lusid-sdk 2.1.911__py3-none-any.whl → 2.1.913__py3-none-any.whl

lusid/models/option_entry.py

@@ -27,7 +27,7 @@ class OptionEntry(BaseModel):
     """
     strike: Union[StrictFloat, StrictInt] = Field(..., description="The strike on this date")
     var_date: datetime = Field(..., alias="date", description="The date at which the option can be actioned at this strike")
-    end_date: Optional[datetime] = Field(None, alias="endDate", description="If American exercise, this is the end of the exercise period.  Optional field. Defaults to the Date field if not set.")
+    end_date: Optional[datetime] = Field(None, alias="endDate", description="If American exercise, this is the end of the exercise period. Optional field. Defaults to the Date field if not set.")
     __properties = ["strike", "date", "endDate"]
 
     class Config:

lusid/models/option_exercise_cash_event.py

@@ -30,11 +30,11 @@ class OptionExerciseCashEvent(InstrumentEvent):
     cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="The cashflow per unit")
     exercise_date: Optional[datetime] = Field(None, alias="exerciseDate", description="The exercise date of the option.")
     delivery_date: Optional[datetime] = Field(None, alias="deliveryDate", description="The delivery date of the option.")
-    exercise_type:  StrictStr = Field(...,alias="exerciseType", description="The optionality type of the underlying option e.g. American, European.    Supported string (enumeration) values are: [European, Bermudan, American].") 
+    exercise_type:  StrictStr = Field(...,alias="exerciseType", description="The optionality type of the underlying option e.g. American, European.  Supported string (enumeration) values are: [European, Bermudan, American].") 
     maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="The maturity date of the option.")
-    moneyness:  Optional[StrictStr] = Field(None,alias="moneyness", description="The moneyness of the option e.g. InTheMoney, OutOfTheMoney.    Supported string (enumeration) values are: [InTheMoney, OutOfTheMoney, AtTheMoney].") 
+    moneyness:  Optional[StrictStr] = Field(None,alias="moneyness", description="The moneyness of the option e.g. InTheMoney, OutOfTheMoney.  Supported string (enumeration) values are: [InTheMoney, OutOfTheMoney, AtTheMoney].") 
     option_exercise_elections: Optional[conlist(OptionExerciseElection)] = Field(None, alias="optionExerciseElections", description="Option exercise election for this OptionExercisePhysicalEvent.")
-    option_type:  StrictStr = Field(...,alias="optionType", description="Type of optionality that is present e.g. call, put.    Supported string (enumeration) values are: [Call, Put].") 
+    option_type:  StrictStr = Field(...,alias="optionType", description="Type of optionality that is present e.g. call, put.  Supported string (enumeration) values are: [Call, Put].") 
     start_date: Optional[datetime] = Field(None, alias="startDate", description="The start date of the option.")
     strike_currency:  StrictStr = Field(...,alias="strikeCurrency", description="The strike currency of the equity option.") 
     strike_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="strikePerUnit", description="The strike of the equity option times the number of shares to exchange if exercised.")

lusid/models/option_exercise_election.py

@@ -26,7 +26,7 @@ class OptionExerciseElection(BaseModel):
     Option exercise election.  # noqa: E501
     """
     election_key:  StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election") 
-    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.")
+    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.")
     is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
     __properties = ["electionKey", "isDefault", "isChosen"]
 

lusid/models/option_exercise_physical_event.py

@@ -31,12 +31,12 @@ class OptionExercisePhysicalEvent(InstrumentEvent):
     """
     exercise_date: Optional[datetime] = Field(None, alias="exerciseDate", description="The exercise date of the option.")
     delivery_date: Optional[datetime] = Field(None, alias="deliveryDate", description="The delivery date of the option.")
-    exercise_type:  StrictStr = Field(...,alias="exerciseType", description="The optionality type of the underlying option e.g. American, European.    Supported string (enumeration) values are: [European, Bermudan, American].") 
+    exercise_type:  StrictStr = Field(...,alias="exerciseType", description="The optionality type of the underlying option e.g. American, European.  Supported string (enumeration) values are: [European, Bermudan, American].") 
     maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="The maturity date of the option.")
-    moneyness:  Optional[StrictStr] = Field(None,alias="moneyness", description="The moneyness of the option e.g. InTheMoney, OutOfTheMoney.    Supported string (enumeration) values are: [InTheMoney, OutOfTheMoney, AtTheMoney].") 
+    moneyness:  Optional[StrictStr] = Field(None,alias="moneyness", description="The moneyness of the option e.g. InTheMoney, OutOfTheMoney.  Supported string (enumeration) values are: [InTheMoney, OutOfTheMoney, AtTheMoney].") 
     new_instrument: NewInstrument = Field(..., alias="newInstrument")
     option_exercise_elections: Optional[conlist(OptionExerciseElection)] = Field(None, alias="optionExerciseElections", description="Option exercise election for this OptionExercisePhysicalEvent.")
-    option_type:  StrictStr = Field(...,alias="optionType", description="Type of optionality that is present e.g. call, put.    Supported string (enumeration) values are: [Call, Put].") 
+    option_type:  StrictStr = Field(...,alias="optionType", description="Type of optionality that is present e.g. call, put.  Supported string (enumeration) values are: [Call, Put].") 
     start_date: Optional[datetime] = Field(None, alias="startDate", description="The trade date of the option.")
     strike_currency:  StrictStr = Field(...,alias="strikeCurrency", description="The strike currency of the equity option.") 
     strike_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="strikePerUnit", description="The strike of the equity option times the number of shares to exchange if exercised.")

lusid/models/optionality_schedule.py

@@ -27,9 +27,9 @@ class OptionalitySchedule(Schedule):
     """
     Optionality Schedule represents a class for creation of schedules for optionality (call, put)  # noqa: E501
     """
-    exercise_type:  Optional[StrictStr] = Field(None,alias="exerciseType", description="The exercise type of the optionality schedule (American or European).  For American type, the bond is perpetually callable from a given exercise date until it matures, or the next date in the schedule.  For European type, the bond is only callable on a given exercise date.    Supported string (enumeration) values are: [European, American].") 
+    exercise_type:  Optional[StrictStr] = Field(None,alias="exerciseType", description="The exercise type of the optionality schedule (American or European). For American type, the bond is perpetually callable from a given exercise date until it matures, or the next date in the schedule. For European type, the bond is only callable on a given exercise date.  Supported string (enumeration) values are: [European, American].") 
     option_entries: Optional[conlist(OptionEntry)] = Field(None, alias="optionEntries", description="The dates at which the bond call/put may be actioned, and associated strikes.")
-    option_type:  Optional[StrictStr] = Field(None,alias="optionType", description="Type of optionality for the schedule.    Supported string (enumeration) values are: [Call, Put].") 
+    option_type:  Optional[StrictStr] = Field(None,alias="optionType", description="Type of optionality for the schedule.  Supported string (enumeration) values are: [Call, Put].") 
     schedule_type:  StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["scheduleType", "exerciseType", "optionEntries", "optionType"]

lusid/models/order_flow_configuration.py

@@ -25,7 +25,7 @@ class OrderFlowConfiguration(BaseModel):
     """
     OrderFlowConfiguration
     """
-    include_entity_types:  StrictStr = Field(...,alias="includeEntityTypes", description="Controls whether Orders and Allocations orders are included in the Portfolio valuation.  Valid values are  None (to account for Transactions only), Allocations (to include Allocations and Transactions) and  OrdersAndAllocations (to include Orders, Allocations and Transactions).") 
+    include_entity_types:  StrictStr = Field(...,alias="includeEntityTypes", description="Controls whether Orders and Allocations orders are included in the Portfolio valuation.  Valid values are None (to account for Transactions only), Allocations (to include Allocations and Transactions) and OrdersAndAllocations (to include Orders, Allocations and Transactions).") 
     __properties = ["includeEntityTypes"]
 
     class Config:

lusid/models/partial_closure_constituent.py

@@ -24,10 +24,10 @@ from lusid.models.new_instrument import NewInstrument
 
 class PartialClosureConstituent(BaseModel):
     """
-    A single constituent of a partial closure event for a Flexible Repo. Contains details of the collateral  being exchanged in the Instrument field, represented as a NewInstrument object,  as well as the amount being exchanged and the type of that amount (Units or Percentage of current units).  # noqa: E501
+    A single constituent of a partial closure event for a Flexible Repo. Contains details of the collateral being exchanged in the Instrument field, represented as a NewInstrument object, as well as the amount being exchanged and the type of that amount (Units or Percentage of current units).  # noqa: E501
     """
-    amount: Union[StrictFloat, StrictInt] = Field(..., description="If AmountType is set to Units, this field represents the number of units of the instrument being exchanged.  If AmountType is set to Percentage, this field represents the percentage of the total repoed units of the instrument being exchanged.  When defining a FlexibleRepoPartialClosureEvent the AmountType can be set to either Units or Percentage,  where Units represents the number of units of the instrument being exchanged, and Percentage represents the  percentage of the total repoed units of the instrument being exchanged in the context of the FlexibleRepo.")
-    amount_type:  StrictStr = Field(...,alias="amountType", description="The type of amount represented by the Amount field.  I.e., does it represent a number of units or a percentage of the total repoed units of the instrument?  When defining a FlexibleRepoPartialClosureEvent AmountType can be set to either Units or Percentage.    Supported string (enumeration) values are: [Percentage, Units].") 
+    amount: Union[StrictFloat, StrictInt] = Field(..., description="If AmountType is set to Units, this field represents the number of units of the instrument being exchanged. If AmountType is set to Percentage, this field represents the percentage of the total repoed units of the instrument being exchanged. When defining a FlexibleRepoPartialClosureEvent the AmountType can be set to either Units or Percentage, where Units represents the number of units of the instrument being exchanged, and Percentage represents the percentage of the total repoed units of the instrument being exchanged in the context of the FlexibleRepo.")
+    amount_type:  StrictStr = Field(...,alias="amountType", description="The type of amount represented by the Amount field. I.e., does it represent a number of units or a percentage of the total repoed units of the instrument? When defining a FlexibleRepoPartialClosureEvent AmountType can be set to either Units or Percentage.  Supported string (enumeration) values are: [Percentage, Units].") 
     instrument: NewInstrument = Field(...)
     __properties = ["amount", "amountType", "instrument"]
 

lusid/models/portfolio_holding.py

@@ -52,7 +52,9 @@ class PortfolioHolding(BaseModel):
     settlement_schedule: Optional[conlist(SettlementSchedule)] = Field(None, alias="settlementSchedule", description="Where no. of days ahead has been specified, future dated settlements will be captured here.")
     current_face: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="currentFace", description="Current face value of the holding.")
     custodian_account_id: Optional[ResourceId] = Field(None, alias="custodianAccountId")
-    __properties = ["instrumentScope", "instrumentUid", "subHoldingKeys", "properties", "holdingType", "units", "settledUnits", "cost", "costPortfolioCcy", "transaction", "currency", "holdingTypeName", "holdingId", "notionalCost", "amortisedCost", "amortisedCostPortfolioCcy", "variationMargin", "variationMarginPortfolioCcy", "settlementSchedule", "currentFace", "custodianAccountId"]
+    unsettled_units: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="unsettledUnits", description="The number of unsettled units for the holding.")
+    overdue_units: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="overdueUnits", description="The number of unsettled units for the holding that are beyond their contractual settlement date.")
+    __properties = ["instrumentScope", "instrumentUid", "subHoldingKeys", "properties", "holdingType", "units", "settledUnits", "cost", "costPortfolioCcy", "transaction", "currency", "holdingTypeName", "holdingId", "notionalCost", "amortisedCost", "amortisedCostPortfolioCcy", "variationMargin", "variationMarginPortfolioCcy", "settlementSchedule", "currentFace", "custodianAccountId", "unsettledUnits", "overdueUnits"]
 
     class Config:
         """Pydantic configuration"""
@@ -216,6 +218,8 @@ class PortfolioHolding(BaseModel):
             "variation_margin_portfolio_ccy": CurrencyAndAmount.from_dict(obj.get("variationMarginPortfolioCcy")) if obj.get("variationMarginPortfolioCcy") is not None else None,
             "settlement_schedule": [SettlementSchedule.from_dict(_item) for _item in obj.get("settlementSchedule")] if obj.get("settlementSchedule") is not None else None,
             "current_face": obj.get("currentFace"),
-            "custodian_account_id": ResourceId.from_dict(obj.get("custodianAccountId")) if obj.get("custodianAccountId") is not None else None
+            "custodian_account_id": ResourceId.from_dict(obj.get("custodianAccountId")) if obj.get("custodianAccountId") is not None else None,
+            "unsettled_units": obj.get("unsettledUnits"),
+            "overdue_units": obj.get("overdueUnits")
         })
         return _obj

lusid/models/portfolio_result_data_key_rule.py

@@ -29,7 +29,7 @@ class PortfolioResultDataKeyRule(ResultKeyRule):
     supplier:  StrictStr = Field(...,alias="supplier", description="the result resource supplier (where the data comes from)") 
     data_scope:  StrictStr = Field(...,alias="dataScope", description="which is the scope in which the data should be found") 
     document_code:  StrictStr = Field(...,alias="documentCode", description="document code that defines which document is desired") 
-    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).") 
+    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).") 
     as_at: Optional[datetime] = Field(None, alias="asAt", description="The AsAt predicate specification.")
     portfolio_code:  Optional[StrictStr] = Field(None,alias="portfolioCode") 
     portfolio_scope:  Optional[StrictStr] = Field(None,alias="portfolioScope") 

lusid/models/pre_trade_configuration.py

@@ -25,7 +25,7 @@ class PreTradeConfiguration(BaseModel):
     """
     Specification object for the pre trade configuration parameters of a compliance run  # noqa: E501
     """
-    include_entity_types:  StrictStr = Field(...,alias="includeEntityTypes", description="Controls whether Orders and Allocations orders are included in the Portfolio valuation done for this compliance run.  Valid values are:  None (to account for Transactions only), Allocations (to include Allocations and Transactions) and  OrdersAndAllocations (to include Orders, Allocations and Transactions).") 
+    include_entity_types:  StrictStr = Field(...,alias="includeEntityTypes", description="Controls whether Orders and Allocations orders are included in the Portfolio valuation done for this compliance run. Valid values are: None (to account for Transactions only), Allocations (to include Allocations and Transactions) and OrdersAndAllocations (to include Orders, Allocations and Transactions).") 
     __properties = ["includeEntityTypes"]
 
     class Config:

lusid/models/pricing_context.py

@@ -28,12 +28,12 @@ from lusid.models.vendor_model_rule import VendorModelRule
 
 class PricingContext(BaseModel):
     """
-    Pricing context node. In order to price an instrument a number of configuration parameters are required to determine which  (a) pricing model (ranging from a simple lookup of a market quote/price through to a Monte-Carlo simulation for the behaviour of its cashflows)  (b) vendor library (Lusid internal models or those provided through an external Vendor such as Refinitiv (proprietary) or QuantLib (open source)  are used in the pricing.    In conjunction with these there are a number of parameters that govern the behaviour of these models. For example, in pricing an Fx volatility  dependent product such as an Fx option, there are various parameters that affect model behaviour for the smile. In Lusid a distinction is made between  those which are understood natively and those which are only held for use with a given vendor-model combination. The problem is that, unlike market  quote data, there are few standards around model descriptions. Hence, apparently similar terminology can be mis-leading; for example in SABR models where  the basic parameters are agreed upon but most practical models have used an approximation with adjustments where the parameters can have wildly different meanings.  To avoid confusion or mis-behaviour in this area, where parameters are not understood to be interchangeable, they are only settable on a per-library per-model  basis, essentially as opaque data that will be given to the Vendor library \"verbatim\" but not used with any other.  # noqa: E501
+    Pricing context node. In order to price an instrument a number of configuration parameters are required to determine which (a) pricing model (ranging from a simple lookup of a market quote/price through to a Monte-Carlo simulation for the behaviour of its cashflows) (b) vendor library (Lusid internal models or those provided through an external Vendor such as Refinitiv (proprietary) or QuantLib (open source) are used in the pricing.  In conjunction with these there are a number of parameters that govern the behaviour of these models. For example, in pricing an Fx volatility dependent product such as an Fx option, there are various parameters that affect model behaviour for the smile. In Lusid a distinction is made between those which are understood natively and those which are only held for use with a given vendor-model combination. The problem is that, unlike market quote data, there are few standards around model descriptions. Hence, apparently similar terminology can be mis-leading; for example in SABR models where the basic parameters are agreed upon but most practical models have used an approximation with adjustments where the parameters can have wildly different meanings. To avoid confusion or mis-behaviour in this area, where parameters are not understood to be interchangeable, they are only settable on a per-library per-model basis, essentially as opaque data that will be given to the Vendor library \"verbatim\" but not used with any other.  # noqa: E501
     """
-    model_rules: Optional[conlist(VendorModelRule)] = Field(None, alias="modelRules", description="The set of model rules that are available. There may be multiple rules for Vendors, but only one per model-instrument pair.  Which of these preference sets is used depends upon the model choice selection if specified, or failing that the global default model specification  in the options.")
+    model_rules: Optional[conlist(VendorModelRule)] = Field(None, alias="modelRules", description="The set of model rules that are available. There may be multiple rules for Vendors, but only one per model-instrument pair. Which of these preference sets is used depends upon the model choice selection if specified, or failing that the global default model specification in the options.")
     model_choice: Optional[Dict[str, ModelSelection]] = Field(None, alias="modelChoice", description="The choice of which model selection (vendor library, pricing model) to use in evaluation of a given instrument type.")
     options: Optional[PricingOptions] = None
-    result_data_rules: Optional[conlist(ResultKeyRule)] = Field(None, alias="resultDataRules", description="Set of rules that control querying of unit results either for direct queries into aggregation or for  overriding intermediate calculations. For example, a dirty price is made up from a clean price and the accrued interest.  One might consider overriding the accrued interest calculated by a model (perhaps one wants to match an external value or simply disagrees with the  calculated result) and use that in calculation of the dirty price.")
+    result_data_rules: Optional[conlist(ResultKeyRule)] = Field(None, alias="resultDataRules", description="Set of rules that control querying of unit results either for direct queries into aggregation or for overriding intermediate calculations. For example, a dirty price is made up from a clean price and the accrued interest. One might consider overriding the accrued interest calculated by a model (perhaps one wants to match an external value or simply disagrees with the calculated result) and use that in calculation of the dirty price.")
     holding_pricing_info: Optional[HoldingPricingInfo] = Field(None, alias="holdingPricingInfo")
     accrual_definition:  Optional[StrictStr] = Field(None,alias="accrualDefinition", description="Determines which method to use for the calculation of accrued interest. Defaults to SOD.") 
     __properties = ["modelRules", "modelChoice", "options", "resultDataRules", "holdingPricingInfo", "accrualDefinition"]

lusid/models/pricing_options.py

@@ -28,20 +28,20 @@ class PricingOptions(BaseModel):
     Options for controlling the default aspects and behaviour of the pricing engine.  # noqa: E501
     """
     model_selection: Optional[ModelSelection] = Field(None, alias="modelSelection")
-    use_instrument_type_to_determine_pricer: Optional[StrictBool] = Field(None, alias="useInstrumentTypeToDeterminePricer", description="If true then use the instrument type to set the default instrument pricer  This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.")
-    allow_any_instruments_with_sec_uid_to_price_off_lookup: Optional[StrictBool] = Field(None, alias="allowAnyInstrumentsWithSecUidToPriceOffLookup", description="By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated  instrument definition simply through looking up a price as there should be a better way of evaluating it.  To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.")
-    allow_partially_successful_evaluation: Optional[StrictBool] = Field(None, alias="allowPartiallySuccessfulEvaluation", description="If true then a failure in task evaluation doesn't cause overall failure.  results will be returned where they succeeded and annotation elsewhere")
-    produce_separate_result_for_linear_otc_legs: Optional[StrictBool] = Field(None, alias="produceSeparateResultForLinearOtcLegs", description="If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg  rather than a single line result with the amalgamated/summed pv from both legs.")
-    enable_use_of_cached_unit_results: Optional[StrictBool] = Field(None, alias="enableUseOfCachedUnitResults", description="If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them.  Default is that this caching is turned off.")
+    use_instrument_type_to_determine_pricer: Optional[StrictBool] = Field(None, alias="useInstrumentTypeToDeterminePricer", description="If true then use the instrument type to set the default instrument pricer This applies where no more specific set of overrides are provided on a per-vendor and instrument basis.")
+    allow_any_instruments_with_sec_uid_to_price_off_lookup: Optional[StrictBool] = Field(None, alias="allowAnyInstrumentsWithSecUidToPriceOffLookup", description="By default, one would not expect to price and exotic instrument, i.e. an instrument with a complicated instrument definition simply through looking up a price as there should be a better way of evaluating it. To override that behaviour and allow lookup for a price from the instrument identifier(s), set this to true.")
+    allow_partially_successful_evaluation: Optional[StrictBool] = Field(None, alias="allowPartiallySuccessfulEvaluation", description="If true then a failure in task evaluation doesn't cause overall failure. results will be returned where they succeeded and annotation elsewhere")
+    produce_separate_result_for_linear_otc_legs: Optional[StrictBool] = Field(None, alias="produceSeparateResultForLinearOtcLegs", description="If true (default), when pricing an Fx-Forward or Interest Rate Swap, Future and other linearly separable products, product two results, one for each leg rather than a single line result with the amalgamated/summed pv from both legs.")
+    enable_use_of_cached_unit_results: Optional[StrictBool] = Field(None, alias="enableUseOfCachedUnitResults", description="If true, when pricing using a model or for an instrument that supports use of intermediate cached-results, use them. Default is that this caching is turned off.")
     window_valuation_on_instrument_start_end: Optional[StrictBool] = Field(None, alias="windowValuationOnInstrumentStartEnd", description="If true, when valuing an instrument outside the period where it is 'alive' (the start-maturity window) it will return a valuation of zero")
-    remove_contingent_cashflows_in_payment_diary: Optional[StrictBool] = Field(None, alias="removeContingentCashflowsInPaymentDiary", description="When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not.")
+    remove_contingent_cashflows_in_payment_diary: Optional[StrictBool] = Field(None, alias="removeContingentCashflowsInPaymentDiary", description="When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not. i.e. Is exercise or default being assumed to happen or not.")
     use_child_sub_holding_keys_for_portfolio_expansion: Optional[StrictBool] = Field(None, alias="useChildSubHoldingKeysForPortfolioExpansion", description="Should fund constituents inherit subholding keys from the parent subholding keyb")
     validate_domestic_and_quote_currencies_are_consistent: Optional[StrictBool] = Field(None, alias="validateDomesticAndQuoteCurrenciesAreConsistent", description="Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.")
     mbs_valuation_using_holding_current_face: Optional[StrictBool] = Field(None, alias="mbsValuationUsingHoldingCurrentFace")
-    convert_srs_cash_flows_to_portfolio_currency: Optional[StrictBool] = Field(None, alias="convertSrsCashFlowsToPortfolioCurrency", description="In the case upserted structured result store (SRS) cashflows are not   in the portfolio currency, set this parameter to True to convert said  cashflows into the portfolio currency. By default, this flag is set   to False and Lusid will not do any FX conversion.    Please note that FX conversion is dependent on the data available in  the quote store - ensure that all relevant FX quotes have been loaded  for cashflow currency conversion.")
-    conserved_quantity_for_lookthrough_expansion:  Optional[StrictStr] = Field(None,alias="conservedQuantityForLookthroughExpansion", description="When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \"PV\" (default), \"Exposure\".") 
+    convert_srs_cash_flows_to_portfolio_currency: Optional[StrictBool] = Field(None, alias="convertSrsCashFlowsToPortfolioCurrency", description="In the case upserted structured result store (SRS) cashflows are not  in the portfolio currency, set this parameter to True to convert said cashflows into the portfolio currency. By default, this flag is set  to False and Lusid will not do any FX conversion.  Please note that FX conversion is dependent on the data available in the quote store - ensure that all relevant FX quotes have been loaded for cashflow currency conversion.")
+    conserved_quantity_for_lookthrough_expansion:  Optional[StrictStr] = Field(None,alias="conservedQuantityForLookthroughExpansion", description="When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\", the quantity specified here will be conserved and apportioned to lookthrough constituents. For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity. When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity. The number of units of each equity held is then implied. Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.              Allowed values are: \"PV\" (default), \"Exposure\".") 
     return_zero_pv: Optional[ReturnZeroPvOptions] = Field(None, alias="returnZeroPv")
-    enable_leg_level_inference_for_custom_srs_columns: Optional[StrictBool] = Field(None, alias="enableLegLevelInferenceForCustomSrsColumns", description="When enabled, allows inference between leg-level and  instrument-level data during portfolio valuation. If  data is missing at one level, it may be inferred from  the other level. For example, missing leg-level data   may be inferred from existing leg-level and instrument-  level data when ProduceSeparateResultForLinearOtcLegs  is enabled, and vice versa. Explicitly provided data  always takes precedence.")
+    enable_leg_level_inference_for_custom_srs_columns: Optional[StrictBool] = Field(None, alias="enableLegLevelInferenceForCustomSrsColumns", description="When enabled, allows inference between leg-level and instrument-level data during portfolio valuation. If data is missing at one level, it may be inferred from the other level. For example, missing leg-level data  may be inferred from existing leg-level and instrument- level data when ProduceSeparateResultForLinearOtcLegs is enabled, and vice versa. Explicitly provided data always takes precedence.")
     __properties = ["modelSelection", "useInstrumentTypeToDeterminePricer", "allowAnyInstrumentsWithSecUidToPriceOffLookup", "allowPartiallySuccessfulEvaluation", "produceSeparateResultForLinearOtcLegs", "enableUseOfCachedUnitResults", "windowValuationOnInstrumentStartEnd", "removeContingentCashflowsInPaymentDiary", "useChildSubHoldingKeysForPortfolioExpansion", "validateDomesticAndQuoteCurrenciesAreConsistent", "mbsValuationUsingHoldingCurrentFace", "convertSrsCashFlowsToPortfolioCurrency", "conservedQuantityForLookthroughExpansion", "returnZeroPv", "enableLegLevelInferenceForCustomSrsColumns"]
 
     class Config:

lusid/models/property_domain.py

@@ -23,7 +23,7 @@ from aenum import Enum, no_arg
 
 class PropertyDomain(str, Enum):
     """
-    See https://wiki.finbourne.com/information/domain-model-properties                Each domain refers to a logical set of properties which reside within it.
+    See https://wiki.finbourne.com/information/domain-model-properties              Each domain refers to a logical set of properties which reside within it.
     """
 
     """

lusid/models/property_reference_data_value.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictI
 
 class PropertyReferenceDataValue(BaseModel):
     """
-    The ReferenceData relevant to the property. The ReferenceData is taken from the DataType on the PropertyDefinition that defines the Property.  Only ReferenceData where the ReferenceData value matches the Property value is included.  # noqa: E501
+    The ReferenceData relevant to the property. The ReferenceData is taken from the DataType on the PropertyDefinition that defines the Property. Only ReferenceData where the ReferenceData value matches the Property value is included.  # noqa: E501
     """
     string_value:  Optional[StrictStr] = Field(None,alias="stringValue") 
     numeric_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="numericValue")

lusid/models/quote_dependency.py

@@ -24,7 +24,7 @@ from lusid.models.economic_dependency import EconomicDependency
 
 class QuoteDependency(EconomicDependency):
     """
-    For indicating a dependency on the value of an asset at a point in time.  If the time is omitted, then the dependency is interpreted as the latest value with respect to anything observing it.  E.g. An EquitySwap will declare a dependency on the current price of the underlying equity.  # noqa: E501
+    For indicating a dependency on the value of an asset at a point in time. If the time is omitted, then the dependency is interpreted as the latest value with respect to anything observing it. E.g. An EquitySwap will declare a dependency on the current price of the underlying equity.  # noqa: E501
     """
     market_identifier:  StrictStr = Field(...,alias="marketIdentifier", description="Type of the code identifying the asset, e.g. ISIN or CUSIP") 
     code:  StrictStr = Field(...,alias="code", description="The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN") 

lusid/models/quote_series_id.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr, v
 
 class QuoteSeriesId(BaseModel):
     """
-    The time invariant unique identifier of the quote. Combined with the effective datetime of the quote this  uniquely identifies the quote. This can be thought of as a unique identifier for a time series of quotes.  # noqa: E501
+    The time invariant unique identifier of the quote. Combined with the effective datetime of the quote this uniquely identifies the quote. This can be thought of as a unique identifier for a time series of quotes.  # noqa: E501
     """
     provider:  StrictStr = Field(...,alias="provider", description="The platform or vendor that provided the quote. The available values are: Client, DataScope, Lusid, Edi, TraderMade, FactSet, SIX, Bloomberg, Rimes, ICE, LSEG") 
     price_source:  Optional[StrictStr] = Field(None,alias="priceSource", description="The source or originator of the quote, e.g. a bank or financial institution.") 

lusid/models/raw_vendor_event.py

@@ -25,7 +25,7 @@ from lusid.models.life_cycle_event_value import LifeCycleEventValue
 
 class RawVendorEvent(InstrumentEvent):
     """
-    A generic event derived from the economic definition of an instrument. This should be considered purely  informational; any data provided by this event is not guaranteed to be processable by LUSID.  # noqa: E501
+    A generic event derived from the economic definition of an instrument. This should be considered purely informational; any data provided by this event is not guaranteed to be processable by LUSID.  # noqa: E501
     """
     effective_at: datetime = Field(..., alias="effectiveAt", description="The effective date of the event")
     event_value: LifeCycleEventValue = Field(..., alias="eventValue")

lusid/models/recipe_value.py

@@ -24,7 +24,7 @@ from lusid.models.from_recipe import FromRecipe
 
 class RecipeValue(BaseModel):
     """
-    Recipe value represents a data that is then used to perform an atomic operation which is then used in composition of Configuration Recipe.  This object either includes the data itself (in json form or as simple string) or is a reference where the data can be obtained from (from a Configuration Recipe say).  Only one field is to be populated.  # noqa: E501
+    Recipe value represents a data that is then used to perform an atomic operation which is then used in composition of Configuration Recipe. This object either includes the data itself (in json form or as simple string) or is a reference where the data can be obtained from (from a Configuration Recipe say). Only one field is to be populated.  # noqa: E501
     """
     as_json:  Optional[StrictStr] = Field(None,alias="asJson", description="Field to allow providing a potentially complex json value.") 
     as_string:  Optional[StrictStr] = Field(None,alias="asString", description="For simple value, a single input value, note complex nested objects are not allowed here.") 

lusid/models/reconcile_date_time_rule.py

@@ -28,7 +28,7 @@ class ReconcileDateTimeRule(ReconciliationRule):
     Comparison of date time values  # noqa: E501
     """
     comparison_type:  StrictStr = Field(...,alias="comparisonType", description="The available values are: Exact, AbsoluteDifference") 
-    tolerance: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="For a numeric type only (i.e. decimal, integer, date or datetime offset possibly controversially), this is the quantity used in the comparison.  The units of the tolerance must be set appropriately for the item being compared.  For a number such as a currency or amount that will be a simple quantity, for a DateTime or DateTimeOffset it should be days. If fewer than a single day then this should be  passed as a fraction.")
+    tolerance: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="For a numeric type only (i.e. decimal, integer, date or datetime offset possibly controversially), this is the quantity used in the comparison. The units of the tolerance must be set appropriately for the item being compared. For a number such as a currency or amount that will be a simple quantity, for a DateTime or DateTimeOffset it should be days. If fewer than a single day then this should be passed as a fraction.")
     applies_to: AggregateSpec = Field(..., alias="appliesTo")
     rule_type:  StrictStr = Field(...,alias="ruleType", description="The available values are: ReconcileNumericRule, ReconcileDateTimeRule, ReconcileStringRule, ReconcileExact") 
     additional_properties: Dict[str, Any] = {}

lusid/models/reconcile_numeric_rule.py

@@ -28,7 +28,7 @@ class ReconcileNumericRule(ReconciliationRule):
     ReconcileNumericRule
     """
     comparison_type:  StrictStr = Field(...,alias="comparisonType", description="The available values are: Exact, AbsoluteDifference, RelativeDifference") 
-    tolerance: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="For a numeric type only (i.e. decimal, integer, date or datetime offset possibly controversially), this is the quantity used in the comparison.  The units of the tolerance must be set appropriately for the item being compared.  For a number such as a currency or amount that will be a simple quantity, for a DateTime or DateTimeOffset it should be days. If fewer than a single day then this should be  passed as a fraction.")
+    tolerance: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="For a numeric type only (i.e. decimal, integer, date or datetime offset possibly controversially), this is the quantity used in the comparison. The units of the tolerance must be set appropriately for the item being compared. For a number such as a currency or amount that will be a simple quantity, for a DateTime or DateTimeOffset it should be days. If fewer than a single day then this should be passed as a fraction.")
     applies_to: AggregateSpec = Field(..., alias="appliesTo")
     rule_type:  StrictStr = Field(...,alias="ruleType", description="The available values are: ReconcileNumericRule, ReconcileDateTimeRule, ReconcileStringRule, ReconcileExact") 
     additional_properties: Dict[str, Any] = {}

lusid/models/reconcile_string_rule.py

@@ -28,7 +28,7 @@ class ReconcileStringRule(ReconciliationRule):
     Comparison of string values  # noqa: E501
     """
     comparison_type:  StrictStr = Field(...,alias="comparisonType", description="The available values are: Exact, Contains, CaseInsensitive, ContainsAnyCase, IsOneOf, IsOneOfCaseInsensitive") 
-    one_of_candidates: Optional[Dict[str, conlist(StrictStr)]] = Field(None, alias="oneOfCandidates", description="For cases of \"IsOneOf\" or \"IsOneOfCaseInsensitive\", a mapping from the left hand to side to lists of  equivalent alternative values on the right hand side.  Fuzzy matching of strings against one of a set. There can be cases where systems \"A\" and \"B\" might use different terms for the same logical entity. A common case would be  comparison of something like a day count fraction where some convention like the \"actual 365\" convention might be represented as one of [\"A365\", \"Act365\", \"Actual365\"] or similar.  This is to allow this kind of fuzzy matching of values. Note that as this is exhaustive comparison across sets it will be slow and should therefore be used sparingly.")
+    one_of_candidates: Optional[Dict[str, conlist(StrictStr)]] = Field(None, alias="oneOfCandidates", description="For cases of \"IsOneOf\" or \"IsOneOfCaseInsensitive\", a mapping from the left hand to side to lists of equivalent alternative values on the right hand side. Fuzzy matching of strings against one of a set. There can be cases where systems \"A\" and \"B\" might use different terms for the same logical entity. A common case would be comparison of something like a day count fraction where some convention like the \"actual 365\" convention might be represented as one of [\"A365\", \"Act365\", \"Actual365\"] or similar. This is to allow this kind of fuzzy matching of values. Note that as this is exhaustive comparison across sets it will be slow and should therefore be used sparingly.")
     applies_to: AggregateSpec = Field(..., alias="appliesTo")
     rule_type:  StrictStr = Field(...,alias="ruleType", description="The available values are: ReconcileNumericRule, ReconcileDateTimeRule, ReconcileStringRule, ReconcileExact") 
     additional_properties: Dict[str, Any] = {}

lusid/models/reconciled_transaction.py

@@ -24,12 +24,12 @@ from lusid.models.transaction import Transaction
 
 class ReconciledTransaction(BaseModel):
     """
-    Information about reconciled transactions.  At least one of Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Left and Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Right will be populated.  # noqa: E501
+    Information about reconciled transactions. At least one of Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Left and Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Right will be populated.  # noqa: E501
     """
     left: Optional[Transaction] = None
     right: Optional[Transaction] = None
     percentage_match: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="percentageMatch", description="How good a match this is considered to be.")
-    mapping_rule_set_results: Optional[conlist(StrictBool)] = Field(None, alias="mappingRuleSetResults", description="The result of each individual mapping rule result.  Will only be present if both Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Left and Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Right are populated.")
+    mapping_rule_set_results: Optional[conlist(StrictBool)] = Field(None, alias="mappingRuleSetResults", description="The result of each individual mapping rule result. Will only be present if both Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Left and Finbourne.WebApi.Interface.Dto.Reconciliation.ReconciledTransaction.Right are populated.")
     __properties = ["left", "right", "percentageMatch", "mappingRuleSetResults"]
 
     class Config:

lusid/models/reconciliation_line.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field
 
 class ReconciliationLine(BaseModel):
     """
-    In evaluating a left and right hand side holding or valuation set, two data records result. These are then compared based on a set of  rules. This results in either a match or failure to match. If there is a match both left and right will be present, otherwise one will not.  A difference will be present if a match was calculated.  The options used in comparison may result in elision of results where an exact or tolerable match is made.  # noqa: E501
+    In evaluating a left and right hand side holding or valuation set, two data records result. These are then compared based on a set of rules. This results in either a match or failure to match. If there is a match both left and right will be present, otherwise one will not. A difference will be present if a match was calculated. The options used in comparison may result in elision of results where an exact or tolerable match is made.  # noqa: E501
     """
     left: Optional[Dict[str, Any]] = Field(None, description="Left hand side of the comparison")
     right: Optional[Dict[str, Any]] = Field(None, description="Right hand side of the comparison")

lusid/models/reconciliation_request.py

@@ -26,13 +26,13 @@ from lusid.models.valuation_request import ValuationRequest
 
 class ReconciliationRequest(BaseModel):
     """
-    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
+    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
     """
     left: ValuationRequest = Field(...)
     right: ValuationRequest = Field(...)
     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")
-    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.")
-    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).")
+    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.")
+    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).")
     __properties = ["left", "right", "leftToRightMapping", "comparisonRules", "preserveKeys"]
 
     class Config:

lusid/models/reconciliation_rule.py

@@ -24,7 +24,7 @@ import lusid.models
 
 class ReconciliationRule(BaseModel):
     """
-    Base class for representing reconciliation rules in LUSID.  Reconciliation rules describe how a comparison between two items in the reconciliation should be performed and what constitutes equality.  This does not influence WHAT constitutes a match, but only whether once a line has been matched whether an item within it matches another item.  If a rule is not given for an item, it will default to equality comparison.  This base class should not be directly instantiated; each supported ReconciliationRuleType has a corresponding inherited class.  # noqa: E501
+    Base class for representing reconciliation rules in LUSID. Reconciliation rules describe how a comparison between two items in the reconciliation should be performed and what constitutes equality. This does not influence WHAT constitutes a match, but only whether once a line has been matched whether an item within it matches another item. If a rule is not given for an item, it will default to equality comparison. This base class should not be directly instantiated; each supported ReconciliationRuleType has a corresponding inherited class.  # noqa: E501
     """
     rule_type:  StrictStr = Field(...,alias="ruleType", description="The available values are: ReconcileNumericRule, ReconcileDateTimeRule, ReconcileStringRule, ReconcileExact") 
     __properties = ["ruleType"]

lusid/models/relative_date_offset.py

@@ -26,8 +26,8 @@ class RelativeDateOffset(BaseModel):
     Defines a date offset which is relative to some anchor date.  # noqa: E501
     """
     days: StrictInt = Field(..., description="The number of days to add to the anchor date.")
-    business_day_convention:  StrictStr = Field(...,alias="businessDayConvention", description="The adjustment type to apply to dates that fall upon a non-business day, e.g. modified following or following.    Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].") 
-    day_type:  Optional[StrictStr] = Field(None,alias="dayType", description="Indicates if consideration is given to whether a day is a good business day or not when calculating the offset date.    Supported string (enumeration) values are: [Business, Calendar].") 
+    business_day_convention:  StrictStr = Field(...,alias="businessDayConvention", description="The adjustment type to apply to dates that fall upon a non-business day, e.g. modified following or following.  Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].") 
+    day_type:  Optional[StrictStr] = Field(None,alias="dayType", description="Indicates if consideration is given to whether a day is a good business day or not when calculating the offset date.  Supported string (enumeration) values are: [Business, Calendar].") 
     __properties = ["days", "businessDayConvention", "dayType"]
 
     class Config:

lusid/models/repo.py

@@ -28,16 +28,16 @@ class Repo(LusidInstrument):
     LUSID representation of a sale and repurchase agreement, supporting haircut, margin or repo rate methods.  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    maturity_date: 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.")
+    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount. For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    accrual_basis:  StrictStr = Field(...,alias="accrualBasis", description="For calculation of interest, the accrual basis to be used.  For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)                Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].") 
-    collateral: Optional[conlist(LusidInstrument)] = Field(None, description="The actual collateral in the Repo.  This property is for informational purposes only, Lusid pricing is not affected.")
+    accrual_basis:  StrictStr = Field(...,alias="accrualBasis", description="For calculation of interest, the accrual basis to be used. For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)              Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].") 
+    collateral: Optional[conlist(LusidInstrument)] = Field(None, description="The actual collateral in the Repo. This property is for informational purposes only, Lusid pricing is not affected.")
     collateral_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="collateralValue", description="The full market value of the collateral in domestic currency, before any margin or haircut is applied.")
-    haircut: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The haircut (or margin percentage) applied to the collateral, this should be a number between 0 and 1, i.e. for a 5% haircut this should be 0.05.  This is defined as (CollateralValue - PurchasePrice) / CollateralValue.  If this property is specified, so too must CollateralValue.  While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
-    margin: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The initial margin (or margin ratio) applied to the collateral, this should be a number greater than or equal to 1.0,  i.e. for a 102% margin this should be 1.02. A value of 1.0 means no margin (100%).  This is defined as CollateralValue / PurchasePrice.  If this property is specified, so too must CollateralValue.  While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
-    purchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="purchasePrice", description="The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require  collateral value and a margin or haircut.  While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
-    repo_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repoRate", description="The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity.  This field is used to calculate the Repurchase price.  While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified.")
-    repurchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repurchasePrice", description="The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated  from the PurchasePrice and RepoRate.  One, and only one, of the RepoRate and RepurchasePrice must be specified.")
+    haircut: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The haircut (or margin percentage) applied to the collateral, this should be a number between 0 and 1, i.e. for a 5% haircut this should be 0.05. This is defined as (CollateralValue - PurchasePrice) / CollateralValue. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
+    margin: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The initial margin (or margin ratio) applied to the collateral, this should be a number greater than or equal to 1.0, i.e. for a 102% margin this should be 1.02. A value of 1.0 means no margin (100%). This is defined as CollateralValue / PurchasePrice. If this property is specified, so too must CollateralValue. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
+    purchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="purchasePrice", description="The price the collateral is initially purchased for, this property can be used to explicitly set the purchase price and not require collateral value and a margin or haircut. While this property is optional, one, and only one, of PurchasePrice, Margin and Haircut must be specified.")
+    repo_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repoRate", description="The rate at which interest is to be accrue and be paid upon redemption of the collateral at maturity. This field is used to calculate the Repurchase price. While this property is optional, one, and only one, of the RepoRate and RepurchasePrice must be specified.")
+    repurchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repurchasePrice", description="The price at which the collateral is repurchased, this field is optional and can be explicitly set here or will be calculated from the PurchasePrice and RepoRate. One, and only one, of the RepoRate and RepurchasePrice must be specified.")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}

lusid/models/repo_cash_flow_event.py

@@ -24,11 +24,11 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class RepoCashFlowEvent(InstrumentEvent):
     """
-    Event representing a repurchase agreement cashflow.   For example, cashflow for a partial closure of the   repurchase agreement.  # noqa: E501
+    Event representing a repurchase agreement cashflow.  For example, cashflow for a partial closure of the  repurchase agreement.  # noqa: E501
     """
-    entitlement_date: Optional[datetime] = Field(None, alias="entitlementDate", description="The date on which the counterparties become entitled   to exchange cash as part of a partial closure of the   repurchase agreement. The date must be before or on   the settlement date, and on or before the maturity   date of the repo. This is a required field.")
-    settlement_date: Optional[datetime] = Field(None, alias="settlementDate", description="The date on which the exchange of cash is settled.   The date must be on or after the entitlement date,  and on or before the maturity date of the repo.   This is a required field.")
-    cash_flow_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="cashFlowPerUnit", description="The amount of cash to be exchanged for each unit   of the instrument held on the entitlement date.")
+    entitlement_date: Optional[datetime] = Field(None, alias="entitlementDate", description="The date on which the counterparties become entitled  to exchange cash as part of a partial closure of the  repurchase agreement. The date must be before or on  the settlement date, and on or before the maturity  date of the repo. This is a required field.")
+    settlement_date: Optional[datetime] = Field(None, alias="settlementDate", description="The date on which the exchange of cash is settled.  The date must be on or after the entitlement date, and on or before the maturity date of the repo.  This is a required field.")
+    cash_flow_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="cashFlowPerUnit", description="The amount of cash to be exchanged for each unit  of the instrument held on the entitlement date.")
     currency:  StrictStr = Field(...,alias="currency", description="The currency in which the cashflow is paid.") 
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent") 
     additional_properties: Dict[str, Any] = {}

lusid/models/repo_partial_closure_event.py

@@ -24,12 +24,12 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class RepoPartialClosureEvent(InstrumentEvent):
     """
-    Event representing the partial closure of a repurchase   agreement. Each event reduces the outstanding notional   and generates a corresponding receive-leg cashflow. The   final maturity cashflow is adjusted accordingly.    If multiple events are created, their effects compound.   Once the total repaid amount reaches the original purchase   price, no further receive-leg cashflows are generated. Any   event exceeding the remaining notional is marked with a   diagnostic to indicate it is invalid due to excessive repayment.    For example, for a repo with a 5% rate, 1% haircut and   collateral value of 100 (purchase price = 99), a partial   closure of cash amount 10 followed by one of 100 results in   only the first event producing a cashflow. The second,   exceeding the remaining balance, is ignored and flagged   with a diagnostic. The remaining balance is settled at   maturity of the repurchase agreement.  # noqa: E501
+    Event representing the partial closure of a repurchase  agreement. Each event reduces the outstanding notional  and generates a corresponding receive-leg cashflow. The  final maturity cashflow is adjusted accordingly.  If multiple events are created, their effects compound.  Once the total repaid amount reaches the original purchase  price, no further receive-leg cashflows are generated. Any  event exceeding the remaining notional is marked with a  diagnostic to indicate it is invalid due to excessive repayment.  For example, for a repo with a 5% rate, 1% haircut and  collateral value of 100 (purchase price = 99), a partial  closure of cash amount 10 followed by one of 100 results in  only the first event producing a cashflow. The second,  exceeding the remaining balance, is ignored and flagged  with a diagnostic. The remaining balance is settled at  maturity of the repurchase agreement.  # noqa: E501
     """
-    entitlement_date: Optional[datetime] = Field(None, alias="entitlementDate", description="The date on which the counterparties become entitled   to exchange cash as part of a partial closure of the   repurchase agreement. The date must be before or on   the settlement date, and on or before the maturity   date of the repo. This is a required field.")
-    settlement_date: Optional[datetime] = Field(None, alias="settlementDate", description="The date on which the exchange of cash is settled.   The date must be on or after the entitlement date,  and on or before the maturity date of the repo.   This is a required field.")
-    cash_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashAmount", description="The amount of cash to be exchanged as part of   a partial closure of the repurchase agreement.  It cannot be more than the initial amount of   cash at the start of the repo.")
-    cash_percentage: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashPercentage", description="Represents the proportion of cash exchanged, as   a value between 0 and 1, relative to the total   cash involved in the repurchase agreement.  This value adjusts with each partial closure,   because the total cash amount is reduced.")
+    entitlement_date: Optional[datetime] = Field(None, alias="entitlementDate", description="The date on which the counterparties become entitled  to exchange cash as part of a partial closure of the  repurchase agreement. The date must be before or on  the settlement date, and on or before the maturity  date of the repo. This is a required field.")
+    settlement_date: Optional[datetime] = Field(None, alias="settlementDate", description="The date on which the exchange of cash is settled.  The date must be on or after the entitlement date, and on or before the maturity date of the repo.  This is a required field.")
+    cash_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashAmount", description="The amount of cash to be exchanged as part of  a partial closure of the repurchase agreement. It cannot be more than the initial amount of  cash at the start of the repo.")
+    cash_percentage: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashPercentage", description="Represents the proportion of cash exchanged, as  a value between 0 and 1, relative to the total  cash involved in the repurchase agreement. This value adjusts with each partial closure,  because the total cash amount is reduced.")
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "entitlementDate", "settlementDate", "cashAmount", "cashPercentage"]

lusid/models/repurchase_offer_event.py

@@ -27,16 +27,16 @@ from lusid.models.tender_offer_election import TenderOfferElection
 
 class RepurchaseOfferEvent(InstrumentEvent):
     """
-    Representation of a repurchase offer corporate action.  Represents an offer by the issuer to repurchase its own shares from a shareholder at a given price.  # noqa: E501
+    Representation of a repurchase offer corporate action. Represents an offer by the issuer to repurchase its own shares from a shareholder at a given price.  # noqa: E501
     """
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Payment date of the event.")
     market_deadline_date: Optional[datetime] = Field(None, alias="marketDeadlineDate", description="Date set by the issuer or by an agent of the issuer as the latest date to respond to the offer. Must be before or equal to the PaymentDate.")
     repurchase_quantity: Union[StrictFloat, StrictInt] = Field(..., alias="repurchaseQuantity", description="Quantity of the security to be repurchased.")
     cash_offer_elections: conlist(CashOfferElection) = Field(..., alias="cashOfferElections", description="List of possible CashOfferElections for this event. Only 1 should be provided.")
-    lapse_elections: conlist(LapseElection) = Field(..., alias="lapseElections", description="List of possible LapseElections for this event. Only 1 should be provided.  Allows the user to opt out of the offer.")
+    lapse_elections: conlist(LapseElection) = Field(..., alias="lapseElections", description="List of possible LapseElections for this event. Only 1 should be provided. Allows the user to opt out of the offer.")
     tender_offer_elections: conlist(TenderOfferElection) = Field(..., alias="tenderOfferElections", description="List of possible TenderOfferElections for this event. Only 1 should be provided.")
-    proration_rate: Optional[Union[StrictFloat, StrictInt]] = Field(1, alias="prorationRate", description="The fraction used to calculate a proportional adjustment for RepurchaseQuantity when a full period is not used.  Defaults to 1 if not set. Must be greater than 0 and less than or equal to 1.")
-    response_deadline_date: Optional[datetime] = Field(None, alias="responseDeadlineDate", description="Date set by the account servicer as the latest date to respond to the offer.  Optional. If set, must be before or equal to MarketDeadlineDate.  Defaults to MarketDeadlineDate if not set.")
+    proration_rate: Optional[Union[StrictFloat, StrictInt]] = Field(1, alias="prorationRate", description="The fraction used to calculate a proportional adjustment for RepurchaseQuantity when a full period is not used. Defaults to 1 if not set. Must be greater than 0 and less than or equal to 1.")
+    response_deadline_date: Optional[datetime] = Field(None, alias="responseDeadlineDate", description="Date set by the account servicer as the latest date to respond to the offer. Optional. If set, must be before or equal to MarketDeadlineDate. Defaults to MarketDeadlineDate if not set.")
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "paymentDate", "marketDeadlineDate", "repurchaseQuantity", "cashOfferElections", "lapseElections", "tenderOfferElections", "prorationRate", "responseDeadlineDate"]

lusid/models/reset_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class ResetEvent(InstrumentEvent):
     """
-    Definition of a reset event.  This is an event that describes a reset or fixing for an instrument such as the floating payment on  a swap cash flow.  # noqa: E501
+    Definition of a reset event. This is an event that describes a reset or fixing for an instrument such as the floating payment on a swap cash flow.  # noqa: E501
     """
     value: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The quantity associated with the reset. This will only be populated if the information is known.")
     reset_type:  StrictStr = Field(...,alias="resetType", description="The type of the reset; e.g. RIC, Currency-pair")