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

lusid/models/lusid_entity_result.py

@@ -17,16 +17,18 @@ 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
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr 
 
 class LusidEntityResult(BaseModel):
     """
     Represents LUSID entity details for a data quality check result  # noqa: E501
     """
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="The as-at timestamp for the entity")
-    effective_at: Optional[datetime] = Field(None, alias="effectiveAt", description="The effective-at timestamp for the entity")
+    as_at: Optional[datetime] = Field(default=None, description="The as-at timestamp for the entity", alias="asAt")
+    effective_at: Optional[datetime] = Field(default=None, description="The effective-at timestamp for the entity", alias="effectiveAt")
     entity_type:  Optional[StrictStr] = Field(None,alias="entityType", description="The type of the LUSID entity") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope of the entity") 
     identifier_key:  Optional[StrictStr] = Field(None,alias="identifierKey", description="The identifier key for the entity") 
@@ -119,3 +121,5 @@ class LusidEntityResult(BaseModel):
             "display_name": obj.get("displayName")
         })
         return _obj
+
+LusidEntityResult.update_forward_refs()

lusid/models/lusid_instrument.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 import lusid.models
 
 class LusidInstrument(BaseModel):
@@ -79,14 +81,19 @@ class LusidInstrument(BaseModel):
                                     '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
 
@@ -192,3 +199,5 @@ class LusidInstrument(BaseModel):
             raise ValueError("LusidInstrument failed to lookup discriminator value from " +
                              json.dumps(obj) + ". Discriminator property name: " + cls.__discriminator_property_name +
                              ", mapping: " + json.dumps(cls.__discriminator_value_class_map))
+
+LusidInstrument.update_forward_refs()

lusid/models/lusid_problem_details.py

@@ -18,16 +18,18 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, 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 LusidProblemDetails(BaseModel):
     """
     LusidProblemDetails
     """
     name:  StrictStr = Field(...,alias="name") 
-    error_details: Optional[conlist(Dict[str, StrictStr])] = Field(None, alias="errorDetails")
-    code: StrictInt = Field(...)
+    error_details: Optional[List[Dict[str, StrictStr]]] = Field(default=None, alias="errorDetails")
+    code: StrictInt
     type:  Optional[StrictStr] = Field(None,alias="type") 
     title:  Optional[StrictStr] = Field(None,alias="title") 
     status: Optional[StrictInt] = None
@@ -119,3 +121,5 @@ class LusidProblemDetails(BaseModel):
             "instance": obj.get("instance")
         })
         return _obj
+
+LusidProblemDetails.update_forward_refs()

lusid/models/lusid_trade_ticket.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, 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.currency_and_amount import CurrencyAndAmount
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.model_property import ModelProperty
@@ -34,16 +36,16 @@ class LusidTradeTicket(BaseModel):
     source:  Optional[StrictStr] = Field(None,alias="source", description="Transaction Source. Referenced by Transaction Configuration.") 
     transaction_date:  StrictStr = Field(...,alias="transactionDate", description="Transaction Date. Date at which transaction is known.") 
     settlement_date:  StrictStr = Field(...,alias="settlementDate", description="Transaction settlement. Date at which transaction is finalised and realised into the system.") 
-    total_consideration: CurrencyAndAmount = Field(..., alias="totalConsideration")
-    units: Union[StrictFloat, StrictInt] = Field(..., description="Number of units in the transaction. For an OTC this is somewhat interchangeable with the quantity booked in the  instrument. As M x N or N x M are equivalent it is advised a client chooses one approach and sticks to it.  Arguably either the unit or holding is best unitised.")
-    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="Identifiers for the instrument.")
+    total_consideration: CurrencyAndAmount = Field(alias="totalConsideration")
+    units: Union[StrictFloat, StrictInt] = Field(description="Number of units in the transaction. For an OTC this is somewhat interchangeable with the quantity booked in the  instrument. As M x N or N x M are equivalent it is advised a client chooses one approach and sticks to it.  Arguably either the unit or holding is best unitised.")
+    instrument_identifiers: Dict[str, Optional[StrictStr]] = Field(description="Identifiers for the instrument.", alias="instrumentIdentifiers")
     instrument_scope:  Optional[StrictStr] = Field(None,alias="instrumentScope", description="Scope of instrument") 
     instrument_name:  Optional[StrictStr] = Field(None,alias="instrumentName", description="Name of instrument") 
-    instrument_definition: Optional[LusidInstrument] = Field(None, alias="instrumentDefinition")
-    counterparty_agreement_id: Optional[ResourceId] = Field(None, alias="counterpartyAgreementId")
+    instrument_definition: Optional[LusidInstrument] = Field(default=None, alias="instrumentDefinition")
+    counterparty_agreement_id: Optional[ResourceId] = Field(default=None, alias="counterpartyAgreementId")
     counterparty:  Optional[StrictStr] = Field(None,alias="counterparty", description="Counterparty") 
-    instrument_properties: Optional[conlist(ModelProperty)] = Field(None, alias="instrumentProperties", description="Set of instrument properties (as defined by client/user).")
-    transaction_properties: Optional[conlist(ModelProperty)] = Field(None, alias="transactionProperties", description="Set of transaction properties (as defined by client/user).")
+    instrument_properties: Optional[List[ModelProperty]] = Field(default=None, description="Set of instrument properties (as defined by client/user).", alias="instrumentProperties")
+    transaction_properties: Optional[List[ModelProperty]] = Field(default=None, description="Set of transaction properties (as defined by client/user).", alias="transactionProperties")
     trade_ticket_type:  StrictStr = Field(...,alias="tradeTicketType", description="The available values are: LusidTradeTicket, ExternalTradeTicket") 
     __properties = ["transactionId", "transactionType", "source", "transactionDate", "settlementDate", "totalConsideration", "units", "instrumentIdentifiers", "instrumentScope", "instrumentName", "instrumentDefinition", "counterpartyAgreementId", "counterparty", "instrumentProperties", "transactionProperties", "tradeTicketType"]
 
@@ -97,14 +99,19 @@ class LusidTradeTicket(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "trade_ticket_type" != "type":
             return value
 
-        if value not in ('LusidTradeTicket', 'ExternalTradeTicket'):
+        if value not in ['LusidTradeTicket', 'ExternalTradeTicket']:
             raise ValueError("must be one of enum values ('LusidTradeTicket', 'ExternalTradeTicket')")
         return value
 
@@ -223,3 +230,5 @@ class LusidTradeTicket(BaseModel):
             "trade_ticket_type": obj.get("tradeTicketType")
         })
         return _obj
+
+LusidTradeTicket.update_forward_refs()

lusid/models/lusid_unique_id.py

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

lusid/models/lusid_validation_problem_details.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, 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 LusidValidationProblemDetails(BaseModel):
     """
     LusidValidationProblemDetails
     """
     name:  StrictStr = Field(...,alias="name") 
-    error_details: Optional[conlist(Dict[str, StrictStr])] = Field(None, alias="errorDetails")
-    code: StrictInt = Field(...)
-    errors: Optional[Dict[str, conlist(StrictStr)]] = None
+    error_details: Optional[List[Dict[str, StrictStr]]] = Field(default=None, alias="errorDetails")
+    code: StrictInt
+    errors: Optional[Dict[str, List[StrictStr]]] = None
     type:  Optional[StrictStr] = Field(None,alias="type") 
     title:  Optional[StrictStr] = Field(None,alias="title") 
     status: Optional[StrictInt] = None
@@ -130,3 +132,5 @@ class LusidValidationProblemDetails(BaseModel):
             "instance": obj.get("instance")
         })
         return _obj
+
+LusidValidationProblemDetails.update_forward_refs()

lusid/models/mapped_string.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, StrictBool, StrictStr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class MappedString(BaseModel):
     """
@@ -28,7 +30,7 @@ class MappedString(BaseModel):
     left_value:  Optional[StrictStr] = Field(None,alias="leftValue") 
     right_value:  Optional[StrictStr] = Field(None,alias="rightValue") 
     mapping_direction:  Optional[StrictStr] = Field(None,alias="mappingDirection") 
-    is_case_sensitive: Optional[StrictBool] = Field(None, alias="isCaseSensitive")
+    is_case_sensitive: Optional[StrictBool] = Field(default=None, alias="isCaseSensitive")
     __properties = ["leftValue", "rightValue", "mappingDirection", "isCaseSensitive"]
 
     class Config:
@@ -96,3 +98,5 @@ class MappedString(BaseModel):
             "is_case_sensitive": obj.get("isCaseSensitive")
         })
         return _obj
+
+MappedString.update_forward_refs()

lusid/models/mapping.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist, constr, 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.mapping_rule import MappingRule
 
 class Mapping(BaseModel):
@@ -30,7 +32,7 @@ class Mapping(BaseModel):
     code:  StrictStr = Field(...,alias="code", description="The code for this mapping.") 
     name:  StrictStr = Field(...,alias="name", description="The mapping name") 
     reconciliation_type:  StrictStr = Field(...,alias="reconciliationType", description="What type of reconciliation this mapping is for") 
-    rules: Optional[conlist(MappingRule)] = Field(None, description="The rules in this mapping, keyed by the left field/property name")
+    rules: Optional[List[MappingRule]] = Field(default=None, description="The rules in this mapping, keyed by the left field/property name")
     __properties = ["scope", "code", "name", "reconciliationType", "rules"]
 
     class Config:
@@ -96,3 +98,5 @@ class Mapping(BaseModel):
             "rules": [MappingRule.from_dict(_item) for _item in obj.get("rules")] if obj.get("rules") is not None else None
         })
         return _obj
+
+Mapping.update_forward_refs()

lusid/models/mapping_rule.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, StrictBool, StrictFloat, 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.mapped_string import MappedString
 
 class MappingRule(BaseModel):
@@ -29,10 +31,10 @@ class MappingRule(BaseModel):
     left:  Optional[StrictStr] = Field(None,alias="left", description="The name of the field/property in the left resource (e.g. a transaction)") 
     right:  Optional[StrictStr] = Field(None,alias="right", description="The name of the field/property in the right resource (e.g. a transaction)") 
     comparison_type:  Optional[StrictStr] = Field(None,alias="comparisonType", description="The type of comparison to be performed") 
-    comparison_value: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="comparisonValue", description="The (optional) value used with ComparisonType.")
-    weight: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="A factor used to influence the importance of this item.")
-    mapped_strings: Optional[conlist(MappedString)] = Field(None, alias="mappedStrings", description="The (optional) value used to map string values.")
-    is_case_sensitive: Optional[StrictBool] = Field(None, alias="isCaseSensitive", description="Should string comparisons take case into account, defaults to `false`.")
+    comparison_value: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The (optional) value used with ComparisonType.", alias="comparisonValue")
+    weight: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="A factor used to influence the importance of this item.")
+    mapped_strings: Optional[List[MappedString]] = Field(default=None, description="The (optional) value used to map string values.", alias="mappedStrings")
+    is_case_sensitive: Optional[StrictBool] = Field(default=None, description="Should string comparisons take case into account, defaults to `false`.", alias="isCaseSensitive")
     __properties = ["left", "right", "comparisonType", "comparisonValue", "weight", "mappedStrings", "isCaseSensitive"]
 
     class Config:
@@ -120,3 +122,5 @@ class MappingRule(BaseModel):
             "is_case_sensitive": obj.get("isCaseSensitive")
         })
         return _obj
+
+MappingRule.update_forward_refs()

lusid/models/mark_to_market_conventions.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, 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 MarkToMarketConventions(BaseModel):
     """
@@ -94,3 +96,5 @@ class MarkToMarketConventions(BaseModel):
             "minute_offset_tenor": obj.get("minuteOffsetTenor")
         })
         return _obj
+
+MarkToMarketConventions.update_forward_refs()

lusid/models/market_context.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
+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.group_of_market_data_key_rules import GroupOfMarketDataKeyRules
 from lusid.models.market_context_suppliers import MarketContextSuppliers
 from lusid.models.market_data_key_rule import MarketDataKeyRule
@@ -30,11 +32,11 @@ class MarketContext(BaseModel):
     """
     Market context node. This defines how LUSID processes parts of a request that require resolution of market data such as instrument prices or  Fx rates. It controls where the data is loaded from and which sources take precedence.  # noqa: E501
     """
-    market_rules: Optional[conlist(MarketDataKeyRule)] = Field(None, alias="marketRules", description="The set of rules that define how to resolve particular use cases. These can be relatively general or specific in nature.  Nominally any number are possible and will be processed in order where applicable. However, there is evidently a potential  for increased computational cost where many rules must be applied to resolve data. Ensuring that portfolios are structured in  such a way as to reduce the number of rules required is therefore sensible.")
+    market_rules: Optional[List[MarketDataKeyRule]] = Field(default=None, description="The set of rules that define how to resolve particular use cases. These can be relatively general or specific in nature.  Nominally any number are possible and will be processed in order where applicable. However, there is evidently a potential  for increased computational cost where many rules must be applied to resolve data. Ensuring that portfolios are structured in  such a way as to reduce the number of rules required is therefore sensible.", alias="marketRules")
     suppliers: Optional[MarketContextSuppliers] = None
     options: Optional[MarketOptions] = None
-    specific_rules: Optional[conlist(MarketDataSpecificRule)] = Field(None, alias="specificRules", description="Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for.  Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.  WARNING: The use of specific rules impacts performance. Where possible, one should use MarketDataKeyRules only.")
-    grouped_market_rules: Optional[conlist(GroupOfMarketDataKeyRules)] = Field(None, alias="groupedMarketRules", description="The list of groups of rules that will be used in market data resolution.  Rules given within a group will, if the group is being used to resolve data,  all be applied with the results of those individual resolution attempts combined into a single result.  The method for combining results is determined by the operation detailed in the GroupOfMarketDataKeyRules.                Notes:  - When resolving MarketData, MarketRules will be applied first followed by GroupedMarketRules  if data could not be found using only the MarketRules provided.  - GroupedMarketRules can only be used for resolving data from the QuoteStore.                Caution: As every rule in a given group will be applied in resolution if the group is applied,  groups are computationally expensive for market data resolution.  Therefore, heuristically, rule groups should be kept as small as possible.")
+    specific_rules: Optional[List[MarketDataSpecificRule]] = Field(default=None, description="Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for.  Using two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.  WARNING: The use of specific rules impacts performance. Where possible, one should use MarketDataKeyRules only.", alias="specificRules")
+    grouped_market_rules: Optional[List[GroupOfMarketDataKeyRules]] = Field(default=None, description="The list of groups of rules that will be used in market data resolution.  Rules given within a group will, if the group is being used to resolve data,  all be applied with the results of those individual resolution attempts combined into a single result.  The method for combining results is determined by the operation detailed in the GroupOfMarketDataKeyRules.                Notes:  - When resolving MarketData, MarketRules will be applied first followed by GroupedMarketRules  if data could not be found using only the MarketRules provided.  - GroupedMarketRules can only be used for resolving data from the QuoteStore.                Caution: As every rule in a given group will be applied in resolution if the group is applied,  groups are computationally expensive for market data resolution.  Therefore, heuristically, rule groups should be kept as small as possible.", alias="groupedMarketRules")
     __properties = ["marketRules", "suppliers", "options", "specificRules", "groupedMarketRules"]
 
     class Config:
@@ -135,3 +137,5 @@ class MarketContext(BaseModel):
             "grouped_market_rules": [GroupOfMarketDataKeyRules.from_dict(_item) for _item in obj.get("groupedMarketRules")] if obj.get("groupedMarketRules") is not None else None
         })
         return _obj
+
+MarketContext.update_forward_refs()

lusid/models/market_context_suppliers.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
 
 class MarketContextSuppliers(BaseModel):
     """
@@ -83,3 +85,5 @@ class MarketContextSuppliers(BaseModel):
             "rates": obj.get("Rates")
         })
         return _obj
+
+MarketContextSuppliers.update_forward_refs()

lusid/models/market_data_key_rule.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
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictStr, constr, validator 
 
 class MarketDataKeyRule(BaseModel):
     """
@@ -29,13 +31,13 @@ class MarketDataKeyRule(BaseModel):
     supplier:  StrictStr = Field(...,alias="supplier", description="The market data supplier (where the data comes from)") 
     data_scope:  StrictStr = Field(...,alias="dataScope", description="The scope in which the data should be found when using this rule.") 
     quote_type:  StrictStr = Field(...,alias="quoteType", description="The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor") 
-    field:  Optional[StrictStr] = Field(None,alias="field", description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc.  When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here  will be accepted as market data.  When resolving data from an external supplier, the Field must be one of a defined set for the given supplier.                Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.") 
+    var_field:  Optional[StrictStr] = Field(None,alias="field", description="The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc.  When resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here  will be accepted as market data.  When resolving data from an external supplier, the Field must be one of a defined set for the given supplier.                Note: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.") 
     quote_interval:  Optional[StrictStr] = Field(None,alias="quoteInterval", description="Shorthand for the time interval used to select market data. This must be a dot-separated string              nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax              is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of              D(ay), Bd(business day), W(eek), M(onth) or Y(ear).              Business days are calculated using the calendars specified on the Valuation Request.              If no calendar is provided in the request, then it will default to only skipping weekends.              For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\",              looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.") 
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="Deprecated field which no longer has any effect on market data resolution.")
+    as_at: Optional[datetime] = Field(default=None, description="Deprecated field which no longer has any effect on market data resolution.", alias="asAt")
     price_source:  Optional[StrictStr] = Field(None,alias="priceSource", description="The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote") 
     mask:  Optional[StrictStr] = Field(None,alias="mask", description="Allows for partial or complete override of the market asset resolved for a dependency  Either a named override or a dot separated string (A.B.C.D.*).  e.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there  are no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.") 
     source_system:  Optional[StrictStr] = Field(None,alias="sourceSystem", description="If set, this parameter will seek an external source of market data.  Optional and, if omitted, will default to \"Lusid\".  This means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store.                This can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".") 
-    fall_through_on_access_denied: Optional[StrictBool] = Field(None, alias="fallThroughOnAccessDenied", description="When a user attempts to use a rule to access data to which they are not entitled,  the rule will fail to resolve any market data.  By default, such an access denied failure will stop any further attempts to resolve market data.  This is so that differently entitled users always receive the same market data from market data resolution,  if they have sufficient entitlements to retrieve the required data.  If set to true, then an access denied failure will not stop further market data resolution,  and resolution will continue with the next specified MarketDataKeyRule.  Optional, and defaults to false.")
+    fall_through_on_access_denied: Optional[StrictBool] = Field(default=None, description="When a user attempts to use a rule to access data to which they are not entitled,  the rule will fail to resolve any market data.  By default, such an access denied failure will stop any further attempts to resolve market data.  This is so that differently entitled users always receive the same market data from market data resolution,  if they have sufficient entitlements to retrieve the required data.  If set to true, then an access denied failure will not stop further market data resolution,  and resolution will continue with the next specified MarketDataKeyRule.  Optional, and defaults to false.", alias="fallThroughOnAccessDenied")
     __properties = ["key", "supplier", "dataScope", "quoteType", "field", "quoteInterval", "asAt", "priceSource", "mask", "sourceSystem", "fallThroughOnAccessDenied"]
 
     @validator('quote_type')
@@ -88,14 +90,19 @@ class MarketDataKeyRule(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "quote_type" != "type":
             return value
 
-        if value not in ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall', 'ConstituentWeightFactor'):
+        if value not in ['Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall', 'ConstituentWeightFactor']:
             raise ValueError("must be one of enum values ('Price', 'Spread', 'Rate', 'LogNormalVol', 'NormalVol', 'ParSpread', 'IsdaSpread', 'Upfront', 'Index', 'Ratio', 'Delta', 'PoolFactor', 'InflationAssumption', 'DirtyPrice', 'PrincipalWriteOff', 'InterestDeferred', 'InterestShortfall', 'ConstituentWeightFactor')")
         return value
 
@@ -131,9 +138,9 @@ class MarketDataKeyRule(BaseModel):
                           exclude={
                           },
                           exclude_none=True)
-        # set to None if field (nullable) is None
+        # set to None if var_field (nullable) is None
         # and __fields_set__ contains the field
-        if self.field is None and "field" in self.__fields_set__:
+        if self.var_field is None and "var_field" in self.__fields_set__:
             _dict['field'] = None
 
         # set to None if quote_interval (nullable) is None
@@ -177,7 +184,7 @@ class MarketDataKeyRule(BaseModel):
             "supplier": obj.get("supplier"),
             "data_scope": obj.get("dataScope"),
             "quote_type": obj.get("quoteType"),
-            "field": obj.get("field"),
+            "var_field": obj.get("field"),
             "quote_interval": obj.get("quoteInterval"),
             "as_at": obj.get("asAt"),
             "price_source": obj.get("priceSource"),
@@ -186,3 +193,5 @@ class MarketDataKeyRule(BaseModel):
             "fall_through_on_access_denied": obj.get("fallThroughOnAccessDenied")
         })
         return _obj
+
+MarketDataKeyRule.update_forward_refs()

lusid/models/market_data_options.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 import lusid.models
 
 class MarketDataOptions(BaseModel):
@@ -79,14 +81,19 @@ class MarketDataOptions(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_options_type" != "type":
             return value
 
-        if value not in ('CurveOptions'):
+        if value not in ['CurveOptions']:
             raise ValueError("must be one of enum values ('CurveOptions')")
         return value
 
@@ -153,3 +160,5 @@ class MarketDataOptions(BaseModel):
             raise ValueError("MarketDataOptions failed to lookup discriminator value from " +
                              json.dumps(obj) + ". Discriminator property name: " + cls.__discriminator_property_name +
                              ", mapping: " + json.dumps(cls.__discriminator_value_class_map))
+
+MarketDataOptions.update_forward_refs()

lusid/models/market_data_options_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 MarketDataOptionsType(str, Enum):

lusid/models/market_data_overrides.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
+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.economic_dependency_with_complex_market_data import EconomicDependencyWithComplexMarketData
 from lusid.models.economic_dependency_with_quote import EconomicDependencyWithQuote
 
@@ -27,8 +29,8 @@ class MarketDataOverrides(BaseModel):
     """
     Class which holds market data overrides to be used in valuation  # noqa: E501
     """
-    complex_market_data: Optional[conlist(EconomicDependencyWithComplexMarketData)] = Field(None, alias="complexMarketData", description="A list of EconomicDependency paired with quote data satisfying that economic dependency")
-    quotes: Optional[conlist(EconomicDependencyWithQuote)] = Field(None, description="A list of EconomicDependency paired with a ComplexMarketData satisfying that economic dependency")
+    complex_market_data: Optional[List[EconomicDependencyWithComplexMarketData]] = Field(default=None, description="A list of EconomicDependency paired with quote data satisfying that economic dependency", alias="complexMarketData")
+    quotes: Optional[List[EconomicDependencyWithQuote]] = Field(default=None, description="A list of EconomicDependency paired with a ComplexMarketData satisfying that economic dependency")
     __properties = ["complexMarketData", "quotes"]
 
     class Config:
@@ -103,3 +105,5 @@ class MarketDataOverrides(BaseModel):
             "quotes": [EconomicDependencyWithQuote.from_dict(_item) for _item in obj.get("quotes")] if obj.get("quotes") is not None else None
         })
         return _obj
+
+MarketDataOverrides.update_forward_refs()