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

lusid/models/id_selector_definition.py

@@ -18,16 +18,18 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.action_id import ActionId
 
 class IdSelectorDefinition(BaseModel):
     """
     IdSelectorDefinition
     """
-    identifier: Dict[str, StrictStr] = Field(...)
-    actions: conlist(ActionId) = Field(...)
+    identifier: Dict[str, Optional[StrictStr]]
+    actions: List[ActionId]
     name:  Optional[StrictStr] = Field(None,alias="name") 
     description:  Optional[StrictStr] = Field(None,alias="description") 
     __properties = ["identifier", "actions", "name", "description"]
@@ -99,3 +101,5 @@ class IdSelectorDefinition(BaseModel):
             "description": obj.get("description")
         })
         return _obj
+
+IdSelectorDefinition.update_forward_refs()

lusid/models/identifier_definition.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, 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_property import ModelProperty
 from lusid.models.version import Version
 
@@ -36,7 +38,7 @@ class IdentifierDefinition(BaseModel):
     hierarchy_level:  Optional[StrictStr] = Field(None,alias="hierarchyLevel", description="Optional metadata associated with the identifier definition.") 
     display_name:  Optional[StrictStr] = Field(None,alias="displayName", description="A display name for the identifier. E.g. Figi.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="An optional description for the identifier.") 
-    properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the identifier definition.")
+    properties: Optional[Dict[str, ModelProperty]] = Field(default=None, description="A set of properties for the identifier definition.")
     version: Optional[Version] = None
     __properties = ["href", "domain", "identifierScope", "identifierType", "lifeTime", "hierarchyUsage", "hierarchyLevel", "displayName", "description", "properties", "version"]
 
@@ -90,14 +92,19 @@ class IdentifierDefinition(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "domain" != "type":
             return value
 
-        if value not in ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'InvestorRecord', 'InvestmentAccount', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'CheckDefinition', 'Abor', 'AborConfiguration', 'Fund', 'FundConfiguration', 'Fee', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation', 'Timeline', 'ClosedPeriod', 'AddressKeyDefinition', 'AmortisationRuleSet', 'AnalyticsSetInventory', 'AtomUnitResult', 'CleardownModule', 'ComplexMarketData', 'ComplianceRunSummary', 'ComplianceRule', 'ComplianceRunInfo', 'CorporateActionSource', 'CounterpartyAgreement', 'CustomEntityDefinition', 'DataType', 'Dialect', 'EventHandler', 'GeneralLedgerProfile', 'PostingModule', 'Quote', 'RecipeComposer', 'ReconciliationRunBreak', 'ReferenceList', 'RelationDefinition', 'ReturnBlockIndex', 'SRSDocument', 'SRSIndex', 'TransactionTemplate', 'TransactionTemplateScope', 'TransactionType', 'TransactionTypeConfig', 'TranslationScript', 'TaskDefinition', 'TaskInstance', 'Worker', 'StagingRuleSet', 'IdentifierDefinition', 'SettlementInstruction'):
+        if value not in ['NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'InvestorRecord', 'InvestmentAccount', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'CheckDefinition', 'Abor', 'AborConfiguration', 'Fund', 'FundConfiguration', 'Fee', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation', 'Timeline', 'ClosedPeriod', 'AddressKeyDefinition', 'AmortisationRuleSet', 'AnalyticsSetInventory', 'AtomUnitResult', 'CleardownModule', 'ComplexMarketData', 'ComplianceRunSummary', 'ComplianceRule', 'ComplianceRunInfo', 'CorporateActionSource', 'CounterpartyAgreement', 'CustomEntityDefinition', 'DataType', 'Dialect', 'EventHandler', 'GeneralLedgerProfile', 'PostingModule', 'Quote', 'RecipeComposer', 'ReconciliationRunBreak', 'ReferenceList', 'RelationDefinition', 'ReturnBlockIndex', 'SRSDocument', 'SRSIndex', 'TransactionTemplate', 'TransactionTemplateScope', 'TransactionType', 'TransactionTypeConfig', 'TranslationScript', 'TaskDefinition', 'TaskInstance', 'Worker', 'StagingRuleSet', 'IdentifierDefinition', 'SettlementInstruction']:
             raise ValueError("must be one of enum values ('NotDefined', 'Transaction', 'Portfolio', 'Holding', 'ReferenceHolding', 'TransactionConfiguration', 'Instrument', 'CutLabelDefinition', 'Analytic', 'PortfolioGroup', 'Person', 'AccessMetadata', 'Order', 'UnitResult', 'MarketData', 'ConfigurationRecipe', 'Allocation', 'Calendar', 'LegalEntity', 'InvestorRecord', 'InvestmentAccount', 'Placement', 'Execution', 'Block', 'Participation', 'Package', 'OrderInstruction', 'NextBestAction', 'CustomEntity', 'InstrumentEvent', 'Account', 'ChartOfAccounts', 'CustodianAccount', 'CheckDefinition', 'Abor', 'AborConfiguration', 'Fund', 'FundConfiguration', 'Fee', 'Reconciliation', 'PropertyDefinition', 'Compliance', 'DiaryEntry', 'Leg', 'DerivedValuation', 'Timeline', 'ClosedPeriod', 'AddressKeyDefinition', 'AmortisationRuleSet', 'AnalyticsSetInventory', 'AtomUnitResult', 'CleardownModule', 'ComplexMarketData', 'ComplianceRunSummary', 'ComplianceRule', 'ComplianceRunInfo', 'CorporateActionSource', 'CounterpartyAgreement', 'CustomEntityDefinition', 'DataType', 'Dialect', 'EventHandler', 'GeneralLedgerProfile', 'PostingModule', 'Quote', 'RecipeComposer', 'ReconciliationRunBreak', 'ReferenceList', 'RelationDefinition', 'ReturnBlockIndex', 'SRSDocument', 'SRSIndex', 'TransactionTemplate', 'TransactionTemplateScope', 'TransactionType', 'TransactionTypeConfig', 'TranslationScript', 'TaskDefinition', 'TaskInstance', 'Worker', 'StagingRuleSet', 'IdentifierDefinition', 'SettlementInstruction')")
         return value
 
@@ -151,14 +158,19 @@ class IdentifierDefinition(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "life_time" != "type":
             return value
 
-        if value not in ('Perpetual', 'TimeVariant'):
+        if value not in ['Perpetual', 'TimeVariant']:
             raise ValueError("must be one of enum values ('Perpetual', 'TimeVariant')")
         return value
 
@@ -264,3 +276,5 @@ class IdentifierDefinition(BaseModel):
             "version": Version.from_dict(obj.get("version")) if obj.get("version") is not None else None
         })
         return _obj
+
+IdentifierDefinition.update_forward_refs()

lusid/models/identifier_part_schema.py

@@ -18,20 +18,22 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictInt, conlist, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.link import Link
 
 class IdentifierPartSchema(BaseModel):
     """
     IdentifierPartSchema
     """
-    index: StrictInt = Field(...)
+    index: StrictInt
     name:  StrictStr = Field(...,alias="name") 
     display_name:  StrictStr = Field(...,alias="displayName") 
     description:  StrictStr = Field(...,alias="description") 
-    required: StrictBool = Field(...)
-    links: Optional[conlist(Link)] = None
+    required: StrictBool
+    links: Optional[List[Link]] = None
     __properties = ["index", "name", "displayName", "description", "required", "links"]
 
     class Config:
@@ -98,3 +100,5 @@ class IdentifierPartSchema(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+IdentifierPartSchema.update_forward_refs()

lusid/models/index_convention.py

@@ -18,15 +18,17 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, 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
 
 class IndexConvention(BaseModel):
     """
     A set of conventions that describe the conventions for calculation of payments made on rates interbank lending and similar.  Based on ISDA 2006 conventions and similar documentation. Please see the knowledge base for further documentation.  # noqa: E501
     """
     fixing_reference:  StrictStr = Field(...,alias="fixingReference", description="The reference rate name for fixings.") 
-    publication_day_lag: StrictInt = Field(..., alias="publicationDayLag", description="Number of days between spot and publication of the rate.")
+    publication_day_lag: StrictInt = Field(description="Number of days between spot and publication of the rate.", alias="publicationDayLag")
     payment_tenor:  StrictStr = Field(...,alias="paymentTenor", description="The tenor of the payment. For an OIS index this is always 1 day. For other indices, e.g. LIBOR it will have a variable tenor typically between 1 day and 1 year.    For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)") 
     day_count_convention:  StrictStr = Field(...,alias="dayCountConvention", description="when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year  and difference between them.  For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)                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].") 
     currency:  StrictStr = Field(...,alias="currency", description="Currency of the index convention.") 
@@ -104,3 +106,5 @@ class IndexConvention(BaseModel):
             "code": obj.get("code")
         })
         return _obj
+
+IndexConvention.update_forward_refs()

lusid/models/index_model_options.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.model_options import ModelOptions
 
 class IndexModelOptions(ModelOptions):
@@ -81,14 +83,19 @@ class IndexModelOptions(ModelOptions):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "portfolio_scaling" != "type":
             return value
 
-        if value not in ('Sum', 'AbsoluteSum', 'Unity'):
+        if value not in ['Sum', 'AbsoluteSum', 'Unity']:
             raise ValueError("must be one of enum values ('Sum', 'AbsoluteSum', 'Unity')")
         return value
 
@@ -142,14 +149,19 @@ class IndexModelOptions(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
 
@@ -212,3 +224,5 @@ class IndexModelOptions(ModelOptions):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+IndexModelOptions.update_forward_refs()

lusid/models/index_projection_dependency.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class IndexProjectionDependency(EconomicDependency):
@@ -29,7 +31,7 @@ class IndexProjectionDependency(EconomicDependency):
     currency:  StrictStr = Field(...,alias="currency", description="The currency of the corresponding IndexConvention. E.g. this would be USD for a convention named USD.6M.LIBOR") 
     tenor:  StrictStr = Field(...,alias="tenor", description="The tenor of the corresponding IndexConvention. E.g. this would be \"6M\" for a convention named USD.6M.LIBOR") 
     index_name:  StrictStr = Field(...,alias="indexName", description="The IndexName of the corresponding IndexConvention. E.g. this would be \"LIBOR\" for a convention named USD.6M.LIBOR") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
+    var_date: datetime = Field(description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.", alias="date")
     dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "currency", "tenor", "indexName", "date"]
@@ -84,14 +86,19 @@ class IndexProjectionDependency(EconomicDependency):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "dependency_type" != "type":
             return value
 
-        if value not in ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency'):
+        if value not in ['OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency']:
             raise ValueError("must be one of enum values ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency')")
         return value
 
@@ -157,3 +164,5 @@ class IndexProjectionDependency(EconomicDependency):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+IndexProjectionDependency.update_forward_refs()

lusid/models/industry_classifier.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, 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 IndustryClassifier(BaseModel):
     """
@@ -77,3 +79,5 @@ class IndustryClassifier(BaseModel):
             "classification_code": obj.get("classificationCode")
         })
         return _obj
+
+IndustryClassifier.update_forward_refs()

lusid/models/inflation_fixing_dependency.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class InflationFixingDependency(EconomicDependency):
@@ -28,7 +30,7 @@ class InflationFixingDependency(EconomicDependency):
     """
     type:  StrictStr = Field(...,alias="type", description="The Type of fixing (index, ratio or assumption)") 
     code:  StrictStr = Field(...,alias="code", description="The Code of the fixing, typically the index name") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveAt of the inflation fixing")
+    var_date: datetime = Field(description="The effectiveAt of the inflation fixing", alias="date")
     dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "type", "code", "date"]
@@ -83,14 +85,19 @@ class InflationFixingDependency(EconomicDependency):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "dependency_type" != "type":
             return value
 
-        if value not in ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency'):
+        if value not in ['OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency']:
             raise ValueError("must be one of enum values ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency')")
         return value
 
@@ -155,3 +162,5 @@ class InflationFixingDependency(EconomicDependency):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InflationFixingDependency.update_forward_refs()

lusid/models/inflation_index_conventions.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conint, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class InflationIndexConventions(BaseModel):
     """
@@ -30,7 +32,7 @@ class InflationIndexConventions(BaseModel):
     observation_lag:  StrictStr = Field(...,alias="observationLag", description="Observation lag. This is a string that must have units of Month.  This field is typically 3 or 4 months, but can vary, older bonds and swaps have 8 months lag.  For Bonds with a calculation type of Ratio, this property, if set, must be 0Invalid.    For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)") 
     inflation_interpolation:  Optional[StrictStr] = Field(None,alias="inflationInterpolation", description="Inflation Interpolation. This is optional and defaults to Linear if not set.    Supported string (enumeration) values are: [Linear, Flat].") 
     inflation_frequency:  Optional[StrictStr] = Field(None,alias="inflationFrequency", description="Frequency of inflation updated. Optional and defaults to Monthly which is the most common.  However both Australian and New Zealand inflation is published Quarterly. Only tenors of 1M or 3M are supported.    For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)") 
-    inflation_roll_day: Optional[conint(strict=True)] = Field(1, alias="inflationRollDay", description="Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is  the typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th  and some LatAm bonds which roll on the 15th).")
+    inflation_roll_day: Optional[StrictInt] = Field(default=1, description="Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is  the typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th  and some LatAm bonds which roll on the 15th).", alias="inflationRollDay")
     __properties = ["inflationIndexName", "currency", "observationLag", "inflationInterpolation", "inflationFrequency", "inflationRollDay"]
 
     class Config:
@@ -95,3 +97,5 @@ class InflationIndexConventions(BaseModel):
             "inflation_roll_day": obj.get("inflationRollDay") if obj.get("inflationRollDay") is not None else 1
         })
         return _obj
+
+InflationIndexConventions.update_forward_refs()

lusid/models/inflation_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, constr, validator 
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.inflation_index_conventions import InflationIndexConventions
 from lusid.models.lusid_instrument import LusidInstrument
@@ -29,17 +31,17 @@ class InflationLeg(LusidInstrument):
     """
     LUSID representation of an Inflation Leg.  This leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument.  The implementation supports the following inflation leg types:  * Zero Coupon inflation leg (CPI Leg), with a single payment at maturity.  * Year on Year inflation leg  * LPI Swap Leg (capped and floored YoY)  # 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.")
-    flow_conventions: FlowConventions = Field(..., alias="flowConventions")
-    base_cpi: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="baseCPI", description="Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.")
+    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")
+    flow_conventions: FlowConventions = Field(alias="flowConventions")
+    base_cpi: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).  This should not be required for standard inflation swaps.", alias="baseCPI")
     calculation_type:  StrictStr = Field(...,alias="calculationType", description="The calculation type.  ZeroCoupon is used for CPILegs where there is a single payment at maturity of  Notional * (CPI(T) / CPI(T0) - 1)  where CPI(T0) is the BaseCPI of this leg  YearOnYear is used for YoY and LPI swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(t-1) - 1)  If a cap and floor is added to this it becomes an LPI swap leg.  Compounded is used for inflation swap legs where there is a series of annual payments  Notional * dayCount * (CPI(t) / CPI(T0) - 1)  i.e. the BaseCPI is used every year. These swaps are not as common as CPI or    Supported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded].") 
-    cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="capRate", description="Optional cap, needed for LPI Legs or CPI Legs with Caps")
-    floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="floorRate", description="Optional floor, needed for LPI Legs or CPI Legs with Floors.")
-    inflation_index_conventions: InflationIndexConventions = Field(..., alias="inflationIndexConventions")
-    notional: Union[StrictFloat, StrictInt] = Field(..., description="The notional")
+    cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional cap, needed for LPI Legs or CPI Legs with Caps", alias="capRate")
+    floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional floor, needed for LPI Legs or CPI Legs with Floors.", alias="floorRate")
+    inflation_index_conventions: InflationIndexConventions = Field(alias="inflationIndexConventions")
+    notional: Union[StrictFloat, StrictInt] = Field(description="The notional")
     pay_receive:  Optional[StrictStr] = Field(None,alias="payReceive", description="PayReceive flag for the inflation leg.  This field is optional and defaults to Pay.    Supported string (enumeration) values are: [Pay, Receive].") 
-    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", "flowConventions", "baseCPI", "calculationType", "capRate", "floorRate", "inflationIndexConventions", "notional", "payReceive", "timeZoneConventions"]
@@ -94,14 +96,19 @@ class InflationLeg(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
 
@@ -203,3 +210,5 @@ class InflationLeg(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InflationLeg.update_forward_refs()

lusid/models/inflation_linked_bond.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.flow_conventions import FlowConventions
 from lusid.models.inflation_index_conventions import InflationIndexConventions
 from lusid.models.lusid_instrument import LusidInstrument
@@ -31,24 +33,24 @@ class InflationLinkedBond(LusidInstrument):
     """
     Inflation Linked Bond.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the bond.")
-    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.")
-    flow_conventions: FlowConventions = Field(..., alias="flowConventions")
-    inflation_index_conventions: InflationIndexConventions = Field(..., alias="inflationIndexConventions")
-    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="Simple coupon rate.")
-    identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="External market codes and identifiers for the bond, e.g. ISIN.")
-    base_cpi: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="baseCPI", description="BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate,  if that too is not present the StartDate will be used.                If provided then this value will always set the BaseCPI on this bond.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the BaseCPIDate.")
-    base_cpi_date: Optional[datetime] = Field(None, alias="baseCPIDate", description="BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for.                Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will  be applied to this date when calculating the CPI.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the actual BaseCPI.")
+    start_date: datetime = Field(description="The start date of the bond.", 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")
+    flow_conventions: FlowConventions = Field(alias="flowConventions")
+    inflation_index_conventions: InflationIndexConventions = Field(alias="inflationIndexConventions")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(description="Simple coupon rate.", alias="couponRate")
+    identifiers: Optional[Dict[str, Optional[StrictStr]]] = Field(default=None, description="External market codes and identifiers for the bond, e.g. ISIN.")
+    base_cpi: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="BaseCPI value. This is optional, if not provided the BaseCPI value will be calculated from the BaseCPIDate,  if that too is not present the StartDate will be used.                If provided then this value will always set the BaseCPI on this bond.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the BaseCPIDate.", alias="baseCPI")
+    base_cpi_date: Optional[datetime] = Field(default=None, description="BaseCPIDate. This is optional. Gives the date that the BaseCPI is calculated for.                Note this is an un-lagged date (similar to StartDate) so the Bond ObservationLag will  be applied to this date when calculating the CPI.                The BaseCPI of an inflation linked bond is calculated using the following logic:  - If a BaseCPI value is provided, this is used.  - Otherwise, if BaseCPIDate is provided, the CPI for this date is calculated and used.  - Otherwise, the CPI for the StartDate is calculated and used.                Note that if both BaseCPI and BaseCPIDate are set, the BaseCPI value will be used and the BaseCPIDate  will be ignored but can still be added for informative purposes.                Some bonds are issued with a BaseCPI date that does not correspond to the StartDate CPI value, in this  case the value should be provided here or with the actual BaseCPI.", alias="baseCPIDate")
     calculation_type:  Optional[StrictStr] = Field(None,alias="calculationType", description="The calculation type applied to the bond coupon and principal amount.  The default CalculationType is `Standard`.    Supported string (enumeration) values are: [Standard, Quarterly, Ratio, Brazil, StandardAccruedOnly, RatioAccruedOnly, StandardWithCappedAccruedInterest].") 
-    ex_dividend_days: Optional[StrictInt] = Field(None, alias="exDividendDays", description="Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.")
-    index_precision: Optional[StrictInt] = Field(None, alias="indexPrecision", description="Number of decimal places used to round IndexRatio. This defaults to 5 if not set.")
-    principal: Union[StrictFloat, StrictInt] = Field(..., description="The face-value or principal for the bond at outset.")
-    principal_protection: Optional[StrictBool] = Field(None, alias="principalProtection", description="If true then the principal is protected in that the redemption amount will be at least the face value (Principal).  This is typically set to true for inflation linked bonds issued by the United States and France (for example).  This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005).  For other sovereigns this can vary from issue to issue.  If not set this property defaults to true.  This is sometimes referred to as Deflation protection or an inflation floor of 0%.")
+    ex_dividend_days: Optional[StrictInt] = Field(default=None, description="Number of Good Business Days before the next coupon payment, in which the bond goes ex-dividend.", alias="exDividendDays")
+    index_precision: Optional[StrictInt] = Field(default=None, description="Number of decimal places used to round IndexRatio. This defaults to 5 if not set.", alias="indexPrecision")
+    principal: Union[StrictFloat, StrictInt] = Field(description="The face-value or principal for the bond at outset.")
+    principal_protection: Optional[StrictBool] = Field(default=None, description="If true then the principal is protected in that the redemption amount will be at least the face value (Principal).  This is typically set to true for inflation linked bonds issued by the United States and France (for example).  This is typically set to false for inflation linked bonds issued by the United Kingdom (post 2005).  For other sovereigns this can vary from issue to issue.  If not set this property defaults to true.  This is sometimes referred to as Deflation protection or an inflation floor of 0%.", alias="principalProtection")
     stub_type:  Optional[StrictStr] = Field(None,alias="stubType", description="StubType. Most Inflation linked bonds have a ShortFront stub type so this is the default, however in some cases  with a long front stub LongFront should be selected.  StubType Both is not supported for InflationLinkedBonds.    Supported string (enumeration) values are: [ShortFront, ShortBack, LongBack, LongFront, Both].") 
-    rounding_conventions: Optional[conlist(RoundingConvention)] = Field(None, alias="roundingConventions", description="Rounding conventions for analytics, if any.")
-    trading_conventions: Optional[TradingConventions] = Field(None, alias="tradingConventions")
-    original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="originalIssuePrice", description="The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    rounding_conventions: Optional[List[RoundingConvention]] = Field(default=None, description="Rounding conventions for analytics, if any.", alias="roundingConventions")
+    trading_conventions: Optional[TradingConventions] = Field(default=None, alias="tradingConventions")
+    original_issue_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The price the bond was issued at. This is to be entered as a percentage of par, for example a value of 98.5 would represent 98.5%.", alias="originalIssuePrice")
+    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", "flowConventions", "inflationIndexConventions", "couponRate", "identifiers", "baseCPI", "baseCPIDate", "calculationType", "exDividendDays", "indexPrecision", "principal", "principalProtection", "stubType", "roundingConventions", "tradingConventions", "originalIssuePrice", "timeZoneConventions"]
@@ -103,14 +105,19 @@ class InflationLinkedBond(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
 
@@ -249,3 +256,5 @@ class InflationLinkedBond(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InflationLinkedBond.update_forward_refs()