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
@@ -24,7 +24,7 @@ from lusid.models.counterparty_agreement import CounterpartyAgreement
|
|
24
24
|
|
25
25
|
class UpsertCounterpartyAgreementRequest(BaseModel):
|
26
26
|
"""
|
27
|
-
Counterparty Agreement that is to be stored in the convention data store.
|
27
|
+
Counterparty Agreement that is to be stored in the convention data store. There must be only one of these present. # noqa: E501
|
28
28
|
"""
|
29
29
|
counterparty_agreement: CounterpartyAgreement = Field(..., alias="counterpartyAgreement")
|
30
30
|
__properties = ["counterpartyAgreement"]
|
@@ -24,7 +24,7 @@ from lusid.models.flow_conventions import FlowConventions
|
|
24
24
|
|
25
25
|
class UpsertFlowConventionsRequest(BaseModel):
|
26
26
|
"""
|
27
|
-
Flow conventions that is to be stored in the convention data store.
|
27
|
+
Flow conventions that is to be stored in the convention data store. Only one of these must be present. # noqa: E501
|
28
28
|
"""
|
29
29
|
flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
|
30
30
|
__properties = ["flowConventions"]
|
@@ -24,7 +24,7 @@ from lusid.models.index_convention import IndexConvention
|
|
24
24
|
|
25
25
|
class UpsertIndexConventionRequest(BaseModel):
|
26
26
|
"""
|
27
|
-
Index convention that is to be stored in the convention data store.
|
27
|
+
Index convention that is to be stored in the convention data store. Only one of these must be present. # noqa: E501
|
28
28
|
"""
|
29
29
|
index_convention: Optional[IndexConvention] = Field(None, alias="indexConvention")
|
30
30
|
__properties = ["indexConvention"]
|
@@ -25,7 +25,7 @@ from lusid.models.quote_id import QuoteId
|
|
25
25
|
|
26
26
|
class UpsertQuoteRequest(BaseModel):
|
27
27
|
"""
|
28
|
-
The details of the quote including its unique identifier, value and lineage.
|
28
|
+
The details of the quote including its unique identifier, value and lineage. Please note the Unit field on MetricValue is nullable on the upsert but there is validation within the quote store to make sure this field is populated. In the absence of a real unit then we recommend putting something in line with the data in QuoteId.QuoteSeriesId.quoteType e.g. InterestRate. # noqa: E501
|
29
29
|
"""
|
30
30
|
quote_id: QuoteId = Field(..., alias="quoteId")
|
31
31
|
metric_value: Optional[MetricValue] = Field(None, alias="metricValue")
|
@@ -24,7 +24,7 @@ from lusid.models.configuration_recipe import ConfigurationRecipe
|
|
24
24
|
|
25
25
|
class UpsertRecipeRequest(BaseModel):
|
26
26
|
"""
|
27
|
-
A recipe that is to be stored in the recipe structured data store.
|
27
|
+
A recipe that is to be stored in the recipe structured data store. Only one of these must be present. # noqa: E501
|
28
28
|
"""
|
29
29
|
configuration_recipe: Optional[ConfigurationRecipe] = Field(None, alias="configurationRecipe")
|
30
30
|
__properties = ["configurationRecipe"]
|
@@ -35,13 +35,13 @@ class ValuationRequest(BaseModel):
|
|
35
35
|
"""
|
36
36
|
recipe_id: ResourceId = Field(..., alias="recipeId")
|
37
37
|
as_at: Optional[datetime] = Field(None, alias="asAt", description="The asAt date to use")
|
38
|
-
metrics: conlist(AggregateSpec) = Field(..., description="The set of specifications to calculate or retrieve during the valuation and present in the results. For example:
|
39
|
-
group_by: Optional[conlist(StrictStr)] = Field(None, alias="groupBy", description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping
|
40
|
-
filters: Optional[conlist(PropertyFilter)] = Field(None, description="A set of filters to use to reduce the data found in a request. Equivalent to the 'where ...' part of a Sql select statement.
|
38
|
+
metrics: conlist(AggregateSpec) = Field(..., description="The set of specifications to calculate or retrieve during the valuation and present in the results. For example: AggregateSpec('Valuation/PV','Sum') for returning the PV (present value) of holdings AggregateSpec('Holding/default/Units','Sum') for returning the units of holidays AggregateSpec('Instrument/default/LusidInstrumentId','Value') for returning the Lusid Instrument identifier")
|
39
|
+
group_by: Optional[conlist(StrictStr)] = Field(None, alias="groupBy", description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.")
|
40
|
+
filters: Optional[conlist(PropertyFilter)] = Field(None, description="A set of filters to use to reduce the data found in a request. Equivalent to the 'where ...' part of a Sql select statement. For example, filter a set of values within a given range or matching a particular value.")
|
41
41
|
sort: Optional[conlist(OrderBySpec)] = Field(None, description="A (possibly empty/null) set of specifications for how to order the results.")
|
42
|
-
report_currency: Optional[StrictStr] = Field(None,alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries.
|
42
|
+
report_currency: Optional[StrictStr] = Field(None,alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries. If not present, then the currency of the relevant portfolio will be used in its place.")
|
43
43
|
equip_with_subtotals: Optional[StrictBool] = Field(None, alias="equipWithSubtotals", description="Flag directing the Valuation call to populate the results with subtotals of aggregates.")
|
44
|
-
return_result_as_expanded_types: Optional[StrictBool] = Field(None, alias="returnResultAsExpandedTypes", description="Financially meaningful results can be presented as either simple flat types or more complex expanded types.
|
44
|
+
return_result_as_expanded_types: Optional[StrictBool] = Field(None, alias="returnResultAsExpandedTypes", description="Financially meaningful results can be presented as either simple flat types or more complex expanded types. For example, the present value (PV) of a holding could be represented either as a simple decimal (with currency implied) or as a decimal-currency pair. This flag allows either representation to be returned. In the PV example, the returned value would be the decimal-currency pair if this flag is true, or the decimal only if this flag is false.")
|
45
45
|
include_order_flow: Optional[OrderFlowConfiguration] = Field(None, alias="includeOrderFlow")
|
46
46
|
portfolio_entity_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioEntityIds", description="The set of portfolio or portfolio group identifier(s) that is to be valued.")
|
47
47
|
valuation_schedule: ValuationSchedule = Field(..., alias="valuationSchedule")
|
@@ -26,15 +26,15 @@ class ValuationSchedule(BaseModel):
|
|
26
26
|
"""
|
27
27
|
Specification object for the valuation schedule, how do we determine which days we wish to perform a valuation upon. # noqa: E501
|
28
28
|
"""
|
29
|
-
effective_from: Optional[StrictStr] = Field(None,alias="effectiveFrom", description="If present, the EffectiveFrom and EffectiveAt dates are interpreted as a range of dates for which to perform a valuation.
|
29
|
+
effective_from: Optional[StrictStr] = Field(None,alias="effectiveFrom", description="If present, the EffectiveFrom and EffectiveAt dates are interpreted as a range of dates for which to perform a valuation. In this case, valuation is calculated for the portfolio(s) for each business day in the given range.")
|
30
30
|
effective_at: Optional[StrictStr] = Field(None,alias="effectiveAt", description="The market data time, i.e. the time to run the valuation request effective of.")
|
31
31
|
tenor: Optional[StrictStr] = Field(None,alias="tenor", description="Tenor, e.g \"1D\", \"1M\" to be used in generating the date schedule when effectiveFrom and effectiveAt are both given and are not the same.")
|
32
|
-
roll_convention: Optional[StrictStr] = Field(None,alias="rollConvention", description="When Tenor is given and is \"1M\" or longer, this specifies the rule which should be used to generate the date schedule.
|
33
|
-
holiday_calendars: Optional[conlist(StrictStr)] = Field(None, alias="holidayCalendars", description="The holiday calendar(s) that should be used in determining the date schedule.
|
32
|
+
roll_convention: Optional[StrictStr] = Field(None,alias="rollConvention", description="When Tenor is given and is \"1M\" or longer, this specifies the rule which should be used to generate the date schedule. For example, \"EndOfMonth\" to generate end of month dates, or \"1\" to specify the first day of the applicable month.")
|
33
|
+
holiday_calendars: Optional[conlist(StrictStr)] = Field(None, alias="holidayCalendars", description="The holiday calendar(s) that should be used in determining the date schedule. Holiday calendar(s) are supplied by their names, for example, \"CoppClark\". Note that when the calendars are not available (e.g. when the user has insufficient permissions), a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.")
|
34
34
|
valuation_date_times: Optional[conlist(StrictStr)] = Field(None, alias="valuationDateTimes", description="If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given.")
|
35
|
-
business_day_convention: Optional[StrictStr] = Field(None,alias="businessDayConvention", description="When Tenor is given and is not equal to \"1D\", there may be cases where \"date + tenor\" land on non-business days around month end.
|
35
|
+
business_day_convention: Optional[StrictStr] = Field(None,alias="businessDayConvention", description="When Tenor is given and is not equal to \"1D\", there may be cases where \"date + tenor\" land on non-business days around month end. In that case, the BusinessDayConvention, e.g. modified following \"MF\" would be applied to determine the next GBD.")
|
36
36
|
timeline_id: Optional[ResourceId] = Field(None, alias="timelineId")
|
37
|
-
closed_period_id: Optional[StrictStr] = Field(None,alias="closedPeriodId", description="Unique identifier for a closed period within a given timeline. If this field is specified, the TimelineId
|
37
|
+
closed_period_id: Optional[StrictStr] = Field(None,alias="closedPeriodId", description="Unique identifier for a closed period within a given timeline. If this field is specified, the TimelineId field must also be specified. If given, this field defines the effective date of the request as the EffectiveEnd of the given closed period.")
|
38
38
|
__properties = ["effectiveFrom", "effectiveAt", "tenor", "rollConvention", "holidayCalendars", "valuationDateTimes", "businessDayConvention", "timelineId", "closedPeriodId"]
|
39
39
|
|
40
40
|
class Config:
|
@@ -25,12 +25,12 @@ from lusid.models.valuation_request import ValuationRequest
|
|
25
25
|
|
26
26
|
class ValuationsReconciliationRequest(BaseModel):
|
27
27
|
"""
|
28
|
-
Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a portfolio
|
28
|
+
Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a portfolio using an aggregation request. The results of this can then be compared to each other. The difference, which is effectively a risk based difference allows comparison of the effects of changing a recipe, valuation date, or (though it may or may not make logical sense) a portfolio. For instance, one might look at the difference in risk caused by the addition of transaction to a portfolio, or through changing the valuation methodology or system. # noqa: E501
|
29
29
|
"""
|
30
30
|
left: ValuationRequest = Field(...)
|
31
31
|
right: ValuationRequest = Field(...)
|
32
32
|
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")
|
33
|
-
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.
|
33
|
+
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).")
|
34
34
|
__properties = ["left", "right", "leftToRightMapping", "preserveKeys"]
|
35
35
|
|
36
36
|
class Config:
|
@@ -25,14 +25,14 @@ from lusid.models.model_options import ModelOptions
|
|
25
25
|
|
26
26
|
class VendorModelRule(BaseModel):
|
27
27
|
"""
|
28
|
-
A rule that identifies the set of preferences to be used for a given library, model and instrument type.
|
28
|
+
A rule that identifies the set of preferences to be used for a given library, model and instrument type. There can be many such rules, though only the first found for a given combination would be used. # noqa: E501
|
29
29
|
"""
|
30
30
|
supplier: StrictStr = Field(...,alias="supplier", description="The available values are: Lusid, RefinitivQps, RefinitivTracsWeb, VolMaster, IsdaCds, YieldBook, LusidCalc")
|
31
31
|
model_name: StrictStr = Field(...,alias="modelName", description="The vendor library model name")
|
32
32
|
instrument_type: StrictStr = Field(...,alias="instrumentType", description="The vendor library instrument type")
|
33
|
-
parameters: Optional[StrictStr] = Field(None,alias="parameters", description="THIS FIELD IS DEPRECATED - use ModelOptions
|
33
|
+
parameters: Optional[StrictStr] = Field(None,alias="parameters", description="THIS FIELD IS DEPRECATED - use ModelOptions The set of opaque model parameters, provided as a Json object, that is a string object which will internally be converted to a dictionary of string to object. Note that this is not intended as the final form of this object. It will be replaced with a more structured object as the set of parameters that are possible is better understood.")
|
34
34
|
model_options: Optional[ModelOptions] = Field(None, alias="modelOptions")
|
35
|
-
instrument_id: Optional[StrictStr] = Field(None,alias="instrumentId", description="This field should generally not be required. It indicates a specific case where there is a particular need to make a rule apply to only a single instrument
|
35
|
+
instrument_id: Optional[StrictStr] = Field(None,alias="instrumentId", description="This field should generally not be required. It indicates a specific case where there is a particular need to make a rule apply to only a single instrument specified by an identifier on that instrument such as its LUID. One particular example would be to control the behaviour of a look-through portfolio scaling methodology, such as where there is a mixture of indices and credit-debit portfolios where scaling on the sum of valuation would be deemed incorrectly for one set but desired in general.")
|
36
36
|
address_key_filters: Optional[conlist(AddressKeyFilter)] = Field(None, alias="addressKeyFilters", description="Condition for model selection. If a condition is satisfied the default model for valuation is overridden (for that instrument).")
|
37
37
|
__properties = ["supplier", "modelName", "instrumentType", "parameters", "modelOptions", "instrumentId", "addressKeyFilters"]
|
38
38
|
|
lusid/models/virtual_document.py
CHANGED
@@ -25,7 +25,7 @@ from lusid.models.virtual_document_row import VirtualDocumentRow
|
|
25
25
|
|
26
26
|
class VirtualDocument(BaseModel):
|
27
27
|
"""
|
28
|
-
Virtual document consists of (potentially several) upserted documents.
|
28
|
+
Virtual document consists of (potentially several) upserted documents. The documents get parsed according to the provided data map on upsert, the collection of resulting values in aggregated in a virtual document # noqa: E501
|
29
29
|
"""
|
30
30
|
document_id: Optional[StructuredResultDataId] = Field(None, alias="documentId")
|
31
31
|
data: Optional[conlist(VirtualDocumentRow)] = Field(None, description="The data inside the document")
|
@@ -28,10 +28,10 @@ class WeightedInstrument(BaseModel):
|
|
28
28
|
Specification for a holding or quantity of (weight for) an instrument on a given date. # noqa: E501
|
29
29
|
"""
|
30
30
|
quantity: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The quantity of the instrument that is owned.")
|
31
|
-
holding_identifier: Optional[StrictStr] = Field(None,alias="holdingIdentifier", description="Identifier for the instrument.
|
31
|
+
holding_identifier: Optional[StrictStr] = Field(None,alias="holdingIdentifier", description="Identifier for the instrument. For a single, unique trade or transaction this can be thought of as equivalent to the transaction identifier, or a composite of the sub-holding keys for a regular sub-holding. When there are multiple transactions sharing the same underlying instrument such as purchase of shares on multiple dates where tax implications are different this would not be the case. In an inlined aggregation request if this is wanted to identify a line item, it can be specified in the set of aggregation keys given on the aggregation request that accompanies the set of weighted instruments.")
|
32
32
|
instrument: Optional[LusidInstrument] = None
|
33
33
|
in_line_lookup_identifiers: Optional[WeightedInstrumentInLineLookupIdentifiers] = Field(None, alias="inLineLookupIdentifiers")
|
34
|
-
instrument_scope: Optional[StrictStr] = Field(None,alias="instrumentScope", description="The scope in which to resolve the instrument, if no inlined definition is provided.
|
34
|
+
instrument_scope: Optional[StrictStr] = Field(None,alias="instrumentScope", description="The scope in which to resolve the instrument, if no inlined definition is provided. If left empty, the default scope will be used.")
|
35
35
|
__properties = ["quantity", "holdingIdentifier", "instrument", "inLineLookupIdentifiers", "instrumentScope"]
|
36
36
|
|
37
37
|
class Config:
|
@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr
|
|
23
23
|
|
24
24
|
class WeightedInstrumentInLineLookupIdentifiers(BaseModel):
|
25
25
|
"""
|
26
|
-
External market codes and identifiers for the equity, e.g. IBM.
|
26
|
+
External market codes and identifiers for the equity, e.g. IBM. Required for valuation via SimpleStatic (look-up pricing). Valuation will not succeed without a matching quote. # noqa: E501
|
27
27
|
"""
|
28
28
|
lusid_instrument_id: Optional[StrictStr] = Field(None,alias="LusidInstrumentId")
|
29
29
|
isin: Optional[StrictStr] = Field(None,alias="Isin")
|
@@ -1,6 +1,6 @@
|
|
1
1
|
Metadata-Version: 2.1
|
2
2
|
Name: lusid-sdk
|
3
|
-
Version: 2.1.
|
3
|
+
Version: 2.1.912
|
4
4
|
Summary: LUSID API
|
5
5
|
Home-page: https://github.com/finbourne/lusid-sdk-python
|
6
6
|
License: MIT
|
@@ -328,7 +328,7 @@ Class | Method | HTTP request | Description
|
|
328
328
|
*InstrumentsApi* | [**delete_instrument_properties**](docs/InstrumentsApi.md#delete_instrument_properties) | **POST** /api/instruments/{identifierType}/{identifier}/properties/$delete | DeleteInstrumentProperties: Delete instrument properties
|
329
329
|
*InstrumentsApi* | [**delete_instruments**](docs/InstrumentsApi.md#delete_instruments) | **POST** /api/instruments/$delete | DeleteInstruments: Soft or hard delete multiple instruments
|
330
330
|
*InstrumentsApi* | [**get_all_possible_features**](docs/InstrumentsApi.md#get_all_possible_features) | **GET** /api/instruments/{instrumentType}/allfeatures | GetAllPossibleFeatures: Provides list of all possible features for instrument type.
|
331
|
-
*InstrumentsApi* | [**get_existing_instrument_capabilities**](docs/InstrumentsApi.md#get_existing_instrument_capabilities) | **GET** /api/instruments/{identifier}/capabilities | GetExistingInstrumentCapabilities: Retrieve capabilities of an existing instrument identified by LUID. These include instrument features, and if model is provided it also includes supported address keys and economic dependencies.
|
331
|
+
*InstrumentsApi* | [**get_existing_instrument_capabilities**](docs/InstrumentsApi.md#get_existing_instrument_capabilities) | **GET** /api/instruments/{identifier}/capabilities | GetExistingInstrumentCapabilities: Retrieve capabilities of an existing instrument identified by LUID. These include instrument features, and if model is provided it also includes supported address keys and economic dependencies. Given an lusid instrument id provides instrument capabilities, outlining features, and, given the model, the capabilities also include supported addresses as well as economic dependencies.
|
332
332
|
*InstrumentsApi* | [**get_existing_instrument_models**](docs/InstrumentsApi.md#get_existing_instrument_models) | **GET** /api/instruments/{identifier}/models | GetExistingInstrumentModels: Retrieve supported pricing models for an existing instrument identified by LUID.
|
333
333
|
*InstrumentsApi* | [**get_instrument**](docs/InstrumentsApi.md#get_instrument) | **GET** /api/instruments/{identifierType}/{identifier} | GetInstrument: Get instrument
|
334
334
|
*InstrumentsApi* | [**get_instrument_identifier_types**](docs/InstrumentsApi.md#get_instrument_identifier_types) | **GET** /api/instruments/identifierTypes | GetInstrumentIdentifierTypes: Get instrument identifier types
|
@@ -514,7 +514,7 @@ Class | Method | HTTP request | Description
|
|
514
514
|
*ReconciliationsApi* | [**get_reconciliation_mapping**](docs/ReconciliationsApi.md#get_reconciliation_mapping) | **GET** /api/portfolios/mapping/{scope}/{code} | [EARLY ACCESS] GetReconciliationMapping: Get a mapping
|
515
515
|
*ReconciliationsApi* | [**list_reconciliation_mappings**](docs/ReconciliationsApi.md#list_reconciliation_mappings) | **GET** /api/portfolios/mapping | [EARLY ACCESS] ListReconciliationMappings: List the reconciliation mappings
|
516
516
|
*ReconciliationsApi* | [**list_reconciliations**](docs/ReconciliationsApi.md#list_reconciliations) | **GET** /api/portfolios/$scheduledReconciliations | [EXPERIMENTAL] ListReconciliations: List scheduled reconciliations
|
517
|
-
*ReconciliationsApi* | [**reconcile_generic**](docs/ReconciliationsApi.md#reconcile_generic) | **POST** /api/portfolios/$reconcileGeneric | ReconcileGeneric: Reconcile either holdings or valuations performed on one or two sets of holdings using one or two configuration recipes.
|
517
|
+
*ReconciliationsApi* | [**reconcile_generic**](docs/ReconciliationsApi.md#reconcile_generic) | **POST** /api/portfolios/$reconcileGeneric | ReconcileGeneric: Reconcile either holdings or valuations performed on one or two sets of holdings using one or two configuration recipes. The output is configurable for various types of comparisons, to allow tolerances on numerical and date-time data or case-insensitivity on strings, and elision of resulting differences where they are 'empty' or null or zero.
|
518
518
|
*ReconciliationsApi* | [**reconcile_holdings**](docs/ReconciliationsApi.md#reconcile_holdings) | **POST** /api/portfolios/$reconcileholdings | [EARLY ACCESS] ReconcileHoldings: Reconcile portfolio holdings
|
519
519
|
*ReconciliationsApi* | [**reconcile_inline**](docs/ReconciliationsApi.md#reconcile_inline) | **POST** /api/portfolios/$reconcileInline | ReconcileInline: Reconcile valuations performed on one or two sets of inline instruments using one or two configuration recipes.
|
520
520
|
*ReconciliationsApi* | [**reconcile_transactions**](docs/ReconciliationsApi.md#reconcile_transactions) | **POST** /api/portfolios/$reconcileTransactions | [EARLY ACCESS] ReconcileTransactions: Perform a Transactions Reconciliation.
|