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

lusid/models/instrument_payment_diary_leg.py

@@ -18,17 +18,19 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, StrictStr, conlist 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.instrument_payment_diary_row import InstrumentPaymentDiaryRow
 
 class InstrumentPaymentDiaryLeg(BaseModel):
     """
     A leg containing a set of cashflows.  # noqa: E501
     """
-    leg_index: Optional[StrictInt] = Field(None, alias="legIndex", description="Index (integer) for the leg of a payment diary.")
+    leg_index: Optional[StrictInt] = Field(default=None, description="Index (integer) for the leg of a payment diary.", alias="legIndex")
     leg_id:  Optional[StrictStr] = Field(None,alias="legId", description="Identifier string for the leg of a payment diary.") 
-    rows: Optional[conlist(InstrumentPaymentDiaryRow)] = Field(None, description="List of individual cashflows within the payment diary.")
+    rows: Optional[List[InstrumentPaymentDiaryRow]] = Field(default=None, description="List of individual cashflows within the payment diary.")
     __properties = ["legIndex", "legId", "rows"]
 
     class Config:
@@ -97,3 +99,5 @@ class InstrumentPaymentDiaryLeg(BaseModel):
             "rows": [InstrumentPaymentDiaryRow.from_dict(_item) for _item in obj.get("rows")] if obj.get("rows") is not None else None
         })
         return _obj
+
+InstrumentPaymentDiaryLeg.update_forward_refs()

lusid/models/instrument_payment_diary_row.py

@@ -17,29 +17,31 @@ 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, BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr 
 
 class InstrumentPaymentDiaryRow(BaseModel):
     """
     An individual row containing details of a single cashflow in the diary.  # noqa: E501
     """
-    quantity: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The quantity (amount) that will be paid. Note that this can be empty if the payment is in the future and a model is used that cannot estimate it.")
+    quantity: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The quantity (amount) that will be paid. Note that this can be empty if the payment is in the future and a model is used that cannot estimate it.")
     currency:  Optional[StrictStr] = Field(None,alias="currency", description="The payment currency of the cash flow.") 
-    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="The date at which the given cash flow is due to be paid.")
+    payment_date: Optional[datetime] = Field(default=None, description="The date at which the given cash flow is due to be paid.", alias="paymentDate")
     pay_or_receive:  Optional[StrictStr] = Field(None,alias="payOrReceive", description="Does the cash flow belong to the Pay or Receive leg.") 
-    accrual_start: Optional[datetime] = Field(None, alias="accrualStart", description="The date on which accruals start for this cashflow.")
-    accrual_end: Optional[datetime] = Field(None, alias="accrualEnd", description="The date on which accruals end for this cashflow.")
+    accrual_start: Optional[datetime] = Field(default=None, description="The date on which accruals start for this cashflow.", alias="accrualStart")
+    accrual_end: Optional[datetime] = Field(default=None, description="The date on which accruals end for this cashflow.", alias="accrualEnd")
     cash_flow_type:  Optional[StrictStr] = Field(None,alias="cashFlowType", description="The type of cashflow.") 
-    is_cash_flow_determined: Optional[StrictBool] = Field(None, alias="isCashFlowDetermined", description="Is the cashflow determined as of the effective date time.")
-    is_cash_flow_historic: Optional[StrictBool] = Field(None, alias="isCashFlowHistoric", description="Has the cashflow been paid, i.e. has it become a historic cashflow, as of the date and time pointed to be effectiveAt.")
-    discount_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="discountFactor", description="Weighting factor to discount cashflow to the present value.")
-    discounted_expected_cash_flow_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="discountedExpectedCashFlowAmount", description="The expected cashflow amount taking into account the discount factor.")
-    day_count_fraction: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="dayCountFraction", description="The day count fraction, if appropriate.")
-    forward_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="forwardRate", description="Forward rate for cash flow if appropriate. (as in for a rates fixed or floating leg)")
-    reset_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="resetRate", description="The value of the reset, if any.")
-    spread: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The spread that exists on the payoff.")
+    is_cash_flow_determined: Optional[StrictBool] = Field(default=None, description="Is the cashflow determined as of the effective date time.", alias="isCashFlowDetermined")
+    is_cash_flow_historic: Optional[StrictBool] = Field(default=None, description="Has the cashflow been paid, i.e. has it become a historic cashflow, as of the date and time pointed to be effectiveAt.", alias="isCashFlowHistoric")
+    discount_factor: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Weighting factor to discount cashflow to the present value.", alias="discountFactor")
+    discounted_expected_cash_flow_amount: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The expected cashflow amount taking into account the discount factor.", alias="discountedExpectedCashFlowAmount")
+    day_count_fraction: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The day count fraction, if appropriate.", alias="dayCountFraction")
+    forward_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Forward rate for cash flow if appropriate. (as in for a rates fixed or floating leg)", alias="forwardRate")
+    reset_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The value of the reset, if any.", alias="resetRate")
+    spread: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The spread that exists on the payoff.")
     __properties = ["quantity", "currency", "paymentDate", "payOrReceive", "accrualStart", "accrualEnd", "cashFlowType", "isCashFlowDetermined", "isCashFlowHistoric", "discountFactor", "discountedExpectedCashFlowAmount", "dayCountFraction", "forwardRate", "resetRate", "spread"]
 
     class Config:
@@ -138,3 +140,5 @@ class InstrumentPaymentDiaryRow(BaseModel):
             "spread": obj.get("spread")
         })
         return _obj
+
+InstrumentPaymentDiaryRow.update_forward_refs()

lusid/models/instrument_properties.py

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

lusid/models/instrument_resolution_detail.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, BaseModel, Field, StrictFloat, StrictInt, StrictStr, constr, validator 
 
 class InstrumentResolutionDetail(BaseModel):
     """
     InstrumentResolutionDetail
     """
-    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Unique instrument identifiers")
+    instrument_identifiers: Dict[str, Optional[StrictStr]] = Field(description="Unique instrument identifiers", alias="instrumentIdentifiers")
     lusid_instrument_id:  Optional[StrictStr] = Field(None,alias="lusidInstrumentId", description="LUSID's internal unique instrument identifier, resolved from the instrument identifiers") 
     instrument_scope:  Optional[StrictStr] = Field(None,alias="instrumentScope", description="The scope in which the instrument lies.") 
-    launch_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="launchPrice", description="The launch price set when a shareclass is added to the fund. Defaults to 1.")
-    launch_date: Optional[datetime] = Field(None, alias="launchDate", description="The launch date set when a shareclass is added to the fund. Defaults to Fund Inception Date.")
+    launch_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The launch price set when a shareclass is added to the fund. Defaults to 1.", alias="launchPrice")
+    launch_date: Optional[datetime] = Field(default=None, description="The launch date set when a shareclass is added to the fund. Defaults to Fund Inception Date.", alias="launchDate")
     __properties = ["instrumentIdentifiers", "lusidInstrumentId", "instrumentScope", "launchPrice", "launchDate"]
 
     class Config:
@@ -105,3 +107,5 @@ class InstrumentResolutionDetail(BaseModel):
             "launch_date": obj.get("launchDate")
         })
         return _obj
+
+InstrumentResolutionDetail.update_forward_refs()

lusid/models/instrument_search_property.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 InstrumentSearchProperty(BaseModel):
     """
@@ -77,3 +79,5 @@ class InstrumentSearchProperty(BaseModel):
             "value": obj.get("value")
         })
         return _obj
+
+InstrumentSearchProperty.update_forward_refs()

lusid/models/instrument_type.py

@@ -17,8 +17,10 @@ import pprint
 import re  # noqa: F401
 from aenum import Enum, no_arg
 
-
-
+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 InstrumentType(str, Enum):

lusid/models/interest_rate_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
-from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictStr, conlist, validator 
 from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.instrument_leg import InstrumentLeg
 from lusid.models.lusid_instrument import LusidInstrument
@@ -29,13 +31,13 @@ class InterestRateSwap(LusidInstrument):
     """
     LUSID representation of an Interest Rate Swap, including:      * Vanilla (single currency fixed-float non-amortising)    * CrossCurrency (>1 currency is used by the swap legs)    * Basis (single currency, floating-floating legs of different tenors)    * Amortising (the swap has 1+ leg with amortised notional)                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 | Pay/Receive | Cash flows representing the pay/receive leg. |  | 2 | Receive/Pay | Cash flows representing the receive/pay leg. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # 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.")
-    is_non_deliverable: Optional[StrictBool] = Field(None, alias="isNonDeliverable", description="Is the contract an IRS of \"Non-Deliverable\" type, meaning a single payment in the settlement currency based on the difference between  the fixed and floating rates.  Defaults to false if not set.")
-    legs: conlist(InstrumentLeg) = Field(..., description="The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.")
+    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")
+    is_non_deliverable: Optional[StrictBool] = Field(default=None, description="Is the contract an IRS of \"Non-Deliverable\" type, meaning a single payment in the settlement currency based on the difference between  the fixed and floating rates.  Defaults to false if not set.", alias="isNonDeliverable")
+    legs: List[InstrumentLeg] = Field(description="The set of instrument legs that define the swap instrument, these should be FloatingLeg or FixedLeg.")
     settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="Settlement currency if IRS is non-deliverable.") 
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven fixed-floating 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")
+    additional_payments: Optional[List[AdditionalPayment]] = Field(default=None, description="Optional additional payments at a given date e.g. to level off an uneven fixed-floating 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", "startDate", "maturityDate", "isNonDeliverable", "legs", "settlementCcy", "additionalPayments", "timeZoneConventions"]
@@ -90,14 +92,19 @@ class InterestRateSwap(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
 
@@ -193,3 +200,5 @@ class InterestRateSwap(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InterestRateSwap.update_forward_refs()

lusid/models/interest_rate_swaption.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictInt, StrictStr, conlist, constr, validator 
 from lusid.models.interest_rate_swap import InterestRateSwap
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
@@ -29,16 +31,16 @@ class InterestRateSwaption(LusidInstrument):
     """
     LUSID representation of an Interest Rate Swaption.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
     pay_or_receive_fixed:  StrictStr = Field(...,alias="payOrReceiveFixed", description="Pay or Receive the fixed leg of the underlying swap.    Supported string (enumeration) values are: [Pay, Receive].") 
     premium: Optional[Premium] = None
     delivery_method:  StrictStr = Field(...,alias="deliveryMethod", description="How does the option settle    Supported string (enumeration) values are: [Cash, Physical].") 
     swap: Optional[InterestRateSwap] = None
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
     underlying: Optional[LusidInstrument] = None
-    delivery_days: Optional[StrictInt] = Field(None, alias="deliveryDays", description="Number of business days between exercise date and settlement of the option payoff or underlying.                Defaults to 0.")
+    delivery_days: Optional[StrictInt] = Field(default=None, description="Number of business days between exercise date and settlement of the option payoff or underlying.                Defaults to 0.", alias="deliveryDays")
     business_day_convention:  Optional[StrictStr] = Field(None,alias="businessDayConvention", description="Business day convention for option exercise date to settlement date calculation.  Supported string (enumeration) values are: [NoAdjustment, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].                Defaults to \"F\".") 
-    settlement_calendars: Optional[conlist(StrictStr)] = Field(None, alias="settlementCalendars", description="Holiday calendars for option exercise date to settlement date calculation.")
+    settlement_calendars: Optional[List[StrictStr]] = Field(default=None, description="Holiday calendars for option exercise date to settlement date calculation.", alias="settlementCalendars")
     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", "payOrReceiveFixed", "premium", "deliveryMethod", "swap", "timeZoneConventions", "underlying", "deliveryDays", "businessDayConvention", "settlementCalendars"]
@@ -93,14 +95,19 @@ class InterestRateSwaption(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
 
@@ -194,3 +201,5 @@ class InterestRateSwaption(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InterestRateSwaption.update_forward_refs()

lusid/models/intermediate_compliance_step.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, constr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.compliance_step import ComplianceStep
 from lusid.models.compliance_template_parameter import ComplianceTemplateParameter
 
@@ -28,7 +30,7 @@ class IntermediateComplianceStep(ComplianceStep):
     IntermediateComplianceStep
     """
     label:  StrictStr = Field(...,alias="label", description="The label of the compliance step") 
-    grouped_parameters: Dict[str, conlist(ComplianceTemplateParameter)] = Field(..., alias="groupedParameters", description="Parameters required for the step")
+    grouped_parameters: Dict[str, Optional[List[ComplianceTemplateParameter]]] = Field(description="Parameters required for the step", alias="groupedParameters")
     compliance_step_type:  StrictStr = Field(...,alias="complianceStepType", description=". The available values are: FilterStep, GroupByStep, GroupFilterStep, BranchStep, RecombineStep, CheckStep, PercentCheckStep") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["complianceStepType", "label", "groupedParameters"]
@@ -83,14 +85,19 @@ class IntermediateComplianceStep(ComplianceStep):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "compliance_step_type" != "type":
             return value
 
-        if value not in ('FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep', 'PercentCheckStep'):
+        if value not in ['FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep', 'PercentCheckStep']:
             raise ValueError("must be one of enum values ('FilterStep', 'GroupByStep', 'GroupFilterStep', 'BranchStep', 'RecombineStep', 'CheckStep', 'PercentCheckStep')")
         return value
 
@@ -170,3 +177,5 @@ class IntermediateComplianceStep(ComplianceStep):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+IntermediateComplianceStep.update_forward_refs()

lusid/models/intermediate_compliance_step_request.py

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

lusid/models/intermediate_securities_distribution_event.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 from lusid.models.new_instrument import NewInstrument
 from lusid.models.units_ratio import UnitsRatio
@@ -28,14 +30,14 @@ class IntermediateSecuritiesDistributionEvent(InstrumentEvent):
     """
     IntermediateSecuritiesDistribution event (RHDI), representing the distribution of securities.  # noqa: E501
     """
-    announcement_date: Optional[datetime] = Field(None, alias="announcementDate", description="Optional.  The date the spin-off is announced.")
-    ex_date: Optional[datetime] = Field(None, alias="exDate", description="The first date on which the holder of record has entitled ownership of the new shares.")
-    record_date: Optional[datetime] = Field(None, alias="recordDate", description="Optional.  Date you have to be the holder of record in order to receive the additional shares.")
-    payment_date: Optional[datetime] = Field(None, alias="paymentDate", description="Date on which the distribution of shares takes place.")
-    new_instrument: NewInstrument = Field(..., alias="newInstrument")
-    units_ratio: UnitsRatio = Field(..., alias="unitsRatio")
-    cost_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="costFactor", description="Optional. The fraction of cost that is transferred from the existing shares to the new shares.")
-    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fractionalUnitsCashPrice", description="Optional. Used in calculating cash-in-lieu of fractional shares.")
+    announcement_date: Optional[datetime] = Field(default=None, description="Optional.  The date the spin-off is announced.", alias="announcementDate")
+    ex_date: Optional[datetime] = Field(default=None, description="The first date on which the holder of record has entitled ownership of the new shares.", alias="exDate")
+    record_date: Optional[datetime] = Field(default=None, description="Optional.  Date you have to be the holder of record in order to receive the additional shares.", alias="recordDate")
+    payment_date: Optional[datetime] = Field(default=None, description="Date on which the distribution of shares takes place.", alias="paymentDate")
+    new_instrument: NewInstrument = Field(alias="newInstrument")
+    units_ratio: UnitsRatio = Field(alias="unitsRatio")
+    cost_factor: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional. The fraction of cost that is transferred from the existing shares to the new shares.", alias="costFactor")
+    fractional_units_cash_price: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional. Used in calculating cash-in-lieu of fractional shares.", alias="fractionalUnitsCashPrice")
     fractional_units_cash_currency:  Optional[StrictStr] = Field(None,alias="fractionalUnitsCashCurrency", description="Optional. Used in calculating cash-in-lieu of fractional shares.") 
     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] = {}
@@ -91,14 +93,19 @@ class IntermediateSecuritiesDistributionEvent(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
 
@@ -200,3 +207,5 @@ class IntermediateSecuritiesDistributionEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+IntermediateSecuritiesDistributionEvent.update_forward_refs()

lusid/models/investment_account.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.account_holder import AccountHolder
 from lusid.models.investment_portfolio import InvestmentPortfolio
 from lusid.models.link import Link
@@ -32,18 +34,18 @@ class InvestmentAccount(BaseModel):
     Representation of an Investment Account on the LUSID API  # noqa: E501
     """
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope in which the Investment Account lies.") 
-    identifiers: Optional[Dict[str, ModelProperty]] = Field(None, description="Unique client-defined identifiers of the Investment Account.")
+    identifiers: Optional[Dict[str, ModelProperty]] = Field(default=None, description="Unique client-defined identifiers of the Investment Account.")
     display_name:  Optional[StrictStr] = Field(None,alias="displayName", description="The display name of the Investment Account") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="The description of the Investment Account") 
     account_type:  Optional[StrictStr] = Field(None,alias="accountType", description="The type of the of the Investment Account.") 
-    account_holders: Optional[conlist(AccountHolder)] = Field(None, alias="accountHolders", description="The Account Holders of the Investment Account.")
-    investment_portfolios: Optional[conlist(InvestmentPortfolio)] = Field(None, alias="investmentPortfolios", description="The Investment Portfolios of the Investment Account.")
+    account_holders: Optional[List[AccountHolder]] = Field(default=None, description="The Account Holders of the Investment Account.", alias="accountHolders")
+    investment_portfolios: Optional[List[InvestmentPortfolio]] = Field(default=None, description="The Investment Portfolios of the Investment Account.", alias="investmentPortfolios")
     lusid_investment_account_id:  Optional[StrictStr] = Field(None,alias="lusidInvestmentAccountId", description="The unique LUSID Investment Account Identifier of the Investment Account.") 
-    properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties associated to the Investment Account.")
-    relationships: Optional[conlist(Relationship)] = Field(None, description="A set of relationships associated to the Investment Account.")
+    properties: Optional[Dict[str, ModelProperty]] = Field(default=None, description="A set of properties associated to the Investment Account.")
+    relationships: Optional[List[Relationship]] = Field(default=None, description="A set of relationships associated to the Investment Account.")
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
     version: Optional[Version] = None
-    links: Optional[conlist(Link)] = None
+    links: Optional[List[Link]] = None
     __properties = ["scope", "identifiers", "displayName", "description", "accountType", "accountHolders", "investmentPortfolios", "lusidInvestmentAccountId", "properties", "relationships", "href", "version", "links"]
 
     class Config:
@@ -220,3 +222,5 @@ class InvestmentAccount(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+InvestmentAccount.update_forward_refs()

lusid/models/investment_portfolio.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 
+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.portfolio import Portfolio
 
 class InvestmentPortfolio(BaseModel):
@@ -28,7 +30,7 @@ class InvestmentPortfolio(BaseModel):
     """
     key:  Optional[StrictStr] = Field(None,alias="key", description="A client-defined key used to identify the Investment Portfolio, unique within the Investment Account") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope of the Investment Portfolio") 
-    identifiers: Optional[Dict[str, StrictStr]] = Field(None, description="The code identifier of the Investment Portfolio")
+    identifiers: Optional[Dict[str, Optional[StrictStr]]] = Field(default=None, description="The code identifier of the Investment Portfolio")
     entity_unique_id:  Optional[StrictStr] = Field(None,alias="entityUniqueId", description="The unique Portfolio entity identifier") 
     portfolio: Optional[Portfolio] = None
     __properties = ["key", "scope", "identifiers", "entityUniqueId", "portfolio"]
@@ -107,3 +109,5 @@ class InvestmentPortfolio(BaseModel):
             "portfolio": Portfolio.from_dict(obj.get("portfolio")) if obj.get("portfolio") is not None else None
         })
         return _obj
+
+InvestmentPortfolio.update_forward_refs()

lusid/models/investment_portfolio_identifier.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, 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 InvestmentPortfolioIdentifier(BaseModel):
     """
@@ -27,7 +29,7 @@ class InvestmentPortfolioIdentifier(BaseModel):
     """
     key:  StrictStr = Field(...,alias="key", description="A client-defined key used to identify the Investment Portfolio, unique within the Investment Account") 
     scope:  StrictStr = Field(...,alias="scope", description="The scope of the Investment Portfolio.") 
-    identifiers: Dict[str, StrictStr] = Field(..., description="The code identifier of the Investment Portfolio.")
+    identifiers: Dict[str, Optional[StrictStr]] = Field(description="The code identifier of the Investment Portfolio.")
     __properties = ["key", "scope", "identifiers"]
 
     class Config:
@@ -79,3 +81,5 @@ class InvestmentPortfolioIdentifier(BaseModel):
             "identifiers": obj.get("identifiers")
         })
         return _obj
+
+InvestmentPortfolioIdentifier.update_forward_refs()