lusid-sdk 2.1.991__py3-none-any.whl → 2.2.1__py3-none-any.whl

lusid/models/create_relation_request.py

@@ -18,15 +18,17 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class CreateRelationRequest(BaseModel):
     """
     CreateRelationRequest
     """
-    source_entity_id: Dict[str, StrictStr] = Field(..., alias="sourceEntityId", description="The identifier of the source entity.")
-    target_entity_id: Dict[str, StrictStr] = Field(..., alias="targetEntityId", description="The identifier of the target entity.")
+    source_entity_id: Dict[str, Optional[StrictStr]] = Field(description="The identifier of the source entity.", alias="sourceEntityId")
+    target_entity_id: Dict[str, Optional[StrictStr]] = Field(description="The identifier of the target entity.", alias="targetEntityId")
     __properties = ["sourceEntityId", "targetEntityId"]
 
     class Config:
@@ -77,3 +79,5 @@ class CreateRelationRequest(BaseModel):
             "target_entity_id": obj.get("targetEntityId")
         })
         return _obj
+
+CreateRelationRequest.update_forward_refs()

lusid/models/create_relational_dataset_definition_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.relational_dataset_field_definition import RelationalDatasetFieldDefinition
 from lusid.models.resource_id import ResourceId
 
@@ -27,11 +29,11 @@ class CreateRelationalDatasetDefinitionRequest(BaseModel):
     """
     CreateRelationalDatasetDefinitionRequest
     """
-    id: ResourceId = Field(...)
+    id: ResourceId
     display_name:  StrictStr = Field(...,alias="displayName", description="A user-friendly display name for the relational dataset definition.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="A detailed description of the relational dataset definition and its purpose.") 
-    applicable_entity_types: conlist(StrictStr) = Field(..., alias="applicableEntityTypes", description="The types of entities this relational dataset definition can be applied to (e.g. Instrument, Portfolio, etc.).")
-    field_schema: conlist(RelationalDatasetFieldDefinition) = Field(..., alias="fieldSchema", description="The schema defining the structure and data types of the relational dataset.")
+    applicable_entity_types: List[StrictStr] = Field(description="The types of entities this relational dataset definition can be applied to (e.g. Instrument, Portfolio, etc.).", alias="applicableEntityTypes")
+    field_schema: List[RelationalDatasetFieldDefinition] = Field(description="The schema defining the structure and data types of the relational dataset.", alias="fieldSchema")
     __properties = ["id", "displayName", "description", "applicableEntityTypes", "fieldSchema"]
 
     class Config:
@@ -100,3 +102,5 @@ class CreateRelationalDatasetDefinitionRequest(BaseModel):
             "field_schema": [RelationalDatasetFieldDefinition.from_dict(_item) for _item in obj.get("fieldSchema")] if obj.get("fieldSchema") is not None else None
         })
         return _obj
+
+CreateRelationalDatasetDefinitionRequest.update_forward_refs()

lusid/models/create_relationship_definition_request.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
 
 class CreateRelationshipDefinitionRequest(BaseModel):
     """
@@ -101,3 +103,5 @@ class CreateRelationshipDefinitionRequest(BaseModel):
             "relationship_cardinality": obj.get("relationshipCardinality")
         })
         return _obj
+
+CreateRelationshipDefinitionRequest.update_forward_refs()

lusid/models/create_relationship_request.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, 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 CreateRelationshipRequest(BaseModel):
     """
     CreateRelationshipRequest
     """
-    source_entity_id: Dict[str, StrictStr] = Field(..., alias="sourceEntityId", description="The identifier of the source entity.")
-    target_entity_id: Dict[str, StrictStr] = Field(..., alias="targetEntityId", description="The identifier of the target entity.")
+    source_entity_id: Dict[str, Optional[StrictStr]] = Field(description="The identifier of the source entity.", alias="sourceEntityId")
+    target_entity_id: Dict[str, Optional[StrictStr]] = Field(description="The identifier of the target entity.", alias="targetEntityId")
     effective_from:  Optional[StrictStr] = Field(None,alias="effectiveFrom", description="The effective date of the relationship to be created") 
     effective_until:  Optional[StrictStr] = Field(None,alias="effectiveUntil", description="The effective datetime until which the relationship is valid. If not supplied this will be valid indefinitely.") 
     __properties = ["sourceEntityId", "targetEntityId", "effectiveFrom", "effectiveUntil"]
@@ -91,3 +93,5 @@ class CreateRelationshipRequest(BaseModel):
             "effective_until": obj.get("effectiveUntil")
         })
         return _obj
+
+CreateRelationshipRequest.update_forward_refs()

lusid/models/create_sequence_request.py

@@ -18,19 +18,21 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictInt, 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 CreateSequenceRequest(BaseModel):
     """
     CreateSequenceRequest
     """
     code:  StrictStr = Field(...,alias="code", description="The code of the sequence definition to create") 
-    increment: Optional[StrictInt] = Field(None, description="The value to increment between each value in the sequence")
-    min_value: Optional[StrictInt] = Field(None, alias="minValue", description="The minimum value of the sequence")
-    max_value: Optional[StrictInt] = Field(None, alias="maxValue", description="The maximum value of the sequence")
-    start: Optional[StrictInt] = Field(None, description="The start value of the sequence")
-    cycle: Optional[StrictBool] = Field(None, description="Set to true to start the sequence over again when it reaches the end. Defaults to false if not provided.")
+    increment: Optional[StrictInt] = Field(default=None, description="The value to increment between each value in the sequence")
+    min_value: Optional[StrictInt] = Field(default=None, description="The minimum value of the sequence", alias="minValue")
+    max_value: Optional[StrictInt] = Field(default=None, description="The maximum value of the sequence", alias="maxValue")
+    start: Optional[StrictInt] = Field(default=None, description="The start value of the sequence")
+    cycle: Optional[StrictBool] = Field(default=None, description="Set to true to start the sequence over again when it reaches the end. Defaults to false if not provided.")
     pattern:  Optional[StrictStr] = Field(None,alias="pattern", description="The pattern to be used to generate next values in the sequence. Defaults to null if not provided.") 
     __properties = ["code", "increment", "minValue", "maxValue", "start", "cycle", "pattern"]
 
@@ -112,3 +114,5 @@ class CreateSequenceRequest(BaseModel):
             "pattern": obj.get("pattern")
         })
         return _obj
+
+CreateSequenceRequest.update_forward_refs()

lusid/models/create_simple_position_portfolio_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, conlist, constr, validator 
 from lusid.models.instrument_event_configuration import InstrumentEventConfiguration
 from lusid.models.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
@@ -31,18 +33,18 @@ class CreateSimplePositionPortfolioRequest(BaseModel):
     display_name:  StrictStr = Field(...,alias="displayName", description="The name of the simple position portfolio.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="A description for the simple position portfolio.") 
     code:  StrictStr = Field(...,alias="code", description="The code of the simple position portfolio. Together with the scope this uniquely identifies the simple position portfolio.") 
-    created: Optional[datetime] = Field(None, description="The effective datetime at which to create the simple position portfolio. No holdings can be set on the simple position portfolio before this date. Defaults to the current LUSID system datetime if not specified.")
+    created: Optional[datetime] = Field(default=None, description="The effective datetime at which to create the simple position portfolio. No holdings can be set on the simple position portfolio before this date. Defaults to the current LUSID system datetime if not specified.")
     base_currency:  StrictStr = Field(...,alias="baseCurrency", description="The base currency of the simple position portfolio in ISO 4217 currency code format.") 
-    corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
+    corporate_action_source_id: Optional[ResourceId] = Field(default=None, alias="corporateActionSourceId")
     accounting_method:  Optional[StrictStr] = Field(None,alias="accountingMethod", description=". The available values are: Default, AverageCost, FirstInFirstOut, LastInFirstOut, HighestCostFirst, LowestCostFirst, ProRateByUnits, ProRateByCost, ProRateByCostPortfolioCurrency, IntraDayThenFirstInFirstOut, LongTermHighestCostFirst, LongTermHighestCostFirstPortfolioCurrency, HighestCostFirstPortfolioCurrency, LowestCostFirstPortfolioCurrency, MaximumLossMinimumGain, MaximumLossMinimumGainPortfolioCurrency") 
-    sub_holding_keys: Optional[conlist(StrictStr)] = Field(None, alias="subHoldingKeys", description="A set of unique transaction properties to group the simple position portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.")
-    properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of unique portfolio properties to add custom data to the simple position portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
-    instrument_scopes: Optional[conlist(StrictStr)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of holdings upserted to this portfolio.")
+    sub_holding_keys: Optional[List[StrictStr]] = Field(default=None, description="A set of unique transaction properties to group the simple position portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.", alias="subHoldingKeys")
+    properties: Optional[Dict[str, ModelProperty]] = Field(default=None, description="A set of unique portfolio properties to add custom data to the simple position portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
+    instrument_scopes: Optional[List[StrictStr]] = Field(default=None, description="The resolution strategy used to resolve instruments of holdings upserted to this portfolio.", alias="instrumentScopes")
     amortisation_method:  Optional[StrictStr] = Field(None,alias="amortisationMethod", description="The amortisation method used by the portfolio for the calculation. The available values are: NoAmortisation, StraightLine, EffectiveYield, StraightLineSettlementDate, EffectiveYieldSettlementDate") 
     transaction_type_scope:  Optional[StrictStr] = Field(None,alias="transactionTypeScope", description="The scope of the transaction types.") 
     cash_gain_loss_calculation_date:  Optional[StrictStr] = Field(None,alias="cashGainLossCalculationDate", description="The option when the Cash Gain Loss to be calulated, TransactionDate/SettlementDate. Defaults to SettlementDate.") 
-    instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(None, alias="instrumentEventConfiguration")
-    amortisation_rule_set_id: Optional[ResourceId] = Field(None, alias="amortisationRuleSetId")
+    instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(default=None, alias="instrumentEventConfiguration")
+    amortisation_rule_set_id: Optional[ResourceId] = Field(default=None, alias="amortisationRuleSetId")
     __properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope", "cashGainLossCalculationDate", "instrumentEventConfiguration", "amortisationRuleSetId"]
 
     @validator('accounting_method')
@@ -95,7 +97,12 @@ class CreateSimplePositionPortfolioRequest(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
@@ -105,7 +112,7 @@ class CreateSimplePositionPortfolioRequest(BaseModel):
         if value is None:
             return value
 
-        if value not in ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency'):
+        if value not in ['Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency']:
             raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency')")
         return value
 
@@ -231,3 +238,5 @@ class CreateSimplePositionPortfolioRequest(BaseModel):
             "amortisation_rule_set_id": ResourceId.from_dict(obj.get("amortisationRuleSetId")) if obj.get("amortisationRuleSetId") is not None else None
         })
         return _obj
+
+CreateSimplePositionPortfolioRequest.update_forward_refs()

lusid/models/create_staging_rule_set_request.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, 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.staging_rule import StagingRule
 
 class CreateStagingRuleSetRequest(BaseModel):
@@ -28,7 +30,7 @@ class CreateStagingRuleSetRequest(BaseModel):
     """
     display_name:  StrictStr = Field(...,alias="displayName", description="The name of the staging rule set.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="A description for the staging rule set.") 
-    rules: conlist(StagingRule) = Field(..., description="The list of staging rules that apply to a specific entity type.")
+    rules: List[StagingRule] = Field(description="The list of staging rules that apply to a specific entity type.")
     __properties = ["displayName", "description", "rules"]
 
     class Config:
@@ -92,3 +94,5 @@ class CreateStagingRuleSetRequest(BaseModel):
             "rules": [StagingRule.from_dict(_item) for _item in obj.get("rules")] if obj.get("rules") is not None else None
         })
         return _obj
+
+CreateStagingRuleSetRequest.update_forward_refs()

lusid/models/create_tax_rule_set_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List
-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
 from lusid.models.resource_id import ResourceId
 from lusid.models.tax_rule import TaxRule
 
@@ -27,11 +29,11 @@ class CreateTaxRuleSetRequest(BaseModel):
     """
     CreateTaxRuleSetRequest
     """
-    id: ResourceId = Field(...)
+    id: ResourceId
     display_name:  StrictStr = Field(...,alias="displayName", description="") 
     description:  StrictStr = Field(...,alias="description", description="") 
     output_property_key:  StrictStr = Field(...,alias="outputPropertyKey", description="") 
-    rules: conlist(TaxRule) = Field(...)
+    rules: List[TaxRule]
     __properties = ["id", "displayName", "description", "outputPropertyKey", "rules"]
 
     class Config:
@@ -95,3 +97,5 @@ class CreateTaxRuleSetRequest(BaseModel):
             "rules": [TaxRule.from_dict(_item) for _item in obj.get("rules")] if obj.get("rules") is not None else None
         })
         return _obj
+
+CreateTaxRuleSetRequest.update_forward_refs()

lusid/models/create_timeline_request.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, 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.model_property import ModelProperty
 from lusid.models.resource_id import ResourceId
 
@@ -27,10 +29,10 @@ class CreateTimelineRequest(BaseModel):
     """
     CreateTimelineRequest
     """
-    id: ResourceId = Field(...)
+    id: ResourceId
     display_name:  StrictStr = Field(...,alias="displayName", description="The name of the Timeline.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="A description for the Timeline.") 
-    properties: Optional[Dict[str, ModelProperty]] = Field(None, description="The Timelines properties. These will be from the 'Timeline' domain.")
+    properties: Optional[Dict[str, ModelProperty]] = Field(default=None, description="The Timelines properties. These will be from the 'Timeline' domain.")
     __properties = ["id", "displayName", "description", "properties"]
 
     class Config:
@@ -108,3 +110,5 @@ class CreateTimelineRequest(BaseModel):
             else None
         })
         return _obj
+
+CreateTimelineRequest.update_forward_refs()

lusid/models/create_trade_tickets_response.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.error_detail import ErrorDetail
 from lusid.models.lusid_trade_ticket import LusidTradeTicket
 
@@ -27,8 +29,8 @@ class CreateTradeTicketsResponse(BaseModel):
     """
     Batch trade ticket creation response  # noqa: E501
     """
-    values: conlist(LusidTradeTicket) = Field(...)
-    failures: conlist(ErrorDetail) = Field(...)
+    values: List[LusidTradeTicket]
+    failures: List[ErrorDetail]
     __properties = ["values", "failures"]
 
     class Config:
@@ -93,3 +95,5 @@ class CreateTradeTicketsResponse(BaseModel):
             "failures": [ErrorDetail.from_dict(_item) for _item in obj.get("failures")] if obj.get("failures") is not None else None
         })
         return _obj
+
+CreateTradeTicketsResponse.update_forward_refs()

lusid/models/create_transaction_portfolio_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, conlist, constr, validator 
 from lusid.models.instrument_event_configuration import InstrumentEventConfiguration
 from lusid.models.model_property import ModelProperty
 from lusid.models.portfolio_settlement_configuration import PortfolioSettlementConfiguration
@@ -32,20 +34,20 @@ class CreateTransactionPortfolioRequest(BaseModel):
     display_name:  StrictStr = Field(...,alias="displayName", description="The name of the transaction portfolio.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="A description for the transaction portfolio.") 
     code:  StrictStr = Field(...,alias="code", description="The code of the transaction portfolio. Together with the scope this uniquely identifies the transaction portfolio.") 
-    created: Optional[datetime] = Field(None, description="The effective datetime at which to create the transaction portfolio. No transactions can be added to the transaction portfolio before this date. Defaults to the current LUSID system datetime if not specified.")
+    created: Optional[datetime] = Field(default=None, description="The effective datetime at which to create the transaction portfolio. No transactions can be added to the transaction portfolio before this date. Defaults to the current LUSID system datetime if not specified.")
     base_currency:  StrictStr = Field(...,alias="baseCurrency", description="The base currency of the transaction portfolio in ISO 4217 currency code format.") 
-    corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
+    corporate_action_source_id: Optional[ResourceId] = Field(default=None, alias="corporateActionSourceId")
     accounting_method:  Optional[StrictStr] = Field(None,alias="accountingMethod", description=". The available values are: Default, AverageCost, FirstInFirstOut, LastInFirstOut, HighestCostFirst, LowestCostFirst, ProRateByUnits, ProRateByCost, ProRateByCostPortfolioCurrency, IntraDayThenFirstInFirstOut, LongTermHighestCostFirst, LongTermHighestCostFirstPortfolioCurrency, HighestCostFirstPortfolioCurrency, LowestCostFirstPortfolioCurrency, MaximumLossMinimumGain, MaximumLossMinimumGainPortfolioCurrency") 
-    sub_holding_keys: Optional[conlist(StrictStr)] = Field(None, alias="subHoldingKeys", description="A set of unique transaction properties to group the transaction portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.")
-    properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of unique portfolio properties to add custom data to the transaction portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
-    instrument_scopes: Optional[conlist(StrictStr)] = Field(None, alias="instrumentScopes", description="The resolution strategy used to resolve instruments of transactions/holdings upserted to this portfolio.")
+    sub_holding_keys: Optional[List[StrictStr]] = Field(default=None, description="A set of unique transaction properties to group the transaction portfolio's holdings by, perhaps for strategy tagging. Each property must be from the 'Transaction' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Transaction/strategies/quantsignal'. See https://support.lusid.com/knowledgebase/article/KA-01879/en-us for more information.", alias="subHoldingKeys")
+    properties: Optional[Dict[str, ModelProperty]] = Field(default=None, description="A set of unique portfolio properties to add custom data to the transaction portfolio. Each property must be from the 'Portfolio' domain and identified by a key in the format {domain}/{scope}/{code}, for example 'Portfolio/Manager/Id'. Note these properties must be pre-defined.")
+    instrument_scopes: Optional[List[StrictStr]] = Field(default=None, description="The resolution strategy used to resolve instruments of transactions/holdings upserted to this portfolio.", alias="instrumentScopes")
     amortisation_method:  Optional[StrictStr] = Field(None,alias="amortisationMethod", description="The amortisation method used by the portfolio for the calculation. The available values are: NoAmortisation, StraightLine, EffectiveYield, StraightLineSettlementDate, EffectiveYieldSettlementDate") 
     transaction_type_scope:  Optional[StrictStr] = Field(None,alias="transactionTypeScope", description="The scope of the transaction types.") 
     cash_gain_loss_calculation_date:  Optional[StrictStr] = Field(None,alias="cashGainLossCalculationDate", description="The option when the Cash Gain Loss to be calulated, TransactionDate/SettlementDate. Defaults to SettlementDate.") 
-    instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(None, alias="instrumentEventConfiguration")
-    amortisation_rule_set_id: Optional[ResourceId] = Field(None, alias="amortisationRuleSetId")
+    instrument_event_configuration: Optional[InstrumentEventConfiguration] = Field(default=None, alias="instrumentEventConfiguration")
+    amortisation_rule_set_id: Optional[ResourceId] = Field(default=None, alias="amortisationRuleSetId")
     tax_rule_set_scope:  Optional[StrictStr] = Field(None,alias="taxRuleSetScope", description="The scope of the tax rule sets for this portfolio.") 
-    settlement_configuration: Optional[PortfolioSettlementConfiguration] = Field(None, alias="settlementConfiguration")
+    settlement_configuration: Optional[PortfolioSettlementConfiguration] = Field(default=None, alias="settlementConfiguration")
     __properties = ["displayName", "description", "code", "created", "baseCurrency", "corporateActionSourceId", "accountingMethod", "subHoldingKeys", "properties", "instrumentScopes", "amortisationMethod", "transactionTypeScope", "cashGainLossCalculationDate", "instrumentEventConfiguration", "amortisationRuleSetId", "taxRuleSetScope", "settlementConfiguration"]
 
     @validator('accounting_method')
@@ -98,7 +100,12 @@ class CreateTransactionPortfolioRequest(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
@@ -108,7 +115,7 @@ class CreateTransactionPortfolioRequest(BaseModel):
         if value is None:
             return value
 
-        if value not in ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency'):
+        if value not in ['Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency']:
             raise ValueError("must be one of enum values ('Default', 'AverageCost', 'FirstInFirstOut', 'LastInFirstOut', 'HighestCostFirst', 'LowestCostFirst', 'ProRateByUnits', 'ProRateByCost', 'ProRateByCostPortfolioCurrency', 'IntraDayThenFirstInFirstOut', 'LongTermHighestCostFirst', 'LongTermHighestCostFirstPortfolioCurrency', 'HighestCostFirstPortfolioCurrency', 'LowestCostFirstPortfolioCurrency', 'MaximumLossMinimumGain', 'MaximumLossMinimumGainPortfolioCurrency')")
         return value
 
@@ -244,3 +251,5 @@ class CreateTransactionPortfolioRequest(BaseModel):
             "settlement_configuration": PortfolioSettlementConfiguration.from_dict(obj.get("settlementConfiguration")) if obj.get("settlementConfiguration") is not None else None
         })
         return _obj
+
+CreateTransactionPortfolioRequest.update_forward_refs()

lusid/models/create_unit_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
 
 class CreateUnitDefinition(BaseModel):
     """
@@ -28,7 +30,7 @@ class CreateUnitDefinition(BaseModel):
     code:  StrictStr = Field(...,alias="code") 
     display_name:  StrictStr = Field(...,alias="displayName") 
     description:  StrictStr = Field(...,alias="description") 
-    details: Optional[Dict[str, StrictStr]] = None
+    details: Optional[Dict[str, Optional[StrictStr]]] = None
     __properties = ["code", "displayName", "description", "details"]
 
     class Config:
@@ -86,3 +88,5 @@ class CreateUnitDefinition(BaseModel):
             "details": obj.get("details")
         })
         return _obj
+
+CreateUnitDefinition.update_forward_refs()

lusid/models/credit_default_swap.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, validator 
 from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.cds_flow_conventions import CdsFlowConventions
 from lusid.models.cds_protection_detail_specification import CdsProtectionDetailSpecification
@@ -32,15 +34,15 @@ class CreditDefaultSwap(LusidInstrument):
     LUSID representation of a Credit Default Swap (CDS).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Cash flows occurring in the case of default. |  | 2 | PremiumLeg | The premium payments made by the protection buyer. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
     ticker:  Optional[StrictStr] = Field(None,alias="ticker", description="A ticker to uniquely specify the entity against which the CDS is written. Defaults to \"DefaultCDSTicker\".") 
-    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: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
-    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
-    convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
-    notional: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The notional protected by the Credit Default Swap")
-    protection_detail_specification: Optional[CdsProtectionDetailSpecification] = Field(None, alias="protectionDetailSpecification")
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    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: Optional[CdsFlowConventions] = Field(default=None, alias="flowConventions")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.", alias="couponRate")
+    convention_name: Optional[FlowConventionName] = Field(default=None, alias="conventionName")
+    notional: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The notional protected by the Credit Default Swap")
+    protection_detail_specification: Optional[CdsProtectionDetailSpecification] = Field(default=None, alias="protectionDetailSpecification")
+    additional_payments: Optional[List[AdditionalPayment]] = Field(default=None, description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.", alias="additionalPayments")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "ticker", "startDate", "maturityDate", "flowConventions", "couponRate", "conventionName", "notional", "protectionDetailSpecification", "additionalPayments", "timeZoneConventions"]
@@ -95,14 +97,19 @@ class CreditDefaultSwap(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
 
@@ -208,3 +215,5 @@ class CreditDefaultSwap(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CreditDefaultSwap.update_forward_refs()

lusid/models/credit_premium_cash_flow_event.py

@@ -17,19 +17,21 @@ 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 CreditPremiumCashFlowEvent(InstrumentEvent):
     """
     Definition of a credit premium cash flow event.  This event describes a premium cashflow for credit default instruments (CDS or CDX).  # noqa: E501
     """
-    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The ex-dividend date of the cashflow.")
-    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The payment date of the cashflow.")
+    ex_date: Optional[datetime] = Field(default=None, description="The ex-dividend date of the cashflow.", alias="exDate")
+    payment_date: Optional[datetime] = Field(default=None, description="The payment date of the cashflow.", alias="paymentDate")
     currency:  StrictStr = Field(...,alias="currency", description="The currency in which the cashflow is paid.") 
-    cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="The cashflow amount received for each unit of the instrument held on the ex date.")
+    cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The cashflow amount received for each unit of the instrument held on the ex date.", alias="cashFlowPerUnit")
     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", "exDate", "paymentDate", "currency", "cashFlowPerUnit"]
@@ -84,14 +86,19 @@ class CreditPremiumCashFlowEvent(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
 
@@ -162,3 +169,5 @@ class CreditPremiumCashFlowEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CreditPremiumCashFlowEvent.update_forward_refs()