lusid-sdk 2.1.991__py3-none-any.whl → 2.2.2__py3-none-any.whl

lusid/models/allocation_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, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist 
 from lusid.models.currency_and_amount import CurrencyAndAmount
 from lusid.models.perpetual_property import PerpetualProperty
 from lusid.models.resource_id import ResourceId
@@ -28,23 +30,23 @@ class AllocationRequest(BaseModel):
     """
     A request to create or update an Allocation.  # noqa: E501
     """
-    properties: Optional[Dict[str, PerpetualProperty]] = Field(None, description="Client-defined properties associated with this allocation.")
-    instrument_identifiers: Dict[str, StrictStr] = Field(..., alias="instrumentIdentifiers", description="The instrument allocated.")
-    quantity: Union[StrictFloat, StrictInt] = Field(..., description="The quantity of given instrument allocated.")
-    portfolio_id: ResourceId = Field(..., alias="portfolioId")
-    allocated_order_id: ResourceId = Field(..., alias="allocatedOrderId")
-    id: ResourceId = Field(...)
-    placement_ids: Optional[conlist(ResourceId)] = Field(None, alias="placementIds", description="A placement - also known as an order placed in the market - associated with this allocation.")
+    properties: Optional[Dict[str, PerpetualProperty]] = Field(default=None, description="Client-defined properties associated with this allocation.")
+    instrument_identifiers: Dict[str, Optional[StrictStr]] = Field(description="The instrument allocated.", alias="instrumentIdentifiers")
+    quantity: Union[StrictFloat, StrictInt] = Field(description="The quantity of given instrument allocated.")
+    portfolio_id: ResourceId = Field(alias="portfolioId")
+    allocated_order_id: ResourceId = Field(alias="allocatedOrderId")
+    id: ResourceId
+    placement_ids: Optional[List[ResourceId]] = Field(default=None, description="A placement - also known as an order placed in the market - associated with this allocation.", alias="placementIds")
     state:  Optional[StrictStr] = Field(None,alias="state", description="The state of this allocation.") 
     side:  Optional[StrictStr] = Field(None,alias="side", description="The side of this allocation (examples: Buy, Sell, ...).") 
     type:  Optional[StrictStr] = Field(None,alias="type", description="The type of order associated with this allocation (examples: Limit, Market, ...).") 
-    settlement_date: Optional[datetime] = Field(None, alias="settlementDate", description="The settlement date for this allocation.")
-    var_date: Optional[datetime] = Field(None, alias="date", description="The date of this allocation.")
+    settlement_date: Optional[datetime] = Field(default=None, description="The settlement date for this allocation.", alias="settlementDate")
+    var_date: Optional[datetime] = Field(default=None, description="The date of this allocation.", alias="date")
     price: Optional[CurrencyAndAmount] = None
     settlement_currency:  Optional[StrictStr] = Field(None,alias="settlementCurrency", description="The settlement currency of this allocation.") 
-    settlement_currency_fx_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="settlementCurrencyFxRate", description="The settlement currency to allocation currency FX rate.")
+    settlement_currency_fx_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The settlement currency to allocation currency FX rate.", alias="settlementCurrencyFxRate")
     counterparty:  Optional[StrictStr] = Field(None,alias="counterparty", description="The counterparty for this allocation.") 
-    execution_ids: Optional[conlist(ResourceId)] = Field(None, alias="executionIds", description="The executions associated with this allocation")
+    execution_ids: Optional[List[ResourceId]] = Field(default=None, description="The executions associated with this allocation", alias="executionIds")
     __properties = ["properties", "instrumentIdentifiers", "quantity", "portfolioId", "allocatedOrderId", "id", "placementIds", "state", "side", "type", "settlementDate", "date", "price", "settlementCurrency", "settlementCurrencyFxRate", "counterparty", "executionIds"]
 
     class Config:
@@ -198,3 +200,5 @@ class AllocationRequest(BaseModel):
             "execution_ids": [ResourceId.from_dict(_item) for _item in obj.get("executionIds")] if obj.get("executionIds") is not None else None
         })
         return _obj
+
+AllocationRequest.update_forward_refs()

lusid/models/allocation_service_run_response.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, conlist 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.error_detail import ErrorDetail
 from lusid.models.resource_id import ResourceId
 
@@ -27,7 +29,7 @@ class AllocationServiceRunResponse(BaseModel):
     """
     AllocationServiceRunResponse
     """
-    values: Optional[conlist(ResourceId)] = None
+    values: Optional[List[ResourceId]] = None
     failed: Optional[Dict[str, ErrorDetail]] = None
     __properties = ["values", "failed"]
 
@@ -108,3 +110,5 @@ class AllocationServiceRunResponse(BaseModel):
             else None
         })
         return _obj
+
+AllocationServiceRunResponse.update_forward_refs()

lusid/models/allocation_set_request.py

@@ -18,15 +18,17 @@ 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.allocation_request import AllocationRequest
 
 class AllocationSetRequest(BaseModel):
     """
     A request to create or update multiple Allocations.  # noqa: E501
     """
-    allocation_requests: Optional[conlist(AllocationRequest)] = Field(None, alias="allocationRequests", description="A collection of AllocationRequests.")
+    allocation_requests: Optional[List[AllocationRequest]] = Field(default=None, description="A collection of AllocationRequests.", alias="allocationRequests")
     __properties = ["allocationRequests"]
 
     class Config:
@@ -88,3 +90,5 @@ class AllocationSetRequest(BaseModel):
             "allocation_requests": [AllocationRequest.from_dict(_item) for _item in obj.get("allocationRequests")] if obj.get("allocationRequests") is not None else None
         })
         return _obj
+
+AllocationSetRequest.update_forward_refs()

lusid/models/amortisation_event.py

@@ -17,19 +17,21 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, constr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class AmortisationEvent(InstrumentEvent):
     """
     Definition of an Amortisation event.  This is an event that describes the occurence of amortisation.  # noqa: E501
     """
-    amount_reduced: Union[StrictFloat, StrictInt] = Field(..., alias="amountReduced", description="The amount reduced in this amortisation event.  That is, the difference between the previous notional amount and the current notional amount as set in this event.")
+    amount_reduced: Union[StrictFloat, StrictInt] = Field(description="The amount reduced in this amortisation event.  That is, the difference between the previous notional amount and the current notional amount as set in this event.", alias="amountReduced")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the originating instrument") 
     pay_receive:  StrictStr = Field(...,alias="payReceive", description="Is this event in relation to the Pay or Receive leg") 
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date the principal payment is to be made.")
+    payment_date: datetime = Field(description="The date the principal payment is to be made.", alias="paymentDate")
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent, CapletFloorletCashFlowEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "amountReduced", "domCcy", "payReceive", "paymentDate"]
@@ -84,14 +86,19 @@ class AmortisationEvent(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
 
@@ -157,3 +164,5 @@ class AmortisationEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+AmortisationEvent.update_forward_refs()

lusid/models/amortisation_rule.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 AmortisationRule(BaseModel):
     """
@@ -86,3 +88,5 @@ class AmortisationRule(BaseModel):
             "amortisation_method": obj.get("amortisationMethod")
         })
         return _obj
+
+AmortisationRule.update_forward_refs()

lusid/models/amortisation_rule_set.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, 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.link import Link
 from lusid.models.resource_id import ResourceId
 from lusid.models.rules_interval import RulesInterval
@@ -30,12 +32,12 @@ class AmortisationRuleSet(BaseModel):
     AmortisationRuleSet
     """
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
-    id: ResourceId = Field(...)
+    id: ResourceId
     display_name:  StrictStr = Field(...,alias="displayName", description="A user-friendly name.") 
     description:  Optional[StrictStr] = Field(None,alias="description", description="A description of what this rule set is for.") 
-    rules_interval: RulesInterval = Field(..., alias="rulesInterval")
+    rules_interval: RulesInterval = Field(alias="rulesInterval")
     version: Optional[Version] = None
-    links: Optional[conlist(Link)] = None
+    links: Optional[List[Link]] = None
     __properties = ["href", "id", "displayName", "description", "rulesInterval", "version", "links"]
 
     class Config:
@@ -122,3 +124,5 @@ class AmortisationRuleSet(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+AmortisationRuleSet.update_forward_refs()

lusid/models/amount.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, StrictFloat, StrictInt 
+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 Amount(BaseModel):
     """
@@ -75,3 +77,5 @@ class Amount(BaseModel):
             "value": obj.get("value")
         })
         return _obj
+
+Amount.update_forward_refs()

lusid/models/annul_quotes_response.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 
 from lusid.models.error_detail import ErrorDetail
 from lusid.models.link import Link
 
@@ -28,9 +30,9 @@ class AnnulQuotesResponse(BaseModel):
     AnnulQuotesResponse
     """
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
-    values: Optional[Dict[str, datetime]] = Field(None, description="The quotes which have been successfully deleted along with the asAt datetime at which the deletion was committed to LUSID.")
-    failed: Optional[Dict[str, ErrorDetail]] = Field(None, description="The quotes that could not be deleted along with a reason for their failure.")
-    links: Optional[conlist(Link)] = None
+    values: Optional[Dict[str, datetime]] = Field(default=None, description="The quotes which have been successfully deleted along with the asAt datetime at which the deletion was committed to LUSID.")
+    failed: Optional[Dict[str, ErrorDetail]] = Field(default=None, description="The quotes that could not be deleted along with a reason for their failure.")
+    links: Optional[List[Link]] = None
     __properties = ["href", "values", "failed", "links"]
 
     class Config:
@@ -122,3 +124,5 @@ class AnnulQuotesResponse(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+AnnulQuotesResponse.update_forward_refs()

lusid/models/annul_single_structured_data_response.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 
 from lusid.models.link import Link
 
 class AnnulSingleStructuredDataResponse(BaseModel):
@@ -27,8 +29,8 @@ class AnnulSingleStructuredDataResponse(BaseModel):
     The response to a request to annul (delete) a set of structured data from Lusid. This might have been for market data or some other structured entity.  # noqa: E501
     """
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
-    value: Optional[datetime] = Field(None, description="The time at which the identifier was annulled")
-    links: Optional[conlist(Link)] = None
+    value: Optional[datetime] = Field(default=None, description="The time at which the identifier was annulled")
+    links: Optional[List[Link]] = None
     __properties = ["href", "value", "links"]
 
     class Config:
@@ -97,3 +99,5 @@ class AnnulSingleStructuredDataResponse(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+AnnulSingleStructuredDataResponse.update_forward_refs()

lusid/models/annul_structured_data_response.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 
 from lusid.models.error_detail import ErrorDetail
 from lusid.models.link import Link
 
@@ -28,9 +30,9 @@ class AnnulStructuredDataResponse(BaseModel):
     The response to a request to annul (delete) a set of structured data from Lusid. This might have been for market data or some other structured entity.  # noqa: E501
     """
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
-    values: Optional[Dict[str, datetime]] = Field(None, description="The set of values that were removed.")
-    failed: Optional[Dict[str, ErrorDetail]] = Field(None, description="The set of values where removal failed, with a description as to why that is the case, e.g. badly formed request")
-    links: Optional[conlist(Link)] = None
+    values: Optional[Dict[str, datetime]] = Field(default=None, description="The set of values that were removed.")
+    failed: Optional[Dict[str, ErrorDetail]] = Field(default=None, description="The set of values where removal failed, with a description as to why that is the case, e.g. badly formed request")
+    links: Optional[List[Link]] = None
     __properties = ["href", "values", "failed", "links"]
 
     class Config:
@@ -122,3 +124,5 @@ class AnnulStructuredDataResponse(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+AnnulStructuredDataResponse.update_forward_refs()

lusid/models/append_complex_market_data_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field 
+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.append_market_data import AppendMarketData
 from lusid.models.complex_market_data_id import ComplexMarketDataId
 
@@ -27,8 +29,8 @@ class AppendComplexMarketDataRequest(BaseModel):
     """
     The details of the point to be appended to a complex market data item.  # noqa: E501
     """
-    market_data_id: ComplexMarketDataId = Field(..., alias="marketDataId")
-    append_market_data: AppendMarketData = Field(..., alias="appendMarketData")
+    market_data_id: ComplexMarketDataId = Field(alias="marketDataId")
+    append_market_data: AppendMarketData = Field(alias="appendMarketData")
     __properties = ["marketDataId", "appendMarketData"]
 
     class Config:
@@ -85,3 +87,5 @@ class AppendComplexMarketDataRequest(BaseModel):
             "append_market_data": AppendMarketData.from_dict(obj.get("appendMarketData")) if obj.get("appendMarketData") is not None else None
         })
         return _obj
+
+AppendComplexMarketDataRequest.update_forward_refs()

lusid/models/append_fx_forward_curve_by_quote_reference.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.append_market_data import AppendMarketData
 
 class AppendFxForwardCurveByQuoteReference(AppendMarketData):
@@ -27,7 +29,7 @@ class AppendFxForwardCurveByQuoteReference(AppendMarketData):
     Used to append a new point to an FX curve defined using `FxForwardCurveByQuoteReference`.  # noqa: E501
     """
     tenor:  StrictStr = Field(...,alias="tenor", description="Tenor for which the forward rate applies.") 
-    quote_reference: Dict[str, StrictStr] = Field(..., alias="quoteReference", description="A collection of identifiers for the tenor, which will be used to query the LUSID Quote Store to resolve the actual rates.  The keys must be chosen from the following enumeration:  [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].    For example:    \"quoteReference\": {\"ClientInternal\": \"SomeIdentifierForTenor\"}")
+    quote_reference: Dict[str, Optional[StrictStr]] = Field(description="A collection of identifiers for the tenor, which will be used to query the LUSID Quote Store to resolve the actual rates.  The keys must be chosen from the following enumeration:  [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode].    For example:    \"quoteReference\": {\"ClientInternal\": \"SomeIdentifierForTenor\"}", alias="quoteReference")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: AppendFxForwardCurveByQuoteReference, AppendFxForwardCurveData, AppendFxForwardPipsCurveData, AppendFxForwardTenorCurveData, AppendFxForwardTenorPipsCurveData") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "tenor", "quoteReference"]
@@ -82,14 +84,19 @@ class AppendFxForwardCurveByQuoteReference(AppendMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData'):
+        if value not in ['AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData']:
             raise ValueError("must be one of enum values ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData')")
         return value
 
@@ -153,3 +160,5 @@ class AppendFxForwardCurveByQuoteReference(AppendMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+AppendFxForwardCurveByQuoteReference.update_forward_refs()

lusid/models/append_fx_forward_curve_data.py

@@ -17,17 +17,19 @@ 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, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.append_market_data import AppendMarketData
 
 class AppendFxForwardCurveData(AppendMarketData):
     """
     Used to append a new point to an FX curve defined using `FxForwardCurveData`.  # noqa: E501
     """
-    var_date: datetime = Field(..., alias="date", description="Date for which the forward rate applies.")
-    rate: Union[StrictFloat, StrictInt] = Field(..., description="Rate provided for the fx forward (price in FgnCcy per unit of DomCcy).")
+    var_date: datetime = Field(description="Date for which the forward rate applies.", alias="date")
+    rate: Union[StrictFloat, StrictInt] = Field(description="Rate provided for the fx forward (price in FgnCcy per unit of DomCcy).")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: AppendFxForwardCurveByQuoteReference, AppendFxForwardCurveData, AppendFxForwardPipsCurveData, AppendFxForwardTenorCurveData, AppendFxForwardTenorPipsCurveData") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "date", "rate"]
@@ -82,14 +84,19 @@ class AppendFxForwardCurveData(AppendMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData'):
+        if value not in ['AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData']:
             raise ValueError("must be one of enum values ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData')")
         return value
 
@@ -153,3 +160,5 @@ class AppendFxForwardCurveData(AppendMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+AppendFxForwardCurveData.update_forward_refs()

lusid/models/append_fx_forward_pips_curve_data.py

@@ -17,17 +17,19 @@ 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, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.append_market_data import AppendMarketData
 
 class AppendFxForwardPipsCurveData(AppendMarketData):
     """
     Used to append a new point to an FX curve defined using `FxForwardPipsCurveData`.  # noqa: E501
     """
-    var_date: datetime = Field(..., alias="date", description="Date for which the forward rate applies.")
-    pip_rate: Union[StrictFloat, StrictInt] = Field(..., alias="pipRate", description="Rate provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips.")
+    var_date: datetime = Field(description="Date for which the forward rate applies.", alias="date")
+    pip_rate: Union[StrictFloat, StrictInt] = Field(description="Rate provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips.", alias="pipRate")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: AppendFxForwardCurveByQuoteReference, AppendFxForwardCurveData, AppendFxForwardPipsCurveData, AppendFxForwardTenorCurveData, AppendFxForwardTenorPipsCurveData") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "date", "pipRate"]
@@ -82,14 +84,19 @@ class AppendFxForwardPipsCurveData(AppendMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData'):
+        if value not in ['AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData']:
             raise ValueError("must be one of enum values ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData')")
         return value
 
@@ -153,3 +160,5 @@ class AppendFxForwardPipsCurveData(AppendMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+AppendFxForwardPipsCurveData.update_forward_refs()

lusid/models/append_fx_forward_tenor_curve_data.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, 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.append_market_data import AppendMarketData
 
 class AppendFxForwardTenorCurveData(AppendMarketData):
@@ -27,7 +29,7 @@ class AppendFxForwardTenorCurveData(AppendMarketData):
     Used to append a new point to an FX curve defined using `FxForwardTenorCurveData`.  # noqa: E501
     """
     tenor:  StrictStr = Field(...,alias="tenor", description="Tenor for which the forward rate applies.") 
-    rate: Union[StrictFloat, StrictInt] = Field(..., description="Rate provided for the fx forward (price in FgnCcy per unit of DomCcy).")
+    rate: Union[StrictFloat, StrictInt] = Field(description="Rate provided for the fx forward (price in FgnCcy per unit of DomCcy).")
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: AppendFxForwardCurveByQuoteReference, AppendFxForwardCurveData, AppendFxForwardPipsCurveData, AppendFxForwardTenorCurveData, AppendFxForwardTenorPipsCurveData") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["marketDataType", "tenor", "rate"]
@@ -82,14 +84,19 @@ class AppendFxForwardTenorCurveData(AppendMarketData):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "market_data_type" != "type":
             return value
 
-        if value not in ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData'):
+        if value not in ['AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData']:
             raise ValueError("must be one of enum values ('AppendFxForwardCurveByQuoteReference', 'AppendFxForwardCurveData', 'AppendFxForwardPipsCurveData', 'AppendFxForwardTenorCurveData', 'AppendFxForwardTenorPipsCurveData')")
         return value
 
@@ -153,3 +160,5 @@ class AppendFxForwardTenorCurveData(AppendMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+AppendFxForwardTenorCurveData.update_forward_refs()