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

lusid/models/economic_dependency_with_quote.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt 
+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.economic_dependency import EconomicDependency
 from lusid.models.metric_value import MetricValue
 
@@ -27,9 +29,9 @@ class EconomicDependencyWithQuote(BaseModel):
     """
     Container class pairing economic dependencies and quote data  # noqa: E501
     """
-    economic_dependency: EconomicDependency = Field(..., alias="economicDependency")
-    metric_value: MetricValue = Field(..., alias="metricValue")
-    scale_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="scaleFactor", description="Scale factor for the quote - this can be null, in which case we default to 1.")
+    economic_dependency: EconomicDependency = Field(alias="economicDependency")
+    metric_value: MetricValue = Field(alias="metricValue")
+    scale_factor: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Scale factor for the quote - this can be null, in which case we default to 1.", alias="scaleFactor")
     __properties = ["economicDependency", "metricValue", "scaleFactor"]
 
     class Config:
@@ -92,3 +94,5 @@ class EconomicDependencyWithQuote(BaseModel):
             "scale_factor": obj.get("scaleFactor")
         })
         return _obj
+
+EconomicDependencyWithQuote.update_forward_refs()

lusid/models/economics.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, 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.bucket import Bucket
 from lusid.models.perpetual_property import PerpetualProperty
 
@@ -29,8 +31,8 @@ class Economics(BaseModel):
     """
     instrument_scope:  Optional[StrictStr] = Field(None,alias="instrumentScope", description="The scope in which the instrument lies.") 
     lusid_instrument_id:  StrictStr = Field(...,alias="lusidInstrumentId", description="The unique Lusid Instrument Id (LUID) of the instrument that economics are for.") 
-    sub_holding_keys: Optional[Dict[str, PerpetualProperty]] = Field(None, alias="subHoldingKeys", description="The sub-holding properties which identify the Economic. Each property will be from the 'Transaction' domain. These are configured on a transaction portfolio.")
-    buckets: Optional[conlist(Bucket)] = Field(None, description="Set of economic data related with each of the side impact of the transaction.")
+    sub_holding_keys: Optional[Dict[str, PerpetualProperty]] = Field(default=None, description="The sub-holding properties which identify the Economic. Each property will be from the 'Transaction' domain. These are configured on a transaction portfolio.", alias="subHoldingKeys")
+    buckets: Optional[List[Bucket]] = Field(default=None, description="Set of economic data related with each of the side impact of the transaction.")
     __properties = ["instrumentScope", "lusidInstrumentId", "subHoldingKeys", "buckets"]
 
     class Config:
@@ -117,3 +119,5 @@ class Economics(BaseModel):
             "buckets": [Bucket.from_dict(_item) for _item in obj.get("buckets")] if obj.get("buckets") is not None else None
         })
         return _obj
+
+Economics.update_forward_refs()

lusid/models/effective_range.py

@@ -17,16 +17,18 @@ 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 
 
 class EffectiveRange(BaseModel):
     """
     EffectiveRange
     """
-    from_date: Optional[datetime] = Field(None, alias="fromDate", description="The effective from datetime that this range applies to.")
-    until_date: Optional[datetime] = Field(None, alias="untilDate", description="The effective from datetime that this range applies to.")
+    from_date: Optional[datetime] = Field(default=None, description="The effective from datetime that this range applies to.", alias="fromDate")
+    until_date: Optional[datetime] = Field(default=None, description="The effective from datetime that this range applies to.", alias="untilDate")
     __properties = ["fromDate", "untilDate"]
 
     class Config:
@@ -77,3 +79,5 @@ class EffectiveRange(BaseModel):
             "until_date": obj.get("untilDate")
         })
         return _obj
+
+EffectiveRange.update_forward_refs()

lusid/models/election_specification.py

@@ -18,16 +18,18 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, 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
 
 class ElectionSpecification(BaseModel):
     """
     ElectionSpecification
     """
     election_type:  StrictStr = Field(...,alias="electionType") 
-    cardinality: Dict[str, StrictStr] = Field(...)
-    referenced_as: conlist(StrictStr) = Field(..., alias="referencedAs")
+    cardinality: Dict[str, Optional[StrictStr]]
+    referenced_as: List[StrictStr] = Field(alias="referencedAs")
     __properties = ["electionType", "cardinality", "referencedAs"]
 
     class Config:
@@ -79,3 +81,5 @@ class ElectionSpecification(BaseModel):
             "referenced_as": obj.get("referencedAs")
         })
         return _obj
+
+ElectionSpecification.update_forward_refs()

lusid/models/eligibility_calculation.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, StrictBool, 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 EligibilityCalculation(BaseModel):
     """
@@ -27,7 +29,7 @@ class EligibilityCalculation(BaseModel):
     """
     entitlement_date:  StrictStr = Field(...,alias="entitlementDate") 
     eligible_units:  StrictStr = Field(...,alias="eligibleUnits") 
-    date_modifiable_by_instruction: Optional[StrictBool] = Field(None, alias="dateModifiableByInstruction")
+    date_modifiable_by_instruction: Optional[StrictBool] = Field(default=None, alias="dateModifiableByInstruction")
     __properties = ["entitlementDate", "eligibleUnits", "dateModifiableByInstruction"]
 
     class Config:
@@ -79,3 +81,5 @@ class EligibilityCalculation(BaseModel):
             "date_modifiable_by_instruction": obj.get("dateModifiableByInstruction")
         })
         return _obj
+
+EligibilityCalculation.update_forward_refs()

lusid/models/empty_model_options.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
+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.model_options import ModelOptions
 
 class EmptyModelOptions(ModelOptions):
@@ -80,14 +82,19 @@ class EmptyModelOptions(ModelOptions):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "model_options_type" != "type":
             return value
 
-        if value not in ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions'):
+        if value not in ['Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions']:
             raise ValueError("must be one of enum values ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions')")
         return value
 
@@ -149,3 +156,5 @@ class EmptyModelOptions(ModelOptions):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EmptyModelOptions.update_forward_refs()

lusid/models/entity_identifier.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, 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 EntityIdentifier(BaseModel):
     """
@@ -84,3 +86,5 @@ class EntityIdentifier(BaseModel):
             "identifier_value": obj.get("identifierValue")
         })
         return _obj
+
+EntityIdentifier.update_forward_refs()

lusid/models/equity.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictInt, StrictStr, validator 
+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.equity_all_of_identifiers import EquityAllOfIdentifiers
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -31,9 +33,9 @@ class Equity(LusidInstrument):
     """
     identifiers: Optional[EquityAllOfIdentifiers] = None
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    lot_size: Optional[StrictInt] = Field(None, alias="lotSize", description="Deprecated: Use TradingConventions field instead  Equity LotSize, the minimum number of shares that can be bought at once.  Optional, if set must be non-negative, if not set defaults to 1.    Note this property does not impact valuation. From a LUSID analytics perspective, it is purely informational.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
+    lot_size: Optional[StrictInt] = Field(default=None, description="Deprecated: Use TradingConventions field instead  Equity LotSize, the minimum number of shares that can be bought at once.  Optional, if set must be non-negative, if not set defaults to 1.    Note this property does not impact valuation. From a LUSID analytics perspective, it is purely informational.", alias="lotSize")
+    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", "identifiers", "domCcy", "lotSize", "timeZoneConventions", "tradingConventions"]
@@ -88,14 +90,19 @@ class Equity(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
 
@@ -176,3 +183,5 @@ class Equity(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+Equity.update_forward_refs()

lusid/models/equity_all_of_identifiers.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, 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 EquityAllOfIdentifiers(BaseModel):
     """
@@ -107,3 +109,5 @@ class EquityAllOfIdentifiers(BaseModel):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquityAllOfIdentifiers.update_forward_refs()

lusid/models/equity_curve_by_prices_data.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, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.market_data_options import MarketDataOptions
 
@@ -27,11 +29,11 @@ class EquityCurveByPricesData(ComplexMarketData):
     """
     Contains data (i.e. dates and prices + metadata) for building Equity curves  # noqa: E501
     """
-    base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the provided prices")
-    dates: conlist(datetime) = Field(..., description="Dates provided for the forward price of the Equity at the corresponding price in Prices.  These dates should be in the future with respect to the BaseDate.")
+    base_date: datetime = Field(description="EffectiveAt date of the provided prices", alias="baseDate")
+    dates: List[datetime] = Field(description="Dates provided for the forward price of the Equity at the corresponding price in Prices.  These dates should be in the future with respect to the BaseDate.")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
-    prices: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Prices provided for the forward price of the Equity at the corresponding date in Dates.")
-    market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
+    prices: List[Union[StrictFloat, StrictInt]] = Field(description="Prices provided for the forward price of the Equity at the corresponding date in Dates.")
+    market_data_options: Optional[MarketDataOptions] = Field(default=None, alias="marketDataOptions")
     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", "dates", "lineage", "prices", "marketDataOptions"]
@@ -86,14 +88,19 @@ class EquityCurveByPricesData(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
 
@@ -168,3 +175,5 @@ class EquityCurveByPricesData(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquityCurveByPricesData.update_forward_refs()

lusid/models/equity_curve_dependency.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
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class EquityCurveDependency(EconomicDependency):
@@ -29,7 +31,7 @@ class EquityCurveDependency(EconomicDependency):
     market_identifier:  StrictStr = Field(...,alias="marketIdentifier", description="Type of the code identifying the corresponding equity, e.g. ISIN or CUSIP") 
     code:  StrictStr = Field(...,alias="code", description="The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN") 
     curve_type:  StrictStr = Field(...,alias="curveType", description="The curve type of the EquityCurve required. E.g. EquityCurveByPrices") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
+    var_date: datetime = Field(description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.", alias="date")
     dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "marketIdentifier", "code", "curveType", "date"]
@@ -84,14 +86,19 @@ class EquityCurveDependency(EconomicDependency):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "dependency_type" != "type":
             return value
 
-        if value not in ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency'):
+        if value not in ['OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency']:
             raise ValueError("must be one of enum values ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency')")
         return value
 
@@ -157,3 +164,5 @@ class EquityCurveDependency(EconomicDependency):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquityCurveDependency.update_forward_refs()

lusid/models/equity_model_options.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
+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.model_options import ModelOptions
 
 class EquityModelOptions(ModelOptions):
@@ -81,14 +83,19 @@ class EquityModelOptions(ModelOptions):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "model_options_type" != "type":
             return value
 
-        if value not in ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions'):
+        if value not in ['Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions']:
             raise ValueError("must be one of enum values ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions')")
         return value
 
@@ -151,3 +158,5 @@ class EquityModelOptions(ModelOptions):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquityModelOptions.update_forward_refs()

lusid/models/equity_option.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, constr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -28,24 +30,24 @@ class EquityOption(LusidInstrument):
     """
     LUSID representation of a plain vanilla OTC Equity Option.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    option_maturity_date: datetime = Field(..., alias="optionMaturityDate", description="The maturity date of the option.")
-    option_settlement_date: Optional[datetime] = Field(None, alias="optionSettlementDate", description="The settlement date of the option.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    option_maturity_date: datetime = Field(description="The maturity date of the option.", alias="optionMaturityDate")
+    option_settlement_date: Optional[datetime] = Field(default=None, description="The settlement date of the option.", alias="optionSettlementDate")
     delivery_type:  StrictStr = Field(...,alias="deliveryType", description="Is the option cash settled or physical delivery of option    Supported string (enumeration) values are: [Cash, Physical].") 
     option_type:  StrictStr = Field(...,alias="optionType", description="Type of optionality for the option    Supported string (enumeration) values are: [Call, Put].") 
-    strike: Union[StrictFloat, StrictInt] = Field(..., description="The strike of the option.")
+    strike: Union[StrictFloat, StrictInt] = Field(description="The strike of the option.")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
     underlying_identifier:  Optional[StrictStr] = Field(None,alias="underlyingIdentifier", description="The market identifier type of the underlying code, e.g RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  Optional field, should be used in combination with the Code field.  Not compatible with the Underlying field.") 
     code:  Optional[StrictStr] = Field(None,alias="code", description="The identifying code for the equity underlying, e.g. 'IBM.N'.  Optional field, should be used in combination with the UnderlyingIdentifier field.  Not compatible with the Underlying field.") 
     equity_option_type:  Optional[StrictStr] = Field(None,alias="equityOptionType", description="Equity option types. E.g. Vanilla (default), RightsIssue, Warrant.    Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].") 
-    number_of_shares: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="numberOfShares", description="The amount of shares to exchange if the option is exercised.")
+    number_of_shares: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The amount of shares to exchange if the option is exercised.", alias="numberOfShares")
     premium: Optional[Premium] = None
     exercise_type:  Optional[StrictStr] = Field(None,alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].  Defaults to \"European\" if not set.") 
     underlying: Optional[LusidInstrument] = None
-    delivery_days: Optional[StrictInt] = Field(None, alias="deliveryDays", description="Number of business days between exercise date and settlement of the option payoff or underlying.  Defaults to 0 if not set.")
+    delivery_days: Optional[StrictInt] = Field(default=None, description="Number of business days between exercise date and settlement of the option payoff or underlying.  Defaults to 0 if not set.", alias="deliveryDays")
     business_day_convention:  Optional[StrictStr] = Field(None,alias="businessDayConvention", description="Business day convention for option exercise date to settlement date calculation.  Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].  Defaults to \"F\" if not set.") 
-    settlement_calendars: Optional[conlist(StrictStr)] = Field(None, alias="settlementCalendars", description="Holiday calendars for option exercise date to settlement date calculation.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    settlement_calendars: Optional[List[StrictStr]] = Field(default=None, description="Holiday calendars for option exercise date to settlement date calculation.", alias="settlementCalendars")
+    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", "optionMaturityDate", "optionSettlementDate", "deliveryType", "optionType", "strike", "domCcy", "underlyingIdentifier", "code", "equityOptionType", "numberOfShares", "premium", "exerciseType", "underlying", "deliveryDays", "businessDayConvention", "settlementCalendars", "timeZoneConventions"]
@@ -100,14 +102,19 @@ class EquityOption(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
 
@@ -236,3 +243,5 @@ class EquityOption(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquityOption.update_forward_refs()

lusid/models/equity_swap.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, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.instrument_leg import InstrumentLeg
@@ -30,19 +32,19 @@ class EquitySwap(LusidInstrument):
     """
     LUSID representation of an Equity Swap.                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | EquityLeg | Cash flows relating to the performance of the underlying equity. |  | 2 | FundingLeg | The funding leg of the swap. |  | 3 | EquityDividendLeg | Cash flows relating to dividend payments on the underlying equity (optional). |  | 4 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the EquitySwap.")
-    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 EquitySwap.", 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")
     code:  StrictStr = Field(...,alias="code", description="The code of the underlying.") 
-    equity_flow_conventions: FlowConventions = Field(..., alias="equityFlowConventions")
-    funding_leg: InstrumentLeg = Field(..., alias="fundingLeg")
-    include_dividends: StrictBool = Field(..., alias="includeDividends", description="Dividend inclusion flag, if true dividends are included in the equity leg (total return).")
-    initial_price: Union[StrictFloat, StrictInt] = Field(..., alias="initialPrice", description="The initial equity price of the Equity Swap.")
-    notional_reset: StrictBool = Field(..., alias="notionalReset", description="Notional reset flag, if true the notional of the funding leg is reset at the start of every  coupon to match the value of the equity leg (equity price at start of coupon times quantity).")
-    quantity: Union[StrictFloat, StrictInt] = Field(..., description="The quantity or number of shares in the Equity Swap.")
+    equity_flow_conventions: FlowConventions = Field(alias="equityFlowConventions")
+    funding_leg: InstrumentLeg = Field(alias="fundingLeg")
+    include_dividends: StrictBool = Field(description="Dividend inclusion flag, if true dividends are included in the equity leg (total return).", alias="includeDividends")
+    initial_price: Union[StrictFloat, StrictInt] = Field(description="The initial equity price of the Equity Swap.", alias="initialPrice")
+    notional_reset: StrictBool = Field(description="Notional reset flag, if true the notional of the funding leg is reset at the start of every  coupon to match the value of the equity leg (equity price at start of coupon times quantity).", alias="notionalReset")
+    quantity: Union[StrictFloat, StrictInt] = Field(description="The quantity or number of shares in the Equity Swap.")
     underlying_identifier:  StrictStr = Field(...,alias="underlyingIdentifier", description="External market codes and identifiers for the EquitySwap, e.g. RIC.    Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].") 
     equity_swap_dividend_payment_timing:  Optional[StrictStr] = Field(None,alias="equitySwapDividendPaymentTiming", description="Determines how the payment of dividends is handled for the equity swap.  Defaults to paying at the next Equity coupon date.                Supported string (enumeration) values are: [PayAtNextEquityCouponDate, PayAtMaturityOfSwap, PayAtNextFundingLegCouponDate, PayAtPaymentDateOfDividendEvent].") 
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven equity swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    additional_payments: Optional[List[AdditionalPayment]] = Field(default=None, description="Optional additional payments at a given date e.g. to level off an uneven equity swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.", alias="additionalPayments")
+    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", "equityFlowConventions", "fundingLeg", "includeDividends", "initialPrice", "notionalReset", "quantity", "underlyingIdentifier", "equitySwapDividendPaymentTiming", "additionalPayments", "timeZoneConventions"]
@@ -97,14 +99,19 @@ class EquitySwap(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
 
@@ -205,3 +212,5 @@ class EquitySwap(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquitySwap.update_forward_refs()