lusid-sdk 2.1.990__py3-none-any.whl → 2.2.1__py3-none-any.whl

lusid/models/share_class_pnl_breakdown.py

@@ -18,17 +18,19 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.share_class_amount import ShareClassAmount
 
 class ShareClassPnlBreakdown(BaseModel):
     """
     The breakdown of PnL for a Share Class on a specified date.  # noqa: E501
     """
-    apportioned_non_class_specific_pnl: Dict[str, ShareClassAmount] = Field(..., alias="apportionedNonClassSpecificPnl", description="Bucket of detail for PnL within the queried period not explicitly allocated to any share class but has been apportioned to the share class.")
-    class_pnl: Dict[str, ShareClassAmount] = Field(..., alias="classPnl", description="Bucket of detail for PnL specific to the share class within the queried period.")
-    total_pnl: Dict[str, ShareClassAmount] = Field(..., alias="totalPnl", description="Bucket of detail for the sum of class PnL and PnL not specific to a class within the queried period.")
+    apportioned_non_class_specific_pnl: Dict[str, ShareClassAmount] = Field(description="Bucket of detail for PnL within the queried period not explicitly allocated to any share class but has been apportioned to the share class.", alias="apportionedNonClassSpecificPnl")
+    class_pnl: Dict[str, ShareClassAmount] = Field(description="Bucket of detail for PnL specific to the share class within the queried period.", alias="classPnl")
+    total_pnl: Dict[str, ShareClassAmount] = Field(description="Bucket of detail for the sum of class PnL and PnL not specific to a class within the queried period.", alias="totalPnl")
     __properties = ["apportionedNonClassSpecificPnl", "classPnl", "totalPnl"]
 
     class Config:
@@ -116,3 +118,5 @@ class ShareClassPnlBreakdown(BaseModel):
             else None
         })
         return _obj
+
+ShareClassPnlBreakdown.update_forward_refs()

lusid/models/side_configuration_data.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.link import Link
 
 class SideConfigurationData(BaseModel):
@@ -32,7 +34,7 @@ class SideConfigurationData(BaseModel):
     rate:  StrictStr = Field(...,alias="rate", description="The rate.") 
     units:  StrictStr = Field(...,alias="units", description="The units.") 
     amount:  StrictStr = Field(...,alias="amount", description="The amount.") 
-    links: Optional[conlist(Link)] = None
+    links: Optional[List[Link]] = None
     __properties = ["side", "security", "currency", "rate", "units", "amount", "links"]
 
     class Config:
@@ -100,3 +102,5 @@ class SideConfigurationData(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+SideConfigurationData.update_forward_refs()

lusid/models/side_configuration_data_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class SideConfigurationDataRequest(BaseModel):
     """
@@ -85,3 +87,5 @@ class SideConfigurationDataRequest(BaseModel):
             "amount": obj.get("amount")
         })
         return _obj
+
+SideConfigurationDataRequest.update_forward_refs()

lusid/models/side_definition.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.link import Link
 
 class SideDefinition(BaseModel):
@@ -34,7 +36,7 @@ class SideDefinition(BaseModel):
     amount:  StrictStr = Field(...,alias="amount", description="The value, field or property key defining the side's amount") 
     notional_amount:  Optional[StrictStr] = Field(None,alias="notionalAmount", description="The value, field or property key defining the side's notional amount") 
     current_face:  Optional[StrictStr] = Field(None,alias="currentFace", description="The value, field or property key defining the side's current face / outstanding notional.") 
-    links: Optional[conlist(Link)] = None
+    links: Optional[List[Link]] = None
     __properties = ["side", "security", "currency", "rate", "units", "amount", "notionalAmount", "currentFace", "links"]
 
     class Config:
@@ -114,3 +116,5 @@ class SideDefinition(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+SideDefinition.update_forward_refs()

lusid/models/side_definition_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class SideDefinitionRequest(BaseModel):
     """
@@ -97,3 +99,5 @@ class SideDefinitionRequest(BaseModel):
             "current_face": obj.get("currentFace")
         })
         return _obj
+
+SideDefinitionRequest.update_forward_refs()

lusid/models/sides_definition_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.side_definition_request import SideDefinitionRequest
 
 class SidesDefinitionRequest(BaseModel):
@@ -27,7 +29,7 @@ class SidesDefinitionRequest(BaseModel):
     SidesDefinitionRequest
     """
     side:  StrictStr = Field(...,alias="side", description="A unique label identifying the side definition.") 
-    side_request: SideDefinitionRequest = Field(..., alias="sideRequest")
+    side_request: SideDefinitionRequest = Field(alias="sideRequest")
     __properties = ["side", "sideRequest"]
 
     class Config:
@@ -81,3 +83,5 @@ class SidesDefinitionRequest(BaseModel):
             "side_request": SideDefinitionRequest.from_dict(obj.get("sideRequest")) if obj.get("sideRequest") is not None else None
         })
         return _obj
+
+SidesDefinitionRequest.update_forward_refs()

lusid/models/simple_cash_flow_loan.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, validator 
 from lusid.models.loan_period import LoanPeriod
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -28,11 +30,11 @@ class SimpleCashFlowLoan(LusidInstrument):
     """
     LUSID representation of a SimpleCashFlowLoan.  This is a simple loan, with interest payments and nationals provided and not calculated.  # 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.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    maturity_date: datetime = Field(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.", alias="maturityDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    periods: conlist(LoanPeriod) = Field(..., description="Periods of the underlying loan")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    periods: List[LoanPeriod] = Field(description="Periods of the underlying loan")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=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] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "periods", "timeZoneConventions"]
@@ -87,14 +89,19 @@ class SimpleCashFlowLoan(LusidInstrument):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
+        if value not in ['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']:
             raise ValueError("must be one of enum values ('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')")
         return value
 
@@ -171,3 +178,5 @@ class SimpleCashFlowLoan(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+SimpleCashFlowLoan.update_forward_refs()

lusid/models/simple_instrument.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.time_zone_conventions import TimeZoneConventions
 from lusid.models.trading_conventions import TradingConventions
@@ -28,13 +30,13 @@ class SimpleInstrument(LusidInstrument):
     """
     LUSID representation of a Simple Instrument, used as a basic definition of a generic instrument.  No analytics can be obtained for this.  # noqa: E501
     """
-    maturity_date: Optional[datetime] = Field(None, 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: Optional[datetime] = Field(default=None, 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.", alias="maturityDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency.") 
     asset_class:  StrictStr = Field(...,alias="assetClass", description="The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown") 
-    fgn_ccys: Optional[conlist(StrictStr)] = Field(None, alias="fgnCcys", description="The set of foreign currencies, if any (optional).")
+    fgn_ccys: Optional[List[StrictStr]] = Field(default=None, description="The set of foreign currencies, if any (optional).", alias="fgnCcys")
     simple_instrument_type:  StrictStr = Field(...,alias="simpleInstrumentType", description="The Instrument type of the simple instrument.") 
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
+    trading_conventions: Optional[TradingConventions] = Field(default=None, alias="tradingConventions")
     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", "maturityDate", "domCcy", "assetClass", "fgnCcys", "simpleInstrumentType", "timeZoneConventions", "tradingConventions"]
@@ -89,14 +91,19 @@ class SimpleInstrument(LusidInstrument):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "asset_class" != "type":
             return value
 
-        if value not in ('InterestRates', 'FX', 'Inflation', 'Equities', 'Credit', 'Commodities', 'Money', 'Unknown'):
+        if value not in ['InterestRates', 'FX', 'Inflation', 'Equities', 'Credit', 'Commodities', 'Money', 'Unknown']:
             raise ValueError("must be one of enum values ('InterestRates', 'FX', 'Inflation', 'Equities', 'Credit', 'Commodities', 'Money', 'Unknown')")
         return value
 
@@ -150,14 +157,19 @@ class SimpleInstrument(LusidInstrument):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_type" != "type":
             return value
 
-        if value not in ('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'):
+        if value not in ['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']:
             raise ValueError("must be one of enum values ('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')")
         return value
 
@@ -237,3 +249,5 @@ class SimpleInstrument(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+SimpleInstrument.update_forward_refs()

lusid/models/simple_rounding_convention.py

@@ -18,14 +18,16 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, StrictStr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class SimpleRoundingConvention(BaseModel):
     """
     Certain bonds will follow certain rounding conventions.  For example, Thai government bonds will round accrued interest and cashflow values 2dp, whereas for  French government bonds, the rounding is to 7dp.  # noqa: E501
     """
-    precision: Optional[StrictInt] = Field(None, description="The precision of the rounding. The decimal places or significant figures to which the rounding takes place.  Defaults to 0 if not set.")
+    precision: Optional[StrictInt] = Field(default=None, description="The precision of the rounding. The decimal places or significant figures to which the rounding takes place.  Defaults to 0 if not set.")
     rounding_type:  Optional[StrictStr] = Field(None,alias="roundingType", description="The type of rounding.  e.g. Round Up, Round Down    Supported string (enumeration) values are: [Down, Up, Nearest].  Defaults to \"None\" if not set.") 
     __properties = ["precision", "roundingType"]
 
@@ -82,3 +84,5 @@ class SimpleRoundingConvention(BaseModel):
             "rounding_type": obj.get("roundingType")
         })
         return _obj
+
+SimpleRoundingConvention.update_forward_refs()

lusid/models/single_valuation_point_query_parameters.py

@@ -18,15 +18,17 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.date_or_diary_entry import DateOrDiaryEntry
 
 class SingleValuationPointQueryParameters(BaseModel):
     """
     SingleValuationPointQueryParameters
     """
-    date_or_diary_entry: DateOrDiaryEntry = Field(..., alias="dateOrDiaryEntry")
+    date_or_diary_entry: DateOrDiaryEntry = Field(alias="dateOrDiaryEntry")
     __properties = ["dateOrDiaryEntry"]
 
     class Config:
@@ -79,3 +81,5 @@ class SingleValuationPointQueryParameters(BaseModel):
             "date_or_diary_entry": DateOrDiaryEntry.from_dict(obj.get("dateOrDiaryEntry")) if obj.get("dateOrDiaryEntry") is not None else None
         })
         return _obj
+
+SingleValuationPointQueryParameters.update_forward_refs()

lusid/models/sort_order.py

@@ -17,8 +17,10 @@ import pprint
 import re  # noqa: F401
 from aenum import Enum, no_arg
 
-
-
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 
 class SortOrder(str, Enum):

lusid/models/specific_holding_pricing_info.py

@@ -18,16 +18,18 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.dependency_source_filter import DependencySourceFilter
 
 class SpecificHoldingPricingInfo(BaseModel):
     """
     Allows a user to specify fallbacks/overrides using Holding fields for sources that match a particular DependencySourceFilter.  # noqa: E501
     """
-    dependency_source_filter: DependencySourceFilter = Field(..., alias="dependencySourceFilter")
-    field:  StrictStr = Field(...,alias="field", description="The Holding field which the fallback/override should use to create a price quote.") 
+    dependency_source_filter: DependencySourceFilter = Field(alias="dependencySourceFilter")
+    var_field:  StrictStr = Field(...,alias="field", description="The Holding field which the fallback/override should use to create a price quote.") 
     __properties = ["dependencySourceFilter", "field"]
 
     class Config:
@@ -78,6 +80,8 @@ class SpecificHoldingPricingInfo(BaseModel):
 
         _obj = SpecificHoldingPricingInfo.parse_obj({
             "dependency_source_filter": DependencySourceFilter.from_dict(obj.get("dependencySourceFilter")) if obj.get("dependencySourceFilter") is not None else None,
-            "field": obj.get("field")
+            "var_field": obj.get("field")
         })
         return _obj
+
+SpecificHoldingPricingInfo.update_forward_refs()

lusid/models/spin_off_event.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 from lusid.models.new_instrument import NewInstrument
 from lusid.models.units_ratio import UnitsRatio
@@ -28,14 +30,14 @@ class SpinOffEvent(InstrumentEvent):
     """
     Spin-off event (SOFF), representing the distribution of securities issued by another company.  # noqa: E501
     """
-    announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Optional.  The date the spin-off is announced.")
-    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first date on which the holder of record has entitled ownership of the new shares.")
-    record_date: Optional[datetime] = Field(None, alias="recordDate", description="Optional.  Date you have to be the holder of record in order to receive the additional shares.")
-    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date on which the distribution of shares takes place.")
-    new_instrument: NewInstrument = Field(..., alias="newInstrument")
-    units_ratio: UnitsRatio = Field(..., alias="unitsRatio")
-    cost_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="costFactor", description="Optional. The fraction of cost that is transferred from the existing shares to the new shares.")
-    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="Optional. Used in calculating cash-in-lieu of fractional shares.")
+    announcement_date: Optional[datetime] = Field(default=None, description="Optional.  The date the spin-off is announced.", alias="announcementDate")
+    ex_date: Optional[datetime] = Field(default=None, description="The first date on which the holder of record has entitled ownership of the new shares.", alias="exDate")
+    record_date: Optional[datetime] = Field(default=None, description="Optional.  Date you have to be the holder of record in order to receive the additional shares.", alias="recordDate")
+    payment_date: Optional[datetime] = Field(default=None, description="Date on which the distribution of shares takes place.", alias="paymentDate")
+    new_instrument: NewInstrument = Field(alias="newInstrument")
+    units_ratio: UnitsRatio = Field(alias="unitsRatio")
+    cost_factor: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional. The fraction of cost that is transferred from the existing shares to the new shares.", alias="costFactor")
+    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional. Used in calculating cash-in-lieu of fractional shares.", alias="fractionalUnitsCashPrice")
     fractional_units_cash_currency:  Optional[StrictStr] = Field(None,alias="fractionalUnitsCashCurrency", description="Optional. Used in calculating cash-in-lieu of fractional shares.") 
     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, CapletFloorletCashFlowEvent") 
     additional_properties: Dict[str, Any] = {}
@@ -91,14 +93,19 @@ class SpinOffEvent(InstrumentEvent):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_event_type" != "type":
             return value
 
-        if value not in ('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', 'CapletFloorletCashFlowEvent'):
+        if value not in ['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', 'CapletFloorletCashFlowEvent']:
             raise ValueError("must be one of enum values ('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', 'CapletFloorletCashFlowEvent')")
         return value
 
@@ -200,3 +207,5 @@ class SpinOffEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+SpinOffEvent.update_forward_refs()

lusid/models/staged_modification.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, StrictStr, conlist 
 from lusid.models.link import Link
 from lusid.models.requested_changes import RequestedChanges
 from lusid.models.staged_modification_decision import StagedModificationDecision
@@ -31,23 +33,23 @@ class StagedModification(BaseModel):
     StagedModification
     """
     id:  Optional[StrictStr] = Field(None,alias="id", description="The unique Id for the staged modification") 
-    as_at_staged: Optional[datetime] = Field(None, alias="asAtStaged", description="Time at which the modification was staged.")
+    as_at_staged: Optional[datetime] = Field(default=None, description="Time at which the modification was staged.", alias="asAtStaged")
     user_id_staged:  Optional[StrictStr] = Field(None,alias="userIdStaged", description="Id of the user who created the stage modification request.") 
     requested_id_staged:  Optional[StrictStr] = Field(None,alias="requestedIdStaged", description="The Request Id that initiated this staged modification.") 
     request_reason:  Optional[StrictStr] = Field(None,alias="requestReason", description="The Request Reason from the context that initiated this staged modification.") 
     action:  Optional[StrictStr] = Field(None,alias="action", description="Type of action of the staged modification, either create, update or delete.") 
-    staging_rule: Optional[StagedModificationStagingRule] = Field(None, alias="stagingRule")
-    decisions: Optional[conlist(StagedModificationDecision)] = Field(None, description="Object containing information relating to the decision on the staged modification.")
-    decisions_count: Optional[StrictInt] = Field(None, alias="decisionsCount", description="Number of decisions made.")
+    staging_rule: Optional[StagedModificationStagingRule] = Field(default=None, alias="stagingRule")
+    decisions: Optional[List[StagedModificationDecision]] = Field(default=None, description="Object containing information relating to the decision on the staged modification.")
+    decisions_count: Optional[StrictInt] = Field(default=None, description="Number of decisions made.", alias="decisionsCount")
     status:  Optional[StrictStr] = Field(None,alias="status", description="The status of the staged modification.") 
-    as_at_closed: Optional[datetime] = Field(None, alias="asAtClosed", description="Time at which the modification was closed by either rejection or approval.")
+    as_at_closed: Optional[datetime] = Field(default=None, description="Time at which the modification was closed by either rejection or approval.", alias="asAtClosed")
     entity_type:  Optional[StrictStr] = Field(None,alias="entityType", description="The type of the entity that the staged modification applies to.") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope of the entity that this staged modification applies to.") 
     entity_unique_id:  Optional[StrictStr] = Field(None,alias="entityUniqueId", description="The unique Id of the entity the staged modification applies to.") 
-    requested_changes: Optional[RequestedChanges] = Field(None, alias="requestedChanges")
-    entity_hrefs: Optional[StagedModificationsEntityHrefs] = Field(None, alias="entityHrefs")
+    requested_changes: Optional[RequestedChanges] = Field(default=None, alias="requestedChanges")
+    entity_hrefs: Optional[StagedModificationsEntityHrefs] = Field(default=None, alias="entityHrefs")
     display_name:  Optional[StrictStr] = Field(None,alias="displayName", description="The display name of the entity the staged modification applies to.") 
-    links: Optional[conlist(Link)] = None
+    links: Optional[List[Link]] = None
     __properties = ["id", "asAtStaged", "userIdStaged", "requestedIdStaged", "requestReason", "action", "stagingRule", "decisions", "decisionsCount", "status", "asAtClosed", "entityType", "scope", "entityUniqueId", "requestedChanges", "entityHrefs", "displayName", "links"]
 
     class Config:
@@ -202,3 +204,5 @@ class StagedModification(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+StagedModification.update_forward_refs()

lusid/models/staged_modification_decision.py

@@ -17,15 +17,17 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr 
 
 class StagedModificationDecision(BaseModel):
     """
     StagedModificationDecision
     """
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="Time the decision request is made.")
+    as_at: Optional[datetime] = Field(default=None, description="Time the decision request is made.", alias="asAt")
     user_id:  Optional[StrictStr] = Field(None,alias="userId", description="ID of user that approved the request.") 
     request_id:  Optional[StrictStr] = Field(None,alias="requestId", description="ID of user that made the request.") 
     decision:  Optional[StrictStr] = Field(None,alias="decision", description="The decision on the requested staged modification, can be 'Approve' or 'Reject'.") 
@@ -103,3 +105,5 @@ class StagedModificationDecision(BaseModel):
             "comment": obj.get("comment")
         })
         return _obj
+
+StagedModificationDecision.update_forward_refs()

lusid/models/staged_modification_decision_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class StagedModificationDecisionRequest(BaseModel):
     """
@@ -77,3 +79,5 @@ class StagedModificationDecisionRequest(BaseModel):
             "comment": obj.get("comment")
         })
         return _obj
+
+StagedModificationDecisionRequest.update_forward_refs()