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

lusid/models/constant_volatility_surface.py

@@ -17,19 +17,21 @@ 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, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 
 class ConstantVolatilitySurface(ComplexMarketData):
     """
     Market Data required to build a volatility surface for pricing.  Single constant volatility point.  # noqa: E501
     """
-    base_date: datetime = Field(..., alias="baseDate", description="Base date of the engine - this is the reference date for resolution of tenors.")
+    base_date: datetime = Field(description="Base date of the engine - this is the reference date for resolution of tenors.", alias="baseDate")
     asset_type:  StrictStr = Field(...,alias="assetType", description="What is the asset that the engine is for.  Supported string (enumeration) values are: [Cash, Commodity, Credit, Equity, Fx, Rates, FxVol, IrVol, EquityVol, HolidayCalendar, IndexConvention, FlowConvention, CdsFlowConvention, CorporateActions, FxForwards, Quote, Inflation, EquityCurve, All, VendorOpaque].") 
     lineage:  Optional[StrictStr] = Field(None,alias="lineage") 
-    volatility: Union[StrictFloat, StrictInt] = Field(..., description="Volatility value.")
+    volatility: Union[StrictFloat, StrictInt] = Field(description="Volatility value.")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "assetType", "lineage", "volatility"]
@@ -84,14 +86,19 @@ class ConstantVolatilitySurface(ComplexMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+        if value not in ['DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface']:
             raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
@@ -162,3 +169,5 @@ class ConstantVolatilitySurface(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+ConstantVolatilitySurface.update_forward_refs()

lusid/models/constituents_adjustment_header.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, conlist 
 from lusid.models.link import Link
 from lusid.models.version import Version
 
@@ -27,9 +29,9 @@ class ConstituentsAdjustmentHeader(BaseModel):
     """
     ConstituentsAdjustmentHeader
     """
-    effective_at: Optional[datetime] = Field(None, alias="effectiveAt", description="There can be at most one holdings adjustment for a portfolio at a  specific effective time so this uniquely identifies the adjustment.")
+    effective_at: Optional[datetime] = Field(default=None, description="There can be at most one holdings adjustment for a portfolio at a  specific effective time so this uniquely identifies the adjustment.", alias="effectiveAt")
     version: Optional[Version] = None
-    links: Optional[conlist(Link)] = None
+    links: Optional[List[Link]] = None
     __properties = ["effectiveAt", "version", "links"]
 
     class Config:
@@ -96,3 +98,5 @@ class ConstituentsAdjustmentHeader(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+ConstituentsAdjustmentHeader.update_forward_refs()

lusid/models/contract_details.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, 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 ContractDetails(BaseModel):
     """
     Set of identifiers of an existing FlexibleLoan contract.  # noqa: E501
     """
-    identifiers: Dict[str, StrictStr] = Field(..., description="Unique instrument identifiers.")
+    identifiers: Dict[str, Optional[StrictStr]] = Field(description="Unique instrument identifiers.")
     lusid_instrument_id:  Optional[StrictStr] = Field(None,alias="lusidInstrumentId", description="LUSID's internal unique instrument identifier - readonly field, resolved from the instrument identifiers.") 
     instrument_scope:  Optional[StrictStr] = Field(None,alias="instrumentScope", description="The scope in which the FlexibleLoan instrument lies - readonly field, resolved from the instrument identifiers.") 
     instrument_name:  Optional[StrictStr] = Field(None,alias="instrumentName", description="The name of the FlexibleLoan instrument - readonly field, resolved from the instrument identifiers.") 
@@ -107,3 +109,5 @@ class ContractDetails(BaseModel):
             "dom_ccy": obj.get("domCcy")
         })
         return _obj
+
+ContractDetails.update_forward_refs()

lusid/models/contract_for_difference.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, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.time_zone_conventions import TimeZoneConventions
 
@@ -27,18 +29,18 @@ class ContractForDifference(LusidInstrument):
     """
     LUSID representation of a Contract for Difference.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the CFD.")
-    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="The maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying  future. If CFDType is Cash, this should not be set.")
+    start_date: datetime = Field(description="The start date of the CFD.", alias="startDate")
+    maturity_date: Optional[datetime] = Field(default=None, description="The maturity date for the CFD. If CFDType is Futures, this should be set to be the maturity date of the underlying  future. If CFDType is Cash, this should not be set.", alias="maturityDate")
     code:  Optional[StrictStr] = Field(None,alias="code", description="The code of the underlying.") 
-    contract_size: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="contractSize", description="The size of the CFD contract, this should represent the total number of stocks that the CFD represents.   This field is optional, if not set it will default to 1.")
+    contract_size: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The size of the CFD contract, this should represent the total number of stocks that the CFD represents.   This field is optional, if not set it will default to 1.", alias="contractSize")
     pay_ccy:  StrictStr = Field(...,alias="payCcy", description="The currency that this CFD pays out, this can be different to the UnderlyingCcy.") 
-    reference_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="referenceRate", description="The reference rate of the CFD, this can be set to 0 but not negative values.  This field is optional, if not set it will default to 0.")
+    reference_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The reference rate of the CFD, this can be set to 0 but not negative values.  This field is optional, if not set it will default to 0.", alias="referenceRate")
     type:  StrictStr = Field(...,alias="type", description="The type of CFD.    Supported string (enumeration) values are: [Cash, Futures].") 
     underlying_ccy:  Optional[StrictStr] = Field(None,alias="underlyingCcy", description="The currency of the underlying") 
     underlying_identifier:  Optional[StrictStr] = Field(None,alias="underlyingIdentifier", description="External market codes and identifiers for the CFD, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].") 
-    lot_size: Optional[StrictInt] = Field(None, alias="lotSize", description="CFD LotSize, the minimum number of shares that can be bought or sold at once.  Optional, if set must be non-negative, if not set defaults to 1.")
+    lot_size: Optional[StrictInt] = Field(default=None, description="CFD LotSize, the minimum number of shares that can be bought or sold at once.  Optional, if set must be non-negative, if not set defaults to 1.", alias="lotSize")
     underlying: Optional[LusidInstrument] = None
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    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", "code", "contractSize", "payCcy", "referenceRate", "type", "underlyingCcy", "underlyingIdentifier", "lotSize", "underlying", "timeZoneConventions"]
@@ -93,14 +95,19 @@ class ContractForDifference(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
 
@@ -195,3 +202,5 @@ class ContractForDifference(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+ContractForDifference.update_forward_refs()

lusid/models/contract_initialisation_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.contract_details import ContractDetails
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -27,9 +29,9 @@ class ContractInitialisationEvent(InstrumentEvent):
     """
     Event to initialise a contract with a given limit against a LoanFacility.  # noqa: E501
     """
-    limit: Union[StrictFloat, StrictInt] = Field(..., description="Limit of this contract.  Must be positive.")
-    var_date: Optional[datetime] = Field(None, alias="date", description="Initialisation date of the contract.")
-    contract_details: ContractDetails = Field(..., alias="contractDetails")
+    limit: Union[StrictFloat, StrictInt] = Field(description="Limit of this contract.  Must be positive.")
+    var_date: Optional[datetime] = Field(default=None, description="Initialisation date of the contract.", alias="date")
+    contract_details: ContractDetails = Field(alias="contractDetails")
     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] = {}
     __properties = ["instrumentEventType", "limit", "date", "contractDetails"]
@@ -84,14 +86,19 @@ class ContractInitialisationEvent(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
 
@@ -159,3 +166,5 @@ class ContractInitialisationEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+ContractInitialisationEvent.update_forward_refs()

lusid/models/contribution_to_non_passing_rule_detail.py

@@ -18,18 +18,20 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictStr, conlist 
+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.resource_id import ResourceId
 
 class ContributionToNonPassingRuleDetail(BaseModel):
     """
     ContributionToNonPassingRuleDetail
     """
-    rule_id: Optional[ResourceId] = Field(None, alias="ruleId")
+    rule_id: Optional[ResourceId] = Field(default=None, alias="ruleId")
     rule_status:  Optional[StrictStr] = Field(None,alias="ruleStatus", description="The status of the non-passing rule.") 
-    breach_task_ids: Optional[conlist(StrictStr)] = Field(None, alias="breachTaskIds", description="The task ids associated with the compliance breach for this order's groups (if failing).")
-    likely_responsible_for_status: Optional[StrictBool] = Field(None, alias="likelyResponsibleForStatus", description="Whether this order is deemed as a likely contributor to the non-passing rule for this group.")
+    breach_task_ids: Optional[List[StrictStr]] = Field(default=None, description="The task ids associated with the compliance breach for this order's groups (if failing).", alias="breachTaskIds")
+    likely_responsible_for_status: Optional[StrictBool] = Field(default=None, description="Whether this order is deemed as a likely contributor to the non-passing rule for this group.", alias="likelyResponsibleForStatus")
     __properties = ["ruleId", "ruleStatus", "breachTaskIds", "likelyResponsibleForStatus"]
 
     class Config:
@@ -95,3 +97,5 @@ class ContributionToNonPassingRuleDetail(BaseModel):
             "likely_responsible_for_status": obj.get("likelyResponsibleForStatus")
         })
         return _obj
+
+ContributionToNonPassingRuleDetail.update_forward_refs()

lusid/models/conversion_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, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, validator 
 from lusid.models.cash_and_security_offer_election import CashAndSecurityOfferElection
 from lusid.models.cash_offer_election import CashOfferElection
 from lusid.models.event_date_range import EventDateRange
@@ -31,17 +33,17 @@ class ConversionEvent(InstrumentEvent):
     """
     Conversion Event (CONV) - Conversion of securities (generally convertible bonds or preferred shares) into  another form of securities (usually common shares) at a pre-stated price/ratio.  # noqa: E501
     """
-    record_date: Optional[datetime] = Field(None, alias="recordDate", description="Required.  Date at which positions are struck at the end of the day to  note which parties will receive the relevant amount of  entitlement, due to be distributed on the PaymentDate.")
-    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Required. Date on which the movement is due to take place (cash and/or securities).")
-    new_instrument: NewInstrument = Field(..., alias="newInstrument")
-    response_deadline_date: Optional[datetime] = Field(None, alias="responseDeadlineDate", description="Date/time that the account servicer has set as the deadline to respond,  with instructions, to an outstanding event. Not required.")
-    market_deadline_date: Optional[datetime] = Field(None, alias="marketDeadlineDate", description="Date/time which the issuer or issuer's agent has set as the deadline to respond,  with an instruction, to an outstanding offer or privilege. Not required.")
-    period_of_action: Optional[EventDateRange] = Field(None, alias="periodOfAction")
-    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="The cash price paid in lieu of fractionalUnits. Not required.  If provided, must have FractionalUnitsCashCurrency too.")
+    record_date: Optional[datetime] = Field(default=None, description="Required.  Date at which positions are struck at the end of the day to  note which parties will receive the relevant amount of  entitlement, due to be distributed on the PaymentDate.", alias="recordDate")
+    payment_date: Optional[datetime] = Field(default=None, description="Required. Date on which the movement is due to take place (cash and/or securities).", alias="paymentDate")
+    new_instrument: NewInstrument = Field(alias="newInstrument")
+    response_deadline_date: Optional[datetime] = Field(default=None, description="Date/time that the account servicer has set as the deadline to respond,  with instructions, to an outstanding event. Not required.", alias="responseDeadlineDate")
+    market_deadline_date: Optional[datetime] = Field(default=None, description="Date/time which the issuer or issuer's agent has set as the deadline to respond,  with an instruction, to an outstanding offer or privilege. Not required.", alias="marketDeadlineDate")
+    period_of_action: Optional[EventDateRange] = Field(default=None, alias="periodOfAction")
+    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The cash price paid in lieu of fractionalUnits. Not required.  If provided, must have FractionalUnitsCashCurrency too.", alias="fractionalUnitsCashPrice")
     fractional_units_cash_currency:  Optional[StrictStr] = Field(None,alias="fractionalUnitsCashCurrency", description="Optional. Used in calculating cash-in-lieu of fractional shares. Not required.  If provided, must have FractionalUnitsCashPrice too.") 
-    security_offer_elections: Optional[conlist(SecurityOfferElection)] = Field(None, alias="securityOfferElections", description="List of possible security offers for this conversion event. There must be at most one election of this type.    If the ParticipationType is Mandatory:     This list must have exactly one election that is chosen and default.  CashAndSecurityOfferElections and CashOfferElections <b> must be null or empty</b>.     If the ParticipationType is Voluntary:     This list can be empty,  so long as CashAndSecurityOfferElections or CashOfferElections  has at least one election. None of these elections have to be chosen or default.")
-    cash_and_security_offer_elections: Optional[conlist(CashAndSecurityOfferElection)] = Field(None, alias="cashAndSecurityOfferElections", description="List of possible cash and security offers for this conversion event. There must be at most one election of this type.    If the ParticipationType is Mandatory:    This list <b> must be null or empty</b>.    If the ParticipationType is Voluntary:    This list can be empty,  so long as SecurityOfferElections or CashOfferElections  has at least one election. None of these elections have to be chosen or default.")
-    cash_offer_elections: Optional[conlist(CashOfferElection)] = Field(None, alias="cashOfferElections", description="List of possible cash offers for this conversion event. There must be at most one election of this type.    If the ParticipationType is Mandatory:    This list <b> must be null or empty</b>.    If the ParticipationType is Voluntary:    This list can be empty,  so long as SecurityOfferElections or CashAndSecurityOfferElections  has at least one election. None of these elections have to be chosen or default.")
+    security_offer_elections: Optional[List[SecurityOfferElection]] = Field(default=None, description="List of possible security offers for this conversion event. There must be at most one election of this type.    If the ParticipationType is Mandatory:     This list must have exactly one election that is chosen and default.  CashAndSecurityOfferElections and CashOfferElections <b> must be null or empty</b>.     If the ParticipationType is Voluntary:     This list can be empty,  so long as CashAndSecurityOfferElections or CashOfferElections  has at least one election. None of these elections have to be chosen or default.", alias="securityOfferElections")
+    cash_and_security_offer_elections: Optional[List[CashAndSecurityOfferElection]] = Field(default=None, description="List of possible cash and security offers for this conversion event. There must be at most one election of this type.    If the ParticipationType is Mandatory:    This list <b> must be null or empty</b>.    If the ParticipationType is Voluntary:    This list can be empty,  so long as SecurityOfferElections or CashOfferElections  has at least one election. None of these elections have to be chosen or default.", alias="cashAndSecurityOfferElections")
+    cash_offer_elections: Optional[List[CashOfferElection]] = Field(default=None, description="List of possible cash offers for this conversion event. There must be at most one election of this type.    If the ParticipationType is Mandatory:    This list <b> must be null or empty</b>.    If the ParticipationType is Voluntary:    This list can be empty,  so long as SecurityOfferElections or CashAndSecurityOfferElections  has at least one election. None of these elections have to be chosen or default.", alias="cashOfferElections")
     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] = {}
     __properties = ["instrumentEventType", "recordDate", "paymentDate", "newInstrument", "responseDeadlineDate", "marketDeadlineDate", "periodOfAction", "fractionalUnitsCashPrice", "fractionalUnitsCashCurrency", "securityOfferElections", "cashAndSecurityOfferElections", "cashOfferElections"]
@@ -96,14 +98,19 @@ class ConversionEvent(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
 
@@ -238,3 +245,5 @@ class ConversionEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+ConversionEvent.update_forward_refs()

lusid/models/corporate_action.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, StrictStr, conlist 
 from lusid.models.corporate_action_transition import CorporateActionTransition
 
 class CorporateAction(BaseModel):
@@ -28,11 +30,11 @@ class CorporateAction(BaseModel):
     """
     corporate_action_code:  StrictStr = Field(...,alias="corporateActionCode", description="The unique identifier of this corporate action") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="The description of the corporate action.") 
-    announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="The announcement date of the corporate action")
-    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex date of the corporate action")
-    record_date: Optional[datetime] = Field(None, alias="recordDate", description="The record date of the corporate action")
-    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the corporate action")
-    transitions: Optional[conlist(CorporateActionTransition)] = Field(None, description="The transitions that result from this corporate action")
+    announcement_date: Optional[datetime] = Field(default=None, description="The announcement date of the corporate action", alias="announcementDate")
+    ex_date: Optional[datetime] = Field(default=None, description="The ex date of the corporate action", alias="exDate")
+    record_date: Optional[datetime] = Field(default=None, description="The record date of the corporate action", alias="recordDate")
+    payment_date: Optional[datetime] = Field(default=None, description="The payment date of the corporate action", alias="paymentDate")
+    transitions: Optional[List[CorporateActionTransition]] = Field(default=None, description="The transitions that result from this corporate action")
     __properties = ["corporateActionCode", "description", "announcementDate", "exDate", "recordDate", "paymentDate", "transitions"]
 
     class Config:
@@ -105,3 +107,5 @@ class CorporateAction(BaseModel):
             "transitions": [CorporateActionTransition.from_dict(_item) for _item in obj.get("transitions")] if obj.get("transitions") is not None else None
         })
         return _obj
+
+CorporateAction.update_forward_refs()

lusid/models/corporate_action_source.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, StrictStr, conlist 
+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
 from lusid.models.resource_id import ResourceId
 from lusid.models.version import Version
@@ -33,8 +35,8 @@ class CorporateActionSource(BaseModel):
     version: Optional[Version] = None
     display_name:  Optional[StrictStr] = Field(None,alias="displayName", description="The name of the corporate action source") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="The description of the corporate action source") 
-    instrument_scopes: Optional[conlist(StrictStr)] = Field(None, alias="instrumentScopes", description="The list of instrument scopes used as the scope resolution strategy when resolving instruments of upserted corporate actions.")
-    links: Optional[conlist(Link)] = None
+    instrument_scopes: Optional[List[StrictStr]] = Field(default=None, description="The list of instrument scopes used as the scope resolution strategy when resolving instruments of upserted corporate actions.", alias="instrumentScopes")
+    links: Optional[List[Link]] = None
     __properties = ["href", "id", "version", "displayName", "description", "instrumentScopes", "links"]
 
     class Config:
@@ -128,3 +130,5 @@ class CorporateActionSource(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+CorporateActionSource.update_forward_refs()

lusid/models/corporate_action_transition.py

@@ -18,16 +18,18 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
+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.corporate_action_transition_component import CorporateActionTransitionComponent
 
 class CorporateActionTransition(BaseModel):
     """
     A 'transition' within a corporate action, representing a set of output movements paired to a single input position  # noqa: E501
     """
-    input_transition: Optional[CorporateActionTransitionComponent] = Field(None, alias="inputTransition")
-    output_transitions: Optional[conlist(CorporateActionTransitionComponent)] = Field(None, alias="outputTransitions", description="What will be generated relative to the input transition")
+    input_transition: Optional[CorporateActionTransitionComponent] = Field(default=None, alias="inputTransition")
+    output_transitions: Optional[List[CorporateActionTransitionComponent]] = Field(default=None, description="What will be generated relative to the input transition", alias="outputTransitions")
     __properties = ["inputTransition", "outputTransitions"]
 
     class Config:
@@ -93,3 +95,5 @@ class CorporateActionTransition(BaseModel):
             "output_transitions": [CorporateActionTransitionComponent.from_dict(_item) for _item in obj.get("outputTransitions")] if obj.get("outputTransitions") is not None else None
         })
         return _obj
+
+CorporateActionTransition.update_forward_refs()

lusid/models/corporate_action_transition_component.py

@@ -18,18 +18,20 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr, 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 CorporateActionTransitionComponent(BaseModel):
     """
     A single transition component, when grouped with other components a corporate action transition is formed.  # noqa: E501
     """
     instrument_scope:  StrictStr = Field(...,alias="instrumentScope", description="The scope in which the instrument lies.") 
-    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Unique instrument identifiers")
+    instrument_identifiers: Dict[str, Optional[StrictStr]] = Field(description="Unique instrument identifiers", alias="instrumentIdentifiers")
     instrument_uid:  StrictStr = Field(...,alias="instrumentUid", description="LUSID's internal unique instrument identifier, resolved from the instrument identifiers") 
-    units_factor: Union[StrictFloat, StrictInt] = Field(..., alias="unitsFactor", description="The factor to scale units by")
-    cost_factor: Union[StrictFloat, StrictInt] = Field(..., alias="costFactor", description="The factor to scale cost by")
+    units_factor: Union[StrictFloat, StrictInt] = Field(description="The factor to scale units by", alias="unitsFactor")
+    cost_factor: Union[StrictFloat, StrictInt] = Field(description="The factor to scale cost by", alias="costFactor")
     __properties = ["instrumentScope", "instrumentIdentifiers", "instrumentUid", "unitsFactor", "costFactor"]
 
     class Config:
@@ -83,3 +85,5 @@ class CorporateActionTransitionComponent(BaseModel):
             "cost_factor": obj.get("costFactor")
         })
         return _obj
+
+CorporateActionTransitionComponent.update_forward_refs()

lusid/models/corporate_action_transition_component_request.py

@@ -18,16 +18,18 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, 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 CorporateActionTransitionComponentRequest(BaseModel):
     """
     A single transition component request, when grouped with other transition component requests a corporate action  transition request is formed.  # noqa: E501
     """
-    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Unique instrument identifiers")
-    units_factor: Union[StrictFloat, StrictInt] = Field(..., alias="unitsFactor", description="The factor to scale units by")
-    cost_factor: Union[StrictFloat, StrictInt] = Field(..., alias="costFactor", description="The factor to scale cost by")
+    instrument_identifiers: Dict[str, Optional[StrictStr]] = Field(description="Unique instrument identifiers", alias="instrumentIdentifiers")
+    units_factor: Union[StrictFloat, StrictInt] = Field(description="The factor to scale units by", alias="unitsFactor")
+    cost_factor: Union[StrictFloat, StrictInt] = Field(description="The factor to scale cost by", alias="costFactor")
     __properties = ["instrumentIdentifiers", "unitsFactor", "costFactor"]
 
     class Config:
@@ -79,3 +81,5 @@ class CorporateActionTransitionComponentRequest(BaseModel):
             "cost_factor": obj.get("costFactor")
         })
         return _obj
+
+CorporateActionTransitionComponentRequest.update_forward_refs()

lusid/models/corporate_action_transition_request.py

@@ -18,16 +18,18 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
+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.corporate_action_transition_component_request import CorporateActionTransitionComponentRequest
 
 class CorporateActionTransitionRequest(BaseModel):
     """
     A 'transition' within a corporate action, representing a set of output movements paired to a single input position  # noqa: E501
     """
-    input_transition: Optional[CorporateActionTransitionComponentRequest] = Field(None, alias="inputTransition")
-    output_transitions: Optional[conlist(CorporateActionTransitionComponentRequest)] = Field(None, alias="outputTransitions")
+    input_transition: Optional[CorporateActionTransitionComponentRequest] = Field(default=None, alias="inputTransition")
+    output_transitions: Optional[List[CorporateActionTransitionComponentRequest]] = Field(default=None, alias="outputTransitions")
     __properties = ["inputTransition", "outputTransitions"]
 
     class Config:
@@ -93,3 +95,5 @@ class CorporateActionTransitionRequest(BaseModel):
             "output_transitions": [CorporateActionTransitionComponentRequest.from_dict(_item) for _item in obj.get("outputTransitions")] if obj.get("outputTransitions") is not None else None
         })
         return _obj
+
+CorporateActionTransitionRequest.update_forward_refs()