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

lusid/models/fund_previous_nav.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, StrictFloat, StrictInt 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class FundPreviousNAV(BaseModel):
     """
     FundPreviousNAV
     """
-    amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The amount of the previous NAV.")
+    amount: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The amount of the previous NAV.")
     __properties = ["amount"]
 
     class Config:
@@ -75,3 +77,5 @@ class FundPreviousNAV(BaseModel):
             "amount": obj.get("amount")
         })
         return _obj
+
+FundPreviousNAV.update_forward_refs()

lusid/models/fund_properties.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.link import Link
 from lusid.models.model_property import ModelProperty
 from lusid.models.version import Version
@@ -29,9 +31,9 @@ class FundProperties(BaseModel):
     FundProperties
     """
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
-    properties: Optional[Dict[str, ModelProperty]] = Field(None, description="The Fund properties. These will be from the 'Fund' domain.")
+    properties: Optional[Dict[str, ModelProperty]] = Field(default=None, description="The Fund properties. These will be from the 'Fund' domain.")
     version: Optional[Version] = None
-    links: Optional[conlist(Link)] = None
+    links: Optional[List[Link]] = None
     __properties = ["href", "properties", "version", "links"]
 
     class Config:
@@ -121,3 +123,5 @@ class FundProperties(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+FundProperties.update_forward_refs()

lusid/models/fund_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, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conint, conlist, constr, validator 
 from lusid.models.day_month import DayMonth
 from lusid.models.instrument_resolution_detail import InstrumentResolutionDetail
 from lusid.models.model_property import ModelProperty
@@ -32,15 +34,15 @@ class FundRequest(BaseModel):
     code:  StrictStr = Field(...,alias="code", description="The code given for the Fund.") 
     display_name:  Optional[StrictStr] = Field(None,alias="displayName", description="The name of the Fund.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="A description for the Fund.") 
-    fund_configuration_id: ResourceId = Field(..., alias="fundConfigurationId")
-    abor_id: ResourceId = Field(..., alias="aborId")
-    share_class_instrument_scopes: Optional[conlist(StrictStr)] = Field(None, alias="shareClassInstrumentScopes", description="The scopes in which the instruments lie, currently limited to one.")
-    share_class_instruments: Optional[conlist(InstrumentResolutionDetail)] = Field(None, alias="shareClassInstruments", description="Details the user-provided instrument identifiers and the instrument resolved from them.")
+    fund_configuration_id: ResourceId = Field(alias="fundConfigurationId")
+    abor_id: ResourceId = Field(alias="aborId")
+    share_class_instrument_scopes: Optional[List[StrictStr]] = Field(default=None, description="The scopes in which the instruments lie, currently limited to one.", alias="shareClassInstrumentScopes")
+    share_class_instruments: Optional[List[InstrumentResolutionDetail]] = Field(default=None, description="Details the user-provided instrument identifiers and the instrument resolved from them.", alias="shareClassInstruments")
     type:  StrictStr = Field(...,alias="type", description="The type of fund; 'Standalone', 'Master' or 'Feeder'") 
-    inception_date: datetime = Field(..., alias="inceptionDate", description="Inception date of the Fund")
-    decimal_places: Optional[conint(strict=True)] = Field(None, alias="decimalPlaces", description="Number of decimal places for reporting")
-    year_end_date: DayMonth = Field(..., alias="yearEndDate")
-    properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the Fund.")
+    inception_date: datetime = Field(description="Inception date of the Fund", alias="inceptionDate")
+    decimal_places: Optional[StrictInt] = Field(default=None, description="Number of decimal places for reporting", alias="decimalPlaces")
+    year_end_date: DayMonth = Field(alias="yearEndDate")
+    properties: Optional[Dict[str, ModelProperty]] = Field(default=None, description="A set of properties for the Fund.")
     __properties = ["code", "displayName", "description", "fundConfigurationId", "aborId", "shareClassInstrumentScopes", "shareClassInstruments", "type", "inceptionDate", "decimalPlaces", "yearEndDate", "properties"]
 
     class Config:
@@ -159,3 +161,5 @@ class FundRequest(BaseModel):
             else None
         })
         return _obj
+
+FundRequest.update_forward_refs()

lusid/models/fund_share_class.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-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.lusid_instrument import LusidInstrument
 from lusid.models.simple_rounding_convention import SimpleRoundingConvention
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -34,9 +36,9 @@ class FundShareClass(LusidInstrument):
     distribution_payment_type:  StrictStr = Field(...,alias="distributionPaymentType", description="The tax treatment applied to any distributions calculated within the ShareClass. Can be either 'Net' (Distribution Calculated net of tax) or 'Gross' (Distribution calculated gross of tax).    Supported string (enumeration) values are: [Gross, Net].") 
     hedging:  StrictStr = Field(...,alias="hedging", description="A flag to indicate the ShareClass is operating currency hedging as a means to limit currency risk as part of it's investment strategy.    Supported string (enumeration) values are: [Invalid, None, ApplyHedging].") 
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    rounding_conventions: Optional[conlist(SimpleRoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding Convention used for the FundShareClass quotes")
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    rounding_conventions: Optional[List[SimpleRoundingConvention]] = Field(default=None, description="Rounding Convention used for the FundShareClass quotes", alias="roundingConventions")
+    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", "shortCode", "fundShareClassType", "distributionPaymentType", "hedging", "domCcy", "roundingConventions", "tradingConventions", "timeZoneConventions"]
@@ -91,14 +93,19 @@ class FundShareClass(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
 
@@ -186,3 +193,5 @@ class FundShareClass(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FundShareClass.update_forward_refs()

lusid/models/fund_valuation_point_data.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.fee_accrual import FeeAccrual
 from lusid.models.fund_amount import FundAmount
 from lusid.models.fund_pnl_breakdown import FundPnlBreakdown
@@ -29,14 +31,14 @@ class FundValuationPointData(BaseModel):
     """
     The Valuation Point Data for a Fund on a specified date.  # noqa: E501
     """
-    back_out: Dict[str, FundAmount] = Field(..., alias="backOut", description="Bucket of detail for the Valuation Point where data points have been 'backed out'.")
-    dealing: Dict[str, FundAmount] = Field(..., description="Bucket of detail for any 'Dealing' that has occured inside the queried period.")
-    pn_l: FundPnlBreakdown = Field(..., alias="pnL")
-    gav: Union[StrictFloat, StrictInt] = Field(..., description="The Gross Asset Value of the Fund or Share Class at the Valuation Point. This is effectively a summation of all Trial balance entries linked to accounts of types 'Asset' and 'Liabilities'.")
-    fees: Dict[str, FeeAccrual] = Field(..., description="Bucket of detail for any 'Fees' that have been charged in the selected period.")
-    nav: Union[StrictFloat, StrictInt] = Field(..., description="The Net Asset Value of the Fund or Share Class at the Valuation Point. This represents the GAV with any fees applied in the period.")
-    miscellaneous: Optional[Dict[str, FundAmount]] = Field(None, description="Not used directly by the LUSID engines but serves as a holding area for any custom derived data points that may be useful in, for example, fee calculations).")
-    previous_valuation_point_data: Optional[PreviousFundValuationPointData] = Field(None, alias="previousValuationPointData")
+    back_out: Dict[str, FundAmount] = Field(description="Bucket of detail for the Valuation Point where data points have been 'backed out'.", alias="backOut")
+    dealing: Dict[str, FundAmount] = Field(description="Bucket of detail for any 'Dealing' that has occured inside the queried period.")
+    pn_l: FundPnlBreakdown = Field(alias="pnL")
+    gav: Union[StrictFloat, StrictInt] = Field(description="The Gross Asset Value of the Fund or Share Class at the Valuation Point. This is effectively a summation of all Trial balance entries linked to accounts of types 'Asset' and 'Liabilities'.")
+    fees: Dict[str, FeeAccrual] = Field(description="Bucket of detail for any 'Fees' that have been charged in the selected period.")
+    nav: Union[StrictFloat, StrictInt] = Field(description="The Net Asset Value of the Fund or Share Class at the Valuation Point. This represents the GAV with any fees applied in the period.")
+    miscellaneous: Optional[Dict[str, FundAmount]] = Field(default=None, description="Not used directly by the LUSID engines but serves as a holding area for any custom derived data points that may be useful in, for example, fee calculations).")
+    previous_valuation_point_data: Optional[PreviousFundValuationPointData] = Field(default=None, alias="previousValuationPointData")
     __properties = ["backOut", "dealing", "pnL", "gav", "fees", "nav", "miscellaneous", "previousValuationPointData"]
 
     class Config:
@@ -152,3 +154,5 @@ class FundValuationPointData(BaseModel):
             "previous_valuation_point_data": PreviousFundValuationPointData.from_dict(obj.get("previousValuationPointData")) if obj.get("previousValuationPointData") is not None else None
         })
         return _obj
+
+FundValuationPointData.update_forward_refs()

lusid/models/fund_valuation_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, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictStr, conlist 
 from lusid.models.aggregate_spec import AggregateSpec
 from lusid.models.fund_valuation_schedule import FundValuationSchedule
 from lusid.models.market_data_overrides import MarketDataOverrides
@@ -32,17 +34,17 @@ class FundValuationRequest(BaseModel):
     """
     Specification object for the parameters of a valuation  # noqa: E501
     """
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="The asAt date to use.")
-    metrics: conlist(AggregateSpec) = Field(..., description="The set of specifications to calculate or retrieve during the valuation and present in the results. For example:  AggregateSpec('Valuation/PV','Sum') for returning the PV (present value) of holdings  AggregateSpec('Holding/default/Units','Sum') for returning the units of holidays  AggregateSpec('Instrument/default/LusidInstrumentId','Value') for returning the Lusid Instrument identifier")
-    group_by: Optional[conlist(StrictStr)] = Field(None, alias="groupBy", description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping  that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.")
-    filters: Optional[conlist(PropertyFilter)] = Field(None, description="A set of filters to use to reduce the data found in a request. Equivalent to the 'where ...' part of a Sql select statement.  For example, filter a set of values within a given range or matching a particular value.")
-    sort: Optional[conlist(OrderBySpec)] = Field(None, description="A (possibly empty/null) set of specifications for how to order the results.")
-    equip_with_subtotals: Optional[StrictBool] = Field(None, alias="equipWithSubtotals", description="Flag directing the Valuation call to populate the results with subtotals of aggregates.")
-    return_result_as_expanded_types: Optional[StrictBool] = Field(None, alias="returnResultAsExpandedTypes", description="Financially meaningful results can be presented as either simple flat types or more complex expanded types.  For example, the present value (PV) of a holding could be represented either as a simple decimal (with currency implied)  or as a decimal-currency pair. This flag allows either representation to be returned. In the PV example,  the returned value would be the decimal-currency pair if this flag is true, or the decimal only if this flag is false.")
-    include_order_flow: Optional[OrderFlowConfiguration] = Field(None, alias="includeOrderFlow")
-    fund_valuation_schedule: FundValuationSchedule = Field(..., alias="fundValuationSchedule")
-    market_data_overrides: Optional[MarketDataOverrides] = Field(None, alias="marketDataOverrides")
-    corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
+    as_at: Optional[datetime] = Field(default=None, description="The asAt date to use.", alias="asAt")
+    metrics: List[AggregateSpec] = Field(description="The set of specifications to calculate or retrieve during the valuation and present in the results. For example:  AggregateSpec('Valuation/PV','Sum') for returning the PV (present value) of holdings  AggregateSpec('Holding/default/Units','Sum') for returning the units of holidays  AggregateSpec('Instrument/default/LusidInstrumentId','Value') for returning the Lusid Instrument identifier")
+    group_by: Optional[List[StrictStr]] = Field(default=None, description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping  that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.", alias="groupBy")
+    filters: Optional[List[PropertyFilter]] = Field(default=None, description="A set of filters to use to reduce the data found in a request. Equivalent to the 'where ...' part of a Sql select statement.  For example, filter a set of values within a given range or matching a particular value.")
+    sort: Optional[List[OrderBySpec]] = Field(default=None, description="A (possibly empty/null) set of specifications for how to order the results.")
+    equip_with_subtotals: Optional[StrictBool] = Field(default=None, description="Flag directing the Valuation call to populate the results with subtotals of aggregates.", alias="equipWithSubtotals")
+    return_result_as_expanded_types: Optional[StrictBool] = Field(default=None, description="Financially meaningful results can be presented as either simple flat types or more complex expanded types.  For example, the present value (PV) of a holding could be represented either as a simple decimal (with currency implied)  or as a decimal-currency pair. This flag allows either representation to be returned. In the PV example,  the returned value would be the decimal-currency pair if this flag is true, or the decimal only if this flag is false.", alias="returnResultAsExpandedTypes")
+    include_order_flow: Optional[OrderFlowConfiguration] = Field(default=None, alias="includeOrderFlow")
+    fund_valuation_schedule: FundValuationSchedule = Field(alias="fundValuationSchedule")
+    market_data_overrides: Optional[MarketDataOverrides] = Field(default=None, alias="marketDataOverrides")
+    corporate_action_source_id: Optional[ResourceId] = Field(default=None, alias="corporateActionSourceId")
     __properties = ["asAt", "metrics", "groupBy", "filters", "sort", "equipWithSubtotals", "returnResultAsExpandedTypes", "includeOrderFlow", "fundValuationSchedule", "marketDataOverrides", "corporateActionSourceId"]
 
     class Config:
@@ -155,3 +157,5 @@ class FundValuationRequest(BaseModel):
             "corporate_action_source_id": ResourceId.from_dict(obj.get("corporateActionSourceId")) if obj.get("corporateActionSourceId") is not None else None
         })
         return _obj
+
+FundValuationRequest.update_forward_refs()

lusid/models/fund_valuation_schedule.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr, 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
 
 class FundValuationSchedule(BaseModel):
     """
@@ -30,8 +32,8 @@ class FundValuationSchedule(BaseModel):
     diary_entry:  Optional[StrictStr] = Field(None,alias="diaryEntry", description="The diary entry to use for the valuation schedule. This is used to determine the date on which the valuation should be performed.") 
     tenor:  Optional[StrictStr] = Field(None,alias="tenor", description="Tenor, e.g \"1D\", \"1M\" to be used in generating the date schedule when effectiveFrom and effectiveAt are both given and are not the same.") 
     roll_convention:  Optional[StrictStr] = Field(None,alias="rollConvention", description="When Tenor is given and is \"1M\" or longer, this specifies the rule which should be used to generate the date schedule.  For example, \"EndOfMonth\" to generate end of month dates, or \"1\" to specify the first day of the applicable month.") 
-    holiday_calendars: Optional[conlist(StrictStr)] = Field(None, alias="holidayCalendars", description="The holiday calendar(s) that should be used in determining the date schedule.  Holiday calendar(s) are supplied by their names, for example, \"CoppClark\".  Note that when the calendars are not available (e.g. when the user has insufficient permissions),  a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.")
-    valuation_date_times: Optional[conlist(StrictStr)] = Field(None, alias="valuationDateTimes", description="If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given.")
+    holiday_calendars: Optional[List[StrictStr]] = Field(default=None, description="The holiday calendar(s) that should be used in determining the date schedule.  Holiday calendar(s) are supplied by their names, for example, \"CoppClark\".  Note that when the calendars are not available (e.g. when the user has insufficient permissions),  a recipe setting will be used to determine whether the whole batch should then fail or whether the calendar not being available should simply be ignored.", alias="holidayCalendars")
+    valuation_date_times: Optional[List[StrictStr]] = Field(default=None, description="If given, this is the exact set of dates on which to perform a valuation. This will replace/override all other specified values if given.", alias="valuationDateTimes")
     business_day_convention:  Optional[StrictStr] = Field(None,alias="businessDayConvention", description="When Tenor is given and is not equal to \"1D\", there may be cases where \"date + tenor\" land on non-business days around month end.  In that case, the BusinessDayConvention, e.g. modified following \"MF\" would be applied to determine the next GBD.") 
     __properties = ["effectiveFrom", "effectiveAt", "diaryEntry", "tenor", "rollConvention", "holidayCalendars", "valuationDateTimes", "businessDayConvention"]
 
@@ -129,3 +131,5 @@ class FundValuationSchedule(BaseModel):
             "business_day_convention": obj.get("businessDayConvention")
         })
         return _obj
+
+FundValuationSchedule.update_forward_refs()

lusid/models/funding_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.instrument_leg import InstrumentLeg
 from lusid.models.leg_definition import LegDefinition
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -28,11 +30,11 @@ class FundingLeg(InstrumentLeg):
     """
     LUSID representation of a Funding Leg with variable notional.    This Funding Leg is a hybrid between a single leg swap and a loan facility; the notional is not fixed and can vary within a reset period.                 The model can be used to represent the funding leg of a basket of instruments (e.g. equities) where the contents  of the basket can change over time. The actual notional history is stored in the FundingLegHistory object.     The actual notional history is stored in the FundingLegHistory object.                The main analytic calculated for this instrument is Accrual rather than PV.  # 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 beyond their last payment date.")
-    leg_definition: LegDefinition = Field(..., alias="legDefinition")
-    notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The initial notional of the Funding Leg instrument.  When \"RequiresFundingLegHistory\" property key is present in transaction key, during a GetValuation endpoint call (for instance),  this field would overriden by the Funding Leg history's notional and this notional field would not be used in the pricing and accrual calculations.  As such, we recommend setting this to 0 or not setting it at all.  Please see the following Notebook example and Knowledge Base article:  Notebook: https://github.com/finbourne/sample-notebooks/blob/master/examples/use-cases/instruments/Funding%20Leg%20Swap.ipynb  Knowledge Base article: https://support.lusid.com/knowledgebase/article/KA-01764/")
-    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")
+    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 beyond their last payment date.", alias="maturityDate")
+    leg_definition: LegDefinition = Field(alias="legDefinition")
+    notional: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The initial notional of the Funding Leg instrument.  When \"RequiresFundingLegHistory\" property key is present in transaction key, during a GetValuation endpoint call (for instance),  this field would overriden by the Funding Leg history's notional and this notional field would not be used in the pricing and accrual calculations.  As such, we recommend setting this to 0 or not setting it at all.  Please see the following Notebook example and Knowledge Base article:  Notebook: https://github.com/finbourne/sample-notebooks/blob/master/examples/use-cases/instruments/Funding%20Leg%20Swap.ipynb  Knowledge Base article: https://support.lusid.com/knowledgebase/article/KA-01764/")
+    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", "timeZoneConventions"]
@@ -87,14 +89,19 @@ class FundingLeg(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
 
@@ -172,3 +179,5 @@ class FundingLeg(InstrumentLeg):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FundingLeg.update_forward_refs()

lusid/models/funding_leg_options.py

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

lusid/models/future.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, constr, validator 
 from lusid.models.futures_contract_details import FuturesContractDetails
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.mark_to_market_conventions import MarkToMarketConventions
@@ -30,17 +32,17 @@ class Future(LusidInstrument):
     """
     LUSID representation of a Future.  Including, but not limited to, Equity Futures, Bond Futures, Index Futures, Currency Futures, and Interest Rate Futures.  # 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.")
-    identifiers: Dict[str, StrictStr] = Field(..., description="External market codes and identifiers for the bond, e.g. ISIN.")
-    contract_details: FuturesContractDetails = Field(..., alias="contractDetails")
-    contracts: Optional[Union[StrictFloat, StrictInt]] = Field(1, description="The number of contracts held. This is optional and will default to 1 if not set.  Instrument events will only work when this field is 1.  We recommend not using this field and instead relying on the number of holdings to   represent the number of futures contracts.")
-    mark_to_market_conventions: Optional[MarkToMarketConventions] = Field(None, alias="markToMarketConventions")
-    ref_spot_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="refSpotPrice", description="The reference spot price for the future at which the contract was entered into.")
+    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")
+    identifiers: Dict[str, Optional[StrictStr]] = Field(description="External market codes and identifiers for the bond, e.g. ISIN.")
+    contract_details: FuturesContractDetails = Field(alias="contractDetails")
+    contracts: Optional[Union[StrictFloat, StrictInt]] = Field(default=1, description="The number of contracts held. This is optional and will default to 1 if not set.  Instrument events will only work when this field is 1.  We recommend not using this field and instead relying on the number of holdings to   represent the number of futures contracts.")
+    mark_to_market_conventions: Optional[MarkToMarketConventions] = Field(default=None, alias="markToMarketConventions")
+    ref_spot_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The reference spot price for the future at which the contract was entered into.", alias="refSpotPrice")
     underlying: Optional[LusidInstrument] = None
     calculation_type:  Optional[StrictStr] = Field(None,alias="calculationType", description="Calculation type for some Future instruments which have non-standard methodology.  Optional, if not set defaults as follows:  - If ExchangeCode is \"ASX\" and ContractCode is \"IR\" or \"BB\" set to ASX_BankBills  - If ExchangeCode is \"ASX\" and ContractCode is \"YT\" set to ASX_3Year  - If ExchangeCode is \"ASX\" and ContractCode is \"VT\" set to ASX_5Year  - If ExchangeCode is \"ASX\" and ContractCode is \"XT\" set to ASX_10Year  - If ExchangeCode is \"ASX\" and ContractCode is \"LT\" set to ASX_20Year  - otherwise set to Standard                Specific calculation types for bond and interest rate futures are:  - [Standard] The default calculation type, which does not fit into any of the categories below.  - [ASX_BankBills] Used for AUD and NZD futures “IR” and “BB” on ASX. 90D Bank Bills.  - [ASX_3Year] Used for “YT” on ASX. 3YR semi-annual bond (6 coupons) @ 6%.  - [ASX_5Year] Used for “VT” on ASX. 5yr semi-annual bond (10 coupons) @ 2%.  - [ASX_10Year] Used for “XT” on ASX. 10yr semi-annual bond (20 coupons) @ 6%.  - [ASX_20Year] Used for “LT” on ASX. 20yr semi-annual bond (40 coupons) @ 4%.  - [B3_DI1] Used for “DI1” on B3. Average of 1D interbank deposit rates.    - For futures with this calculation type, quote values are expected to be specified as a percentage.      For example, a quoted rate of 13.205% should be specified as a quote of 13.205 with a face value of 100.                Supported string (enumeration) values are: [Standard, ASX_BankBills, ASX_3Year, ASX_5Year, ASX_10Year, ASX_20Year, B3_DI1].") 
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    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", "identifiers", "contractDetails", "contracts", "markToMarketConventions", "refSpotPrice", "underlying", "calculationType", "tradingConventions", "timeZoneConventions"]
@@ -95,14 +97,19 @@ class Future(LusidInstrument):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_type" != "type":
             return value
 
-        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo'):
+        if value not in ['QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo']:
             raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo')")
         return value
 
@@ -195,3 +202,5 @@ class Future(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+Future.update_forward_refs()

lusid/models/future_expiry_event.py

@@ -17,18 +17,20 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class FutureExpiryEvent(InstrumentEvent):
     """
     Definition of a Future Expiry Event.  This is an event that describes the expiry of a Future instrument.  # noqa: E501
     """
-    expiry_date: Optional[datetime] = Field(None, alias="expiryDate", description="Expiry date of the Future instrument.")
+    expiry_date: Optional[datetime] = Field(default=None, description="Expiry date of the Future instrument.", alias="expiryDate")
     settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="Settlement currency of the Future instrument.") 
-    notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="notionalAmountPerUnit", description="The notional amount of each unit in the Future instrument.")
+    notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The notional amount of each unit in the Future instrument.", alias="notionalAmountPerUnit")
     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", "expiryDate", "settlementCurrency", "notionalAmountPerUnit"]
@@ -83,14 +85,19 @@ class FutureExpiryEvent(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 FutureExpiryEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FutureExpiryEvent.update_forward_refs()