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

lusid/models/future_mark_to_market_event.py

@@ -17,18 +17,20 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class FutureMarkToMarketEvent(InstrumentEvent):
     """
     Definition of a Future Mark to Market Event.  Represents 'Mark to Market' daily settlement of Future instruments.  # noqa: E501
     """
-    effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="The date of the mark to market event.")
+    effective_date: Optional[datetime] = Field(default=None, description="The date of the mark to market event.", alias="effectiveDate")
     settlement_currency:  StrictStr = Field(...,alias="settlementCurrency", description="The currency in which the Future contract is paid.") 
-    notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="notionalAmountPerUnit", description="The notional value of the contract on the effective date.")
+    notional_amount_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The notional value of the contract on the effective date.", alias="notionalAmountPerUnit")
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent, CapletFloorletCashFlowEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "effectiveDate", "settlementCurrency", "notionalAmountPerUnit"]
@@ -83,14 +85,19 @@ class FutureMarkToMarketEvent(InstrumentEvent):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_event_type" != "type":
             return value
 
-        if value not in ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent', 'TermDepositInterestEvent', 'TermDepositPrincipalEvent', 'EarlyRedemptionEvent', 'FutureMarkToMarketEvent', 'AdjustGlobalCommitmentEvent', 'ContractInitialisationEvent', 'DrawdownEvent', 'LoanInterestRepaymentEvent', 'UpdateDepositAmountEvent', 'LoanPrincipalRepaymentEvent', 'DepositInterestPaymentEvent', 'DepositCloseEvent', 'LoanFacilityContractRolloverEvent', 'RepurchaseOfferEvent', 'RepoPartialClosureEvent', 'RepoCashFlowEvent', 'FlexibleRepoInterestPaymentEvent', 'FlexibleRepoCashFlowEvent', 'FlexibleRepoCollateralEvent', 'ConversionEvent', 'FlexibleRepoPartialClosureEvent', 'FlexibleRepoFullClosureEvent', 'CapletFloorletCashFlowEvent'):
+        if value not in ['TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent', 'TermDepositInterestEvent', 'TermDepositPrincipalEvent', 'EarlyRedemptionEvent', 'FutureMarkToMarketEvent', 'AdjustGlobalCommitmentEvent', 'ContractInitialisationEvent', 'DrawdownEvent', 'LoanInterestRepaymentEvent', 'UpdateDepositAmountEvent', 'LoanPrincipalRepaymentEvent', 'DepositInterestPaymentEvent', 'DepositCloseEvent', 'LoanFacilityContractRolloverEvent', 'RepurchaseOfferEvent', 'RepoPartialClosureEvent', 'RepoCashFlowEvent', 'FlexibleRepoInterestPaymentEvent', 'FlexibleRepoCashFlowEvent', 'FlexibleRepoCollateralEvent', 'ConversionEvent', 'FlexibleRepoPartialClosureEvent', 'FlexibleRepoFullClosureEvent', 'CapletFloorletCashFlowEvent']:
             raise ValueError("must be one of enum values ('TransitionEvent', 'InformationalEvent', 'OpenEvent', 'CloseEvent', 'StockSplitEvent', 'BondDefaultEvent', 'CashDividendEvent', 'AmortisationEvent', 'CashFlowEvent', 'ExerciseEvent', 'ResetEvent', 'TriggerEvent', 'RawVendorEvent', 'InformationalErrorEvent', 'BondCouponEvent', 'DividendReinvestmentEvent', 'AccumulationEvent', 'BondPrincipalEvent', 'DividendOptionEvent', 'MaturityEvent', 'FxForwardSettlementEvent', 'ExpiryEvent', 'ScripDividendEvent', 'StockDividendEvent', 'ReverseStockSplitEvent', 'CapitalDistributionEvent', 'SpinOffEvent', 'MergerEvent', 'FutureExpiryEvent', 'SwapCashFlowEvent', 'SwapPrincipalEvent', 'CreditPremiumCashFlowEvent', 'CdsCreditEvent', 'CdxCreditEvent', 'MbsCouponEvent', 'MbsPrincipalEvent', 'BonusIssueEvent', 'MbsPrincipalWriteOffEvent', 'MbsInterestDeferralEvent', 'MbsInterestShortfallEvent', 'TenderEvent', 'CallOnIntermediateSecuritiesEvent', 'IntermediateSecuritiesDistributionEvent', 'OptionExercisePhysicalEvent', 'OptionExerciseCashEvent', 'ProtectionPayoutCashFlowEvent', 'TermDepositInterestEvent', 'TermDepositPrincipalEvent', 'EarlyRedemptionEvent', 'FutureMarkToMarketEvent', 'AdjustGlobalCommitmentEvent', 'ContractInitialisationEvent', 'DrawdownEvent', 'LoanInterestRepaymentEvent', 'UpdateDepositAmountEvent', 'LoanPrincipalRepaymentEvent', 'DepositInterestPaymentEvent', 'DepositCloseEvent', 'LoanFacilityContractRolloverEvent', 'RepurchaseOfferEvent', 'RepoPartialClosureEvent', 'RepoCashFlowEvent', 'FlexibleRepoInterestPaymentEvent', 'FlexibleRepoCashFlowEvent', 'FlexibleRepoCollateralEvent', 'ConversionEvent', 'FlexibleRepoPartialClosureEvent', 'FlexibleRepoFullClosureEvent', 'CapletFloorletCashFlowEvent')")
         return value
 
@@ -160,3 +167,5 @@ class FutureMarkToMarketEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FutureMarkToMarketEvent.update_forward_refs()

lusid/models/futures_contract_details.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, 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
 
 class FuturesContractDetails(BaseModel):
     """
@@ -30,15 +32,15 @@ class FuturesContractDetails(BaseModel):
     asset_class:  Optional[StrictStr] = Field(None,alias="assetClass", description="The asset class of the underlying. Optional and will default to Unknown if not set.    Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].") 
     contract_code:  StrictStr = Field(...,alias="contractCode", description="The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc.") 
     contract_month:  Optional[StrictStr] = Field(None,alias="contractMonth", description="Which month does the contract trade for.    Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z].  Defaults to \"Unknown\" if not set.") 
-    contract_size: Union[StrictFloat, StrictInt] = Field(..., alias="contractSize", description="Size of a single contract.")
+    contract_size: Union[StrictFloat, StrictInt] = Field(description="Size of a single contract.", alias="contractSize")
     convention:  Optional[StrictStr] = Field(None,alias="convention", description="If appropriate, the day count convention method used in pricing (rates futures).  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, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].") 
     country:  Optional[StrictStr] = Field(None,alias="country", description="Country (code) for the exchange.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="Description of contract.") 
     exchange_code:  StrictStr = Field(...,alias="exchangeCode", description="Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code).") 
     exchange_name:  Optional[StrictStr] = Field(None,alias="exchangeName", description="Exchange name (for when code is not automatically recognised).") 
-    ticker_step: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="tickerStep", description="Minimal step size change in ticker.")
-    unit_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="unitValue", description="The value in the currency of a 1 unit change in the contract price.")
-    calendars: Optional[conlist(StrictStr)] = Field(None, description="Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures).")
+    ticker_step: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Minimal step size change in ticker.", alias="tickerStep")
+    unit_value: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The value in the currency of a 1 unit change in the contract price.", alias="unitValue")
+    calendars: Optional[List[StrictStr]] = Field(default=None, description="Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures).")
     delivery_type:  Optional[StrictStr] = Field(None,alias="deliveryType", description="Delivery type to be used on settling the contract.  Optional: Defaults to DeliveryType.Physical if not provided.    Supported string (enumeration) values are: [Cash, Physical].") 
     __properties = ["domCcy", "fgnCcy", "assetClass", "contractCode", "contractMonth", "contractSize", "convention", "country", "description", "exchangeCode", "exchangeName", "tickerStep", "unitValue", "calendars", "deliveryType"]
 
@@ -148,3 +150,5 @@ class FuturesContractDetails(BaseModel):
             "delivery_type": obj.get("deliveryType")
         })
         return _obj
+
+FuturesContractDetails.update_forward_refs()

lusid/models/fx_conventions.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, 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 FxConventions(BaseModel):
     """
@@ -79,3 +81,5 @@ class FxConventions(BaseModel):
             "fixing_reference": obj.get("fixingReference")
         })
         return _obj
+
+FxConventions.update_forward_refs()

lusid/models/fx_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, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class FxDependency(EconomicDependency):
@@ -28,7 +30,7 @@ class FxDependency(EconomicDependency):
     """
     domestic_currency:  StrictStr = Field(...,alias="domesticCurrency", description="DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.") 
     foreign_currency:  StrictStr = Field(...,alias="foreignCurrency", description="ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveAt of the fx rate.")
+    var_date: datetime = Field(description="The effectiveAt of the fx rate.", 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", "domesticCurrency", "foreignCurrency", "date"]
@@ -83,14 +85,19 @@ class FxDependency(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 FxDependency(EconomicDependency):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxDependency.update_forward_refs()

lusid/models/fx_forward.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, StrictBool, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.time_zone_conventions import TimeZoneConventions
 
@@ -27,18 +29,18 @@ class FxForward(LusidInstrument):
     """
     LUSID representation of an FX Forward.  Including FX Spot and Non-Deliverable Forwards.                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 | DomesticLeg | Cash flows in the domestic currency of the forward. |  | 2 | ForeignLeg | Cash flows in the foreign currency of the forward (not present for non-deliverable forwards). |  # 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.")
-    dom_amount: Union[StrictFloat, StrictInt] = Field(..., alias="domAmount", description="The amount that is to be paid in the domestic currency on the maturity date.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    maturity_date: datetime = Field(description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.", alias="maturityDate")
+    dom_amount: Union[StrictFloat, StrictInt] = Field(description="The amount that is to be paid in the domestic currency on the maturity date.", alias="domAmount")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    fgn_amount: Union[StrictFloat, StrictInt] = Field(..., alias="fgnAmount", description="The amount that is to be paid in the foreign currency on the maturity date.")
+    fgn_amount: Union[StrictFloat, StrictInt] = Field(description="The amount that is to be paid in the foreign currency on the maturity date.", alias="fgnAmount")
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="The foreign (other) currency of the instrument. In the NDF case, only payments are made in the domestic currency.  For the outright forward, currencies are exchanged.") 
-    ref_spot_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="refSpotRate", description="The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).")
-    is_ndf: Optional[StrictBool] = Field(None, alias="isNdf", description="Is the contract an Fx-Forward of \"Non-Deliverable\" type, meaning a single payment in the domestic currency based on the change in fx-rate vs  a reference rate is used.  Defaults to false if not set.")
-    fixing_date: Optional[datetime] = Field(None, alias="fixingDate", description="The fixing date.")
+    ref_spot_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The reference Fx Spot rate for currency pair Foreign-Domestic that was seen on the trade start date (time).", alias="refSpotRate")
+    is_ndf: Optional[StrictBool] = Field(default=None, description="Is the contract an Fx-Forward of \"Non-Deliverable\" type, meaning a single payment in the domestic currency based on the change in fx-rate vs  a reference rate is used.  Defaults to false if not set.", alias="isNdf")
+    fixing_date: Optional[datetime] = Field(default=None, description="The fixing date.", alias="fixingDate")
     settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="The settlement currency.  If provided, present value will be calculated in settlement currency, otherwise the domestic currency. Applies only to non-deliverable FX Forwards.") 
-    booked_as_spot: Optional[StrictBool] = Field(None, alias="bookedAsSpot", description="Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    booked_as_spot: Optional[StrictBool] = Field(default=None, description="Boolean flag for FX Forward transactions booked with Spot settlement. This will default to False if not provided.  For information purposes only, this does not impact LUSID valuation, analytics, cashflows or events, but may be used by third party vendors.", alias="bookedAsSpot")
+    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", "domAmount", "domCcy", "fgnAmount", "fgnCcy", "refSpotRate", "isNdf", "fixingDate", "settlementCcy", "bookedAsSpot", "timeZoneConventions"]
@@ -93,14 +95,19 @@ class FxForward(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
 
@@ -182,3 +189,5 @@ class FxForward(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForward.update_forward_refs()

lusid/models/fx_forward_curve_by_quote_reference.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, constr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.fx_tenor_convention import FxTenorConvention
 from lusid.models.market_data_options import MarketDataOptions
@@ -30,11 +32,11 @@ class FxForwardCurveByQuoteReference(ComplexMarketData):
     """
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
-    tenors: conlist(StrictStr) = Field(..., description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
-    quote_references: conlist(Dict[str, StrictStr]) = Field(..., alias="quoteReferences", description="For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates.  Accepts an array of Dictionary<string, string>. The keys of each dictionary must be chosen from the following enumeration:  [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  For example:    \"quoteReferences\": [{\"ClientInternal\": \"SomeIdentifierForFirstTenor\"},{\"ClientInternal\": \"SomeIdentifierForSecondTenor\"}")
+    tenors: List[StrictStr] = Field(description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
+    quote_references: List[Dict[str, StrictStr]] = Field(description="For each tenor, a collection of identifiers. These will be looked up in the LUSID Quote Store to resolve the actual rates.  Accepts an array of Dictionary<string, string>. The keys of each dictionary must be chosen from the following enumeration:  [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].  For example:    \"quoteReferences\": [{\"ClientInternal\": \"SomeIdentifierForFirstTenor\"},{\"ClientInternal\": \"SomeIdentifierForSecondTenor\"}", alias="quoteReferences")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
-    market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    calendars: Optional[conlist(FxTenorConvention)] = Field(None, description="The list of conventions that should be used when interpreting tenors as dates.")
+    market_data_options: Optional[MarketDataOptions] = Field(default=None, alias="marketDataOptions")
+    calendars: Optional[List[FxTenorConvention]] = Field(default=None, description="The list of conventions that should be used when interpreting tenors as dates.")
     spot_days_calculation_type:  Optional[StrictStr] = Field(None,alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]") 
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 
     additional_properties: Dict[str, Any] = {}
@@ -90,14 +92,19 @@ class FxForwardCurveByQuoteReference(ComplexMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+        if value not in ['DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface']:
             raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
@@ -192,3 +199,5 @@ class FxForwardCurveByQuoteReference(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardCurveByQuoteReference.update_forward_refs()

lusid/models/fx_forward_curve_data.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.market_data_options import MarketDataOptions
 
@@ -27,13 +29,13 @@ class FxForwardCurveData(ComplexMarketData):
     """
     Contains data (i.e. dates and rates + metadata) for building fx forward curves  # noqa: E501
     """
-    base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
+    base_date: datetime = Field(description="EffectiveAt date of the quoted rates", alias="baseDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
-    dates: conlist(datetime) = Field(..., description="Dates for which the forward rates apply")
-    rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
+    dates: List[datetime] = Field(description="Dates for which the forward rates apply")
+    rates: List[Union[StrictFloat, StrictInt]] = Field(description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
-    market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
+    market_data_options: Optional[MarketDataOptions] = Field(default=None, alias="marketDataOptions")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "fgnCcy", "dates", "rates", "lineage", "marketDataOptions"]
@@ -88,14 +90,19 @@ class FxForwardCurveData(ComplexMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+        if value not in ['DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface']:
             raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
@@ -172,3 +179,5 @@ class FxForwardCurveData(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardCurveData.update_forward_refs()

lusid/models/fx_forward_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, StrictBool, 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 FxForwardModelOptions(ModelOptions):
@@ -28,7 +30,7 @@ class FxForwardModelOptions(ModelOptions):
     """
     forward_rate_observable_type:  StrictStr = Field(...,alias="forwardRateObservableType", description="The available values are: ForwardPoints, ForwardRate, RatesCurve, FxForwardCurve, Invalid") 
     discounting_method:  StrictStr = Field(...,alias="discountingMethod", description="The available values are: Standard, ConstantTimeValueOfMoney, Invalid") 
-    convert_to_report_ccy: StrictBool = Field(..., alias="convertToReportCcy", description="Convert all FX flows to the report currency  By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base.")
+    convert_to_report_ccy: StrictBool = Field(description="Convert all FX flows to the report currency  By setting this all FX forwards will be priced using Forward Curves that have Report Currency as the base.", alias="convertToReportCcy")
     model_options_type:  StrictStr = Field(...,alias="modelOptionsType", description="The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions, CdsModelOptions") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["modelOptionsType", "forwardRateObservableType", "discountingMethod", "convertToReportCcy"]
@@ -83,14 +85,19 @@ class FxForwardModelOptions(ModelOptions):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "forward_rate_observable_type" != "type":
             return value
 
-        if value not in ('ForwardPoints', 'ForwardRate', 'RatesCurve', 'FxForwardCurve', 'Invalid'):
+        if value not in ['ForwardPoints', 'ForwardRate', 'RatesCurve', 'FxForwardCurve', 'Invalid']:
             raise ValueError("must be one of enum values ('ForwardPoints', 'ForwardRate', 'RatesCurve', 'FxForwardCurve', 'Invalid')")
         return value
 
@@ -144,14 +151,19 @@ class FxForwardModelOptions(ModelOptions):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "discounting_method" != "type":
             return value
 
-        if value not in ('Standard', 'ConstantTimeValueOfMoney', 'Invalid'):
+        if value not in ['Standard', 'ConstantTimeValueOfMoney', 'Invalid']:
             raise ValueError("must be one of enum values ('Standard', 'ConstantTimeValueOfMoney', 'Invalid')")
         return value
 
@@ -205,14 +217,19 @@ class FxForwardModelOptions(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
 
@@ -277,3 +294,5 @@ class FxForwardModelOptions(ModelOptions):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardModelOptions.update_forward_refs()

lusid/models/fx_forward_pips_curve_data.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.market_data_options import MarketDataOptions
 
@@ -27,13 +29,13 @@ class FxForwardPipsCurveData(ComplexMarketData):
     """
     Contains data (i.e. dates and pips + metadata) for building fx forward curves (when combined with a spot rate to build on)  # noqa: E501
     """
-    base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted pip rates")
+    base_date: datetime = Field(description="EffectiveAt date of the quoted pip rates", alias="baseDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
-    dates: conlist(datetime) = Field(..., description="Dates for which the forward rates apply")
-    pip_rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., alias="pipRates", description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips")
+    dates: List[datetime] = Field(description="Dates for which the forward rates apply")
+    pip_rates: List[Union[StrictFloat, StrictInt]] = Field(description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips", alias="pipRates")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
-    market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
+    market_data_options: Optional[MarketDataOptions] = Field(default=None, alias="marketDataOptions")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "baseDate", "domCcy", "fgnCcy", "dates", "pipRates", "lineage", "marketDataOptions"]
@@ -88,14 +90,19 @@ class FxForwardPipsCurveData(ComplexMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+        if value not in ['DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface']:
             raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
@@ -172,3 +179,5 @@ class FxForwardPipsCurveData(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardPipsCurveData.update_forward_refs()