lusid-sdk 2.1.912__py3-none-any.whl → 2.1.914__py3-none-any.whl

lusid/models/bond_conversion_schedule.py

@@ -25,13 +25,13 @@ from lusid.models.schedule import Schedule
 
 class BondConversionSchedule(Schedule):
     """
-    A BondConversionSchedule object represents a class containing the information required for the creation of convertible features in a ComplexBond  # noqa: E501
+    A BondConversionSchedule object represents a class containing the  information required for the creation of convertible features in a ComplexBond  # noqa: E501
     """
-    identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="The market identifier(s) of the share that the bond converts to. The instrument will not fail validation if no identifier is supplied.")
+    identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="The market identifier(s) of the share that the bond converts to. The instrument  will not fail validation if no identifier is supplied.")
     bond_conversion_entries: Optional[conlist(BondConversionEntry)] = Field(None, alias="bondConversionEntries", description="The dates at which the bond may be converted and associated information required about the conversion.")
-    conversion_trigger:  StrictStr = Field(...,alias="conversionTrigger", description="Corporate event that triggers a conversion  Supported string (enumeration) values are: [NextEquityFinancing, IpoConversion, KnownDates, SoftCall].") 
-    delivery_type:  Optional[StrictStr] = Field(None,alias="deliveryType", description="Is a conversion made into cash or into shares?  Supported string (enumeration) values are: [Cash, Physical].") 
-    exercise_type:  StrictStr = Field(...,alias="exerciseType", description="The exercise type of the conversion schedule (American or European). For American type, the bond is convertible from a given exercise date until the next date in the schedule, or until it matures. For European type, the bond is only convertible on the given exercise date.  Supported string (enumeration) values are: [European, Bermudan, American].") 
+    conversion_trigger:  StrictStr = Field(...,alias="conversionTrigger", description="Corporate event that triggers a conversion    Supported string (enumeration) values are: [NextEquityFinancing, IpoConversion, KnownDates, SoftCall].") 
+    delivery_type:  Optional[StrictStr] = Field(None,alias="deliveryType", description="Is a conversion made into cash or into shares?    Supported string (enumeration) values are: [Cash, Physical].") 
+    exercise_type:  StrictStr = Field(...,alias="exerciseType", description="The exercise type of the conversion schedule (American or European).  For American type, the bond is convertible from a given exercise date until the next date in the schedule, or until it matures.  For European type, the bond is only convertible on the given exercise date.    Supported string (enumeration) values are: [European, Bermudan, American].") 
     includes_accrued: Optional[StrictBool] = Field(None, alias="includesAccrued", description="Set this to true if a accrued interest is included in the conversion. Defaults to true.")
     mandatory_conversion: Optional[StrictBool] = Field(None, alias="mandatoryConversion", description="Set this to true if a conversion is mandatory if the trigger occurs. Defaults to false.")
     notification_period_end: Optional[datetime] = Field(None, alias="notificationPeriodEnd", description="The last day in the notification period for the conversion of the bond")

lusid/models/bond_coupon_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class BondCouponEvent(InstrumentEvent):
     """
-    Definition of a Bond Coupon Event This is an event that describes the occurence of a cashflow due to a fixed rate bond coupon payment.  # noqa: E501
+    Definition of a Bond Coupon Event  This is an event that describes the occurence of a cashflow due to a fixed rate bond coupon payment.  # noqa: E501
     """
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="Ex-Dividend date of the coupon payment")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Payment date of the coupon payment")

lusid/models/bond_principal_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class BondPrincipalEvent(InstrumentEvent):
     """
-    Definition of a Bond Principal Event This is an event that describes the occurence of a cashflow due to the principal payment.  # noqa: E501
+    Definition of a Bond Principal Event  This is an event that describes the occurence of a cashflow due to the principal payment.  # noqa: E501
     """
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the principal payment") 
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="Ex-Dividend date of the principal payment")

lusid/models/bucketed_cash_flow_response.py

@@ -29,10 +29,10 @@ class BucketedCashFlowResponse(BaseModel):
     BucketedCashFlowResponse
     """
     href:  Optional[StrictStr] = Field(None,alias="href") 
-    data: Optional[conlist(Dict[str, Any])] = Field(None, description="List of dictionary bucketed cash flow result set. Each dictionary represent a bucketed cashflow result set keyed by AddressKeys. e.g. dictionary[\"Valuation/CashFlowAmount\"] for the aggregated cash flow amount for the bucket. e.g. suppose \"RoundUp\" method, then dictionary[\"Valuation/CashFlowDate/RoundUp\"] returns the bucketed cashflow date.")
-    report_currency:  Optional[StrictStr] = Field(None,alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCcy denominated queries. If not present then the currency of the relevant portfolio will be used in its place where relevant.") 
+    data: Optional[conlist(Dict[str, Any])] = Field(None, description="List of dictionary bucketed cash flow result set.  Each dictionary represent a bucketed cashflow result set keyed by AddressKeys.  e.g. dictionary[\"Valuation/CashFlowAmount\"] for the aggregated cash flow amount for the bucket.  e.g. suppose \"RoundUp\" method, then dictionary[\"Valuation/CashFlowDate/RoundUp\"] returns the bucketed cashflow date.")
+    report_currency:  Optional[StrictStr] = Field(None,alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCcy denominated queries.  If not present then the currency of the relevant portfolio will be used in its place where relevant.") 
     data_schema: Optional[ResultDataSchema] = Field(None, alias="dataSchema")
-    failed: Optional[Dict[str, ErrorDetail]] = Field(None, description="Information about where instruments have failed to return cashflows in so far as it is available. e.g., failure to retrieve a market quote for a floating rate instrument.")
+    failed: Optional[Dict[str, ErrorDetail]] = Field(None, description="Information about where instruments have failed to return cashflows in so far as it is available.  e.g., failure to retrieve a market quote for a floating rate instrument.")
     links: Optional[conlist(Link)] = None
     __properties = ["href", "data", "reportCurrency", "dataSchema", "failed", "links"]
 

lusid/models/cancel_single_holding_adjustment_request.py

@@ -25,7 +25,7 @@ from lusid.models.resource_id import ResourceId
 
 class CancelSingleHoldingAdjustmentRequest(BaseModel):
     """
-    This request specifies single target holding. i.e. holding data that the system should match. And deletes previous adjustment made to that holding  # noqa: E501
+    This request specifies single target holding. i.e. holding data that the  system should match. And deletes previous adjustment made to that holding  # noqa: E501
     """
     instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="A set of instrument identifiers that can resolve the holding adjustment to a unique instrument.")
     sub_holding_keys: Optional[Dict[str, PerpetualProperty]] = Field(None, alias="subHoldingKeys", description="The sub-holding properties which identify the holding. Each property must be from the 'Transaction' domain.")

lusid/models/cap_floor.py

@@ -29,12 +29,12 @@ class CapFloor(LusidInstrument):
     """
     LUSID representation of Cap, Floor, or Collar.  # noqa: E501
     """
-    cap_floor_type:  StrictStr = Field(...,alias="capFloorType", description="Determine if it's CAP, FLOOR, or COLLAR.  Supported string (enumeration) values are: [Cap, Floor, Collar].") 
+    cap_floor_type:  StrictStr = Field(...,alias="capFloorType", description="Determine if it's CAP, FLOOR, or COLLAR.    Supported string (enumeration) values are: [Cap, Floor, Collar].") 
     cap_strike: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="capStrike", description="Strike rate of the Cap.")
     floor_strike: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorStrike", description="Strike rate of the Floor.")
     include_first_caplet: StrictBool = Field(..., alias="includeFirstCaplet", description="Include first caplet flag.")
     underlying_floating_leg: FloatingLeg = Field(..., alias="underlyingFloatingLeg")
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven equity swap. The dates must be distinct and either all payments are Pay or all payments are Receive.")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven equity swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}

lusid/models/cash_and_security_offer_election.py

@@ -31,7 +31,7 @@ class CashAndSecurityOfferElection(BaseModel):
     cost_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="costFactor", description="Optional. The fraction of cost that is transferred from the existing shares to the new shares.")
     election_key:  StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election.") 
     is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
-    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.")
     units_ratio: UnitsRatio = Field(..., alias="unitsRatio")
     __properties = ["cashOfferCurrency", "cashOfferPrice", "costFactor", "electionKey", "isChosen", "isDefault", "unitsRatio"]
 

lusid/models/cash_dependency.py

@@ -24,10 +24,10 @@ from lusid.models.economic_dependency import EconomicDependency
 
 class CashDependency(EconomicDependency):
     """
-    For indicating a dependency upon a currency. E.g. A Bond will declare a CashDependency for its domestic currency.  # noqa: E501
+    For indicating a dependency upon a currency.  E.g. A Bond will declare a CashDependency for its domestic currency.  # noqa: E501
     """
     currency:  StrictStr = Field(...,alias="currency", description="The Currency that is depended upon.") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for. Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
+    var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
     dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "currency", "date"]

lusid/models/cash_flow_event.py

@@ -25,7 +25,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class CashFlowEvent(InstrumentEvent):
     """
-    Definition of a CashFlow event. This is an event that describes the occurence of a cashflow and associated information.  # noqa: E501
+    Definition of a CashFlow event.  This is an event that describes the occurence of a cashflow and associated information.  # noqa: E501
     """
     cash_flow_value: CashFlowValue = Field(..., alias="cashFlowValue")
     event_type:  StrictStr = Field(...,alias="eventType", description="What type of internal event does this represent; coupon, principal, premium etc.") 

lusid/models/cash_flow_lineage.py

@@ -25,8 +25,8 @@ class CashFlowLineage(BaseModel):
     """
     Lineage for cash flow value  # noqa: E501
     """
-    instrument_type:  Optional[StrictStr] = Field(None,alias="instrumentType", description="The instrument type of the instrument to which the cash flow belongs to. When upserting CashFlowValues, this should be null.") 
-    cash_flow_type:  Optional[StrictStr] = Field(None,alias="cashFlowType", description="The cashflow type.When upserting CashFlowValues, this should be null, or one of [Unknown, Coupon, Notional, Premium, Principal, Protection, Cash]") 
+    instrument_type:  Optional[StrictStr] = Field(None,alias="instrumentType", description="The instrument type of the instrument to which the cash flow belongs to. When upserting CashFlowValues, this  should be null.") 
+    cash_flow_type:  Optional[StrictStr] = Field(None,alias="cashFlowType", description="The cashflow type.When upserting CashFlowValues, this should be null, or one of [Unknown, Coupon, Notional,  Premium, Principal, Protection, Cash]") 
     instrument_id:  Optional[StrictStr] = Field(None,alias="instrumentId", description="The LUID of the instrument to which the cash flow belongs to. When upserting this should be null.") 
     leg_id:  Optional[StrictStr] = Field(None,alias="legId", description="The leg id to which the cash flow belongs to.") 
     source_transaction_id:  Optional[StrictStr] = Field(None,alias="sourceTransactionId", description="The source transaction of the instrument to which the cash flow belongs to. When upserting this should be null") 

lusid/models/cash_offer_election.py

@@ -29,7 +29,7 @@ class CashOfferElection(BaseModel):
     cash_offer_price: Union[StrictFloat, StrictInt] = Field(..., alias="cashOfferPrice", description="Price per share of the cash offer")
     election_key:  StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election.") 
     is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
-    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.")
     __properties = ["cashOfferCurrency", "cashOfferPrice", "electionKey", "isChosen", "isDefault"]
 
     class Config:

lusid/models/cds_flow_conventions.py

@@ -25,16 +25,16 @@ class CdsFlowConventions(BaseModel):
     """
     CdsFlowConventions
     """
-    roll_frequency:  Optional[StrictStr] = Field(None,alias="rollFrequency", description="The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)") 
+    roll_frequency:  Optional[StrictStr] = Field(None,alias="rollFrequency", description="The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products.    For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)") 
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the flow convention.") 
-    payment_frequency:  StrictStr = Field(...,alias="paymentFrequency", description="When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is, the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment.") 
-    day_count_convention:  StrictStr = Field(...,alias="dayCountConvention", description="when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year and difference between them. 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].") 
-    roll_convention:  StrictStr = Field(...,alias="rollConvention", description="For backward compatibility, this can either specify a business day convention or a roll convention. If the business day convention is provided using the BusinessDayConvention property, this must be a valid roll convention.              When used as a roll convention: The conventions specifying the rule used to generate dates in a schedule.  Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstTuesday, FirstWednesday, FirstThursday, FirstFriday, SecondMonday, SecondTuesday, SecondWednesday, SecondThursday, SecondFriday, ThirdMonday, ThirdTuesday, ThirdWednesday, ThirdThursday, ThirdFriday, FourthMonday, FourthTuesday, FourthWednesday, FourthThursday, FourthFriday, LastMonday, LastTuesday, LastWednesday, LastThursday, LastFriday].              When in backward compatible mode: Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].") 
+    payment_frequency:  StrictStr = Field(...,alias="paymentFrequency", description="When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is,  the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment.") 
+    day_count_convention:  StrictStr = Field(...,alias="dayCountConvention", description="when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year  and difference between them.  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].") 
+    roll_convention:  StrictStr = Field(...,alias="rollConvention", description="For backward compatibility, this can either specify a business day convention or a roll convention. If the business  day convention is provided using the BusinessDayConvention property, this must be a valid roll convention.                When used as a roll convention:  The conventions specifying the rule used to generate dates in a schedule.    Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstTuesday, FirstWednesday, FirstThursday, FirstFriday, SecondMonday, SecondTuesday, SecondWednesday, SecondThursday, SecondFriday, ThirdMonday, ThirdTuesday, ThirdWednesday, ThirdThursday, ThirdFriday, FourthMonday, FourthTuesday, FourthWednesday, FourthThursday, FourthFriday, LastMonday, LastTuesday, LastWednesday, LastThursday, LastFriday].                When in backward compatible mode:  Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].") 
     payment_calendars: conlist(StrictStr) = Field(..., alias="paymentCalendars", description="An array of strings denoting holiday calendars that apply to generation of payment schedules.")
     reset_calendars: conlist(StrictStr) = Field(..., alias="resetCalendars", description="An array of strings denoting holiday calendars that apply to generation of reset schedules.")
     settle_days: Optional[StrictInt] = Field(None, alias="settleDays", description="Number of Good Business Days between the trade date and the effective or settlement date of the instrument. Defaults to 0 if not set.")
     reset_days: Optional[StrictInt] = Field(None, alias="resetDays", description="The number of Good Business Days between determination and payment of reset. Defaults to 0 if not set.")
-    business_day_convention:  Optional[StrictStr] = Field(None,alias="businessDayConvention", description="When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day.  Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].") 
+    business_day_convention:  Optional[StrictStr] = Field(None,alias="businessDayConvention", description="When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day.    Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope used when updating or inserting the convention.") 
     code:  Optional[StrictStr] = Field(None,alias="code", description="The code of the convention.") 
     __properties = ["rollFrequency", "currency", "paymentFrequency", "dayCountConvention", "rollConvention", "paymentCalendars", "resetCalendars", "settleDays", "resetDays", "businessDayConvention", "scope", "code"]

lusid/models/cds_index.py

@@ -29,17 +29,17 @@ from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class CdsIndex(LusidInstrument):
     """
-    LUSID representation of a Credit Default Swap Index (CDX).              This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).              | Leg Index | Leg Identifier | Description | | --------- | -------------- | ----------- | | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. | | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
+    LUSID representation of a Credit Default Swap Index (CDX).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. |  | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # 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.")
     flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
-    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
     identifiers: Dict[str, StrictStr] = Field(..., description="External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.")
     basket: Optional[Basket] = None
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     notional: Union[StrictFloat, StrictInt] = Field(..., description="The notional quantity that applies to both the premium and protection legs.")
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap. The dates must be distinct and either all payments are Pay or all payments are Receive.")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}

lusid/models/cds_protection_detail_specification.py

@@ -23,10 +23,10 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictSt
 
 class CdsProtectionDetailSpecification(BaseModel):
     """
-    CDSs generally conform to fairly standard definitions, but can be tweaked in a number of different ways. This class gathers a number of common features which may deviate. These will default to the market standard when no overrides are provided.  # noqa: E501
+    CDSs generally conform to fairly standard definitions, but can be tweaked in a number of different ways.  This class gathers a number of common features which may deviate. These will default to the market standard when  no overrides are provided.  # noqa: E501
     """
-    seniority:  Optional[StrictStr] = Field(None,alias="seniority", description="The seniority level of the CDS. Supported string (enumeration) values are: [SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2]. Defaults to \"SUB\" if not set.") 
-    restructuring_type:  Optional[StrictStr] = Field(None,alias="restructuringType", description="The restructuring clause. Supported string (enumeration) values are: [CR, MR, MM, XR]. Defaults to \"MM\" if not set.") 
+    seniority:  Optional[StrictStr] = Field(None,alias="seniority", description="The seniority level of the CDS.  Supported string (enumeration) values are: [SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2].  Defaults to \"SUB\" if not set.") 
+    restructuring_type:  Optional[StrictStr] = Field(None,alias="restructuringType", description="The restructuring clause.  Supported string (enumeration) values are: [CR, MR, MM, XR]. Defaults to \"MM\" if not set.") 
     protect_start_day: Optional[StrictBool] = Field(True, alias="protectStartDay", description="Does the protection leg pay out in the case of default on the start date. Defaults to true if not set.")
     pay_accrued_interest_on_default: Optional[StrictBool] = Field(True, alias="payAccruedInterestOnDefault", description="Should accrued interest on the premium leg be paid if a credit event occurs. Defaults to true if not set.")
     __properties = ["seniority", "restructuringType", "protectStartDay", "payAccruedInterestOnDefault"]

lusid/models/change_item.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr
 
 class ChangeItem(BaseModel):
     """
-    Information about a change to a field / property. At least one of 'PreviousValue' or 'NewValue' will be set.  # noqa: E501
+    Information about a change to a field / property.  At least one of 'PreviousValue' or 'NewValue' will be set.  # noqa: E501
     """
     field_name:  StrictStr = Field(...,alias="fieldName", description="The name of the field or property that has been changed.") 
     previous_value:  Optional[StrictStr] = Field(None,alias="previousValue", description="The previous value for this field / property.") 

lusid/models/close_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class CloseEvent(InstrumentEvent):
     """
-    The termination of an instrument. In some cases termination can happen over a range of dates e.g. american option exercise. In most cases the startDate == endDate  # noqa: E501
+    The termination of an instrument.  In some cases termination can happen over a range of dates e.g. american option exercise.  In most cases the startDate == endDate  # noqa: E501
     """
     start_date: Optional[datetime] = Field(None, alias="startDate", description="The first date on which the instrument could close")
     end_date: Optional[datetime] = Field(None, alias="endDate", description="The last date on which the instrument could close")

lusid/models/collateral.py

@@ -27,9 +27,9 @@ class Collateral(BaseModel):
     Representation of the collateral of a repurchase agreement, along with related details of the agreement.  # noqa: E501
     """
     buyer_receives_cashflows: StrictBool = Field(..., alias="buyerReceivesCashflows", description="Does the buyer of the FlexibleRepo receive the cashflows from any collateral instruments, or do they get paid to the seller.")
-    buyer_receives_corporate_action_payments: StrictBool = Field(..., alias="buyerReceivesCorporateActionPayments", description="Does the buyer of the FlexibleRepo receive any dividend or cash payments as the result of a corporate action on any of the collateral instruments, or are these amounts paid to the seller. Referred to as \"manufactured payments\" in the UK, and valid only under a repo with GMRA in Europe")
+    buyer_receives_corporate_action_payments: StrictBool = Field(..., alias="buyerReceivesCorporateActionPayments", description="Does the buyer of the FlexibleRepo receive any dividend or cash payments as the result of a corporate action  on any of the collateral instruments, or are these amounts paid to the seller.  Referred to as \"manufactured payments\" in the UK, and valid only under a repo with GMRA in Europe")
     collateral_instruments: Optional[conlist(CollateralInstrument)] = Field(None, alias="collateralInstruments", description="List of any collateral instruments.")
-    collateral_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="collateralValue", description="Total value of the collateral before any margin or haircut applied. Can be provided instead of PurchasePrice, so that PurchasePrice can be inferred from the CollateralValue and one of Haircut or Margin.")
+    collateral_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="collateralValue", description="Total value of the collateral before any margin or haircut applied.  Can be provided instead of PurchasePrice, so that PurchasePrice can be inferred from the CollateralValue and one of  Haircut or Margin.")
     __properties = ["buyerReceivesCashflows", "buyerReceivesCorporateActionPayments", "collateralInstruments", "collateralValue"]
 
     class Config:

lusid/models/complex_bond.py

@@ -28,15 +28,15 @@ from lusid.models.trading_conventions import TradingConventions
 
 class ComplexBond(LusidInstrument):
     """
-    LUSID representation of a Complex Bond. Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities.  # noqa: E501
+    LUSID representation of a Complex Bond.  Including Floating, Fixed-to-float, Sinkable, Callable, Puttable, and Mortgage Backed Securities.  # noqa: E501
     """
     identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="External market codes and identifiers for the bond, e.g. ISIN.")
-    calculation_type:  Optional[StrictStr] = Field(None,alias="calculationType", description="The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding, irregular coupons etc. The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency. Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.  Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].") 
+    calculation_type:  Optional[StrictStr] = Field(None,alias="calculationType", description="The calculation type applied to the bond coupon amount. This is required for bonds that have a particular type of computing the period coupon, such as simple compounding,  irregular coupons etc.  The default CalculationType is `Standard`, which returns a coupon amount equal to Principal * Coupon Rate / Coupon Frequency. Coupon Frequency is 12M / Payment Frequency.  Payment Frequency can be 1M, 3M, 6M, 12M etc. So Coupon Frequency can be 12, 4, 2, 1 respectively.    Supported string (enumeration) values are: [Standard, DayCountCoupon, NoCalculationFloater, BrazilFixedCoupon, StandardWithCappedAccruedInterest].") 
     schedules: Optional[conlist(Schedule)] = Field(None, description="schedules.")
     original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="originalIssuePrice", description="The price the complex bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.")
     rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
-    asset_backed: Optional[StrictBool] = Field(None, alias="assetBacked", description="If this flag is set to true, then the outstanding notional and principal repayments will be calculated based on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of  within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an ExDividendConfiguration to drive the lag between interest accrual and payment.")
-    asset_pool_identifier:  Optional[StrictStr] = Field(None,alias="assetPoolIdentifier", description="Identifier used to retrieve pool factor information about this bond from the quote store. This is typically the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the correct Quote (Quote.ClientInternal.* or Quote.Isin.*)") 
+    asset_backed: Optional[StrictBool] = Field(None, alias="assetBacked", description="If this flag is set to true, then the outstanding notional and principal repayments will be calculated based  on pool factors in the quote store. Usually AssetBacked bonds also require a RollConvention setting of   within the FlowConventions any given rates schedule (to ensure payment dates always happen on the same day  of the month) and US Agency MBSs with Pay Delay features also require their rates schedules to include an  ExDividendConfiguration to drive the lag between interest accrual and payment.")
+    asset_pool_identifier:  Optional[StrictStr] = Field(None,alias="assetPoolIdentifier", description="Identifier used to retrieve pool factor information about this bond from the quote store. This is typically  the bond's ISIN, but can also be ClientInternal. Please ensure you align the MarketDataKeyRule with the  correct Quote (Quote.ClientInternal.* or Quote.Isin.*)") 
     trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 

lusid/models/complex_market_data.py

@@ -24,7 +24,7 @@ import lusid.models
 
 class ComplexMarketData(BaseModel):
     """
-    Base class for representing complex market data in LUSID. Generally speaking, market data is complex when it cannot be represented as a single quote. Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics. This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class.  # noqa: E501
+    Base class for representing complex market data in LUSID.  Generally speaking, market data is complex when it cannot be represented as a single quote.  Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics.  This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class.  # noqa: E501
     """
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 
     __properties = ["marketDataType"]

lusid/models/complex_market_data_id.py

@@ -27,7 +27,7 @@ class ComplexMarketDataId(BaseModel):
     """
     provider:  StrictStr = Field(...,alias="provider", description="The platform or vendor that provided the complex market data, e.g. 'DataScope', 'LUSID', etc.") 
     price_source:  Optional[StrictStr] = Field(None,alias="priceSource", description="The source or originator of the complex market data, e.g. a bank or financial institution.") 
-    lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="This is obsolete. It is not used, it will not be stored, and has no effects. If you wish to attach a Lineage to your ComplexMarketData, you should provide it in the optional Lineage field in the ComplexMarketData class.") 
+    lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="This is obsolete. It is not used, it will not be stored, and has no effects.  If you wish to attach a Lineage to your ComplexMarketData,  you should provide it in the optional Lineage field in the ComplexMarketData class.") 
     effective_at:  Optional[StrictStr] = Field(None,alias="effectiveAt", description="The effectiveAt or cut label that this item of complex market data is/was updated/inserted with.") 
     market_asset:  StrictStr = Field(...,alias="marketAsset", description="The name of the market entity that the document represents") 
     __properties = ["provider", "priceSource", "lineage", "effectiveAt", "marketAsset"]

lusid/models/compounding.py

@@ -25,13 +25,13 @@ class Compounding(BaseModel):
     """
     The compounding settings used on interest rate.  # noqa: E501
     """
-    averaging_method:  Optional[StrictStr] = Field(None,alias="averagingMethod", description="Defines whether a weighted or unweighted average is used when calculating the average rate. It applies only when CompoundingMethod = ‘Averaging‘.  Supported string (enumeration) values are: [Unweighted, UnweightedIncludingWeekends, Weighted].") 
-    calculation_shift_method:  Optional[StrictStr] = Field(None,alias="calculationShiftMethod", description="Defines which resets and day counts are used for the rate calculation  Supported string (enumeration) values are: [Lookback, NoShift, ObservationPeriodShift, Lockout].") 
-    compounding_method:  StrictStr = Field(...,alias="compoundingMethod", description="If the interest rate is simple, compounded or using a pre-computed compounded index.  Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding].") 
-    reset_frequency:  StrictStr = Field(...,alias="resetFrequency", description="The interest payment frequency.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)") 
+    averaging_method:  Optional[StrictStr] = Field(None,alias="averagingMethod", description="Defines whether a weighted or unweighted average is used when calculating the average rate.  It applies only when CompoundingMethod = ‘Averaging‘.    Supported string (enumeration) values are: [Unweighted, UnweightedIncludingWeekends, Weighted].") 
+    calculation_shift_method:  Optional[StrictStr] = Field(None,alias="calculationShiftMethod", description="Defines which resets and day counts are used for the rate calculation    Supported string (enumeration) values are: [Lookback, NoShift, ObservationPeriodShift, Lockout].") 
+    compounding_method:  StrictStr = Field(...,alias="compoundingMethod", description="If the interest rate is simple, compounded or using a pre-computed compounded index.    Supported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding].") 
+    reset_frequency:  StrictStr = Field(...,alias="resetFrequency", description="The interest payment frequency.    For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)") 
     shift: Optional[StrictInt] = Field(None, description="Defines the number of days to lockout or shift observation period by - should be a non-negative integer")
-    spread_compounding_method:  Optional[StrictStr] = Field(None,alias="spreadCompoundingMethod", description="Defines how the computed leg spread is applied to compounded rate. It applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘.  Available compounding methods:  | Method | Description | | ------ | ----------- | | Straight | Compounding rate in each compound period includes the spread. | | Flat | Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. | | SpreadExclusive | Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. |  The values \"IsdaCompounding\", \"NoCompounding\", \"IsdaFlatCompounding\", and \"None\" are accepted for compatibility with existing instruments and their use is discouraged.  Supported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None].") 
-    rounding_precision: Optional[StrictInt] = Field(None, alias="roundingPrecision", description="Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to. This is an optional field, leaving it blank will mean no rounding takes place in Compounding.")
+    spread_compounding_method:  Optional[StrictStr] = Field(None,alias="spreadCompoundingMethod", description="Defines how the computed leg spread is applied to compounded rate.  It applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘.    Available compounding methods:    | Method | Description |  | ------ | ----------- |  | Straight | Compounding rate in each compound period includes the spread. |  | Flat | Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. |  | SpreadExclusive | Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. |    The values \"IsdaCompounding\", \"NoCompounding\", \"IsdaFlatCompounding\", and \"None\" are accepted for compatibility  with existing instruments and their use is discouraged.    Supported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None].") 
+    rounding_precision: Optional[StrictInt] = Field(None, alias="roundingPrecision", description="Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to.  This is an optional field, leaving it blank will mean no rounding takes place in Compounding.")
     __properties = ["averagingMethod", "calculationShiftMethod", "compoundingMethod", "resetFrequency", "shift", "spreadCompoundingMethod", "roundingPrecision"]
 
     class Config:

lusid/models/configuration_recipe.py

@@ -28,7 +28,7 @@ from lusid.models.translation_context import TranslationContext
 
 class ConfigurationRecipe(BaseModel):
     """
-    The Configuration or Calculation Recipe controls how LUSID processes a given request. This can be used to change where market data used in pricing is loaded from and in what order, or which model is used to price a given instrument as well as how aggregation will process the produced results.  # noqa: E501
+    The Configuration or Calculation Recipe controls how LUSID processes a given request.  This can be used to change where market data used in pricing is loaded from and in what order, or which model is used to  price a given instrument as well as how aggregation will process the produced results.  # noqa: E501
     """
     scope:  StrictStr = Field(...,alias="scope", description="The scope used when updating or inserting the Configuration Recipe.") 
     code:  StrictStr = Field(...,alias="code", description="User given string name (code) to identify the recipe.") 

lusid/models/constant_volatility_surface.py

@@ -24,10 +24,10 @@ from lusid.models.complex_market_data import ComplexMarketData
 
 class ConstantVolatilitySurface(ComplexMarketData):
     """
-    Market Data required to build a volatility surface for pricing. Single constant volatility point.  # noqa: E501
+    Market Data required to build a volatility surface for pricing.  Single constant volatility point.  # noqa: E501
     """
     base_date: datetime = Field(..., alias="baseDate", description="Base date of the engine - this is the reference date for resolution of tenors.")
-    asset_type:  StrictStr = Field(...,alias="assetType", description="What is the asset that the engine is for. Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque].") 
+    asset_type:  StrictStr = Field(...,alias="assetType", description="What is the asset that the engine is for.  Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque].") 
     lineage:  Optional[StrictStr] = Field(None,alias="lineage") 
     volatility: Union[StrictFloat, StrictInt] = Field(..., description="Volatility value.")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 

lusid/models/constituents_adjustment_header.py

@@ -27,7 +27,7 @@ class ConstituentsAdjustmentHeader(BaseModel):
     """
     ConstituentsAdjustmentHeader
     """
-    effective_at: Optional[datetime] = Field(None, alias="effectiveAt", description="There can be at most one holdings adjustment for a portfolio at a specific effective time so this uniquely identifies the adjustment.")
+    effective_at: Optional[datetime] = Field(None, alias="effectiveAt", description="There can be at most one holdings adjustment for a portfolio at a  specific effective time so this uniquely identifies the adjustment.")
     version: Optional[Version] = None
     links: Optional[conlist(Link)] = None
     __properties = ["effectiveAt", "version", "links"]

lusid/models/contract_for_difference.py

@@ -28,15 +28,15 @@ class ContractForDifference(LusidInstrument):
     LUSID representation of a Contract for Difference.  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the CFD.")
-    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="The maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying future. If CFDType is Cash, this should not be set.")
+    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="The maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying  future. If CFDType is Cash, this should not be set.")
     code:  Optional[StrictStr] = Field(None,alias="code", description="The code of the underlying.") 
-    contract_size: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="contractSize", description="The size of the CFD contract, this should represent the total number of stocks that the CFD represents.  This field is optional, if not set it will default to 1.")
+    contract_size: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="contractSize", description="The size of the CFD contract, this should represent the total number of stocks that the CFD represents.   This field is optional, if not set it will default to 1.")
     pay_ccy:  StrictStr = Field(...,alias="payCcy", description="The currency that this CFD pays out, this can be different to the UnderlyingCcy.") 
-    reference_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="referenceRate", description="The reference rate of the CFD, this can be set to 0 but not negative values. This field is optional, if not set it will default to 0.")
-    type:  StrictStr = Field(...,alias="type", description="The type of CFD.  Supported string (enumeration) values are: [Cash, Futures].") 
+    reference_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="referenceRate", description="The reference rate of the CFD, this can be set to 0 but not negative values.  This field is optional, if not set it will default to 0.")
+    type:  StrictStr = Field(...,alias="type", description="The type of CFD.    Supported string (enumeration) values are: [Cash, Futures].") 
     underlying_ccy:  Optional[StrictStr] = Field(None,alias="underlyingCcy", description="The currency of the underlying") 
-    underlying_identifier:  Optional[StrictStr] = Field(None,alias="underlyingIdentifier", description="External market codes and identifiers for the CFD, e.g. RIC.  Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].") 
-    lot_size: Optional[StrictInt] = Field(None, alias="lotSize", description="CFD LotSize, the minimum number of shares that can be bought or sold at once. Optional, if set must be non-negative, if not set defaults to 1.")
+    underlying_identifier:  Optional[StrictStr] = Field(None,alias="underlyingIdentifier", description="External market codes and identifiers for the CFD, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].") 
+    lot_size: Optional[StrictInt] = Field(None, alias="lotSize", description="CFD LotSize, the minimum number of shares that can be bought or sold at once.  Optional, if set must be non-negative, if not set defaults to 1.")
     underlying: Optional[LusidInstrument] = None
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 

lusid/models/conversion_event.py

@@ -29,19 +29,19 @@ from lusid.models.security_offer_election import SecurityOfferElection
 
 class ConversionEvent(InstrumentEvent):
     """
-    Conversion Event (CONV) - Conversion of securities (generally convertible bonds or preferred shares) into another form of securities (usually common shares) at a pre-stated price/ratio.  # noqa: E501
+    Conversion Event (CONV) - Conversion of securities (generally convertible bonds or preferred shares) into  another form of securities (usually common shares) at a pre-stated price/ratio.  # noqa: E501
     """
-    record_date: Optional[datetime] = Field(None, alias="recordDate", description="Required. Date at which positions are struck at the end of the day to note which parties will receive the relevant amount of entitlement, due to be distributed on the Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.PaymentDate.")
+    record_date: Optional[datetime] = Field(None, alias="recordDate", description="Required.  Date at which positions are struck at the end of the day to  note which parties will receive the relevant amount of  entitlement, due to be distributed on the Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.PaymentDate.")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Required. Date on which the movement is due to take place (cash and/or securities).")
     new_instrument: NewInstrument = Field(..., alias="newInstrument")
-    response_deadline_date: Optional[datetime] = Field(None, alias="responseDeadlineDate", description="Date/time that the account servicer has set as the deadline to respond, with instructions, to an outstanding event. Not required.")
-    market_deadline_date: Optional[datetime] = Field(None, alias="marketDeadlineDate", description="Date/time which the issuer or issuer's agent has set as the deadline to respond, with an instruction, to an outstanding offer or privilege. Not required.")
+    response_deadline_date: Optional[datetime] = Field(None, alias="responseDeadlineDate", description="Date/time that the account servicer has set as the deadline to respond,  with instructions, to an outstanding event. Not required.")
+    market_deadline_date: Optional[datetime] = Field(None, alias="marketDeadlineDate", description="Date/time which the issuer or issuer's agent has set as the deadline to respond,  with an instruction, to an outstanding offer or privilege. Not required.")
     period_of_action: Optional[EventDateRange] = Field(None, alias="periodOfAction")
-    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="The cash price paid in lieu of fractionalUnits. Not required. If provided, must have Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.FractionalUnitsCashCurrency too.")
-    fractional_units_cash_currency:  Optional[StrictStr] = Field(None,alias="fractionalUnitsCashCurrency", description="Optional. Used in calculating cash-in-lieu of fractional shares. Not required. If provided, must have Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.FractionalUnitsCashPrice too.") 
-    security_offer_elections: Optional[conlist(SecurityOfferElection)] = Field(None, alias="securityOfferElections", description="List of possible security offers for this conversion event. There must be at most one election of this type. If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Mandatory: This list must have exactly one election that is chosen and default. Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashAndSecurityOfferElections and Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashOfferElections<b> must be null or empty</b>. If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Voluntary: This list can be empty, so long as Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashAndSecurityOfferElections or Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashOfferElections has at least one election. None of these elections have to be chosen or default.")
-    cash_and_security_offer_elections: Optional[conlist(CashAndSecurityOfferElection)] = Field(None, alias="cashAndSecurityOfferElections", description="List of possible cash and security offers for this conversion event. There must be at most one election of this type. If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Mandatory: This list <b> must be null or empty</b>. If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Voluntary: This list can be empty, so long as Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.SecurityOfferElections or Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashOfferElections has at least one election. None of these elections have to be chosen or default.")
-    cash_offer_elections: Optional[conlist(CashOfferElection)] = Field(None, alias="cashOfferElections", description="List of possible cash offers for this conversion event. There must be at most one election of this type. If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Mandatory: This list <b> must be null or empty</b>. If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Voluntary: This list can be empty, so long as Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.SecurityOfferElections or Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashAndSecurityOfferElections has at least one election. None of these elections have to be chosen or default.")
+    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="The cash price paid in lieu of fractionalUnits. Not required.  If provided, must have Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.FractionalUnitsCashCurrency too.")
+    fractional_units_cash_currency:  Optional[StrictStr] = Field(None,alias="fractionalUnitsCashCurrency", description="Optional. Used in calculating cash-in-lieu of fractional shares. Not required.  If provided, must have Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.FractionalUnitsCashPrice too.") 
+    security_offer_elections: Optional[conlist(SecurityOfferElection)] = Field(None, alias="securityOfferElections", description="List of possible security offers for this conversion event. There must be at most one election of this type.  If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Mandatory:  This list must have exactly one election that is chosen and default.  Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashAndSecurityOfferElections and Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashOfferElections<b> must be null or empty</b>.  If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Voluntary:  This list can be empty,  so long as Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashAndSecurityOfferElections or Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashOfferElections  has at least one election. None of these elections have to be chosen or default.")
+    cash_and_security_offer_elections: Optional[conlist(CashAndSecurityOfferElection)] = Field(None, alias="cashAndSecurityOfferElections", description="List of possible cash and security offers for this conversion event. There must be at most one election of this type.  If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Mandatory:  This list <b> must be null or empty</b>.  If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Voluntary:  This list can be empty,  so long as Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.SecurityOfferElections or Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashOfferElections  has at least one election. None of these elections have to be chosen or default.")
+    cash_offer_elections: Optional[conlist(CashOfferElection)] = Field(None, alias="cashOfferElections", description="List of possible cash offers for this conversion event. There must be at most one election of this type.  If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Mandatory:  This list <b> must be null or empty</b>.  If the Finbourne.LusidInstruments.Events.ParticipationType is Finbourne.LusidInstruments.Events.ParticipationType.Voluntary:  This list can be empty,  so long as Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.SecurityOfferElections or Finbourne.WebApi.Interface.Dto.InstrumentEvents.ConversionEvent.CashAndSecurityOfferElections  has at least one election. None of these elections have to be chosen or default.")
     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", "recordDate", "paymentDate", "newInstrument", "responseDeadlineDate", "marketDeadlineDate", "periodOfAction", "fractionalUnitsCashPrice", "fractionalUnitsCashCurrency", "securityOfferElections", "cashAndSecurityOfferElections", "cashOfferElections"]

lusid/models/corporate_action_transition_component_request.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictI
 
 class CorporateActionTransitionComponentRequest(BaseModel):
     """
-    A single transition component request, when grouped with other transition component requests a corporate action transition request is formed.  # noqa: E501
+    A single transition component request, when grouped with other transition component requests a corporate action  transition request is formed.  # noqa: E501
     """
     instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Unique instrument identifiers")
     units_factor: Union[StrictFloat, StrictInt] = Field(..., alias="unitsFactor", description="The factor to scale units by")

lusid/models/counterparty_agreement.py

@@ -25,7 +25,7 @@ from lusid.models.resource_id import ResourceId
 
 class CounterpartyAgreement(BaseModel):
     """
-    Represents the legal agreement between two parties engaged in an OTC transaction. A typical example would be a 2002 ISDA Master Agreement, signed by two legal entities on a given date.  # noqa: E501
+    Represents the legal agreement between two parties engaged in an OTC transaction.  A typical example would be a 2002 ISDA Master Agreement, signed by two legal entities on a given date.  # noqa: E501
     """
     display_name:  StrictStr = Field(...,alias="displayName", description="A user-defined display label for the Counterparty Agreement.") 
     agreement_type:  StrictStr = Field(...,alias="agreementType", description="A user-defined field to capture the type of agreement this represents. Examples might be \"ISDA 2002 Master Agreement\" or \"ISDA 1992 Master Agreement\".") 

lusid/models/counterparty_risk_information.py

@@ -25,7 +25,7 @@ from lusid.models.industry_classifier import IndustryClassifier
 
 class CounterpartyRiskInformation(BaseModel):
     """
-    In the event that the legal entity is a counterparty to an OTC transaction (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement), this information would be needed for calculations such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc).  # noqa: E501
+    In the event that the legal entity is a counterparty to an OTC transaction  (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement),  this information would be needed for calculations  such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc).  # noqa: E501
     """
     country_of_risk:  StrictStr = Field(...,alias="countryOfRisk", description="The country to which one would naturally ascribe risk, typically the legal entity's country of registration. This can be used to infer funding currency and related market data in the absence of a specific preference.") 
     credit_ratings: conlist(CreditRating) = Field(..., alias="creditRatings")

lusid/models/counterparty_signatory.py

@@ -24,7 +24,7 @@ from lusid.models.typed_resource_id import TypedResourceId
 
 class CounterpartySignatory(BaseModel):
     """
-    The counterpartyAgreement is signed by two parties, one of which is implicitly the LUSID user. The CounterpartySignatory represents the 'other side' of the agreement. It comprises a name and identifier for a Legal Entity in LUSID.  # noqa: E501
+    The counterpartyAgreement is signed by two parties, one of which is implicitly the LUSID user.  The CounterpartySignatory represents the 'other side' of the agreement.  It comprises a name and identifier for a Legal Entity in LUSID.  # noqa: E501
     """
     name:  StrictStr = Field(...,alias="name", description="A user-defined name or label for the counterparty signatory.  There is no requirement for this to match the \"displayName\" of the legal entity.") 
     legal_entity_identifier: TypedResourceId = Field(..., alias="legalEntityIdentifier")

lusid/models/credit_default_swap.py

@@ -29,17 +29,17 @@ from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class CreditDefaultSwap(LusidInstrument):
     """
-    LUSID representation of a Credit Default Swap (CDS).              This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).              | Leg Index | Leg Identifier | Description | | --------- | -------------- | ----------- | | 1 | ProtectionLeg | Cash flows occurring in the case of default. | | 2 | PremiumLeg | The premium payments made by the protection buyer. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
+    LUSID representation of a Credit Default Swap (CDS).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Cash flows occurring in the case of default. |  | 2 | PremiumLeg | The premium payments made by the protection buyer. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
     ticker:  Optional[StrictStr] = Field(None,alias="ticker", description="A ticker to uniquely specify the entity against which the CDS is written. Defaults to \"DefaultCDSTicker\".") 
     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.")
     flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
-    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%. For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
     convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
     notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The notional protected by the Credit Default Swap")
     protection_detail_specification: Optional[CdsProtectionDetailSpecification] = Field(None, alias="protectionDetailSpecification")
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap. The dates must be distinct and either all payments are Pay or all payments are Receive.")
+    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}

lusid/models/credit_premium_cash_flow_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class CreditPremiumCashFlowEvent(InstrumentEvent):
     """
-    Definition of a credit premium cash flow event. This event describes a premium cashflow for credit default instruments (CDS or CDX).  # noqa: E501
+    Definition of a credit premium cash flow event.  This event describes a premium cashflow for credit default instruments (CDS or CDX).  # noqa: E501
     """
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex-dividend date of the cashflow.")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the cashflow.")

lusid/models/credit_rating.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr, validator
 
 class CreditRating(BaseModel):
     """
-    Object describing a credit rating, which assesses the stability and credit worthiness of a legal entity and hence its likelihood of defaulting on its outstanding obligations (typically debt).  # noqa: E501
+    Object describing a credit rating,  which assesses the stability and credit worthiness of a legal entity  and hence its likelihood of defaulting on its outstanding obligations (typically debt).  # noqa: E501
     """
     rating_source:  StrictStr = Field(...,alias="ratingSource", description="The provider of the credit rating, which will typically be an agency such as Moody's or Standard and Poor.") 
     rating:  StrictStr = Field(...,alias="rating", description="The credit rating provided by the rating source. This would expected to be consistent with the rating scheme of that agency/source.")