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

lusid/models/file_response.py

@@ -18,14 +18,16 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBytes, 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 FileResponse(BaseModel):
     """
     Allows a file (represented as a stream) to be returned from an Api call  # noqa: E501
     """
-    file_stream: Optional[Union[StrictBytes, StrictStr]] = Field(None, alias="fileStream")
+    file_stream: Optional[Union[StrictBytes, StrictStr]] = Field(default=None, alias="fileStream")
     content_type:  Optional[StrictStr] = Field(None,alias="contentType") 
     downloaded_filename:  Optional[StrictStr] = Field(None,alias="downloadedFilename") 
     __properties = ["fileStream", "contentType", "downloadedFilename"]
@@ -94,3 +96,5 @@ class FileResponse(BaseModel):
             "downloaded_filename": obj.get("downloadedFilename")
         })
         return _obj
+
+FileResponse.update_forward_refs()

lusid/models/filter_predicate_compliance_parameter.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.compliance_parameter import ComplianceParameter
 
 class FilterPredicateComplianceParameter(ComplianceParameter):
@@ -81,14 +83,19 @@ class FilterPredicateComplianceParameter(ComplianceParameter):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "compliance_parameter_type" != "type":
             return value
 
-        if value not in ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter', 'FilterPredicateComplianceParameter', 'GroupFilterPredicateComplianceParameter', 'GroupBySelectorComplianceParameter', 'PropertyListComplianceParameter', 'GroupCalculationComplianceParameter'):
+        if value not in ['BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter', 'FilterPredicateComplianceParameter', 'GroupFilterPredicateComplianceParameter', 'GroupBySelectorComplianceParameter', 'PropertyListComplianceParameter', 'GroupCalculationComplianceParameter']:
             raise ValueError("must be one of enum values ('BoolComplianceParameter', 'StringComplianceParameter', 'DecimalComplianceParameter', 'DateTimeComplianceParameter', 'PropertyKeyComplianceParameter', 'AddressKeyComplianceParameter', 'PortfolioIdComplianceParameter', 'PortfolioGroupIdComplianceParameter', 'StringListComplianceParameter', 'BoolListComplianceParameter', 'DateTimeListComplianceParameter', 'DecimalListComplianceParameter', 'PropertyKeyListComplianceParameter', 'AddressKeyListComplianceParameter', 'PortfolioIdListComplianceParameter', 'PortfolioGroupIdListComplianceParameter', 'InstrumentListComplianceParameter', 'FilterPredicateComplianceParameter', 'GroupFilterPredicateComplianceParameter', 'GroupBySelectorComplianceParameter', 'PropertyListComplianceParameter', 'GroupCalculationComplianceParameter')")
         return value
 
@@ -151,3 +158,5 @@ class FilterPredicateComplianceParameter(ComplianceParameter):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FilterPredicateComplianceParameter.update_forward_refs()

lusid/models/filter_step.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, 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.compliance_step import ComplianceStep
 from lusid.models.compliance_template_parameter import ComplianceTemplateParameter
 
@@ -28,7 +30,7 @@ class FilterStep(ComplianceStep):
     FilterStep
     """
     label:  StrictStr = Field(...,alias="label", description="The label of the compliance step") 
-    parameters: conlist(ComplianceTemplateParameter) = Field(..., description="Parameters required for the step")
+    parameters: List[ComplianceTemplateParameter] = Field(description="Parameters required for the step")
     compliance_step_type:  StrictStr = Field(...,alias="complianceStepType", description=". The available values are: FilterStep, GroupByStep, GroupFilterStep, BranchStep, RecombineStep, CheckStep, PercentCheckStep") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["complianceStepType", "label", "parameters"]
@@ -83,14 +85,19 @@ class FilterStep(ComplianceStep):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "compliance_step_type" != "type":
             return value
 
-        if value not in ('FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep', 'PercentCheckStep'):
+        if value not in ['FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep', 'PercentCheckStep']:
             raise ValueError("must be one of enum values ('FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep', 'PercentCheckStep')")
         return value
 
@@ -161,3 +168,5 @@ class FilterStep(ComplianceStep):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FilterStep.update_forward_refs()

lusid/models/filter_step_request.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.compliance_step_request import ComplianceStepRequest
 
 class FilterStepRequest(ComplianceStepRequest):
@@ -81,14 +83,19 @@ class FilterStepRequest(ComplianceStepRequest):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "compliance_step_type_request" != "type":
             return value
 
-        if value not in ('FilterStepRequest', 'GroupByStepRequest', 'GroupFilterStepRequest', 'BranchStepRequest', 'CheckStepRequest', 'PercentCheckStepRequest'):
+        if value not in ['FilterStepRequest', 'GroupByStepRequest', 'GroupFilterStepRequest', 'BranchStepRequest', 'CheckStepRequest', 'PercentCheckStepRequest']:
             raise ValueError("must be one of enum values ('FilterStepRequest', 'GroupByStepRequest', 'GroupFilterStepRequest', 'BranchStepRequest', 'CheckStepRequest', 'PercentCheckStepRequest')")
         return value
 
@@ -151,3 +158,5 @@ class FilterStepRequest(ComplianceStepRequest):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FilterStepRequest.update_forward_refs()

lusid/models/fixed_leg.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.fixed_leg_all_of_overrides import FixedLegAllOfOverrides
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.leg_definition import LegDefinition
@@ -29,12 +31,12 @@ class FixedLeg(InstrumentLeg):
     """
     LUSID representation of a Fixed Rate Leg.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
-    leg_definition: LegDefinition = Field(..., alias="legDefinition")
-    notional: Union[StrictFloat, StrictInt] = Field(...)
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    maturity_date: datetime = Field(description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.", alias="maturityDate")
+    leg_definition: LegDefinition = Field(alias="legDefinition")
+    notional: Union[StrictFloat, StrictInt]
     overrides: Optional[FixedLegAllOfOverrides] = None
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "legDefinition", "notional", "overrides", "timeZoneConventions"]
@@ -89,14 +91,19 @@ class FixedLeg(InstrumentLeg):
                                     '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
 
@@ -178,3 +185,5 @@ class FixedLeg(InstrumentLeg):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FixedLeg.update_forward_refs()

lusid/models/fixed_leg_all_of_overrides.py

@@ -18,15 +18,17 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, 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 FixedLegAllOfOverrides(BaseModel):
     """
     Any overriding data for notionals, spreads or rates that would affect generation of a leg.  This supports the case where an amortisation schedule is given but otherwise generation is allowed as usual.  # noqa: E501
     """
-    amortization: Optional[conlist(Union[StrictFloat, StrictInt])] = Field(None, alias="Amortization")
-    spreads: Optional[conlist(Union[StrictFloat, StrictInt])] = Field(None, alias="Spreads")
+    amortization: Optional[List[Union[StrictFloat, StrictInt]]] = Field(default=None, alias="Amortization")
+    spreads: Optional[List[Union[StrictFloat, StrictInt]]] = Field(default=None, alias="Spreads")
     additional_properties: Dict[str, Any] = {}
     __properties = ["Amortization", "Spreads"]
 
@@ -89,3 +91,5 @@ class FixedLegAllOfOverrides(BaseModel):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FixedLegAllOfOverrides.update_forward_refs()

lusid/models/fixed_schedule.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.ex_dividend_configuration import ExDividendConfiguration
 from lusid.models.flow_convention_name import FlowConventionName
 from lusid.models.flow_conventions import FlowConventions
@@ -29,16 +31,16 @@ class FixedSchedule(Schedule):
     """
     Schedule for fixed coupon payments  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="Date from which LUSID starts generating the payment schedule.")
-    maturity_date: datetime = Field(..., alias="maturityDate", description="Last date of the payment generation schedule. May not necessarily be the maturity date  of the underlying instrument (e.g. in case the instrument has multiple payment schedules).")
-    flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
-    coupon_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="couponRate", description="Coupon rate given as a fraction.")
-    convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
-    ex_dividend_days: Optional[StrictInt] = Field(None, alias="exDividendDays", description="Optional. Number of calendar 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, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.")
-    notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Scaling factor, the quantity outstanding on which the rate will be paid.")
+    start_date: datetime = Field(description="Date from which LUSID starts generating the payment schedule.", alias="startDate")
+    maturity_date: datetime = Field(description="Last date of the payment generation schedule. May not necessarily be the maturity date  of the underlying instrument (e.g. in case the instrument has multiple payment schedules).", alias="maturityDate")
+    flow_conventions: Optional[FlowConventions] = Field(default=None, alias="flowConventions")
+    coupon_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Coupon rate given as a fraction.", alias="couponRate")
+    convention_name: Optional[FlowConventionName] = Field(default=None, alias="conventionName")
+    ex_dividend_days: Optional[StrictInt] = Field(default=None, description="Optional. Number of calendar 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, then there is no ex-dividend period.                NOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.", alias="exDividendDays")
+    notional: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Scaling factor, the quantity outstanding on which the rate will be paid.")
     payment_currency:  StrictStr = Field(...,alias="paymentCurrency", description="Payment currency. This does not have to be the same as the nominal bond or observation/reset currency.") 
     stub_type:  Optional[StrictStr] = Field(None,alias="stubType", description="When a payment schedule doesn't have regular payment intervals just because of the  first and/or last coupons of the schedule, we call those irregular coupons stubs.  This configuration specifies what type of stub is used when building the schedule  Supported values are:  None = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour.  ShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period.  ShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period.  LongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period.  LongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period.  Both = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.") 
-    ex_dividend_configuration: Optional[ExDividendConfiguration] = Field(None, alias="exDividendConfiguration")
+    ex_dividend_configuration: Optional[ExDividendConfiguration] = Field(default=None, alias="exDividendConfiguration")
     schedule_type:  StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["scheduleType", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "exDividendDays", "notional", "paymentCurrency", "stubType", "exDividendConfiguration"]
@@ -93,14 +95,19 @@ class FixedSchedule(Schedule):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "schedule_type" != "type":
             return value
 
-        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid'):
+        if value not in ['FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid']:
             raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid')")
         return value
 
@@ -191,3 +198,5 @@ class FixedSchedule(Schedule):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FixedSchedule.update_forward_refs()

lusid/models/flexible_deposit.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.schedule import Schedule
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -29,12 +31,12 @@ class FlexibleDeposit(LusidInstrument):
     """
     LUSID flexible deposit instrument. Represents the basic building block of a bank account  structure that can handle deferred interest payments.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    maturity_date: datetime = Field(description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.", alias="maturityDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the deposit instrument.")
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    schedules: List[Schedule] = Field(description="Repayment schedules for the deposit instrument.")
+    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", "maturityDate", "domCcy", "schedules", "tradingConventions", "timeZoneConventions"]
@@ -89,14 +91,19 @@ class FlexibleDeposit(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
 
@@ -177,3 +184,5 @@ class FlexibleDeposit(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FlexibleDeposit.update_forward_refs()

lusid/models/flexible_loan.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.schedule import Schedule
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -28,11 +30,11 @@ class FlexibleLoan(LusidInstrument):
     """
     LUSID flexible loan instrument. Represents the basic building block of a more complex loan structure that  can handle deferred interest payments.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    maturity_date: datetime = Field(description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.", alias="maturityDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    schedules: conlist(Schedule) = Field(..., description="Repayment schedules for the loan.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    schedules: List[Schedule] = Field(description="Repayment schedules for the loan.")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "domCcy", "schedules", "timeZoneConventions"]
@@ -87,14 +89,19 @@ class FlexibleLoan(LusidInstrument):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_type" != "type":
             return value
 
-        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo'):
+        if value not in ['QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo']:
             raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo')")
         return value
 
@@ -171,3 +178,5 @@ class FlexibleLoan(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FlexibleLoan.update_forward_refs()

lusid/models/flexible_repo.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.collateral import Collateral
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.schedule import Schedule
@@ -30,22 +32,22 @@ class FlexibleRepo(LusidInstrument):
     """
     Lusid representation of a repurchase agreement, where one party sells some collateral and agrees to re-buy it at a later date for some given price.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="The maturity date of the instrument. This is the date at which the repurchase will occur for a TermRepo.  Optional for OpenRepo, but if not provided, defaults to the StartDate plus a long period (e.g. 2099-12-31).")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    maturity_date: Optional[datetime] = Field(default=None, description="The maturity date of the instrument. This is the date at which the repurchase will occur for a TermRepo.  Optional for OpenRepo, but if not provided, defaults to the StartDate plus a long period (e.g. 2099-12-31).", alias="maturityDate")
     buyer_or_seller:  StrictStr = Field(...,alias="buyerOrSeller", description="Is the user the Buyer or the Seller of this repo?  Every repo agreement has two sides, a buyer and a seller.  The Buyer pays the PurchasePrice to the Seller in exchange for legal ownership of the collateral.  At Maturity, the Buyer then receives the RepurchasePrice in exchange for returning legal ownership of the collateral.  Controls the direction of purchase and repurchase cashflows, as well as the recipient of cashflows from the collateral.    Supported string (enumeration) values are: [Buyer, Seller].") 
     repo_ccy:  StrictStr = Field(...,alias="repoCcy", description="Currency of the purchase and repurchase prices. May differ from the currencies on any collateral.") 
     repo_type:  StrictStr = Field(...,alias="repoType", description="The type of the repurchase agreement, Open or Term.  If Term, the repurchase automatically takes place at Maturity.  If Open, the agreement is rolled by the given tenor, and an interest cashflow is paid out with each roll,  unless manually triggered by a FlexibleRepoFullClosureEvent.    Supported string (enumeration) values are: [OpenRepo, TermRepo].") 
     accrual_basis:  Optional[StrictStr] = Field(None,alias="accrualBasis", description="For calculation of interest, the accrual day count to be used.  Required if no RepoRateSchedules are provided.  If both RepoRateSchedules and AccrualBasis are provided,  then AccrualBasis will take precedence.    Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].") 
     collateral: Optional[Collateral] = None
-    haircut: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Haircut on the value of the collateral, used to calculate PurchasePrice if not provided directly.  Haircut or Margin should be specified if PurchasePrice is not specified.")
-    margin: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="Initial margin on the value of the collateral, used to calculate PurchasePrice if not provided directly.  Haircut or Margin should be specified if PurchasePrice is not specified.")
+    haircut: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Haircut on the value of the collateral, used to calculate PurchasePrice if not provided directly.  Haircut or Margin should be specified if PurchasePrice is not specified.")
+    margin: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Initial margin on the value of the collateral, used to calculate PurchasePrice if not provided directly.  Haircut or Margin should be specified if PurchasePrice is not specified.")
     open_repo_rolling_period:  Optional[StrictStr] = Field(None,alias="openRepoRollingPeriod", description="Required if the RepoType is Open.  The tenor representing the mandatory roll period if the FlexibleRepo is not manually matured.  If a user matures the FlexibleRepo via an instrument event, then the repurchase will delay until the end of this rolling period.  Generally this is set to 1D (one day), i.e. the repurchase will occur on the same day as the instrument event,  though any valid tenor is accepted with TenorUnit set to Day, Week, Month, or Year.  Note that TenorUnit T is not accepted here.") 
-    purchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="purchasePrice", description="The initial purchase price of the collateral.  If provided directly in this field, then Collateral.CollateralValue,  Haircut, and Margin should not be provided.")
-    repo_rate_schedules: Optional[conlist(Schedule)] = Field(None, alias="repoRateSchedules", description="Schedules used to calculate the repurchase price and any interest payments on the FlexibleRepo.  Only one schedule may be provided, and must be of type FixedSchedule or FloatSchedule.  If RepoType is OpenRepo, a FixedSchedule or FloatSchedule must be provided to calculate the expected Repo Rate,  and RepurchasePrice must be omitted.  If RepoType is TermRepo, only one of RepurchasePrice and RepoRateSchedules should be provided.  If a RepoRateSchedule is provided on a TermRepo, the PaymentFrequency in the FlowConventions should be 1T.  StubType must be set to None, and no ExDividend configuration should be provided.")
-    repurchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="repurchasePrice", description="The repurchase price of the repo, if known.  Only one of RepurchasePrice and RepoRateSchedules should be provided.  In the case of an OpenRepo, RepurchasePrice should not be provided,  and RepoRateSchedules should be provided instead in order to calculate the RepoRate.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
-    is_collateral_transfer_activated: Optional[StrictBool] = Field(None, alias="isCollateralTransferActivated", description="Indicates whether the FlexibleRepoCollateralTransfer event is activated.  Determines the behavior of manufactured coupons and related boolean parameters.  Defaults to false.  When true:  - Generates the FlexibleRepoCollateralTransfer event  - Processes collateral transfer transactions into holding changes  - Generates manufactured payments when due to be paid                When false:  - Does not generate the event  - Generates manufactured payments when due to be received")
+    purchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The initial purchase price of the collateral.  If provided directly in this field, then Collateral.CollateralValue,  Haircut, and Margin should not be provided.", alias="purchasePrice")
+    repo_rate_schedules: Optional[List[Schedule]] = Field(default=None, description="Schedules used to calculate the repurchase price and any interest payments on the FlexibleRepo.  Only one schedule may be provided, and must be of type FixedSchedule or FloatSchedule.  If RepoType is OpenRepo, a FixedSchedule or FloatSchedule must be provided to calculate the expected Repo Rate,  and RepurchasePrice must be omitted.  If RepoType is TermRepo, only one of RepurchasePrice and RepoRateSchedules should be provided.  If a RepoRateSchedule is provided on a TermRepo, the PaymentFrequency in the FlowConventions should be 1T.  StubType must be set to None, and no ExDividend configuration should be provided.", alias="repoRateSchedules")
+    repurchase_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The repurchase price of the repo, if known.  Only one of RepurchasePrice and RepoRateSchedules should be provided.  In the case of an OpenRepo, RepurchasePrice should not be provided,  and RepoRateSchedules should be provided instead in order to calculate the RepoRate.", alias="repurchasePrice")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
+    trading_conventions: Optional[TradingConventions] = Field(default=None, alias="tradingConventions")
+    is_collateral_transfer_activated: Optional[StrictBool] = Field(default=None, description="Indicates whether the FlexibleRepoCollateralTransfer event is activated.  Determines the behavior of manufactured coupons and related boolean parameters.  Defaults to false.  When true:  - Generates the FlexibleRepoCollateralTransfer event  - Processes collateral transfer transactions into holding changes  - Generates manufactured payments when due to be paid                When false:  - Does not generate the event  - Generates manufactured payments when due to be received", alias="isCollateralTransferActivated")
     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", "buyerOrSeller", "repoCcy", "repoType", "accrualBasis", "collateral", "haircut", "margin", "openRepoRollingPeriod", "purchasePrice", "repoRateSchedules", "repurchasePrice", "timeZoneConventions", "tradingConventions", "isCollateralTransferActivated"]
@@ -100,14 +102,19 @@ class FlexibleRepo(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
 
@@ -241,3 +248,5 @@ class FlexibleRepo(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FlexibleRepo.update_forward_refs()