/optionality_schedule.py +2 -2
- lusid/models/order_flow_configuration.py +1 -1
- lusid/models/partial_closure_constituent.py +3 -3
- lusid/models/portfolio_holding.py +6 -2
- lusid/models/portfolio_result_data_key_rule.py +1 -1
- lusid/models/pre_trade_configuration.py +1 -1
- lusid/models/pricing_context.py +3 -3
- lusid/models/pricing_options.py +9 -9
- lusid/models/property_domain.py +1 -1
- lusid/models/property_reference_data_value.py +1 -1
- lusid/models/quote_dependency.py +1 -1
- lusid/models/quote_series_id.py +1 -1
- lusid/models/raw_vendor_event.py +1 -1
- lusid/models/recipe_value.py +1 -1
- lusid/models/reconcile_date_time_rule.py +1 -1
- lusid/models/reconcile_numeric_rule.py +1 -1
- lusid/models/reconcile_string_rule.py +1 -1
- lusid/models/reconciled_transaction.py +2 -2
- lusid/models/reconciliation_line.py +1 -1
- lusid/models/reconciliation_request.py +3 -3
- lusid/models/reconciliation_rule.py +1 -1
- lusid/models/relative_date_offset.py +2 -2
- lusid/models/repo.py +8 -8
- lusid/models/repo_cash_flow_event.py +4 -4
- lusid/models/repo_partial_closure_event.py +5 -5
- lusid/models/repurchase_offer_event.py +4 -4
- lusid/models/reset_event.py +1 -1
- lusid/models/result_data_key_rule.py +6 -4
- lusid/models/result_data_schema.py +1 -1
- lusid/models/result_key_rule.py +1 -1
- lusid/models/result_value.py +1 -1
- lusid/models/result_value0_d.py +1 -1
- lusid/models/result_value_date_time_offset.py +1 -1
- lusid/models/result_value_decimal.py +1 -1
- lusid/models/result_value_int.py +1 -1
- lusid/models/return_zero_pv_options.py +1 -1
- lusid/models/rounding_convention.py +4 -4
- lusid/models/schedule.py +1 -1
- lusid/models/scrip_dividend_event.py +1 -1
- lusid/models/security_election.py +2 -2
- lusid/models/security_offer_election.py +1 -1
- lusid/models/settlement_schedule.py +20 -2
- lusid/models/side_configuration_data.py +1 -1
- lusid/models/side_configuration_data_request.py +1 -1
- lusid/models/simple_cash_flow_loan.py +2 -2
- lusid/models/simple_instrument.py +2 -2
- lusid/models/simple_rounding_convention.py +2 -2
- lusid/models/step_schedule.py +3 -3
- lusid/models/stock_dividend_event.py +1 -1
- lusid/models/structured_result_data.py +1 -1
- lusid/models/swap_cash_flow_event.py +1 -1
- lusid/models/swap_principal_event.py +1 -1
- lusid/models/tender_offer_election.py +1 -1
- lusid/models/term_deposit.py +1 -1
- lusid/models/term_deposit_interest_event.py +1 -1
- lusid/models/term_deposit_principal_event.py +1 -1
- lusid/models/time_zone_conventions.py +1 -1
- lusid/models/total_return_swap.py +3 -3
- lusid/models/trading_conventions.py +3 -3
- lusid/models/transaction_reconciliation_request_v2.py +3 -3
- lusid/models/translate_entities_inlined_request.py +1 -1
- lusid/models/translate_entities_request.py +1 -1
- lusid/models/translate_instrument_definitions_request.py +1 -1
- lusid/models/translate_trade_ticket_request.py +1 -1
- lusid/models/translation_input.py +1 -1
- lusid/models/trigger_event.py +1 -1
- lusid/models/typed_resource_id.py +2 -2
- lusid/models/unmatched_holding_method.py +1 -1
- lusid/models/upsert_cds_flow_conventions_request.py +1 -1
- lusid/models/upsert_counterparty_agreement_request.py +1 -1
- lusid/models/upsert_flow_conventions_request.py +1 -1
- lusid/models/upsert_index_convention_request.py +1 -1
- lusid/models/upsert_quote_request.py +1 -1
- lusid/models/upsert_recipe_request.py +1 -1
- lusid/models/valuation_request.py +5 -5
- lusid/models/valuation_schedule.py +5 -5
- lusid/models/valuations_reconciliation_request.py +2 -2
- lusid/models/vendor_model_rule.py +3 -3
- lusid/models/virtual_document.py +1 -1
- lusid/models/weighted_instrument.py +2 -2
- lusid/models/weighted_instrument_in_line_lookup_identifiers.py +1 -1
- {lusid_sdk-2.1.911.dist-info → lusid_sdk-2.1.912.dist-info}/METADATA +3 -3
- {lusid_sdk-2.1.911.dist-info → lusid_sdk-2.1.912.dist-info}/RECORD +332 -332
- {lusid_sdk-2.1.911.dist-info → lusid_sdk-2.1.912.dist-info}/WHEEL +0 -0
@@ -19,7 +19,7 @@ import json
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from datetime import datetime
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from typing import Any, Dict, Optional
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from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator
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from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictStr, constr, validator
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from lusid.models.result_key_rule import ResultKeyRule
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class ResultDataKeyRule(ResultKeyRule):
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supplier: StrictStr = Field(...,alias="supplier", description="the result resource supplier (where the data comes from)")
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data_scope: StrictStr = Field(...,alias="dataScope", description="which is the scope in which the data should be found")
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document_code: StrictStr = Field(...,alias="documentCode", description="document code that defines which document is desired")
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quote_interval: Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select result data. This must be a dot-separated string
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quote_interval: Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select result data. This must be a dot-separated string specifying a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago).")
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as_at: Optional[datetime] = Field(None, alias="asAt", description="The AsAt predicate specification.")
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resource_key: StrictStr = Field(...,alias="resourceKey", description="The result data key that identifies the address pattern that this is a rule for")
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document_result_type: StrictStr = Field(...,alias="documentResultType")
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use_document_to_infer_holdings: Optional[StrictBool] = Field(None, alias="useDocumentToInferHoldings", description="Indicates whether the relevant document should be used to infer the set of holdings in the valuation.")
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result_key_rule_type: StrictStr = Field(...,alias="resultKeyRuleType", description="The available values are: Invalid, ResultDataKeyRule, PortfolioResultDataKeyRule")
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__properties = ["resultKeyRuleType", "supplier", "dataScope", "documentCode", "quoteInterval", "asAt", "resourceKey", "documentResultType"]
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__properties = ["resultKeyRuleType", "supplier", "dataScope", "documentCode", "quoteInterval", "asAt", "resourceKey", "documentResultType", "useDocumentToInferHoldings"]
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@validator('result_key_rule_type')
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def result_key_rule_type_validate_enum(cls, value):
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"document_result_type": obj.get("documentResultType")
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"document_result_type": obj.get("documentResultType"),
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"use_document_to_infer_holdings": obj.get("useDocumentToInferHoldings")
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|
})
|
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|
# store additional fields in additional_properties
|
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for _key in obj.keys():
|
@@ -25,7 +25,7 @@ from lusid.models.field_schema import FieldSchema
|
|
25
25
|
|
26
26
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class ResultDataSchema(BaseModel):
|
27
27
|
"""
|
28
|
-
The shape and type of the returned data. The AddressSchema gives information about the requested keys,
|
28
|
+
The shape and type of the returned data. The AddressSchema gives information about the requested keys, including the return type, links to further documentation, lifecycle status and removal date if they are deprecated. Note: the NodeValueSchema and PropertySchema fields have been deprecated. Please use the AddressSchema instead. # noqa: E501
|
29
29
|
"""
|
30
30
|
node_value_schema: Optional[Dict[str, FieldSchema]] = Field(None, alias="nodeValueSchema", description="This has been deprecated. Please use AddressSchema instead.")
|
31
31
|
property_schema: Optional[Dict[str, FieldSchema]] = Field(None, alias="propertySchema", description="This has been deprecated. Please use AddressSchema instead.")
|
lusid/models/result_key_rule.py
CHANGED
@@ -24,7 +24,7 @@ import lusid.models
|
|
24
24
|
|
25
25
|
class ResultKeyRule(BaseModel):
|
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|
"""
|
27
|
-
Base class for representing result key rules in LUSID, which describe how to resolve (unit) result data.
|
27
|
+
Base class for representing result key rules in LUSID, which describe how to resolve (unit) result data. This base class should not be directly instantiated; each supported ResultKeyRuleType has a corresponding inherited class. # noqa: E501
|
28
28
|
"""
|
29
29
|
result_key_rule_type: StrictStr = Field(...,alias="resultKeyRuleType", description="The available values are: Invalid, ResultDataKeyRule, PortfolioResultDataKeyRule")
|
30
30
|
__properties = ["resultKeyRuleType"]
|
lusid/models/result_value.py
CHANGED
@@ -24,7 +24,7 @@ import lusid.models
|
|
24
24
|
|
25
25
|
class ResultValue(BaseModel):
|
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|
"""
|
27
|
-
Base class for representing result values in LUSID.
|
27
|
+
Base class for representing result values in LUSID. This base class should not be directly instantiated; each supported ResultValueType has a corresponding inherited class. # noqa: E501
|
28
28
|
"""
|
29
29
|
result_value_type: StrictStr = Field(...,alias="resultValueType", description="The available values are: ResultValue, ResultValueDictionary, ResultValue0D, ResultValueDecimal, ResultValueInt, ResultValueString, ResultValueBool, ResultValueCurrency, CashFlowValue, CashFlowValueSet, ResultValueLifeCycleEventValue, ResultValueDateTimeOffset")
|
30
30
|
__properties = ["resultValueType"]
|
lusid/models/result_value0_d.py
CHANGED
@@ -28,7 +28,7 @@ class ResultValue0D(ResultValue):
|
|
28
28
|
"""
|
29
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|
units: Optional[StrictStr] = Field(None,alias="units", description="Unit of the result")
|
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30
|
value: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The value of the result")
|
31
|
-
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be
|
31
|
+
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be populate by the user on upsertion.")
|
32
32
|
result_value_type: StrictStr = Field(...,alias="resultValueType", description="The available values are: ResultValue, ResultValueDictionary, ResultValue0D, ResultValueDecimal, ResultValueInt, ResultValueString, ResultValueBool, ResultValueCurrency, CashFlowValue, CashFlowValueSet, ResultValueLifeCycleEventValue, ResultValueDateTimeOffset")
|
33
33
|
additional_properties: Dict[str, Any] = {}
|
34
34
|
__properties = ["resultValueType", "units", "value", "dimension"]
|
@@ -27,7 +27,7 @@ class ResultValueDateTimeOffset(ResultValue):
|
|
27
27
|
A simple result for a date time value # noqa: E501
|
28
28
|
"""
|
29
29
|
value: Optional[datetime] = Field(None, description="The value itself")
|
30
|
-
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be
|
30
|
+
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be populate by the user on upsertion.")
|
31
31
|
result_value_type: StrictStr = Field(...,alias="resultValueType", description="The available values are: ResultValue, ResultValueDictionary, ResultValue0D, ResultValueDecimal, ResultValueInt, ResultValueString, ResultValueBool, ResultValueCurrency, CashFlowValue, CashFlowValueSet, ResultValueLifeCycleEventValue, ResultValueDateTimeOffset")
|
32
32
|
additional_properties: Dict[str, Any] = {}
|
33
33
|
__properties = ["resultValueType", "value", "dimension"]
|
@@ -27,7 +27,7 @@ class ResultValueDecimal(ResultValue):
|
|
27
27
|
A simple result for a decimal value # noqa: E501
|
28
28
|
"""
|
29
29
|
value: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The value itself")
|
30
|
-
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be
|
30
|
+
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be populate by the user on upsertion.")
|
31
31
|
result_value_type: StrictStr = Field(...,alias="resultValueType", description="The available values are: ResultValue, ResultValueDictionary, ResultValue0D, ResultValueDecimal, ResultValueInt, ResultValueString, ResultValueBool, ResultValueCurrency, CashFlowValue, CashFlowValueSet, ResultValueLifeCycleEventValue, ResultValueDateTimeOffset")
|
32
32
|
additional_properties: Dict[str, Any] = {}
|
33
33
|
__properties = ["resultValueType", "value", "dimension"]
|
lusid/models/result_value_int.py
CHANGED
@@ -27,7 +27,7 @@ class ResultValueInt(ResultValue):
|
|
27
27
|
A simple result type which holds an integer # noqa: E501
|
28
28
|
"""
|
29
29
|
value: Optional[StrictInt] = Field(None, description="The value itself")
|
30
|
-
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be
|
30
|
+
dimension: Optional[StrictInt] = Field(None, description="The dimension of the result. Can be null if there is no sensible way of defining the dimension. This field should not be populate by the user on upsertion.")
|
31
31
|
result_value_type: StrictStr = Field(...,alias="resultValueType", description="The available values are: ResultValue, ResultValueDictionary, ResultValue0D, ResultValueDecimal, ResultValueInt, ResultValueString, ResultValueBool, ResultValueCurrency, CashFlowValue, CashFlowValueSet, ResultValueLifeCycleEventValue, ResultValueDateTimeOffset")
|
32
32
|
additional_properties: Dict[str, Any] = {}
|
33
33
|
__properties = ["resultValueType", "value", "dimension"]
|
@@ -25,7 +25,7 @@ class ReturnZeroPvOptions(BaseModel):
|
|
25
25
|
"""
|
26
26
|
Options to indicate which errors to ignore when performing valuation. # noqa: E501
|
27
27
|
"""
|
28
|
-
instrument_matured: Optional[StrictBool] = Field(None, alias="instrumentMatured", description="Indicates whether attempting to value an instrument after its maturity date should produce a failure (false)
|
28
|
+
instrument_matured: Optional[StrictBool] = Field(None, alias="instrumentMatured", description="Indicates whether attempting to value an instrument after its maturity date should produce a failure (false) or a zero PV (true).")
|
29
29
|
__properties = ["instrumentMatured"]
|
30
30
|
|
31
31
|
class Config:
|
@@ -23,12 +23,12 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictI
|
|
23
23
|
|
24
24
|
class RoundingConvention(BaseModel):
|
25
25
|
"""
|
26
|
-
Certain bonds will follow certain rounding conventions.
|
26
|
+
Certain bonds will follow certain rounding conventions. For example, Thai government bonds will round accrued interest and cashflow values 2dp, whereas for French government bonds, the rounding is to 7dp. # noqa: E501
|
27
27
|
"""
|
28
|
-
face_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="faceValue", description="The face value to round against.
|
28
|
+
face_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="faceValue", description="The face value to round against. The number to be rounded is scaled to this face value before being rounded, and then re-scaled to the holding amount. For example if rounding an accrued interest value using a FaceValue of 1,000, but 10,000 units are held, then the initial calculated value would be divided by 10,000, then multiplied by 1,000 and rounded per the convention. The result of this would then be divided by 1,000 and multiplied by 10,000 to get the final value.")
|
29
29
|
precision: Optional[StrictInt] = Field(None, description="The precision of the rounding. The decimal places to which the rounding takes place.")
|
30
|
-
rounding_target: Optional[StrictStr] = Field(None,alias="roundingTarget", description="The target of the rounding convention.
|
31
|
-
rounding_type: Optional[StrictStr] = Field(None,alias="roundingType", description="The type of rounding. e.g. Round Up, Round Down
|
30
|
+
rounding_target: Optional[StrictStr] = Field(None,alias="roundingTarget", description="The target of the rounding convention. Accepted values are 'AccruedInterest', 'Cashflows', or 'All' Supported string (enumeration) values are: [All, AccruedInterest, Cashflows].")
|
31
|
+
rounding_type: Optional[StrictStr] = Field(None,alias="roundingType", description="The type of rounding. e.g. Round Up, Round Down Supported string (enumeration) values are: [Down, Up, Floor, Ceiling, Nearest].")
|
32
32
|
__properties = ["faceValue", "precision", "roundingTarget", "roundingType"]
|
33
33
|
|
34
34
|
class Config:
|
lusid/models/schedule.py
CHANGED
@@ -24,7 +24,7 @@ import lusid.models
|
|
24
24
|
|
25
25
|
class Schedule(BaseModel):
|
26
26
|
"""
|
27
|
-
Base class for representing schedules in LUSID.
|
27
|
+
Base class for representing schedules in LUSID. This base class should not be directly instantiated; each supported ScheduleType has a corresponding inherited class. # noqa: E501
|
28
28
|
"""
|
29
29
|
schedule_type: StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid")
|
30
30
|
__properties = ["scheduleType"]
|
@@ -28,7 +28,7 @@ class ScripDividendEvent(InstrumentEvent):
|
|
28
28
|
A scrip dividend issued to shareholders. # noqa: E501
|
29
29
|
"""
|
30
30
|
announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend was announced / declared.")
|
31
|
-
ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party.
|
31
|
+
ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party. Typically this is T-1 from the RecordDate.")
|
32
32
|
record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
|
33
33
|
payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the company pays out dividends to shareholders.")
|
34
34
|
fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="The cash price per unit paid in lieu when fractional units can not be distributed.")
|
@@ -28,8 +28,8 @@ class SecurityElection(BaseModel):
|
|
28
28
|
"""
|
29
29
|
election_key: StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election.")
|
30
30
|
is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
|
31
|
-
is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made.
|
32
|
-
price: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Price per unit of the security. At least one of UnitsRatio or Price must be provided.
|
31
|
+
is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made. May only be true for one election if multiple are provided.")
|
32
|
+
price: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Price per unit of the security. At least one of UnitsRatio or Price must be provided. Price must non-zero.")
|
33
33
|
units_ratio: Optional[UnitsRatio] = Field(None, alias="unitsRatio")
|
34
34
|
__properties = ["electionKey", "isChosen", "isDefault", "price", "unitsRatio"]
|
35
35
|
|
@@ -28,7 +28,7 @@ class SecurityOfferElection(BaseModel):
|
|
28
28
|
"""
|
29
29
|
election_key: StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election.")
|
30
30
|
is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
|
31
|
-
is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made.
|
31
|
+
is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made. May only be true for one election if multiple are provided.")
|
32
32
|
units_ratio: UnitsRatio = Field(..., alias="unitsRatio")
|
33
33
|
__properties = ["electionKey", "isChosen", "isDefault", "unitsRatio"]
|
34
34
|
|
@@ -29,7 +29,11 @@ class SettlementSchedule(BaseModel):
|
|
29
29
|
settlement_date: Optional[datetime] = Field(None, alias="settlementDate")
|
30
30
|
units: Optional[Union[StrictFloat, StrictInt]] = None
|
31
31
|
bond_interest: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="bondInterest")
|
32
|
-
|
32
|
+
movement_name: Optional[StrictStr] = Field(None,alias="movementName")
|
33
|
+
movement_type: Optional[StrictStr] = Field(None,alias="movementType")
|
34
|
+
unsettled_units: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="unsettledUnits")
|
35
|
+
overdue_units: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="overdueUnits")
|
36
|
+
__properties = ["tradeId", "settlementDate", "units", "bondInterest", "movementName", "movementType", "unsettledUnits", "overdueUnits"]
|
33
37
|
|
34
38
|
class Config:
|
35
39
|
"""Pydantic configuration"""
|
@@ -68,6 +72,16 @@ class SettlementSchedule(BaseModel):
|
|
68
72
|
if self.trade_id is None and "trade_id" in self.__fields_set__:
|
69
73
|
_dict['tradeId'] = None
|
70
74
|
|
75
|
+
# set to None if movement_name (nullable) is None
|
76
|
+
# and __fields_set__ contains the field
|
77
|
+
if self.movement_name is None and "movement_name" in self.__fields_set__:
|
78
|
+
_dict['movementName'] = None
|
79
|
+
|
80
|
+
# set to None if movement_type (nullable) is None
|
81
|
+
# and __fields_set__ contains the field
|
82
|
+
if self.movement_type is None and "movement_type" in self.__fields_set__:
|
83
|
+
_dict['movementType'] = None
|
84
|
+
|
71
85
|
return _dict
|
72
86
|
|
73
87
|
@classmethod
|
@@ -83,6 +97,10 @@ class SettlementSchedule(BaseModel):
|
|
83
97
|
"trade_id": obj.get("tradeId"),
|
84
98
|
"settlement_date": obj.get("settlementDate"),
|
85
99
|
"units": obj.get("units"),
|
86
|
-
"bond_interest": obj.get("bondInterest")
|
100
|
+
"bond_interest": obj.get("bondInterest"),
|
101
|
+
"movement_name": obj.get("movementName"),
|
102
|
+
"movement_type": obj.get("movementType"),
|
103
|
+
"unsettled_units": obj.get("unsettledUnits"),
|
104
|
+
"overdue_units": obj.get("overdueUnits")
|
87
105
|
})
|
88
106
|
return _obj
|
@@ -24,7 +24,7 @@ from lusid.models.link import Link
|
|
24
24
|
|
25
25
|
class SideConfigurationData(BaseModel):
|
26
26
|
"""
|
27
|
-
Configuration needed to define a side. Sides are referenced by Label. Beyond that, other properties
|
27
|
+
Configuration needed to define a side. Sides are referenced by Label. Beyond that, other properties can be used to reference either transaction fields, or transaction properties. # noqa: E501
|
28
28
|
"""
|
29
29
|
side: StrictStr = Field(...,alias="side", description="The side's label.")
|
30
30
|
security: StrictStr = Field(...,alias="security", description="The security, or instrument.")
|
@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr
|
|
23
23
|
|
24
24
|
class SideConfigurationDataRequest(BaseModel):
|
25
25
|
"""
|
26
|
-
Configuration needed to define a side. Sides are referenced by Label. Beyond that, other properties
|
26
|
+
Configuration needed to define a side. Sides are referenced by Label. Beyond that, other properties can be used to reference either transaction fields, or transaction properties. # noqa: E501
|
27
27
|
"""
|
28
28
|
side: StrictStr = Field(...,alias="side", description="The side's label.")
|
29
29
|
security: StrictStr = Field(...,alias="security", description="The security, or instrument.")
|
@@ -26,10 +26,10 @@ from lusid.models.time_zone_conventions import TimeZoneConventions
|
|
26
26
|
|
27
27
|
class SimpleCashFlowLoan(LusidInstrument):
|
28
28
|
"""
|
29
|
-
LUSID representation of a SimpleCashFlowLoan.
|
29
|
+
LUSID representation of a SimpleCashFlowLoan. This is a simple loan, with interest payments and nationals provided and not calculated. # noqa: E501
|
30
30
|
"""
|
31
31
|
start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
|
32
|
-
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.
|
32
|
+
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.")
|
33
33
|
dom_ccy: StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.")
|
34
34
|
periods: conlist(LoanPeriod) = Field(..., description="Periods of the underlying loan")
|
35
35
|
time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
|
@@ -26,9 +26,9 @@ from lusid.models.trading_conventions import TradingConventions
|
|
26
26
|
|
27
27
|
class SimpleInstrument(LusidInstrument):
|
28
28
|
"""
|
29
|
-
LUSID representation of a Simple Instrument, used as a basic definition of a generic instrument.
|
29
|
+
LUSID representation of a Simple Instrument, used as a basic definition of a generic instrument. No analytics can be obtained for this. # noqa: E501
|
30
30
|
"""
|
31
|
-
maturity_date: Optional[datetime] = Field(None, 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.
|
31
|
+
maturity_date: Optional[datetime] = Field(None, 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.")
|
32
32
|
dom_ccy: StrictStr = Field(...,alias="domCcy", description="The domestic currency.")
|
33
33
|
asset_class: StrictStr = Field(...,alias="assetClass", description="The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown")
|
34
34
|
fgn_ccys: Optional[conlist(StrictStr)] = Field(None, alias="fgnCcys", description="The set of foreign currencies, if any (optional).")
|
@@ -23,10 +23,10 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, StrictStr
|
|
23
23
|
|
24
24
|
class SimpleRoundingConvention(BaseModel):
|
25
25
|
"""
|
26
|
-
Certain bonds will follow certain rounding conventions.
|
26
|
+
Certain bonds will follow certain rounding conventions. For example, Thai government bonds will round accrued interest and cashflow values 2dp, whereas for French government bonds, the rounding is to 7dp. # noqa: E501
|
27
27
|
"""
|
28
28
|
precision: Optional[StrictInt] = Field(None, description="The precision of the rounding. The decimal places or significant figures to which the rounding takes place.")
|
29
|
-
rounding_type: Optional[StrictStr] = Field(None,alias="roundingType", description="The type of rounding. e.g. Round Up, Round Down
|
29
|
+
rounding_type: Optional[StrictStr] = Field(None,alias="roundingType", description="The type of rounding. e.g. Round Up, Round Down Supported string (enumeration) values are: [Down, Up, Nearest].")
|
30
30
|
__properties = ["precision", "roundingType"]
|
31
31
|
|
32
32
|
class Config:
|
lusid/models/step_schedule.py
CHANGED
@@ -25,10 +25,10 @@ from lusid.models.schedule import Schedule
|
|
25
25
|
|
26
26
|
class StepSchedule(Schedule):
|
27
27
|
"""
|
28
|
-
Schedule that steps at known dated points in time.
|
28
|
+
Schedule that steps at known dated points in time. Used in representation of a sinking bond, also called amortisation, steps in coupons for fixed bonds and spreads for floating bonds. # noqa: E501
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"""
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-
level_type: StrictStr = Field(...,alias="levelType", description="The type of shift or adjustment that the quantity represents.
|
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-
step_schedule_type: StrictStr = Field(...,alias="stepScheduleType", description="The type of step that this schedule is for.
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+
level_type: StrictStr = Field(...,alias="levelType", description="The type of shift or adjustment that the quantity represents. Supported string (enumeration) values are: [Absolute, AbsoluteShift, Percentage, AbsolutePercentage].")
|
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+
step_schedule_type: StrictStr = Field(...,alias="stepScheduleType", description="The type of step that this schedule is for. Supported string (enumeration) values are: [Coupon, Notional, Spread].")
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steps: conlist(LevelStep) = Field(..., description="The level steps which are applied.")
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schedule_type: StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid")
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additional_properties: Dict[str, Any] = {}
|
@@ -28,7 +28,7 @@ class StockDividendEvent(InstrumentEvent):
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A payment to shareholders that consists of additional shares rather than cash. # noqa: E501
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"""
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announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Date on which the dividend was announced / declared.")
|
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-
ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party.
|
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+
ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first business day on which the dividend is not owed to the buying party. Typically this is T-1 from the RecordDate.")
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payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date the company pays out dividends to shareholders.")
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record_date: Optional[datetime] = Field(None, alias="recordDate", description="Date you have to be the holder of record in order to participate in the tender.")
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fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="The cash price paid in lieu of fractionalUnits.")
|
@@ -24,7 +24,7 @@ from lusid.models.data_map_key import DataMapKey
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class StructuredResultData(BaseModel):
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"""
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-
An item of structured result data that is to be inserted into Lusid. This will typically be a Json or Xml document that
|
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+
An item of structured result data that is to be inserted into Lusid. This will typically be a Json or Xml document that contains a set of result data appropriate to a specific entity such as an instrument or potentially an index. # noqa: E501
|
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"""
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document_format: StrictStr = Field(...,alias="documentFormat", description="The format of the accompanying document.")
|
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version: Optional[StrictStr] = Field(None,alias="version", description="The semantic version of the document format; MAJOR.MINOR.PATCH")
|
@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
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class SwapCashFlowEvent(InstrumentEvent):
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"""
|
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-
Definition of a swap cash flow event.
|
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+
Definition of a swap cash flow event. This event describes the cashflow generated from either an interest rate swap or inflation swap instrument. # noqa: E501
|
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"""
|
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ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex-dividend date of the cashflow.")
|
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payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the cashflow.")
|
@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
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class SwapPrincipalEvent(InstrumentEvent):
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"""
|
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-
Definition of a Swap Principal Event.
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+
Definition of a Swap Principal Event. This is an event that describes the occurence of a cashflow due to the principal payment. # noqa: E501
|
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"""
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ex_date: Optional[datetime] = Field(None, alias="exDate", description="The entitlement date of the principal payment.")
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payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the principal.")
|
@@ -29,7 +29,7 @@ class TenderOfferElection(BaseModel):
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tender_offer_price: Union[StrictFloat, StrictInt] = Field(..., alias="tenderOfferPrice", description="Price per share of the cash offer")
|
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election_key: StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election.")
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is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
|
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-
is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made.
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+
is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made. May only be true for one election if multiple are provided.")
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__properties = ["tenderOfferCurrency", "tenderOfferPrice", "electionKey", "isChosen", "isDefault"]
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class Config:
|
lusid/models/term_deposit.py
CHANGED
@@ -34,7 +34,7 @@ class TermDeposit(LusidInstrument):
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contract_size: Union[StrictFloat, StrictInt] = Field(..., alias="contractSize", description="The principal amount of the term deposit.")
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flow_convention: FlowConventions = Field(..., alias="flowConvention")
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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")
|
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-
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.
|
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+
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.")
|
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trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
|
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time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
|
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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")
|
@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
|
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class TermDepositInterestEvent(InstrumentEvent):
|
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"""
|
27
|
-
Definition of a Term Deposit Interest Event.
|
27
|
+
Definition of a Term Deposit Interest Event. This is an event that describes the occurence of interest on a term deposit (). # noqa: E501
|
28
28
|
"""
|
29
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currency: StrictStr = Field(...,alias="currency", description="Currency of the interest payment.")
|
30
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|
interest_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="interestPerUnit", description="The interest payment made per unit of the held .")
|
@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
|
|
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|
|
25
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|
class TermDepositPrincipalEvent(InstrumentEvent):
|
26
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|
"""
|
27
|
-
Definition of a Term Deposit Interest Event.
|
27
|
+
Definition of a Term Deposit Interest Event. This is an event that describes the occurence of principal on a term deposit (). # noqa: E501
|
28
28
|
"""
|
29
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|
currency: StrictStr = Field(...,alias="currency", description="Currency of the principal payment.")
|
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|
payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Payment date of the principal payment.")
|
@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr, validator
|
|
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23
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|
24
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class TimeZoneConventions(BaseModel):
|
25
25
|
"""
|
26
|
-
Provides information on the primary time zone of an instrument and optional cut labels
|
26
|
+
Provides information on the primary time zone of an instrument and optional cut labels for defining times to be used by instrument events. # noqa: E501
|
27
27
|
"""
|
28
28
|
primary_time_zone: StrictStr = Field(...,alias="primaryTimeZone", description="The IANA time zone code for the instrument.")
|
29
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|
start_of_day: Optional[StrictStr] = Field(None,alias="startOfDay", description="A LUSID Cut Label code used for generating instrument events at a time other than local midnight.")
|
@@ -28,13 +28,13 @@ from lusid.models.time_zone_conventions import TimeZoneConventions
|
|
28
28
|
|
29
29
|
class TotalReturnSwap(LusidInstrument):
|
30
30
|
"""
|
31
|
-
A swap in which one party makes payments based on leg rates (fixed or floating) while the other party makes payments based on the return of an underlying instrument.
|
31
|
+
A swap in which one party makes payments based on leg rates (fixed or floating) while the other party makes payments based on the return of an underlying instrument. The underlying instrument can be provided as an inline economic definition or as a reference instrument pointing to an already upserted instrument. A reference instrument in this case would consist of instrument scope, instrument id and instrument id type (ISIN, LUID etc.). Note that TRS currently only supports an asset of Bond or ComplexBond, no other instruments are allowed. Support for additional instrument types will be added in the future. This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252). | Leg Index | Leg Identifier | Description | | --------- | -------------- | ----------- | | 1 | AssetLeg | Cash flows relating to the returns generated by an underlying bond. | | 2 | FundingLeg | The funding leg of the swap. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). | # noqa: E501
|
32
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|
"""
|
33
33
|
start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
|
34
|
-
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.
|
34
|
+
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.")
|
35
35
|
asset_leg: AssetLeg = Field(..., alias="assetLeg")
|
36
36
|
funding_leg: InstrumentLeg = Field(..., alias="fundingLeg")
|
37
|
-
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.
|
37
|
+
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.")
|
38
38
|
time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
|
39
39
|
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")
|
40
40
|
additional_properties: Dict[str, Any] = {}
|
@@ -25,9 +25,9 @@ class TradingConventions(BaseModel):
|
|
25
25
|
"""
|
26
26
|
Common Trading details for exchange traded instruments like Futures and Bonds # noqa: E501
|
27
27
|
"""
|
28
|
-
price_scale_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="priceScaleFactor", description="The factor used to scale prices for the instrument. Currently used by LUSID when calculating cost
|
29
|
-
minimum_order_size: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="minimumOrderSize", description="The Minimum Order Size
|
30
|
-
minimum_order_increment: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="minimumOrderIncrement", description="The Minimum Order Increment
|
28
|
+
price_scale_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="priceScaleFactor", description="The factor used to scale prices for the instrument. Currently used by LUSID when calculating cost and notional amounts on transactions. Note this factor does not yet impact Valuation, PV, exposure, all of which use the scale factor attached to the price quotes in the QuoteStore. Must be positive and defaults to 1 if not set.")
|
29
|
+
minimum_order_size: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="minimumOrderSize", description="The Minimum Order Size Must be non-negative and defaults to 0 if not set.")
|
30
|
+
minimum_order_increment: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="minimumOrderIncrement", description="The Minimum Order Increment Must be non-negative and defaults to 0 if not set.")
|
31
31
|
__properties = ["priceScaleFactor", "minimumOrderSize", "minimumOrderIncrement"]
|
32
32
|
|
33
33
|
class Config:
|
@@ -26,13 +26,13 @@ from lusid.models.reconciliation_rule import ReconciliationRule
|
|
26
26
|
|
27
27
|
class TransactionReconciliationRequestV2(BaseModel):
|
28
28
|
"""
|
29
|
-
Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of transactions from a portfolio
|
29
|
+
Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of transactions from a portfolio The results of this can then be compared to each other. # noqa: E501
|
30
30
|
"""
|
31
31
|
left: AggregatedTransactionsRequest = Field(...)
|
32
32
|
right: AggregatedTransactionsRequest = Field(...)
|
33
33
|
left_to_right_mapping: Optional[conlist(ReconciliationLeftRightAddressKeyPair)] = Field(None, alias="leftToRightMapping", description="The mapping from property keys requested by left aggregation to property keys on right hand side")
|
34
|
-
comparison_rules: Optional[conlist(ReconciliationRule)] = Field(None, alias="comparisonRules", description="The set of rules to be used in comparing values. These are the rules that determine what constitutes a match.
|
35
|
-
preserve_keys: Optional[conlist(StrictStr)] = Field(None, alias="preserveKeys", description="List of keys to preserve (from rhs) in the diff. Used in conjunction with filtering/grouping.
|
34
|
+
comparison_rules: Optional[conlist(ReconciliationRule)] = Field(None, alias="comparisonRules", description="The set of rules to be used in comparing values. These are the rules that determine what constitutes a match. The simplest is obviously an exact one-for-one comparison, but tolerances on numerical or date time values and case-insensitive string comparison are supported amongst other types.")
|
35
|
+
preserve_keys: Optional[conlist(StrictStr)] = Field(None, alias="preserveKeys", description="List of keys to preserve (from rhs) in the diff. Used in conjunction with filtering/grouping. If two values are equal, for a given key then the value is elided from the results. Setting it here will preserve it (takes the values from the RHS and puts it into the line by line results).")
|
36
36
|
__properties = ["left", "right", "leftToRightMapping", "comparisonRules", "preserveKeys"]
|
37
37
|
|
38
38
|
class Config:
|
@@ -25,7 +25,7 @@ from lusid.models.translation_input import TranslationInput
|
|
25
25
|
|
26
26
|
class TranslateEntitiesInlinedRequest(BaseModel):
|
27
27
|
"""
|
28
|
-
Request to translate financial entities with a given script body.
|
28
|
+
Request to translate financial entities with a given script body. The output of the translation is validated against a schema specified in the request. # noqa: E501
|
29
29
|
"""
|
30
30
|
entity_payloads: Dict[str, TranslationInput] = Field(..., alias="entityPayloads", description="Entity payloads to be translated indexed by (ephemeral) unique correlation ids.")
|
31
31
|
script_body: StrictStr = Field(...,alias="scriptBody", description="The body of the translation script to use for translating the entities.")
|
@@ -26,7 +26,7 @@ from lusid.models.translation_script_id import TranslationScriptId
|
|
26
26
|
|
27
27
|
class TranslateEntitiesRequest(BaseModel):
|
28
28
|
"""
|
29
|
-
Request to translate financial entities with a specified script stored in LUSID,
|
29
|
+
Request to translate financial entities with a specified script stored in LUSID, specified in the request by its id. The output of the translation is validated against a dialect stored in LUSID, again specified in the request by its id. # noqa: E501
|
30
30
|
"""
|
31
31
|
entity_payloads: Dict[str, TranslationInput] = Field(..., alias="entityPayloads", description="Entity payloads to be translated, indexed by (ephemeral) unique correlation ids.")
|
32
32
|
script_id: TranslationScriptId = Field(..., alias="scriptId")
|
@@ -26,7 +26,7 @@ class TranslateInstrumentDefinitionsRequest(BaseModel):
|
|
26
26
|
"""
|
27
27
|
A collection of instruments to translate, along with the target dialect to translate into. # noqa: E501
|
28
28
|
"""
|
29
|
-
instruments: Dict[str, LusidInstrument] = Field(..., description="The collection of instruments to translate.
|
29
|
+
instruments: Dict[str, LusidInstrument] = Field(..., description="The collection of instruments to translate. Each instrument definition should be keyed by a unique correlation id. This id is ephemeral and is not stored by LUSID. It serves only as a way to easily identify each instrument in the response. Any instrument that is not already in the LUSID dialect should be given as an ExoticInstrument.")
|
30
30
|
dialect: StrictStr = Field(...,alias="dialect", description="The target dialect that the given instruments should be translated to.")
|
31
31
|
__properties = ["instruments", "dialect"]
|
32
32
|
|
@@ -26,7 +26,7 @@ class TranslateTradeTicketRequest(BaseModel):
|
|
26
26
|
"""
|
27
27
|
A collection of instruments to translate, along with the target dialect to translate into. # noqa: E501
|
28
28
|
"""
|
29
|
-
tickets: Dict[str, TradeTicket] = Field(..., description="The collection of trade tickets to translate.
|
29
|
+
tickets: Dict[str, TradeTicket] = Field(..., description="The collection of trade tickets to translate. Each trade ticket should be keyed by a unique correlation id. This id is ephemeral and is not stored by LUSID. It serves only as a way to easily identify each instrument in the response.")
|
30
30
|
dialect: StrictStr = Field(...,alias="dialect", description="The target dialect that the given instruments should be translated to.")
|
31
31
|
__properties = ["tickets", "dialect"]
|
32
32
|
|
@@ -25,7 +25,7 @@ class TranslationInput(BaseModel):
|
|
25
25
|
"""
|
26
26
|
The input to a translation script. # noqa: E501
|
27
27
|
"""
|
28
|
-
entity: StrictStr = Field(...,alias="entity", description="The serialised entity to be passed to the translation script. This could represent e.g. an instrument in any
|
28
|
+
entity: StrictStr = Field(...,alias="entity", description="The serialised entity to be passed to the translation script. This could represent e.g. an instrument in any dialect.")
|
29
29
|
__properties = ["entity"]
|
30
30
|
|
31
31
|
class Config:
|
lusid/models/trigger_event.py
CHANGED
@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
|
|
24
24
|
|
25
25
|
class TriggerEvent(InstrumentEvent):
|
26
26
|
"""
|
27
|
-
Definition of a trigger event.
|
27
|
+
Definition of a trigger event. This is an event that occurs on transformation of an option instrument being triggered by a barrier/touch price level being hit by the underlying asset. # noqa: E501
|
28
28
|
"""
|
29
29
|
level: Union[StrictFloat, StrictInt] = Field(..., description="The underlying price level that triggers the event")
|
30
30
|
trigger_type: StrictStr = Field(...,alias="triggerType", description="The type of the trigger; valid options are Knock-In, Knock-Out, Touch or No-Touch")
|
@@ -23,10 +23,10 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr, validator
|
|
23
23
|
|
24
24
|
class TypedResourceId(BaseModel):
|
25
25
|
"""
|
26
|
-
Represents the user-defined identifier for a Legal Entity or Person.
|
26
|
+
Represents the user-defined identifier for a Legal Entity or Person. Users can define their own, scoped identifiers for Legal Entities and Persons using identifier properties. For example, when used to identify a Person, the identifier defined by Person/myScope/username would be represented as { \"idTypeScope\": \"myScope\", \"idTypeCode\": \"username\", \"code\": \"john_doe_001\" } # noqa: E501
|
27
27
|
"""
|
28
28
|
id_type_scope: StrictStr = Field(...,alias="idTypeScope", description="The scope of the identifier's (property) definition.")
|
29
|
-
id_type_code: StrictStr = Field(...,alias="idTypeCode", description="The code of identifier's (property) definition. This describes what the identifier represents.
|
29
|
+
id_type_code: StrictStr = Field(...,alias="idTypeCode", description="The code of identifier's (property) definition. This describes what the identifier represents. For a Person this might be a username, nationalInsuranceNumber or similar. For a Legal Entity, this might be a registeredCompanyNumber or LEI.")
|
30
30
|
code: StrictStr = Field(...,alias="code", description="The value of the user-defined identifier in respect of the entity.")
|
31
31
|
__properties = ["idTypeScope", "idTypeCode", "code"]
|
32
32
|
|
@@ -23,7 +23,7 @@ from aenum import Enum, no_arg
|
|
23
23
|
|
24
24
|
class UnmatchedHoldingMethod(str, Enum):
|
25
25
|
"""
|
26
|
-
When holdings adjustments are specified for a single effective date,
|
26
|
+
When holdings adjustments are specified for a single effective date, any holdings for the portfolio not included in the adjustments are adjusted according to this value.
|
27
27
|
"""
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"""
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@@ -24,7 +24,7 @@ from lusid.models.cds_flow_conventions import CdsFlowConventions
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class UpsertCdsFlowConventionsRequest(BaseModel):
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"""
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-
CDS Flow convention that is to be stored in the convention data store.
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+
CDS Flow convention that is to be stored in the convention data store. Only one of these must be present. # noqa: E501
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"""
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cds_flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="cdsFlowConventions")
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__properties = ["cdsFlowConventions"]
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