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

lusid/models/equity_vol_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 EquityVolDependency(EconomicDependency):
@@ -29,7 +31,7 @@ class EquityVolDependency(EconomicDependency):
     code:  StrictStr = Field(...,alias="code", description="The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN") 
     domestic_currency:  StrictStr = Field(...,alias="domesticCurrency", description="The domestic currency of the instrument declaring this dependency.") 
     vol_type:  StrictStr = Field(...,alias="volType", description="Volatility type e.g. \"LN\" and \"N\" for log-normal and normal volatility.") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
+    var_date: datetime = Field(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", "code", "domesticCurrency", "volType", "date"]
@@ -84,14 +86,19 @@ class EquityVolDependency(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 EquityVolDependency(EconomicDependency):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquityVolDependency.update_forward_refs()

lusid/models/equity_vol_surface_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
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.market_quote import MarketQuote
@@ -28,9 +30,9 @@ class EquityVolSurfaceData(ComplexMarketData):
     """
     Market Data for an equity vol surface, represented by a list of instruments and corresponding market quotes  # noqa: E501
     """
-    base_date: datetime = Field(..., alias="baseDate", description="Base date of the surface")
-    instruments: conlist(LusidInstrument) = Field(..., description="The set of instruments that define the surface.")
-    quotes: conlist(MarketQuote) = Field(..., description="The set of market quotes that define the surface, in NormalVol or LogNormalVol terms.")
+    base_date: datetime = Field(description="Base date of the surface", alias="baseDate")
+    instruments: List[LusidInstrument] = Field(description="The set of instruments that define the surface.")
+    quotes: List[MarketQuote] = Field(description="The set of market quotes that define the surface, in NormalVol or LogNormalVol terms.")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
     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] = {}
@@ -86,14 +88,19 @@ class EquityVolSurfaceData(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
 
@@ -178,3 +185,5 @@ class EquityVolSurfaceData(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+EquityVolSurfaceData.update_forward_refs()

lusid/models/error_detail.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
 
 class ErrorDetail(BaseModel):
     """
@@ -28,7 +30,7 @@ class ErrorDetail(BaseModel):
     id:  Optional[StrictStr] = Field(None,alias="id", description="The id of the failed item that this error relates to.") 
     type:  Optional[StrictStr] = Field(None,alias="type", description="The type of failure that occurred.") 
     detail:  Optional[StrictStr] = Field(None,alias="detail", description="Description of the failure that occurred.") 
-    error_details: Optional[conlist(Dict[str, StrictStr])] = Field(None, alias="errorDetails", description="Information about the particular instance of the failure (supplied information depends on the type of failure).")
+    error_details: Optional[List[Dict[str, StrictStr]]] = Field(default=None, description="Information about the particular instance of the failure (supplied information depends on the type of failure).", alias="errorDetails")
     __properties = ["id", "type", "detail", "errorDetails"]
 
     class Config:
@@ -101,3 +103,5 @@ class ErrorDetail(BaseModel):
             "error_details": obj.get("errorDetails")
         })
         return _obj
+
+ErrorDetail.update_forward_refs()

lusid/models/event_date_range.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
-from pydantic.v1 import StrictStr, Field, BaseModel 
 
 class EventDateRange(BaseModel):
     """
@@ -77,3 +79,5 @@ class EventDateRange(BaseModel):
             "end": obj.get("end")
         })
         return _obj
+
+EventDateRange.update_forward_refs()

lusid/models/ex_dividend_configuration.py

@@ -18,17 +18,19 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, 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
 
 class ExDividendConfiguration(BaseModel):
     """
     Configure the ex-dividend periods for the instrument.  # noqa: E501
     """
-    use_business_days: Optional[StrictBool] = Field(None, alias="useBusinessDays", description="Is the ex-dividend period counted in business days or calendar days.  Defaults to false if not set.")
-    ex_dividend_days: StrictInt = Field(..., alias="exDividendDays", description="Number of days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, than there is no ex-dividend period.")
-    return_negative_accrued: Optional[StrictBool] = Field(None, alias="returnNegativeAccrued", description="Does the accrued interest go negative in the ex-dividend period, or does it go to zero.  Defaults to true if not set.")
-    apply_thirty360_pay_delay: Optional[StrictBool] = Field(None, alias="applyThirty360PayDelay", description="Set this flag to true if the ex-dividend days represent a pay delay from the accrual end date in calendar  days under the 30/360 day count convention. The typical use case for this flag are Mortgage Backed Securities  with pay delay between 1 and 60 days, such as FreddieMac and FannieMae. If this flag is set, the useBusinessDays  setting will be ignored.  Defaults to false if not provided.")
+    use_business_days: Optional[StrictBool] = Field(default=None, description="Is the ex-dividend period counted in business days or calendar days.  Defaults to false if not set.", alias="useBusinessDays")
+    ex_dividend_days: StrictInt = Field(description="Number of days in the ex-dividend period.  If the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.  If set, this must be a non-negative number.  If not set, or set to 0, than there is no ex-dividend period.", alias="exDividendDays")
+    return_negative_accrued: Optional[StrictBool] = Field(default=None, description="Does the accrued interest go negative in the ex-dividend period, or does it go to zero.  Defaults to true if not set.", alias="returnNegativeAccrued")
+    apply_thirty360_pay_delay: Optional[StrictBool] = Field(default=None, description="Set this flag to true if the ex-dividend days represent a pay delay from the accrual end date in calendar  days under the 30/360 day count convention. The typical use case for this flag are Mortgage Backed Securities  with pay delay between 1 and 60 days, such as FreddieMac and FannieMae. If this flag is set, the useBusinessDays  setting will be ignored.  Defaults to false if not provided.", alias="applyThirty360PayDelay")
     __properties = ["useBusinessDays", "exDividendDays", "returnNegativeAccrued", "applyThirty360PayDelay"]
 
     class Config:
@@ -81,3 +83,5 @@ class ExDividendConfiguration(BaseModel):
             "apply_thirty360_pay_delay": obj.get("applyThirty360PayDelay")
         })
         return _obj
+
+ExDividendConfiguration.update_forward_refs()

lusid/models/exchange_traded_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, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.exchange_traded_option_contract_details import ExchangeTradedOptionContractDetails
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -29,12 +31,12 @@ class ExchangeTradedOption(LusidInstrument):
     """
     LUSID representation of an Exchange Traded Option.  Including, but not limited to, Equity Options, Bond Options, Index Options, Future Options, and Interest Rate Options.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    contract_details: ExchangeTradedOptionContractDetails = Field(..., alias="contractDetails")
-    contracts: Union[StrictFloat, StrictInt] = Field(..., description="The number of contracts held.")
-    ref_spot_price: Union[StrictFloat, StrictInt] = Field(..., alias="refSpotPrice", description="The reference spot price for the option at which the contract was entered into.")
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    contract_details: ExchangeTradedOptionContractDetails = Field(alias="contractDetails")
+    contracts: Union[StrictFloat, StrictInt] = Field(description="The number of contracts held.")
+    ref_spot_price: Union[StrictFloat, StrictInt] = Field(description="The reference spot price for the option at which the contract was entered into.", alias="refSpotPrice")
+    trading_conventions: Optional[TradingConventions] = Field(default=None, alias="tradingConventions")
+    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", "contractDetails", "contracts", "refSpotPrice", "tradingConventions", "timeZoneConventions"]
@@ -89,14 +91,19 @@ class ExchangeTradedOption(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
 
@@ -173,3 +180,5 @@ class ExchangeTradedOption(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+ExchangeTradedOption.update_forward_refs()

lusid/models/exchange_traded_option_contract_details.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, BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr 
 from lusid.models.lusid_instrument import LusidInstrument
 
 class ExchangeTradedOptionContractDetails(BaseModel):
@@ -27,21 +29,21 @@ class ExchangeTradedOptionContractDetails(BaseModel):
     Most, if not all, information about contracts is standardised. See, e.g. https://www.cmegroup.com/ for  common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv.  There is a lot of overlap with this and FuturesContractDetails but as that is an established DTO we must duplicate a number of fields here  # noqa: E501
     """
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Currency in which the contract is paid.") 
-    strike: Union[StrictFloat, StrictInt] = Field(..., description="The option strike, this can be negative for some options.")
-    contract_size: Union[StrictFloat, StrictInt] = Field(..., alias="contractSize", description="Size of a single contract. By default this should be set to 1000 if otherwise unknown and is defaulted to such.")
+    strike: Union[StrictFloat, StrictInt] = Field(description="The option strike, this can be negative for some options.")
+    contract_size: Union[StrictFloat, StrictInt] = Field(description="Size of a single contract. By default this should be set to 1000 if otherwise unknown and is defaulted to such.", alias="contractSize")
     country:  StrictStr = Field(...,alias="country", description="Country (code) for the exchange.") 
     delivery_type:  StrictStr = Field(...,alias="deliveryType", description="The delivery type, cash or physical. An option on a future is physically settled if upon exercising the  holder receives a future.    Supported string (enumeration) values are: [Cash, Physical].") 
     description:  StrictStr = Field(...,alias="description", description="Description of contract") 
     exchange_code:  StrictStr = Field(...,alias="exchangeCode", description="Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code).") 
-    exercise_date: datetime = Field(..., alias="exerciseDate", description="The last exercise date of the option.")
+    exercise_date: datetime = Field(description="The last exercise date of the option.", alias="exerciseDate")
     exercise_type:  StrictStr = Field(...,alias="exerciseType", description="The exercise type, European, American or Bermudan.    Supported string (enumeration) values are: [European, Bermudan, American].") 
     option_code:  StrictStr = Field(...,alias="optionCode", description="Option Contract Code, typically one or two letters, e.g. OG => Option on Gold.") 
     option_type:  StrictStr = Field(...,alias="optionType", description="The option type, Call or Put.    Supported string (enumeration) values are: [Call, Put].") 
-    underlying: LusidInstrument = Field(...)
+    underlying: LusidInstrument
     underlying_code:  StrictStr = Field(...,alias="underlyingCode", description="Code of the underlying, for an option on futures this should be the futures code.") 
-    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="The adjustment type to apply to dates that fall upon a non-business day, e.g. modified following or following.  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="An array of strings denoting calendars used in calculating the option settlement date.")
+    settlement_calendars: Optional[List[StrictStr]] = Field(default=None, description="An array of strings denoting calendars used in calculating the option settlement date.", alias="settlementCalendars")
     __properties = ["domCcy", "strike", "contractSize", "country", "deliveryType", "description", "exchangeCode", "exerciseDate", "exerciseType", "optionCode", "optionType", "underlying", "underlyingCode", "deliveryDays", "businessDayConvention", "settlementCalendars"]
 
     class Config:
@@ -119,3 +121,5 @@ class ExchangeTradedOptionContractDetails(BaseModel):
             "settlement_calendars": obj.get("settlementCalendars")
         })
         return _obj
+
+ExchangeTradedOptionContractDetails.update_forward_refs()

lusid/models/execution.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, BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr 
 from lusid.models.currency_and_amount import CurrencyAndAmount
 from lusid.models.data_model_membership import DataModelMembership
 from lusid.models.link import Link
@@ -31,25 +33,25 @@ class Execution(BaseModel):
     """
     The record of a number of executions against a single Placement (directly analogous to  a partial or full fill against a street order).  # noqa: E501
     """
-    id: ResourceId = Field(...)
-    placement_id: ResourceId = Field(..., alias="placementId")
-    properties: Optional[Dict[str, PerpetualProperty]] = Field(None, description="Client-defined properties associated with this execution.")
-    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="The instrument ordered.")
+    id: ResourceId
+    placement_id: ResourceId = Field(alias="placementId")
+    properties: Optional[Dict[str, PerpetualProperty]] = Field(default=None, description="Client-defined properties associated with this execution.")
+    instrument_identifiers: Dict[str, Optional[StrictStr]] = Field(description="The instrument ordered.", alias="instrumentIdentifiers")
     lusid_instrument_id:  StrictStr = Field(...,alias="lusidInstrumentId", description="The LUSID instrument id for the instrument execution.") 
-    quantity: Union[StrictFloat, StrictInt] = Field(..., description="The quantity of given instrument ordered.")
+    quantity: Union[StrictFloat, StrictInt] = Field(description="The quantity of given instrument ordered.")
     state:  StrictStr = Field(...,alias="state", description="The state of this execution (typically a FIX state; Open, Filled, etc).") 
     side:  StrictStr = Field(...,alias="side", description="The side (Buy, Sell, ...) of this execution.") 
     type:  StrictStr = Field(...,alias="type", description="The type of this execution (Market, Limit, etc).") 
-    created_date: datetime = Field(..., alias="createdDate", description="The active date of this execution.")
-    settlement_date: Optional[datetime] = Field(None, alias="settlementDate", description="The (optional) settlement date for this execution")
-    price: CurrencyAndAmount = Field(...)
+    created_date: datetime = Field(description="The active date of this execution.", alias="createdDate")
+    settlement_date: Optional[datetime] = Field(default=None, description="The (optional) settlement date for this execution", alias="settlementDate")
+    price: CurrencyAndAmount
     settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="The execution's settlement currency.") 
-    settlement_currency_fx_rate: Union[StrictFloat, StrictInt] = Field(..., alias="settlementCurrencyFxRate", description="The exectuion's settlement currency rate.")
+    settlement_currency_fx_rate: Union[StrictFloat, StrictInt] = Field(description="The exectuion's settlement currency rate.", alias="settlementCurrencyFxRate")
     counterparty:  StrictStr = Field(...,alias="counterparty", description="The market entity this placement is placed with.") 
-    average_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="averagePrice", description="The average price of all executions for a given placement at the time of upsert")
+    average_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The average price of all executions for a given placement at the time of upsert", alias="averagePrice")
     version: Optional[Version] = None
-    data_model_membership: Optional[DataModelMembership] = Field(None, alias="dataModelMembership")
-    links: Optional[conlist(Link)] = None
+    data_model_membership: Optional[DataModelMembership] = Field(default=None, alias="dataModelMembership")
+    links: Optional[List[Link]] = None
     __properties = ["id", "placementId", "properties", "instrumentIdentifiers", "lusidInstrumentId", "quantity", "state", "side", "type", "createdDate", "settlementDate", "price", "settlementCurrency", "settlementCurrencyFxRate", "counterparty", "averagePrice", "version", "dataModelMembership", "links"]
 
     class Config:
@@ -171,3 +173,5 @@ class Execution(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+Execution.update_forward_refs()

lusid/models/execution_request.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, BaseModel, Field, StrictFloat, StrictInt, StrictStr, constr 
 from lusid.models.currency_and_amount import CurrencyAndAmount
 from lusid.models.perpetual_property import PerpetualProperty
 from lusid.models.resource_id import ResourceId
@@ -28,21 +30,21 @@ class ExecutionRequest(BaseModel):
     """
     A request to create or update a Execution.  # noqa: E501
     """
-    id: ResourceId = Field(...)
-    placement_id: ResourceId = Field(..., alias="placementId")
-    properties: Optional[Dict[str, PerpetualProperty]] = Field(None, description="Client-defined properties associated with this execution.")
-    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="The instrument ordered.")
-    quantity: Union[StrictFloat, StrictInt] = Field(..., description="The quantity of given instrument ordered.")
+    id: ResourceId
+    placement_id: ResourceId = Field(alias="placementId")
+    properties: Optional[Dict[str, PerpetualProperty]] = Field(default=None, description="Client-defined properties associated with this execution.")
+    instrument_identifiers: Dict[str, Optional[StrictStr]] = Field(description="The instrument ordered.", alias="instrumentIdentifiers")
+    quantity: Union[StrictFloat, StrictInt] = Field(description="The quantity of given instrument ordered.")
     state:  StrictStr = Field(...,alias="state", description="The state of this execution (typically a FIX state; Open, Filled, etc).") 
     side:  StrictStr = Field(...,alias="side", description="The side (Buy, Sell, ...) of this execution.") 
     type:  StrictStr = Field(...,alias="type", description="The type of this execution (Market, Limit, etc).") 
-    created_date: datetime = Field(..., alias="createdDate", description="The active date of this execution.")
-    settlement_date: Optional[datetime] = Field(None, alias="settlementDate", description="The (optional) settlement date for this execution")
-    price: CurrencyAndAmount = Field(...)
+    created_date: datetime = Field(description="The active date of this execution.", alias="createdDate")
+    settlement_date: Optional[datetime] = Field(default=None, description="The (optional) settlement date for this execution", alias="settlementDate")
+    price: CurrencyAndAmount
     settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="The execution's settlement currency.") 
-    settlement_currency_fx_rate: Union[StrictFloat, StrictInt] = Field(..., alias="settlementCurrencyFxRate", description="The exectuion's settlement currency rate.")
+    settlement_currency_fx_rate: Union[StrictFloat, StrictInt] = Field(description="The exectuion's settlement currency rate.", alias="settlementCurrencyFxRate")
     counterparty:  StrictStr = Field(...,alias="counterparty", description="The market entity this placement is placed with.") 
-    average_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="averagePrice", description="The average price of all executions for a given placement at the time of upsert")
+    average_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The average price of all executions for a given placement at the time of upsert", alias="averagePrice")
     __properties = ["id", "placementId", "properties", "instrumentIdentifiers", "quantity", "state", "side", "type", "createdDate", "settlementDate", "price", "settlementCurrency", "settlementCurrencyFxRate", "counterparty", "averagePrice"]
 
     class Config:
@@ -142,3 +144,5 @@ class ExecutionRequest(BaseModel):
             "average_price": obj.get("averagePrice")
         })
         return _obj
+
+ExecutionRequest.update_forward_refs()

lusid/models/execution_set_request.py

@@ -18,15 +18,17 @@ 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.execution_request import ExecutionRequest
 
 class ExecutionSetRequest(BaseModel):
     """
     A request to create or update multiple Executions.  # noqa: E501
     """
-    requests: Optional[conlist(ExecutionRequest)] = Field(None, description="A collection of ExecutionRequests.")
+    requests: Optional[List[ExecutionRequest]] = Field(default=None, description="A collection of ExecutionRequests.")
     __properties = ["requests"]
 
     class Config:
@@ -88,3 +90,5 @@ class ExecutionSetRequest(BaseModel):
             "requests": [ExecutionRequest.from_dict(_item) for _item in obj.get("requests")] if obj.get("requests") is not None else None
         })
         return _obj
+
+ExecutionSetRequest.update_forward_refs()

lusid/models/exercise_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
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 from lusid.models.lusid_instrument import LusidInstrument
 
@@ -27,9 +29,9 @@ class ExerciseEvent(InstrumentEvent):
     """
     Definition of an exercise event.  This is an event that occurs on transformation of an instrument owing to exercise. e.g. an option of  some type into its underlying.  # noqa: E501
     """
-    instrument: LusidInstrument = Field(...)
-    anchor_date: datetime = Field(..., alias="anchorDate", description="The date the exercise window starts, or point it takes effect on.")
-    event_window_end: Optional[datetime] = Field(None, alias="eventWindowEnd", description="The date the exercise window ends, or point it takes effect on.")
+    instrument: LusidInstrument
+    anchor_date: datetime = Field(description="The date the exercise window starts, or point it takes effect on.", alias="anchorDate")
+    event_window_end: Optional[datetime] = Field(default=None, description="The date the exercise window ends, or point it takes effect on.", alias="eventWindowEnd")
     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", "instrument", "anchorDate", "eventWindowEnd"]
@@ -84,14 +86,19 @@ class ExerciseEvent(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
 
@@ -160,3 +167,5 @@ class ExerciseEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+ExerciseEvent.update_forward_refs()

lusid/models/exotic_instrument.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.instrument_definition_format import InstrumentDefinitionFormat
 from lusid.models.lusid_instrument import LusidInstrument
 
@@ -27,7 +29,7 @@ class ExoticInstrument(LusidInstrument):
     """
     LUSID representation of a generic OTC Exotic Instrument that is not fully defined within other LUSID models.  # noqa: E501
     """
-    instrument_format: InstrumentDefinitionFormat = Field(..., alias="instrumentFormat")
+    instrument_format: InstrumentDefinitionFormat = Field(alias="instrumentFormat")
     content:  StrictStr = Field(...,alias="content", description="The original document received into the system. This format could potentially be anything though is most likely to be either Json or Xml. In the case where no other  interface is supported it is possible to fall back onto this.  For example, a trade from an external client system. This may be recognized internally by Lusid or simply passed through to another vendor system.") 
     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] = {}
@@ -83,14 +85,19 @@ class ExoticInstrument(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
 
@@ -157,3 +164,5 @@ class ExoticInstrument(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+ExoticInstrument.update_forward_refs()