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

lusid/models/inline_valuations_reconciliation_request.py

@@ -25,7 +25,7 @@ from lusid.models.reconciliation_left_right_address_key_pair import Reconciliati
 
 class InlineValuationsReconciliationRequest(BaseModel):
     """
-    Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a inline set of instruments using an inline 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 set of instruments.  # noqa: E501
+    Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a inline set of instruments  using an inline 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 set of instruments.  # noqa: E501
     """
     left: InlineValuationRequest = Field(...)
     right: InlineValuationRequest = Field(...)

lusid/models/instrument_capabilities.py

@@ -26,7 +26,7 @@ from lusid.models.link import Link
 
 class InstrumentCapabilities(BaseModel):
     """
-    Instrument capabilities containing useful information about the instrument and the model. This includes - features corresponding to the instrument i.e. Optionality:American, Other:InflationLinked - supported addresses (if model provided) i.e. Valuation/Pv, Valuation/DirtyPriceKey, Valuation/Accrued - economic dependencies (if model provided) i.e. Cash:USD, Fx:GBP.USD, Rates:GBP.GBPOIS  # noqa: E501
+    Instrument capabilities containing useful information about the instrument and the model. This includes  - features corresponding to the instrument i.e. Optionality:American, Other:InflationLinked  - supported addresses (if model provided) i.e. Valuation/Pv, Valuation/DirtyPriceKey, Valuation/Accrued  - economic dependencies (if model provided) i.e. Cash:USD, Fx:GBP.USD, Rates:GBP.GBPOIS  # noqa: E501
     """
     instrument_id:  Optional[StrictStr] = Field(None,alias="instrumentId", description="The Lusid instrument id for the instrument e.g. 'LUID_00003D4X'.") 
     model:  Optional[StrictStr] = Field(None,alias="model", description="The pricing model e.g. 'Discounting'.") 

lusid/models/instrument_definition_format.py

@@ -23,10 +23,10 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr
 
 class InstrumentDefinitionFormat(BaseModel):
     """
-    What is the provenance of an instrument. This defines who creates/owns it, what format it is in (e.g. a proprietary format or a common and known one)             and what the version of that is.  # noqa: E501
+    What is the provenance of an instrument. This defines who creates/owns it, what format it is in (e.g. a proprietary format or a common and known one)              and what the version of that is.  # noqa: E501
     """
     source_system:  StrictStr = Field(...,alias="sourceSystem", description="which source system does the format originate from") 
-    vendor:  StrictStr = Field(...,alias="vendor", description="An instrument will potentially have been created by any number of different organisations. Some will be understood completely (e.g. LUSID's), some won't.             The provenance of an instrument indicates who \"owns\" the associated format.") 
+    vendor:  StrictStr = Field(...,alias="vendor", description="An instrument will potentially have been created by any number of different organisations. Some will be understood completely (e.g. LUSID's), some won't.              The provenance of an instrument indicates who \"owns\" the associated format.") 
     version:  StrictStr = Field(...,alias="version", description="Version of the document. Would be preferable to avoid the need, but LUSID will not control other organisations' trade formats.") 
     __properties = ["sourceSystem", "vendor", "version"]
 

lusid/models/instrument_event.py

@@ -24,7 +24,7 @@ import lusid.models
 
 class InstrumentEvent(BaseModel):
     """
-    Base class for representing instrument events in LUSID, such as dividends, stock splits, and option exercises. This base class should not be directly instantiated; each supported InstrumentEventType has a corresponding inherited class.  # noqa: E501
+    Base class for representing instrument events in LUSID, such as dividends, stock splits, and option exercises.  This base class should not be directly instantiated; each supported InstrumentEventType has a corresponding inherited class.  # noqa: E501
     """
     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") 
     __properties = ["instrumentEventType"]

lusid/models/instrument_leg.py

@@ -25,7 +25,7 @@ import lusid.models
 
 class InstrumentLeg(LusidInstrument):
     """
-    Base class for representing instrument legs in LUSID. An instrument leg describes a set of cashflows that are paid at a set of points in time according to some set of conventions. This base class should not be directly instantiated; only its inheritors should be used.  # noqa: E501
+    Base class for representing instrument legs in LUSID.  An instrument leg describes a set of cashflows that are paid at a set of points in time according to some set of conventions.  This base class should not be directly instantiated; only its inheritors should be used.  # noqa: E501
     """
     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/interest_rate_swap.py

@@ -27,14 +27,14 @@ from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class InterestRateSwap(LusidInstrument):
     """
-    LUSID representation of an Interest Rate Swap, including:    * Vanilla (single currency fixed-float non-amortising)   * CrossCurrency (>1 currency is used by the swap legs)   * Basis (single currency, floating-floating legs of different tenors)   * Amortising (the swap has 1+ leg with amortised notional)              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 | Pay/Receive | Cash flows representing the pay/receive leg. | | 2 | Receive/Pay | Cash flows representing the receive/pay leg. | | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
+    LUSID representation of an Interest Rate Swap, including:      * Vanilla (single currency fixed-float non-amortising)    * CrossCurrency (>1 currency is used by the swap legs)    * Basis (single currency, floating-floating legs of different tenors)    * Amortising (the swap has 1+ leg with amortised notional)                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 | Pay/Receive | Cash flows representing the pay/receive leg. |  | 2 | Receive/Pay | Cash flows representing the receive/pay leg. |  | 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.")
-    is_non_deliverable: Optional[StrictBool] = Field(None, alias="isNonDeliverable", description="Is the contract an IRS of \"Non-Deliverable\" type, meaning a single payment in the settlement currency based on the difference between the fixed and floating rates.")
+    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.")
+    is_non_deliverable: Optional[StrictBool] = Field(None, alias="isNonDeliverable", description="Is the contract an IRS of \"Non-Deliverable\" type, meaning a single payment in the settlement currency based on the difference between  the fixed and floating rates.")
     legs: conlist(InstrumentLeg) = Field(..., description="The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.")
     settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="Settlement currency if IRS is non-deliverable.") 
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven fixed-floating 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 fixed-floating 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/interest_rate_swaption.py

@@ -30,9 +30,9 @@ class InterestRateSwaption(LusidInstrument):
     LUSID representation of an Interest Rate Swaption.  # noqa: E501
     """
     start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    pay_or_receive_fixed:  StrictStr = Field(...,alias="payOrReceiveFixed", description="Pay or Receive the fixed leg of the underlying swap.  Supported string (enumeration) values are: [Pay, Receive].") 
+    pay_or_receive_fixed:  StrictStr = Field(...,alias="payOrReceiveFixed", description="Pay or Receive the fixed leg of the underlying swap.    Supported string (enumeration) values are: [Pay, Receive].") 
     premium: Optional[Premium] = None
-    delivery_method:  StrictStr = Field(...,alias="deliveryMethod", description="How does the option settle  Supported string (enumeration) values are: [Cash, Physical].") 
+    delivery_method:  StrictStr = Field(...,alias="deliveryMethod", description="How does the option settle    Supported string (enumeration) values are: [Cash, Physical].") 
     swap: InterestRateSwap = Field(...)
     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/ir_vol_dependency.py

@@ -24,11 +24,11 @@ from lusid.models.economic_dependency import EconomicDependency
 
 class IrVolDependency(EconomicDependency):
     """
-    Economic dependency required to price interest rate products that contain optionality, for example swaptions. For example, can indicate a dependency on an IrVolCubeData.  # noqa: E501
+    Economic dependency required to price interest rate products that contain optionality, for example swaptions.  For example, can indicate a dependency on an IrVolCubeData.  # noqa: E501
     """
     currency:  StrictStr = Field(...,alias="currency", description="The domestic currency of the instrument declaring this dependency.") 
     vol_type:  StrictStr = Field(...,alias="volType", description="Volatility type e.g. \"LN\" and \"N\" for log-normal and normal volatility.") 
-    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", "volType", "date"]

lusid/models/lapse_election.py

@@ -26,7 +26,7 @@ class LapseElection(BaseModel):
     Lapse 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/leg_definition.py

@@ -35,17 +35,17 @@ class LegDefinition(BaseModel):
     conventions: Optional[FlowConventions] = None
     index_convention: Optional[IndexConvention] = Field(None, alias="indexConvention")
     index_convention_name: Optional[FlowConventionName] = Field(None, alias="indexConventionName")
-    notional_exchange_type:  StrictStr = Field(...,alias="notionalExchangeType", description="what type of notional exchange does the leg have  Supported string (enumeration) values are: [None, Initial, Final, Both].") 
-    pay_receive:  StrictStr = Field(...,alias="payReceive", description="Is the leg to be paid or received  Supported string (enumeration) values are: [Pay, Receive].") 
+    notional_exchange_type:  StrictStr = Field(...,alias="notionalExchangeType", description="what type of notional exchange does the leg have    Supported string (enumeration) values are: [None, Initial, Final, Both].") 
+    pay_receive:  StrictStr = Field(...,alias="payReceive", description="Is the leg to be paid or received    Supported string (enumeration) values are: [Pay, Receive].") 
     rate_or_spread: Union[StrictFloat, StrictInt] = Field(..., alias="rateOrSpread", description="Is there either a fixed rate (non-zero) or spread to be paid over the value of the leg.")
-    reset_convention:  Optional[StrictStr] = Field(None,alias="resetConvention", description="Control how resets are generated relative to swap payment convention(s).  Supported string (enumeration) values are: [InAdvance, InArrears].") 
-    stub_type:  StrictStr = Field(...,alias="stubType", description="If a stub is required should it be at the front or back of the leg.  Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both].") 
+    reset_convention:  Optional[StrictStr] = Field(None,alias="resetConvention", description="Control how resets are generated relative to swap payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].") 
+    stub_type:  StrictStr = Field(...,alias="stubType", description="If a stub is required should it be at the front or back of the leg.    Supported string (enumeration) values are: [None, ShortFront, ShortBack, LongBack, LongFront, Both].") 
     compounding: Optional[Compounding] = None
     amortisation: Optional[StepSchedule] = None
-    first_regular_payment_date: Optional[datetime] = Field(None, alias="firstRegularPaymentDate", description="Optional payment date of the first regular coupon. Must be greater than the StartDate. If set, the regular coupon schedule will be built such that the first regular coupon will end on this date. The start date of this coupon will be calculated as normal and a stub coupon will be created from the StartDate to the start of the first regular coupon.")
-    first_coupon_type:  Optional[StrictStr] = Field(None,alias="firstCouponType", description="Optional coupon type setting for the first coupon, can be used with Stub coupons. If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal, however if set to \"Full\" the year fraction is overwritten with the standard year fraction for a regular ful\" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25).  Supported string (enumeration) values are: [ProRata, Full].") 
-    last_regular_payment_date: Optional[datetime] = Field(None, alias="lastRegularPaymentDate", description="Optional payment date of the last regular coupon. Must be less than the Maturity date. If set, the regular coupon schedule will be built up to this date and the final coupon will be a stub between this date and the Maturity date.")
-    last_coupon_type:  Optional[StrictStr] = Field(None,alias="lastCouponType", description="Optional coupon type setting for the last coupon, can be used with Stub coupons. If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal, however if set to \"Full\" the year fraction is overwritten with the standard year fraction for a regular ful\" coupon. Note this does not use the day count convention but rather is defined directly from the tenor (i.e. a quarterly leg will be set to 0.25).  Supported string (enumeration) values are: [ProRata, Full].") 
+    first_regular_payment_date: Optional[datetime] = Field(None, alias="firstRegularPaymentDate", description="Optional payment date of the first regular coupon.  Must be greater than the StartDate.  If set, the regular coupon schedule will be built such that the first regular coupon  will end on this date. The start date of this coupon will be calculated as normal and  a stub coupon will be created from the StartDate to the start of the first regular coupon.")
+    first_coupon_type:  Optional[StrictStr] = Field(None,alias="firstCouponType", description="Optional coupon type setting for the first coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].") 
+    last_regular_payment_date: Optional[datetime] = Field(None, alias="lastRegularPaymentDate", description="Optional payment date of the last regular coupon.  Must be less than the Maturity date.  If set, the regular coupon schedule will be built up to this date and the final  coupon will be a stub between this date and the Maturity date.")
+    last_coupon_type:  Optional[StrictStr] = Field(None,alias="lastCouponType", description="Optional coupon type setting for the last coupon, can be used with Stub coupons.  If set to \"ProRata\" (the default), the coupon year fraction is calculated as normal,  however if set to \"Full\" the year fraction is overwritten with the standard year fraction  for a regular ful\" coupon. Note this does not use the day count convention but rather is defined  directly from the tenor (i.e. a quarterly leg will be set to 0.25).    Supported string (enumeration) values are: [ProRata, Full].") 
     fx_linked_notional_schedule: Optional[FxLinkedNotionalSchedule] = Field(None, alias="fxLinkedNotionalSchedule")
     intermediate_notional_exchange: Optional[StrictBool] = Field(None, alias="intermediateNotionalExchange", description="Indicates whether there are intermediate notional exchanges.")
     __properties = ["conventionName", "conventions", "indexConvention", "indexConventionName", "notionalExchangeType", "payReceive", "rateOrSpread", "resetConvention", "stubType", "compounding", "amortisation", "firstRegularPaymentDate", "firstCouponType", "lastRegularPaymentDate", "lastCouponType", "fxLinkedNotionalSchedule", "intermediateNotionalExchange"]

lusid/models/list_complex_market_data_with_meta_data_response.py

@@ -25,7 +25,7 @@ from lusid.models.complex_market_data_id import ComplexMarketDataId
 
 class ListComplexMarketDataWithMetaDataResponse(BaseModel):
     """
-    Wraps a Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketData object with information that was retrieved from storage with it. In particular, the scope that the data was stored in, and a <seealso cref=\"T:Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketDataId\" /> object identifying the market data in that scope.  # noqa: E501
+    Wraps a Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketData object with information that was retrieved from storage with it.  In particular,  the scope that the data was stored in,  and a <seealso cref=\"T:Finbourne.WebApi.Interface.Dto.ComplexMarketData.ComplexMarketDataId\" /> object identifying the market data in that scope.  # noqa: E501
     """
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope that the listed ComplexMarketData entity is stored in.") 
     market_data_id: Optional[ComplexMarketDataId] = Field(None, alias="marketDataId")

lusid/models/loan_facility.py

@@ -26,13 +26,13 @@ from lusid.models.time_zone_conventions import TimeZoneConventions
 
 class LoanFacility(LusidInstrument):
     """
-    Loan Facility. This is a very lightweight instrument which acts as a placeholder for the state that is built from the instrument events. The facility acts as an agreement between a single borrower and many lenders (investors). Several contracts may be drawn up to enable the lending of funds to the borrower. These contracts are modelled via FlexibleLoan instruments in LUSID. The instrument events on the facility may relate to the facility as a whole (for example to define a global commitment amount), or they may relate to a single contract (such as a paydown transaction on a particular contract).  # noqa: E501
+    Loan Facility. This is a very lightweight instrument which acts as a placeholder for the state that is built  from the instrument events. The facility acts as an agreement between a single borrower and many lenders (investors).  Several contracts may be drawn up to enable the lending of funds to the borrower. These contracts are modelled via  FlexibleLoan instruments in LUSID. The instrument events on the facility may relate to the facility as a whole  (for example to define a global commitment amount), or they may relate to a single contract (such as a paydown  transaction on a particular contract).  # 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.") 
     initial_commitment: Union[StrictFloat, StrictInt] = Field(..., alias="initialCommitment", description="The initial commitment for the loan facility.")
-    loan_type:  StrictStr = Field(...,alias="loanType", description="LoanType for this facility. The facility can either be a revolving or a term loan.  Supported string (enumeration) values are: [Revolver, TermLoan].") 
+    loan_type:  StrictStr = Field(...,alias="loanType", description="LoanType for this facility. The facility can either be a revolving or a  term loan.    Supported string (enumeration) values are: [Revolver, TermLoan].") 
     schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the loan.")
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 

lusid/models/loan_facility_contract_rollover_event.py

@@ -28,8 +28,8 @@ class LoanFacilityContractRolloverEvent(InstrumentEvent):
     Event for rolling over one or more FlexibleLoan contracts into one or more different FlexibleLoan contracts against the same facility.  # noqa: E501
     """
     var_date: Optional[datetime] = Field(None, alias="date", description="Effective date of the event.")
-    rollover_constituents: conlist(RolloverConstituent) = Field(..., alias="rolloverConstituents", description="Source and target contracts of the rollover. That is, a set of contracts and their respective changes to balance Expect at least one contract to as the source of the rollover and at least one target contract.")
-    with_interest: StrictBool = Field(..., alias="withInterest", description="If set to true, then active contracts whose balance is reduced by the rollover will have their accrued interest repaid pro rata to the balance reduction.")
+    rollover_constituents: conlist(RolloverConstituent) = Field(..., alias="rolloverConstituents", description="Source and target contracts of the rollover. That is, a set of contracts and their respective changes to balance  Expect at least one contract to as the source of the rollover and at least one target contract.")
+    with_interest: StrictBool = Field(..., alias="withInterest", description="If set to true, then active contracts whose balance is reduced by the rollover will have their accrued interest  repaid pro rata to the balance reduction.")
     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", "date", "rolloverConstituents", "withInterest"]

lusid/models/loan_interest_repayment_event.py

@@ -30,8 +30,8 @@ class LoanInterestRepaymentEvent(InstrumentEvent):
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date that the interest is due to be paid.")
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="Date that the accrued interest is calculated up until.")
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the repayment.") 
-    fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the accrued on the holding to be repaid.  Must be between 0 and 1, inclusive. Defaults to 1 if not set.")
-    lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the interest is paid automatically or not. Exactly one election must be provided.")
+    fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the accrued on the holding to be repaid.  Must be between 0 and 1, inclusive.  Defaults to 1 if not set.")
+    lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the interest is paid automatically or not.  Exactly one election must be provided.")
     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", "exDate", "currency", "fraction", "lapseElections"]

lusid/models/loan_principal_repayment_event.py

@@ -29,9 +29,9 @@ class LoanPrincipalRepaymentEvent(InstrumentEvent):
     """
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date that the Principal is due to be paid.")
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the repayment.") 
-    lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the Principal is paid automatically or not. Exactly one election must be provided.")
-    fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the outstanding settled principal balance to be repaid. Must be between 0 and 1, inclusive. Defaults to 1 if not set. Ignored if the field Amount is set to a value different than zero.")
-    amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Amount to be repaid (independent of the fraction). This field is not used at all if not set or set to 0, in this case the fraction field will be used instead. Otherwise, the fraction field is ignored.")
+    lapse_elections: Optional[conlist(LapseElection)] = Field(None, alias="lapseElections", description="Election for controlling whether the Principal is paid automatically or not.  Exactly one election must be provided.")
+    fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Fraction of the outstanding settled principal balance to be repaid. Must be between 0 and 1, inclusive.  Defaults to 1 if not set. Ignored if the field Amount is set to a value different than zero.")
+    amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Amount to be repaid (independent of the fraction).  This field is not used at all if not set or set to 0, in this case the fraction field will be used instead.  Otherwise, the fraction field is ignored.")
     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", "currency", "lapseElections", "fraction", "amount"]

lusid/models/lusid_instrument.py

@@ -24,7 +24,7 @@ import lusid.models
 
 class LusidInstrument(BaseModel):
     """
-    Base class in the hierarchy for representing the full economic definition of instruments in LUSID. These definitions are used to provide instrument analytics such as PV, accrual, cash flows, and risk. This base class should not be directly instantiated; each supported InstrumentType has a corresponding inherited class.  # noqa: E501
+    Base class in the hierarchy for representing the full economic definition of instruments in LUSID.  These definitions are used to provide instrument analytics such as PV, accrual, cash flows, and risk.  This base class should not be directly instantiated; each supported InstrumentType has a corresponding inherited class.  # noqa: E501
     """
     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") 
     __properties = ["instrumentType"]

lusid/models/lusid_trade_ticket.py

@@ -35,7 +35,7 @@ class LusidTradeTicket(BaseModel):
     transaction_date:  StrictStr = Field(...,alias="transactionDate", description="Transaction Date. Date at which transaction is known.") 
     settlement_date:  StrictStr = Field(...,alias="settlementDate", description="Transaction settlement. Date at which transaction is finalised and realised into the system.") 
     total_consideration: CurrencyAndAmount = Field(..., alias="totalConsideration")
-    units: Union[StrictFloat, StrictInt] = Field(..., description="Number of units in the transaction. For an OTC this is somewhat interchangeable with the quantity booked in the instrument. As M x N or N x M are equivalent it is advised a client chooses one approach and sticks to it. Arguably either the unit or holding is best unitised.")
+    units: Union[StrictFloat, StrictInt] = Field(..., description="Number of units in the transaction. For an OTC this is somewhat interchangeable with the quantity booked in the  instrument. As M x N or N x M are equivalent it is advised a client chooses one approach and sticks to it.  Arguably either the unit or holding is best unitised.")
     instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Identifiers for the instrument.")
     instrument_scope:  Optional[StrictStr] = Field(None,alias="instrumentScope", description="Scope of instrument") 
     instrument_name:  Optional[StrictStr] = Field(None,alias="instrumentName", description="Name of instrument") 

lusid/models/mark_to_market_conventions.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr
 
 class MarkToMarketConventions(BaseModel):
     """
-    A set of conventions for mark to market. Mark to market is a method  that values financial instruments based on current market prices,  reflecting their current value, rather than historical cost.  # noqa: E501
+    A set of conventions for mark to market. Mark to market is a method   that values financial instruments based on current market prices,   reflecting their current value, rather than historical cost.  # noqa: E501
     """
     calendar_code:  Optional[StrictStr] = Field(None,alias="calendarCode", description="The calendar to use when generating mark to market cashflows and events.") 
     __properties = ["calendarCode"]

lusid/models/market_context.py

@@ -28,13 +28,13 @@ from lusid.models.market_options import MarketOptions
 
 class MarketContext(BaseModel):
     """
-    Market context node. This defines how LUSID processes parts of a request that require resolution of market data such as instrument prices or Fx rates. It controls where the data is loaded from and which sources take precedence.  # noqa: E501
+    Market context node. This defines how LUSID processes parts of a request that require resolution of market data such as instrument prices or  Fx rates. It controls where the data is loaded from and which sources take precedence.  # noqa: E501
     """
-    market_rules: Optional[conlist(MarketDataKeyRule)] = Field(None, alias="marketRules", description="The set of rules that define how to resolve particular use cases. These can be relatively general or specific in nature. Nominally any number are possible and will be processed in order where applicable. However, there is evidently a potential for increased computational cost where many rules must be applied to resolve data. Ensuring that portfolios are structured in such a way as to reduce the number of rules required is therefore sensible.")
+    market_rules: Optional[conlist(MarketDataKeyRule)] = Field(None, alias="marketRules", description="The set of rules that define how to resolve particular use cases. These can be relatively general or specific in nature.  Nominally any number are possible and will be processed in order where applicable. However, there is evidently a potential  for increased computational cost where many rules must be applied to resolve data. Ensuring that portfolios are structured in  such a way as to reduce the number of rules required is therefore sensible.")
     suppliers: Optional[MarketContextSuppliers] = None
     options: Optional[MarketOptions] = None
-    specific_rules: Optional[conlist(MarketDataSpecificRule)] = Field(None, alias="specificRules", description="Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for. Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps. WARNING: The use of specific rules impacts performance. Where possible, one should use MarketDataKeyRules only.")
-    grouped_market_rules: Optional[conlist(GroupOfMarketDataKeyRules)] = Field(None, alias="groupedMarketRules", description="The list of groups of rules that will be used in market data resolution. Rules given within a group will, if the group is being used to resolve data, all be applied with the results of those individual resolution attempts combined into a single result. The method for combining results is determined by the operation detailed in the GroupOfMarketDataKeyRules.              Notes: - When resolving MarketData, MarketRules will be applied first followed by GroupedMarketRules if data could not be found using only the MarketRules provided. - GroupedMarketRules can only be used for resolving data from the QuoteStore.              Caution: As every rule in a given group will be applied in resolution if the group is applied, groups are computationally expensive for market data resolution. Therefore, heuristically, rule groups should be kept as small as possible.")
+    specific_rules: Optional[conlist(MarketDataSpecificRule)] = Field(None, alias="specificRules", description="Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for.  Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.  WARNING: The use of specific rules impacts performance. Where possible, one should use MarketDataKeyRules only.")
+    grouped_market_rules: Optional[conlist(GroupOfMarketDataKeyRules)] = Field(None, alias="groupedMarketRules", description="The list of groups of rules that will be used in market data resolution.  Rules given within a group will, if the group is being used to resolve data,  all be applied with the results of those individual resolution attempts combined into a single result.  The method for combining results is determined by the operation detailed in the GroupOfMarketDataKeyRules.                Notes:  - When resolving MarketData, MarketRules will be applied first followed by GroupedMarketRules  if data could not be found using only the MarketRules provided.  - GroupedMarketRules can only be used for resolving data from the QuoteStore.                Caution: As every rule in a given group will be applied in resolution if the group is applied,  groups are computationally expensive for market data resolution.  Therefore, heuristically, rule groups should be kept as small as possible.")
     __properties = ["marketRules", "suppliers", "options", "specificRules", "groupedMarketRules"]
 
     class Config:

lusid/models/market_context_suppliers.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr
 
 class MarketContextSuppliers(BaseModel):
     """
-    It is possible to control which supplier is used for a given asset class. This field is deprecated in favour of market data rules, which subsumes its functionality.  # noqa: E501
+    It is possible to control which supplier is used for a given asset class.  This field is deprecated in favour of market data rules, which subsumes its functionality.  # noqa: E501
     """
     commodity:  Optional[StrictStr] = Field(None,alias="Commodity") 
     credit:  Optional[StrictStr] = Field(None,alias="Credit") 

lusid/models/market_data_key_rule.py

@@ -23,19 +23,19 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictSt
 
 class MarketDataKeyRule(BaseModel):
     """
-    When performing analytics, instruments and models have dependencies on market data. A market data key rule essentially tells lusid to \"resolve dependencies matching the pattern 'X' using data of the form 'Y'\". The parameter 'X' is defined by the key of the key rule, and might specify \"all USD rates curves\" or \"all RIC-based prices\". The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be.  # noqa: E501
+    When performing analytics, instruments and models have dependencies on market data.  A market data key rule essentially tells lusid to \"resolve dependencies matching the pattern 'X' using data of the form 'Y'\".  The parameter 'X' is defined by the key of the key rule, and might specify \"all USD rates curves\" or \"all RIC-based prices\".  The parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as  where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be.  # noqa: E501
     """
-    key:  StrictStr = Field(...,alias="key", description="A dot-separated string that defines a pattern for matching market data dependencies. The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info. Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote' Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate' Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve              For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'. e.g. \"Rates.*.*\" matches any dependency on a discounting curve.") 
+    key:  StrictStr = Field(...,alias="key", description="A dot-separated string that defines a pattern for matching market data dependencies.  The form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info.  Quote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote'  Fx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate'  Discounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve                For non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'.  e.g. \"Rates.*.*\" matches any dependency on a discounting curve.") 
     supplier:  StrictStr = Field(...,alias="supplier", description="The market data supplier (where the data comes from)") 
     data_scope:  StrictStr = Field(...,alias="dataScope", description="The scope in which the data should be found when using this rule.") 
     quote_type:  StrictStr = Field(...,alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor") 
-    field:  Optional[StrictStr] = Field(None,alias="field", description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc. When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here will be accepted as market data. When resolving data from an external supplier, the Field must be one of a defined set for the given supplier.              Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.") 
-    quote_interval:  Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string             nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax             is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of             D(ay), Bd(business day), W(eek), M(onth) or Y(ear).             Business days are calculated using the calendars specified on the Valuation Request.             If no calendar is provided in the request, then it will default to only skipping weekends.             For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\",             looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.") 
+    field:  Optional[StrictStr] = Field(None,alias="field", description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc.  When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here  will be accepted as market data.  When resolving data from an external supplier, the Field must be one of a defined set for the given supplier.                Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.") 
+    quote_interval:  Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string              nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax              is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of              D(ay), Bd(business day), W(eek), M(onth) or Y(ear).              Business days are calculated using the calendars specified on the Valuation Request.              If no calendar is provided in the request, then it will default to only skipping weekends.              For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\",              looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.") 
     as_at: Optional[datetime] = Field(None, alias="asAt", description="Deprecated field which no longer has any effect on market data resolution.")
     price_source:  Optional[StrictStr] = Field(None,alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote") 
-    mask:  Optional[StrictStr] = Field(None,alias="mask", description="Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.") 
-    source_system:  Optional[StrictStr] = Field(None,alias="sourceSystem", description="If set, this parameter will seek an external source of market data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store.              This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".") 
-    fall_through_on_access_denied: Optional[StrictBool] = Field(None, alias="fallThroughOnAccessDenied", description="When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false.")
+    mask:  Optional[StrictStr] = Field(None,alias="mask", description="Allows for partial or complete override of the market asset resolved for a dependency  Either a named override or a dot separated string (A.B.C.D.*).  e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there  are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.") 
+    source_system:  Optional[StrictStr] = Field(None,alias="sourceSystem", description="If set, this parameter will seek an external source of market data.  Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store.                This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".") 
+    fall_through_on_access_denied: Optional[StrictBool] = Field(None, alias="fallThroughOnAccessDenied", description="When a user attempts to use a rule to access data to which they are not entitled,  the rule will fail to resolve any market data.  By default, such an access denied failure will stop any further attempts to resolve market data.  This is so that differently entitled users always receive the same market data from market data resolution,  if they have sufficient entitlements to retrieve the required data.  If set to true, then an access denied failure will not stop further market data resolution,  and resolution will continue with the next specified MarketDataKeyRule.  Optional, and defaults to false.")
     __properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "sourceSystem", "fallThroughOnAccessDenied"]
 
     @validator('quote_type')

lusid/models/market_data_options.py

@@ -24,7 +24,7 @@ import lusid.models
 
 class MarketDataOptions(BaseModel):
     """
-    Base class for representing market data options in LUSID. Abstractly, these are any options that one should be able to specify for ComplexMarketData entities. For example, CurveOptions allows one to decide how the data provided in a discountFactorCurve is interpolated. This base class should not be directly instantiated; each supported MarketDataOptionsType has a corresponding inherited class.  # noqa: E501
+    Base class for representing market data options in LUSID.  Abstractly, these are any options that one should be able to specify for ComplexMarketData entities.  For example, CurveOptions allows one to decide how the data provided in a discountFactorCurve is interpolated.  This base class should not be directly instantiated;  each supported MarketDataOptionsType has a corresponding inherited class.  # noqa: E501
     """
     market_data_options_type:  StrictStr = Field(...,alias="marketDataOptionsType", description="The available values are: CurveOptions") 
     __properties = ["marketDataOptionsType"]

lusid/models/market_data_specific_rule.py

@@ -24,20 +24,20 @@ from lusid.models.dependency_source_filter import DependencySourceFilter
 
 class MarketDataSpecificRule(BaseModel):
     """
-    Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for. For example, a market data rule might instruct all rates curves to be retrieved from a particular scope. This class gives the ability to set different behaviour depending on what is requesting the rates curve. Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.  # noqa: E501
+    Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for.  For example, a market data rule might instruct all rates curves to be retrieved from a particular scope.  This class gives the ability to set different behaviour depending on what is requesting the rates curve.  Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.  # noqa: E501
     """
     key:  StrictStr = Field(...,alias="key", description="The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)") 
     supplier:  StrictStr = Field(...,alias="supplier", description="The market data supplier (where the data comes from)") 
     data_scope:  StrictStr = Field(...,alias="dataScope", description="The scope in which the data should be found when using this rule.") 
     quote_type:  StrictStr = Field(...,alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor") 
-    field:  StrictStr = Field(...,alias="field", description="The conceptual qualification for the field, such as bid, mid, or ask. The field must be one of a defined set for the given supplier, in the same way as it is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId") 
-    quote_interval:  Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string             nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax             is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), W(eek), M(onth) or Y(ear).") 
+    field:  StrictStr = Field(...,alias="field", description="The conceptual qualification for the field, such as bid, mid, or ask.  The field must be one of a defined set for the given supplier, in the same way as it  is for the Finbourne.WebApi.Interface.Dto.Quotes.QuoteSeriesId") 
+    quote_interval:  Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string              nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax              is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of D(ay), W(eek), M(onth) or Y(ear).") 
     as_at: Optional[datetime] = Field(None, alias="asAt", description="Deprecated field which no longer has any effect on market data resolution.")
     price_source:  Optional[StrictStr] = Field(None,alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote") 
-    mask:  Optional[StrictStr] = Field(None,alias="mask", description="Allows for partial or complete override of the market asset resolved for a dependency Either a named override or a dot separated string (A.B.C.D.*). e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.") 
+    mask:  Optional[StrictStr] = Field(None,alias="mask", description="Allows for partial or complete override of the market asset resolved for a dependency  Either a named override or a dot separated string (A.B.C.D.*).  e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there  are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.") 
     dependency_source_filter: DependencySourceFilter = Field(..., alias="dependencySourceFilter")
-    source_system:  Optional[StrictStr] = Field(None,alias="sourceSystem", description="Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to \"Lusid\". This means that data will be retrieved from the Quotes store and the ComplexMarketData store. These can be populated using the Quotes and ComplexMarketData endpoints.") 
-    fall_through_on_access_denied: Optional[StrictBool] = Field(None, alias="fallThroughOnAccessDenied", description="When a user attempts to use a rule to access data to which they are not entitled, the rule will fail to resolve any market data. By default, such an access denied failure will stop any further attempts to resolve market data. This is so that differently entitled users always receive the same market data from market data resolution, if they have sufficient entitlements to retrieve the required data. If set to true, then an access denied failure will not stop further market data resolution, and resolution will continue with the next specified MarketDataKeyRule. Optional, and defaults to false.")
+    source_system:  Optional[StrictStr] = Field(None,alias="sourceSystem", description="Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the Quotes store and the ComplexMarketData store.  These can be populated using the Quotes and ComplexMarketData endpoints.") 
+    fall_through_on_access_denied: Optional[StrictBool] = Field(None, alias="fallThroughOnAccessDenied", description="When a user attempts to use a rule to access data to which they are not entitled,  the rule will fail to resolve any market data.  By default, such an access denied failure will stop any further attempts to resolve market data.  This is so that differently entitled users always receive the same market data from market data resolution,  if they have sufficient entitlements to retrieve the required data.  If set to true, then an access denied failure will not stop further market data resolution,  and resolution will continue with the next specified MarketDataKeyRule.  Optional, and defaults to false.")
     __properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "dependencySourceFilter", "sourceSystem", "fallThroughOnAccessDenied"]
 
     @validator('quote_type')

lusid/models/market_data_type.py

@@ -23,7 +23,7 @@ from aenum import Enum, no_arg
 
 class MarketDataType(str, Enum):
     """
-    The format of the complex market data stored. Complex market data is used to store any data which requires more context than just a simple single point as is the case with a quote. Examples of such complex market data are Discount Curve and Volatility Surfaces.
+    The format of the complex market data stored. Complex market data is used to store any  data which requires more context than just a simple single point as is the case with a  quote.  Examples of such complex market data are Discount Curve and Volatility Surfaces.
     """
 
     """

lusid/models/market_options.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, constr,
 
 class MarketOptions(BaseModel):
     """
-    The set of options that control miscellaneous and default market resolution behaviour. These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved. For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources according to requirements based on accuracy or timeliness it is not. In more advanced cases the options should largely be ignored and rules specified per source. Be aware that where no specified rule matches the final fallback is on to the logic implied here.  # noqa: E501
+    The set of options that control miscellaneous and default market resolution behaviour.  These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved.  For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources  according to requirements based on accuracy or timeliness it is not. In more advanced cases the options should largely be ignored and rules specified  per source. Be aware that where no specified rule matches the final fallback is on to the logic implied here.  # noqa: E501
     """
     default_supplier:  Optional[StrictStr] = Field(None,alias="defaultSupplier", description="The default supplier of data. This controls which 'dialect' is used to find particular market data. e.g. one supplier might address data by RIC, another by PermId") 
     default_instrument_code_type:  Optional[StrictStr] = Field(None,alias="defaultInstrumentCodeType", description="When instrument quotes are searched for, what identifier should be used by default") 

lusid/models/market_quote.py

@@ -23,7 +23,7 @@ from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictI
 
 class MarketQuote(BaseModel):
     """
-    The market quote for an observable which will be used to calibrate the market data, including the format of the quote. e.g. a volatility quote for a specific strike and expiry the par rate of a swap              This is a slimmed down version of a full Quote that can be stored in our QuoteStore to remove lineage, price source etc. for ease of use when creating complex market data.  # noqa: E501
+    The market quote for an observable which will be used to calibrate the market data,  including the format of the quote.  e.g. a volatility quote for a specific strike and expiry  the par rate of a swap                This is a slimmed down version of a full Quote that can be stored in our QuoteStore to  remove lineage, price source etc. for ease of use when creating complex market data.  # noqa: E501
     """
     quote_type:  StrictStr = Field(...,alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor") 
     value: Union[StrictFloat, StrictInt] = Field(..., description="Numeric value of the quote")

lusid/models/mastered_instrument.py

@@ -32,7 +32,7 @@ class MasteredInstrument(LusidInstrument):
     mastered_lusid_instrument_id:  Optional[StrictStr] = Field(None,alias="masteredLusidInstrumentId", description="Luid of the Instrument that Mastered Instrument points to - read only field") 
     mastered_name:  Optional[StrictStr] = Field(None,alias="masteredName", description="Name of the Instrument that Mastered Instrument points to - read only field") 
     mastered_scope:  Optional[StrictStr] = Field(None,alias="masteredScope", description="Scope of the Instrument that Mastered Instrument points to - read only field") 
-    mastered_asset_class:  Optional[StrictStr] = Field(None,alias="masteredAssetClass", description="Asset class of the underlying mastered instrument - read only field  Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].") 
+    mastered_asset_class:  Optional[StrictStr] = Field(None,alias="masteredAssetClass", description="Asset class of the underlying mastered instrument - read only field    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].") 
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "identifiers", "masteredDomCcy", "masteredInstrumentType", "masteredLusidInstrumentId", "masteredName", "masteredScope", "masteredAssetClass"]

lusid/models/match_criterion.py

@@ -24,7 +24,7 @@ import lusid.models
 
 class MatchCriterion(BaseModel):
     """
-    A condition to be evaluated. Each supported CriterionType has a corresponding schema.  # noqa: E501
+    A condition to be evaluated.  Each supported CriterionType has a corresponding schema.  # noqa: E501
     """
     criterion_type:  StrictStr = Field(...,alias="criterionType", description="The available values are: PropertyValueEquals, PropertyValueIn, SubHoldingKeyValueEquals") 
     __properties = ["criterionType"]

lusid/models/maturity_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class MaturityEvent(InstrumentEvent):
     """
-    Definition of a Maturity Event This is an event that describes the maturity of the instrument.  # noqa: E501
+    Definition of a Maturity Event  This is an event that describes the maturity of the instrument.  # noqa: E501
     """
     maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="Maturity date of the instrument")
     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") 

lusid/models/mbs_coupon_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class MbsCouponEvent(InstrumentEvent):
     """
-    Definition of an MBS Coupon Event This is an event that describes the occurence of a cashflow due to a mortgage-backed security coupon payment.  # noqa: E501
+    Definition of an MBS Coupon Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security coupon payment.  # noqa: E501
     """
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the coupon")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the coupon")

lusid/models/mbs_interest_deferral_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class MbsInterestDeferralEvent(InstrumentEvent):
     """
-    Definition of an MBS Interest Deferral Event This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
+    Definition of an MBS Interest Deferral Event  This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and  capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
     """
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the interest that is deferred and capitalised")

lusid/models/mbs_interest_shortfall_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class MbsInterestShortfallEvent(InstrumentEvent):
     """
-    Definition of an MBS Interest Shortfall Event This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and not capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
+    Definition of an MBS Interest Shortfall Event  This is an event that describes the occurence of a cashflow due to unpaid interest that was deferred and  not capitalised into the outstanding principal balance of a mortgage-backed security.  # noqa: E501
     """
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the interest payment, usually several weeks prior to the payment date")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the interest")

lusid/models/mbs_principal_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class MbsPrincipalEvent(InstrumentEvent):
     """
-    Definition of an MBS Principal Event This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal payment.  # noqa: E501
+    Definition of an MBS Principal Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal payment.  # noqa: E501
     """
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the principal payment, usually several weeks prior to the payment date")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the principal")

lusid/models/mbs_principal_write_off_event.py

@@ -24,7 +24,7 @@ from lusid.models.instrument_event import InstrumentEvent
 
 class MbsPrincipalWriteOffEvent(InstrumentEvent):
     """
-    Definition of an MBS Principal Write Off Event This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal write off.  # noqa: E501
+    Definition of an MBS Principal Write Off Event  This is an event that describes the occurence of a cashflow due to a mortgage-backed security principal write off.  # noqa: E501
     """
     ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date (entitlement date) of the principal payment, usually several weeks prior to the payment date")
     payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the principal that is written off")

lusid/models/model_options.py

@@ -24,7 +24,7 @@ import lusid.models
 
 class ModelOptions(BaseModel):
     """
-    Base class for representing model options in LUSID, which provide config for instrument analytics. This base class should not be directly instantiated; each supported ModelOptionsType has a corresponding inherited class.  # noqa: E501
+    Base class for representing model options in LUSID, which provide config for instrument analytics.  This base class should not be directly instantiated; each supported ModelOptionsType has a corresponding inherited class.  # noqa: E501
     """
     model_options_type:  StrictStr = Field(...,alias="modelOptionsType", description="The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions, CdsModelOptions") 
     __properties = ["modelOptionsType"]