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

lusid/models/query_applicable_instrument_events_request.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
 from lusid.models.portfolio_entity_id import PortfolioEntityId
 from lusid.models.resource_id import ResourceId
 
@@ -27,11 +29,11 @@ class QueryApplicableInstrumentEventsRequest(BaseModel):
     """
     QueryApplicableInstrumentEventsRequest
     """
-    window_start: datetime = Field(..., alias="windowStart", description="The start date of the window.")
-    window_end: datetime = Field(..., alias="windowEnd", description="The end date of the window.")
-    effective_at: datetime = Field(..., alias="effectiveAt", description="The Effective date that splits query window into two parts: factual period and forecast period")
-    portfolio_entity_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioEntityIds", description="The set of portfolios and portfolio groups to which the instrument events must belong.")
-    forecasting_recipe_id: ResourceId = Field(..., alias="forecastingRecipeId")
+    window_start: datetime = Field(description="The start date of the window.", alias="windowStart")
+    window_end: datetime = Field(description="The end date of the window.", alias="windowEnd")
+    effective_at: datetime = Field(description="The Effective date that splits query window into two parts: factual period and forecast period", alias="effectiveAt")
+    portfolio_entity_ids: List[PortfolioEntityId] = Field(description="The set of portfolios and portfolio groups to which the instrument events must belong.", alias="portfolioEntityIds")
+    forecasting_recipe_id: ResourceId = Field(alias="forecastingRecipeId")
     __properties = ["windowStart", "windowEnd", "effectiveAt", "portfolioEntityIds", "forecastingRecipeId"]
 
     class Config:
@@ -95,3 +97,5 @@ class QueryApplicableInstrumentEventsRequest(BaseModel):
             "forecasting_recipe_id": ResourceId.from_dict(obj.get("forecastingRecipeId")) if obj.get("forecastingRecipeId") is not None else None
         })
         return _obj
+
+QueryApplicableInstrumentEventsRequest.update_forward_refs()

lusid/models/query_bucketed_cash_flows_request.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictStr, conlist, constr, validator 
 from lusid.models.bucketing_schedule import BucketingSchedule
 from lusid.models.portfolio_entity_id import PortfolioEntityId
 from lusid.models.resource_id import ResourceId
@@ -28,22 +30,22 @@ class QueryBucketedCashFlowsRequest(BaseModel):
     """
     Query for bucketed cashflows from one or more portfolios.  # noqa: E501
     """
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="The time of the system at which to query for bucketed cashflows.")
-    window_start: datetime = Field(..., alias="windowStart", description="The lower bound effective datetime or cut label (inclusive) from which to retrieve the cashflows.  There is no lower bound if this is not specified.")
-    window_end: datetime = Field(..., alias="windowEnd", description="The upper bound effective datetime or cut label (inclusive) from which to retrieve the cashflows.  The upper bound defaults to 'today' if it is not specified")
-    portfolio_entity_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioEntityIds", description="The set of portfolios and portfolio groups to which the instrument events must belong.")
-    effective_at: datetime = Field(..., alias="effectiveAt", description="The valuation (pricing) effective datetime or cut label (inclusive) at which to evaluate the cashflows.  This determines whether cashflows are evaluated in a historic or forward looking context and will, for certain models, affect where data is looked up.  For example, on a swap if the effectiveAt is in the middle of the window, cashflows before it will be historic and resets assumed to exist where if the effectiveAt  is before the start of the range they are forward looking and will be expectations assuming the model supports that.  There is evidently a presumption here about availability of data and that the effectiveAt is realistically on or before the real-world today.")
-    recipe_id: ResourceId = Field(..., alias="recipeId")
+    as_at: Optional[datetime] = Field(default=None, description="The time of the system at which to query for bucketed cashflows.", alias="asAt")
+    window_start: datetime = Field(description="The lower bound effective datetime or cut label (inclusive) from which to retrieve the cashflows.  There is no lower bound if this is not specified.", alias="windowStart")
+    window_end: datetime = Field(description="The upper bound effective datetime or cut label (inclusive) from which to retrieve the cashflows.  The upper bound defaults to 'today' if it is not specified", alias="windowEnd")
+    portfolio_entity_ids: List[PortfolioEntityId] = Field(description="The set of portfolios and portfolio groups to which the instrument events must belong.", alias="portfolioEntityIds")
+    effective_at: datetime = Field(description="The valuation (pricing) effective datetime or cut label (inclusive) at which to evaluate the cashflows.  This determines whether cashflows are evaluated in a historic or forward looking context and will, for certain models, affect where data is looked up.  For example, on a swap if the effectiveAt is in the middle of the window, cashflows before it will be historic and resets assumed to exist where if the effectiveAt  is before the start of the range they are forward looking and will be expectations assuming the model supports that.  There is evidently a presumption here about availability of data and that the effectiveAt is realistically on or before the real-world today.", alias="effectiveAt")
+    recipe_id: ResourceId = Field(alias="recipeId")
     rounding_method:  StrictStr = Field(...,alias="roundingMethod", description="When bucketing, there is not a unique way to allocate the bucket points.  RoundingMethod Supported string (enumeration) values are: [RoundDown, RoundUp].") 
-    bucketing_dates: Optional[conlist(datetime)] = Field(None, alias="bucketingDates", description="A list of dates to perform cashflow bucketing upon.  If this is provided, the list of tenors for bucketing should be empty.")
-    bucketing_tenors: Optional[conlist(StrictStr)] = Field(None, alias="bucketingTenors", description="A list of tenors to perform cashflow bucketing upon.  If this is provided, the list of dates for bucketing should be empty.")
+    bucketing_dates: Optional[List[datetime]] = Field(default=None, description="A list of dates to perform cashflow bucketing upon.  If this is provided, the list of tenors for bucketing should be empty.", alias="bucketingDates")
+    bucketing_tenors: Optional[List[StrictStr]] = Field(default=None, description="A list of tenors to perform cashflow bucketing upon.  If this is provided, the list of dates for bucketing should be empty.", alias="bucketingTenors")
     report_currency:  StrictStr = Field(...,alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries.") 
-    group_by: Optional[conlist(StrictStr)] = Field(None, alias="groupBy", description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping  that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.")
-    addresses: Optional[conlist(StrictStr)] = Field(None, description="The set of items that the user wishes to see in the results. If empty, will be defaulted to standard ones.")
-    equip_with_subtotals: Optional[StrictBool] = Field(None, alias="equipWithSubtotals", description="Flag directing the Valuation call to populate the results with subtotals of aggregates.")
-    exclude_unsettled_trades: Optional[StrictBool] = Field(None, alias="excludeUnsettledTrades", description="Flag directing the Valuation call to exclude cashflows from unsettled trades.  If absent or set to false, cashflows will returned based on trade date - more specifically, cashflows from any unsettled trades will be included in the results. If set to true, unsettled trades will be excluded from the result set.")
+    group_by: Optional[List[StrictStr]] = Field(default=None, description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping  that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.", alias="groupBy")
+    addresses: Optional[List[StrictStr]] = Field(default=None, description="The set of items that the user wishes to see in the results. If empty, will be defaulted to standard ones.")
+    equip_with_subtotals: Optional[StrictBool] = Field(default=None, description="Flag directing the Valuation call to populate the results with subtotals of aggregates.", alias="equipWithSubtotals")
+    exclude_unsettled_trades: Optional[StrictBool] = Field(default=None, description="Flag directing the Valuation call to exclude cashflows from unsettled trades.  If absent or set to false, cashflows will returned based on trade date - more specifically, cashflows from any unsettled trades will be included in the results. If set to true, unsettled trades will be excluded from the result set.", alias="excludeUnsettledTrades")
     cash_flow_type:  Optional[StrictStr] = Field(None,alias="cashFlowType", description="Indicate the requested cash flow representation InstrumentCashFlows or PortfolioCashFlows (GetCashLadder uses this)  Options: [InstrumentCashFlow, PortfolioCashFlow]") 
-    bucketing_schedule: Optional[BucketingSchedule] = Field(None, alias="bucketingSchedule")
+    bucketing_schedule: Optional[BucketingSchedule] = Field(default=None, alias="bucketingSchedule")
     filter:  Optional[StrictStr] = Field(None,alias="filter", description="") 
     __properties = ["asAt", "windowStart", "windowEnd", "portfolioEntityIds", "effectiveAt", "recipeId", "roundingMethod", "bucketingDates", "bucketingTenors", "reportCurrency", "groupBy", "addresses", "equipWithSubtotals", "excludeUnsettledTrades", "cashFlowType", "bucketingSchedule", "filter"]
 
@@ -158,3 +160,5 @@ class QueryBucketedCashFlowsRequest(BaseModel):
             "filter": obj.get("filter")
         })
         return _obj
+
+QueryBucketedCashFlowsRequest.update_forward_refs()

lusid/models/query_cash_flows_request.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
 from lusid.models.portfolio_entity_id import PortfolioEntityId
 from lusid.models.resource_id import ResourceId
 
@@ -27,12 +29,12 @@ class QueryCashFlowsRequest(BaseModel):
     """
     Query for cashflows from one or more portfolios  # noqa: E501
     """
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="The time of the system at which to query for cashflows.")
-    window_start: datetime = Field(..., alias="windowStart", description="The start date of the window.")
-    window_end: datetime = Field(..., alias="windowEnd", description="The end date of the window.")
-    portfolio_entity_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioEntityIds", description="The set of portfolios and portfolio groups to which the instrument events must belong.")
-    recipe_id: ResourceId = Field(..., alias="recipeId")
-    effective_at: datetime = Field(..., alias="effectiveAt", description="The Effective date used in the valuation of the cashflows.")
+    as_at: Optional[datetime] = Field(default=None, description="The time of the system at which to query for cashflows.", alias="asAt")
+    window_start: datetime = Field(description="The start date of the window.", alias="windowStart")
+    window_end: datetime = Field(description="The end date of the window.", alias="windowEnd")
+    portfolio_entity_ids: List[PortfolioEntityId] = Field(description="The set of portfolios and portfolio groups to which the instrument events must belong.", alias="portfolioEntityIds")
+    recipe_id: ResourceId = Field(alias="recipeId")
+    effective_at: datetime = Field(description="The Effective date used in the valuation of the cashflows.", alias="effectiveAt")
     __properties = ["asAt", "windowStart", "windowEnd", "portfolioEntityIds", "recipeId", "effectiveAt"]
 
     class Config:
@@ -102,3 +104,5 @@ class QueryCashFlowsRequest(BaseModel):
             "effective_at": obj.get("effectiveAt")
         })
         return _obj
+
+QueryCashFlowsRequest.update_forward_refs()

lusid/models/query_instrument_events_request.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist, constr, validator 
 from lusid.models.portfolio_entity_id import PortfolioEntityId
 from lusid.models.resource_id import ResourceId
 
@@ -27,12 +29,12 @@ class QueryInstrumentEventsRequest(BaseModel):
     """
     Instrument event query.  # noqa: E501
     """
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="The time of the system at which to query for bucketed cashflows.")
-    window_start: datetime = Field(..., alias="windowStart", description="The start date of the window.")
-    window_end: datetime = Field(..., alias="windowEnd", description="The end date of the window.")
-    portfolio_entity_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioEntityIds", description="The set of portfolios and portfolio groups to which the instrument events must belong.")
-    effective_at: datetime = Field(..., alias="effectiveAt", description="The Effective date used in the valuation of the cashflows.")
-    recipe_id: ResourceId = Field(..., alias="recipeId")
+    as_at: Optional[datetime] = Field(default=None, description="The time of the system at which to query for bucketed cashflows.", alias="asAt")
+    window_start: datetime = Field(description="The start date of the window.", alias="windowStart")
+    window_end: datetime = Field(description="The end date of the window.", alias="windowEnd")
+    portfolio_entity_ids: List[PortfolioEntityId] = Field(description="The set of portfolios and portfolio groups to which the instrument events must belong.", alias="portfolioEntityIds")
+    effective_at: datetime = Field(description="The Effective date used in the valuation of the cashflows.", alias="effectiveAt")
+    recipe_id: ResourceId = Field(alias="recipeId")
     filter_instrument_events:  Optional[StrictStr] = Field(None,alias="filterInstrumentEvents", description="Expression to filter the result set.") 
     __properties = ["asAt", "windowStart", "windowEnd", "portfolioEntityIds", "effectiveAt", "recipeId", "filterInstrumentEvents"]
 
@@ -109,3 +111,5 @@ class QueryInstrumentEventsRequest(BaseModel):
             "filter_instrument_events": obj.get("filterInstrumentEvents")
         })
         return _obj
+
+QueryInstrumentEventsRequest.update_forward_refs()

lusid/models/query_relational_dataset_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class QueryRelationalDatasetRequest(BaseModel):
     """
@@ -27,7 +29,7 @@ class QueryRelationalDatasetRequest(BaseModel):
     """
     query_method:  StrictStr = Field(...,alias="queryMethod", description="The method used to query data points. Can be either 'Latest' or 'TimeSeries'.") 
     filter:  Optional[StrictStr] = Field(None,alias="filter", description="Expression to filter the result set. For more information about filtering LUSID results, see https://support.lusid.com/knowledgebase/article/KA-01914.") 
-    custom_sort_by: Optional[conlist(StrictStr)] = Field(None, alias="customSortBy", description="A list of fields to sort the results by. For example, to sort by a Value field 'AValueField' in descending order, specify 'AValueField DESC'.")
+    custom_sort_by: Optional[List[StrictStr]] = Field(default=None, description="A list of fields to sort the results by. For example, to sort by a Value field 'AValueField' in descending order, specify 'AValueField DESC'.", alias="customSortBy")
     __properties = ["queryMethod", "filter", "customSortBy"]
 
     class Config:
@@ -89,3 +91,5 @@ class QueryRelationalDatasetRequest(BaseModel):
             "custom_sort_by": obj.get("customSortBy")
         })
         return _obj
+
+QueryRelationalDatasetRequest.update_forward_refs()

lusid/models/query_trade_tickets_request.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
 from lusid.models.portfolio_entity_id import PortfolioEntityId
 from lusid.models.resource_id import ResourceId
 
@@ -27,12 +29,12 @@ class QueryTradeTicketsRequest(BaseModel):
     """
     Query for tradetickets resulting from events on instrument that are taken from one or more portfolios  # noqa: E501
     """
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="The time of the system at which to query for tradetickets.")
-    window_start: datetime = Field(..., alias="windowStart", description="The start date of the window.")
-    window_end: datetime = Field(..., alias="windowEnd", description="The end date of the window.")
-    portfolio_entity_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioEntityIds", description="The set of portfolios and portfolio groups to which the instrument events must belong.")
-    recipe_id: ResourceId = Field(..., alias="recipeId")
-    effective_at: datetime = Field(..., alias="effectiveAt", description="The Effective date used in the valuation of the tradetickets.")
+    as_at: Optional[datetime] = Field(default=None, description="The time of the system at which to query for tradetickets.", alias="asAt")
+    window_start: datetime = Field(description="The start date of the window.", alias="windowStart")
+    window_end: datetime = Field(description="The end date of the window.", alias="windowEnd")
+    portfolio_entity_ids: List[PortfolioEntityId] = Field(description="The set of portfolios and portfolio groups to which the instrument events must belong.", alias="portfolioEntityIds")
+    recipe_id: ResourceId = Field(alias="recipeId")
+    effective_at: datetime = Field(description="The Effective date used in the valuation of the tradetickets.", alias="effectiveAt")
     __properties = ["asAt", "windowStart", "windowEnd", "portfolioEntityIds", "recipeId", "effectiveAt"]
 
     class Config:
@@ -102,3 +104,5 @@ class QueryTradeTicketsRequest(BaseModel):
             "effective_at": obj.get("effectiveAt")
         })
         return _obj
+
+QueryTradeTicketsRequest.update_forward_refs()

lusid/models/queryable_key.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr 
 from lusid.models.address_key_option_definition import AddressKeyOptionDefinition
 
 class QueryableKey(BaseModel):
@@ -32,11 +34,11 @@ class QueryableKey(BaseModel):
     type:  StrictStr = Field(...,alias="type", description="Financially meaningful results can be presented as either simple flat types or more complex expanded types. This field gives the type of the more complex representation.  For example, the present value (PV) of a holding could be represented either as a simple decimal (with currency implied) or as a decimal-currency pair. In this example, the type returned in this field would be \"Result0D\", the decimal-currency pair.") 
     flattened_type:  StrictStr = Field(...,alias="flattenedType", description="Financially meaningful results can be presented as either simple flat types or more complex expanded types. This field gives the type of the simpler representation.  For example, the present value (PV) of a holding could be represented either as a simple decimal (with currency implied) or as a decimal-currency pair. In this example, the type returned in this field would be \"Decimal\".") 
     holding_quantity_scaling:  StrictStr = Field(...,alias="holdingQuantityScaling", description="Is the data scaled when it is for, e.g. a holding in an instrument. A key example would be the difference between price and PV. The present value of an instrument would scale with the quantity held. The price would be that for a hypothetical unit of that instrument, typically associated with the contract size.") 
-    supported_usages: conlist(StrictStr) = Field(..., alias="supportedUsages", description="The types of queries that support this key.")
-    supported_operations: conlist(StrictStr) = Field(..., alias="supportedOperations", description="When performing an aggregation operation, what column type operations can be performed on the data. For example, it makes sense to sum decimals but not strings. Either can be counted. With more complex types, e.g. ResultValues, operations may be linked to a semantic meaning such as the currency of the result. In such cases the operations may be supported but context specific. For example, it makes sense to sum PVs in a single currency but not when the currency is different. In such cases, an error would result (it being assumed that no fx rates for currency conversion were implicit in the context).")
+    supported_usages: List[StrictStr] = Field(description="The types of queries that support this key.", alias="supportedUsages")
+    supported_operations: List[StrictStr] = Field(description="When performing an aggregation operation, what column type operations can be performed on the data. For example, it makes sense to sum decimals but not strings. Either can be counted. With more complex types, e.g. ResultValues, operations may be linked to a semantic meaning such as the currency of the result. In such cases the operations may be supported but context specific. For example, it makes sense to sum PVs in a single currency but not when the currency is different. In such cases, an error would result (it being assumed that no fx rates for currency conversion were implicit in the context).", alias="supportedOperations")
     life_cycle_status:  StrictStr = Field(...,alias="lifeCycleStatus", description="Within an API where an item can be accessed through an address or property, there is an associated status that determines whether the item is stable or likely to change. This status is one of [Experimental, Beta, EAP, Prod,  Deprecated]. If the item is deprecated it will be removed on or after the associated DateTime RemovalDate field. That field will not otherwise be set.") 
-    removal_date: Optional[datetime] = Field(None, alias="removalDate", description="If the life cycle status is set to deprecated then this will be populated with the date on or after which removal of the address query will happen")
-    applicable_options: Optional[Dict[str, AddressKeyOptionDefinition]] = Field(None, alias="applicableOptions", description="A mapping from option names to the definition that the corresponding option value must match.")
+    removal_date: Optional[datetime] = Field(default=None, description="If the life cycle status is set to deprecated then this will be populated with the date on or after which removal of the address query will happen", alias="removalDate")
+    applicable_options: Optional[Dict[str, AddressKeyOptionDefinition]] = Field(default=None, description="A mapping from option names to the definition that the corresponding option value must match.", alias="applicableOptions")
     derivation_formula:  Optional[StrictStr] = Field(None,alias="derivationFormula", description="Derivation formula for when the for when the query key represents a DerivedValuation property.") 
     __properties = ["addressKey", "description", "displayName", "type", "flattenedType", "holdingQuantityScaling", "supportedUsages", "supportedOperations", "lifeCycleStatus", "removalDate", "applicableOptions", "derivationFormula"]
 
@@ -130,3 +132,5 @@ class QueryableKey(BaseModel):
             "derivation_formula": obj.get("derivationFormula")
         })
         return _obj
+
+QueryableKey.update_forward_refs()

lusid/models/quote.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, BaseModel, Field, StrictFloat, StrictInt, StrictStr, constr 
 from lusid.models.metric_value import MetricValue
 from lusid.models.quote_id import QuoteId
 
@@ -27,13 +29,13 @@ class Quote(BaseModel):
     """
     The quote id, value and lineage of the quotes all keyed by a unique correlation id.  # noqa: E501
     """
-    quote_id: QuoteId = Field(..., alias="quoteId")
-    metric_value: Optional[MetricValue] = Field(None, alias="metricValue")
+    quote_id: QuoteId = Field(alias="quoteId")
+    metric_value: Optional[MetricValue] = Field(default=None, alias="metricValue")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the quote's lineage e.g. 'FundAccountant_GreenQuality'.") 
     cut_label:  Optional[StrictStr] = Field(None,alias="cutLabel", description="The cut label that this quote was updated or inserted with.") 
     uploaded_by:  StrictStr = Field(...,alias="uploadedBy", description="The unique id of the user that updated or inserted the quote.") 
-    as_at: datetime = Field(..., alias="asAt", description="The asAt datetime at which the quote was committed to LUSID.")
-    scale_factor: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="scaleFactor", description="An optional scale factor for non-standard scaling of quotes against the instrument. For example, if you wish the quote's Value to be scaled down by a factor of 100, enter 100. If not supplied, the default ScaleFactor is 1.")
+    as_at: datetime = Field(description="The asAt datetime at which the quote was committed to LUSID.", alias="asAt")
+    scale_factor: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="An optional scale factor for non-standard scaling of quotes against the instrument. For example, if you wish the quote's Value to be scaled down by a factor of 100, enter 100. If not supplied, the default ScaleFactor is 1.", alias="scaleFactor")
     __properties = ["quoteId", "metricValue", "lineage", "cutLabel", "uploadedBy", "asAt", "scaleFactor"]
 
     class Config:
@@ -110,3 +112,5 @@ class Quote(BaseModel):
             "scale_factor": obj.get("scaleFactor")
         })
         return _obj
+
+Quote.update_forward_refs()

lusid/models/quote_access_metadata_rule.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.access_metadata_value import AccessMetadataValue
 from lusid.models.quote_access_metadata_rule_id import QuoteAccessMetadataRuleId
 
@@ -27,8 +29,8 @@ class QuoteAccessMetadataRule(BaseModel):
     """
     QuoteAccessMetadataRule
     """
-    id: QuoteAccessMetadataRuleId = Field(...)
-    metadata: Dict[str, conlist(AccessMetadataValue)] = Field(..., description="The access control metadata to assign to quotes that match the identifier")
+    id: QuoteAccessMetadataRuleId
+    metadata: Dict[str, Optional[List[AccessMetadataValue]]] = Field(description="The access control metadata to assign to quotes that match the identifier")
     __properties = ["id", "metadata"]
 
     class Config:
@@ -98,3 +100,5 @@ class QuoteAccessMetadataRule(BaseModel):
             )
         })
         return _obj
+
+QuoteAccessMetadataRule.update_forward_refs()

lusid/models/quote_access_metadata_rule_id.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, 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 QuoteAccessMetadataRuleId(BaseModel):
     """
@@ -30,7 +32,7 @@ class QuoteAccessMetadataRuleId(BaseModel):
     instrument_id:  Optional[StrictStr] = Field(None,alias="instrumentId", description="The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.") 
     instrument_id_type:  Optional[StrictStr] = Field(None,alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'.") 
     quote_type:  Optional[StrictStr] = Field(None,alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used.") 
-    field:  Optional[StrictStr] = Field(None,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
+    var_field:  Optional[StrictStr] = Field(None,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
     __properties = ["provider", "priceSource", "instrumentId", "instrumentIdType", "quoteType", "field"]
 
     class Config:
@@ -90,9 +92,9 @@ class QuoteAccessMetadataRuleId(BaseModel):
         if self.quote_type is None and "quote_type" in self.__fields_set__:
             _dict['quoteType'] = None
 
-        # 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
 
         return _dict
@@ -112,6 +114,8 @@ class QuoteAccessMetadataRuleId(BaseModel):
             "instrument_id": obj.get("instrumentId"),
             "instrument_id_type": obj.get("instrumentIdType"),
             "quote_type": obj.get("quoteType"),
-            "field": obj.get("field")
+            "var_field": obj.get("field")
         })
         return _obj
+
+QuoteAccessMetadataRuleId.update_forward_refs()

lusid/models/quote_dependency.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class QuoteDependency(EconomicDependency):
@@ -28,7 +30,7 @@ class QuoteDependency(EconomicDependency):
     """
     market_identifier:  StrictStr = Field(...,alias="marketIdentifier", description="Type of the code identifying the asset, e.g. ISIN or CUSIP") 
     code:  StrictStr = Field(...,alias="code", description="The code identifying the corresponding equity, e.g. US0378331005 if the MarketIdentifier was set to ISIN") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveAt of the quote for the identified entity.")
+    var_date: datetime = Field(description="The effectiveAt of the quote for the identified entity.", alias="date")
     dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "marketIdentifier", "code", "date"]
@@ -83,14 +85,19 @@ class QuoteDependency(EconomicDependency):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "dependency_type" != "type":
             return value
 
-        if value not in ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency'):
+        if value not in ['OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency']:
             raise ValueError("must be one of enum values ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency')")
         return value
 
@@ -155,3 +162,5 @@ class QuoteDependency(EconomicDependency):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+QuoteDependency.update_forward_refs()

lusid/models/quote_id.py

@@ -18,15 +18,17 @@ 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
 from lusid.models.quote_series_id import QuoteSeriesId
 
 class QuoteId(BaseModel):
     """
     The unique identifier of the quote.  # noqa: E501
     """
-    quote_series_id: QuoteSeriesId = Field(..., alias="quoteSeriesId")
+    quote_series_id: QuoteSeriesId = Field(alias="quoteSeriesId")
     effective_at:  StrictStr = Field(...,alias="effectiveAt", description="The effective datetime or cut label at which the quote is valid from.") 
     __properties = ["quoteSeriesId", "effectiveAt"]
 
@@ -81,3 +83,5 @@ class QuoteId(BaseModel):
             "effective_at": obj.get("effectiveAt")
         })
         return _obj
+
+QuoteId.update_forward_refs()

lusid/models/quote_instrument_id_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 QuoteInstrumentIdType(str, Enum):

lusid/models/quote_series_id.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, constr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class QuoteSeriesId(BaseModel):
     """
@@ -30,7 +32,7 @@ class QuoteSeriesId(BaseModel):
     instrument_id:  StrictStr = Field(...,alias="instrumentId", description="The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.") 
     instrument_id_type:  StrictStr = Field(...,alias="instrumentIdType", description="The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip") 
     quote_type:  StrictStr = Field(...,alias="quoteType", description="The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor") 
-    field:  StrictStr = Field(...,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
+    var_field:  StrictStr = Field(...,alias="field", description="The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : *Any value is accepted*; DataScope : 'bid', 'mid', 'ask'; Lusid : *Any value is accepted*; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE'") 
     entity_unique_id:  Optional[StrictStr] = Field(None,alias="entityUniqueId", description="The entity unique ID of the quote series. Together with the InstrumentId, EffectiveAt and AsAt this can uniquely identify a single quote. This field is readonly and cannot be provided on upsert.") 
     __properties = ["provider", "priceSource", "instrumentId", "instrumentIdType", "quoteType", "field", "entityUniqueId"]
 
@@ -84,14 +86,19 @@ class QuoteSeriesId(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_id_type" != "type":
             return value
 
-        if value not in ('LusidInstrumentId', 'Figi', 'RIC', 'QuotePermId', 'Isin', 'CurrencyPair', 'ClientInternal', 'Sedol', 'Cusip'):
+        if value not in ['LusidInstrumentId', 'Figi', 'RIC', 'QuotePermId', 'Isin', 'CurrencyPair', 'ClientInternal', 'Sedol', 'Cusip']:
             raise ValueError("must be one of enum values ('LusidInstrumentId', 'Figi', 'RIC', 'QuotePermId', 'Isin', 'CurrencyPair', 'ClientInternal', 'Sedol', 'Cusip')")
         return value
 
@@ -145,14 +152,19 @@ class QuoteSeriesId(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
 
@@ -216,7 +228,9 @@ class QuoteSeriesId(BaseModel):
             "instrument_id": obj.get("instrumentId"),
             "instrument_id_type": obj.get("instrumentIdType"),
             "quote_type": obj.get("quoteType"),
-            "field": obj.get("field"),
+            "var_field": obj.get("field"),
             "entity_unique_id": obj.get("entityUniqueId")
         })
         return _obj
+
+QuoteSeriesId.update_forward_refs()

lusid/models/quote_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 QuoteType(str, Enum):