lusid-sdk 2.1.922__py3-none-any.whl → 2.1.923__py3-none-any.whl

lusid/configuration.py

@@ -445,7 +445,7 @@ class Configuration:
         return "Python SDK Debug Report:\n"\
                "OS: {env}\n"\
                "Python Version: {pyversion}\n"\
-               "Version of the API: 0.11.8197\n"\
+               "Version of the API: 0.11.8200\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/interest_rate_swaption.py

@@ -33,11 +33,12 @@ class InterestRateSwaption(LusidInstrument):
     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].") 
-    swap: InterestRateSwap = Field(...)
+    swap: Optional[InterestRateSwap] = None
     time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    underlying: Optional[LusidInstrument] = None
     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", "startDate", "payOrReceiveFixed", "premium", "deliveryMethod", "swap", "timeZoneConventions"]
+    __properties = ["instrumentType", "startDate", "payOrReceiveFixed", "premium", "deliveryMethod", "swap", "timeZoneConventions", "underlying"]
 
     @validator('instrument_type')
     def instrument_type_validate_enum(cls, value):
@@ -140,6 +141,9 @@ class InterestRateSwaption(LusidInstrument):
         # override the default output from pydantic by calling `to_dict()` of time_zone_conventions
         if self.time_zone_conventions:
             _dict['timeZoneConventions'] = self.time_zone_conventions.to_dict()
+        # override the default output from pydantic by calling `to_dict()` of underlying
+        if self.underlying:
+            _dict['underlying'] = self.underlying.to_dict()
         # puts key-value pairs in additional_properties in the top level
         if self.additional_properties is not None:
             for _key, _value in self.additional_properties.items():
@@ -163,7 +167,8 @@ class InterestRateSwaption(LusidInstrument):
             "premium": Premium.from_dict(obj.get("premium")) if obj.get("premium") is not None else None,
             "delivery_method": obj.get("deliveryMethod"),
             "swap": InterestRateSwap.from_dict(obj.get("swap")) if obj.get("swap") is not None else None,
-            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None
+            "time_zone_conventions": TimeZoneConventions.from_dict(obj.get("timeZoneConventions")) if obj.get("timeZoneConventions") is not None else None,
+            "underlying": LusidInstrument.from_dict(obj.get("underlying")) if obj.get("underlying") is not None else None
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

lusid/models/mark_to_market_conventions.py

@@ -26,7 +26,9 @@ 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
     """
     calendar_code:  Optional[StrictStr] = Field(None,alias="calendarCode", description="The calendar to use when generating mark to market cashflows and events.") 
-    __properties = ["calendarCode"]
+    hour_offset_tenor:  Optional[StrictStr] = Field(None,alias="hourOffsetTenor", description="The hour tenor component of the time offset against the maturity date.  This is an optional field, if a value is provided it must be a positive value between '0hour' and '23hour'.") 
+    minute_offset_tenor:  Optional[StrictStr] = Field(None,alias="minuteOffsetTenor", description="The minute tenor component of the time offset against the maturity date.  This is an optional field, if a value is provided it must be a positive value between '0min' and '59min'.") 
+    __properties = ["calendarCode", "hourOffsetTenor", "minuteOffsetTenor"]
 
     class Config:
         """Pydantic configuration"""
@@ -65,6 +67,16 @@ class MarkToMarketConventions(BaseModel):
         if self.calendar_code is None and "calendar_code" in self.__fields_set__:
             _dict['calendarCode'] = None
 
+        # set to None if hour_offset_tenor (nullable) is None
+        # and __fields_set__ contains the field
+        if self.hour_offset_tenor is None and "hour_offset_tenor" in self.__fields_set__:
+            _dict['hourOffsetTenor'] = None
+
+        # set to None if minute_offset_tenor (nullable) is None
+        # and __fields_set__ contains the field
+        if self.minute_offset_tenor is None and "minute_offset_tenor" in self.__fields_set__:
+            _dict['minuteOffsetTenor'] = None
+
         return _dict
 
     @classmethod
@@ -77,6 +89,8 @@ class MarkToMarketConventions(BaseModel):
             return MarkToMarketConventions.parse_obj(obj)
 
         _obj = MarkToMarketConventions.parse_obj({
-            "calendar_code": obj.get("calendarCode")
+            "calendar_code": obj.get("calendarCode"),
+            "hour_offset_tenor": obj.get("hourOffsetTenor"),
+            "minute_offset_tenor": obj.get("minuteOffsetTenor")
         })
         return _obj

{lusid_sdk-2.1.922.dist-info → lusid_sdk-2.1.923.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.1.922
+Version: 2.1.923
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT

{lusid_sdk-2.1.922.dist-info → lusid_sdk-2.1.923.dist-info}/RECORD

@@ -80,7 +80,7 @@ lusid/api/translation_api.py,sha256=xpRuTfwQvYBlWe6r_L2EI_uVpXqHFnEOim-i-kVQ85E,
 lusid/api/workspace_api.py,sha256=0pCNi3ZCRbIo0NXKa85XE7vtq0WV5YOKcQKvFlcLUaY,120708
 lusid/api_client.py,sha256=ewMTmf9SRurY8pYnUx9jy24RdldPCOa4US38pnrVxjA,31140
 lusid/api_response.py,sha256=6-gnhty6lu8MMAERt3_kTVD7UxQgWFfcjgpcq6iN5IU,855
-lusid/configuration.py,sha256=eC2OZZIHepewROEJ92SrnVm8OsBxnWZFI5EnfJSFdGU,17980
+lusid/configuration.py,sha256=FnetvICx9qsZbGJyvDESuNYHpvd7882DIsu_g8yOg7A,17980
 lusid/exceptions.py,sha256=HIQwgmQrszLlcVCLaqex8dO0laVuejUyOMz7U2ZWJ6s,5326
 lusid/extensions/__init__.py,sha256=dzDHEzpn-9smd2-_UMWQzeyX6Ha4jGf6fnqx7qxKxNI,630
 lusid/extensions/api_client.py,sha256=GzygWg_h603QK1QS2HvAijuE2R1TnvoF6-Yg0CeM3ug,30943
@@ -666,7 +666,7 @@ lusid/models/instrument_resolution_detail.py,sha256=gi42e6JZRKr8rY9sofRepshFGP4o
 lusid/models/instrument_search_property.py,sha256=uGrke27tAh7jyIXMIJ-VZ4tX7fk6bbWC0XuORLZLLnc,2535
 lusid/models/instrument_type.py,sha256=OF57GiV4s6tAav76Ni18uUtwJOm7HqKGMQ7vEFTa93U,2139
 lusid/models/interest_rate_swap.py,sha256=VYrTB1LaxMF9aJagZ6tEL0Hwd5ECfyp1fxKmm6-GcDk,12924
-lusid/models/interest_rate_swaption.py,sha256=PWP3P_rGVatMUUy4RMM83rxap0F-NeN_GY4UBfGoRko,10258
+lusid/models/interest_rate_swaption.py,sha256=9RAxCUnc9veDjvWWX-n6jDcR52UvPmATM-JbzD80zwM,10625
 lusid/models/intermediate_compliance_step.py,sha256=n_y-NJKd4787d9W5b4_MBJ_9ShzH3q2zTA9AaeowM-Y,7723
 lusid/models/intermediate_compliance_step_request.py,sha256=Va1ew-xImnr6NuDGT6cvREZoF-WAaXs3LwlNvonnsrs,6829
 lusid/models/intermediate_securities_distribution_event.py,sha256=zGV1dURu3fWR-N6cePDYo-4Vv6AaScDdMV92B2kqaTY,15126
@@ -709,7 +709,7 @@ lusid/models/lusid_validation_problem_details.py,sha256=7J-d5JmrrZQ-4HF07xp4om47
 lusid/models/mapped_string.py,sha256=vfLGPIaI21VLxNRjOYjxxMV8PrdWQAqqLA1_JxvA5aM,3248
 lusid/models/mapping.py,sha256=GFQ3HryJQ6T5WJrBO1GfUwIBrtpqzouqZmM113cPXa0,3477
 lusid/models/mapping_rule.py,sha256=y6MqGlbd4XEY50xfwT9xQpFXOASxUrVyNOp0RiWZ_6E,5229
-lusid/models/mark_to_market_conventions.py,sha256=p7KJh6MPdI762O1zFyu05-wqca7odbIL4u_891fnfVo,2692
+lusid/models/mark_to_market_conventions.py,sha256=i0zKGTgPHcu9XO2-4J-hC4hwC2otXPnNEjurNI_FLkk,3916
 lusid/models/market_context.py,sha256=N5ePFJA2G33zy1oGgWifd7V1UafKnQKqfEsQeXWa8X0,7828
 lusid/models/market_context_suppliers.py,sha256=Ew7wwO1kctTrgcz5iwnz3Otl8YXJQgBpjL3---pLHso,2751
 lusid/models/market_data_key_rule.py,sha256=WnTDRvEUhEXAV1KgjnyfFnrMbzE40nf8-7VywP3zD9A,13125
@@ -1383,6 +1383,6 @@ lusid/models/year_month_day.py,sha256=gwSoxFwlD_wffKdddo1wfvAcLq3Cht3FHQidiaHzAA
 lusid/models/yield_curve_data.py,sha256=I1ZSWxHMgUxj9OQt6i9a4S91KB4_XtmrfFxpN_PV3YQ,9561
 lusid/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 lusid/rest.py,sha256=HQT__5LQEMu6_1sLKvYj-DI4FH1DJXBIPYfZCTTyrY4,13431
-lusid_sdk-2.1.922.dist-info/METADATA,sha256=VXHhUlKfIAMnxhzKBtslDPCitcDGf__UBoNwv7xrqog,231791
-lusid_sdk-2.1.922.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
-lusid_sdk-2.1.922.dist-info/RECORD,,
+lusid_sdk-2.1.923.dist-info/METADATA,sha256=WmOw_wMeGy847dEDUb426pgenD7F47MFzc1auYfkNOk,231791
+lusid_sdk-2.1.923.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+lusid_sdk-2.1.923.dist-info/RECORD,,