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

lusid/models/cash_flow_event.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.cash_flow_value import CashFlowValue
 from lusid.models.instrument_event import InstrumentEvent
 
@@ -27,7 +29,7 @@ class CashFlowEvent(InstrumentEvent):
     """
     Definition of a CashFlow event.  This is an event that describes the occurence of a cashflow and associated information.  # noqa: E501
     """
-    cash_flow_value: CashFlowValue = Field(..., alias="cashFlowValue")
+    cash_flow_value: CashFlowValue = Field(alias="cashFlowValue")
     event_type:  StrictStr = Field(...,alias="eventType", description="What type of internal event does this represent; coupon, principal, premium etc.") 
     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] = {}
@@ -83,14 +85,19 @@ class CashFlowEvent(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
 
@@ -158,3 +165,5 @@ class CashFlowEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CashFlowEvent.update_forward_refs()

lusid/models/cash_flow_lineage.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 CashFlowLineage(BaseModel):
     """
@@ -115,3 +117,5 @@ class CashFlowLineage(BaseModel):
             "pay_receive": obj.get("payReceive")
         })
         return _obj
+
+CashFlowLineage.update_forward_refs()

lusid/models/cash_flow_value.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.cash_flow_lineage import CashFlowLineage
 from lusid.models.result_value import ResultValue
 from lusid.models.result_value_dictionary import ResultValueDictionary
@@ -28,10 +30,10 @@ class CashFlowValue(ResultValue):
     """
     Result class for a cash flow value  # noqa: E501
     """
-    payment_date: datetime = Field(..., alias="paymentDate", description="The payment date of the cash flow")
+    payment_date: datetime = Field(description="The payment date of the cash flow", alias="paymentDate")
     diagnostics: Optional[ResultValueDictionary] = None
-    cash_flow_lineage: Optional[CashFlowLineage] = Field(None, alias="cashFlowLineage")
-    payment_amount: Union[StrictFloat, StrictInt] = Field(..., alias="paymentAmount", description="The amount paid or received")
+    cash_flow_lineage: Optional[CashFlowLineage] = Field(default=None, alias="cashFlowLineage")
+    payment_amount: Union[StrictFloat, StrictInt] = Field(description="The amount paid or received", alias="paymentAmount")
     payment_ccy:  StrictStr = Field(...,alias="paymentCcy", description="The currency of the transaction") 
     result_value_type:  StrictStr = Field(...,alias="resultValueType", description="The available values are: ResultValue, ResultValueDictionary, ResultValue0D, ResultValueDecimal, ResultValueInt, ResultValueString, ResultValueBool, ResultValueCurrency, CashFlowValue, CashFlowValueSet, ResultValueLifeCycleEventValue, ResultValueDateTimeOffset") 
     additional_properties: Dict[str, Any] = {}
@@ -87,14 +89,19 @@ class CashFlowValue(ResultValue):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "result_value_type" != "type":
             return value
 
-        if value not in ('ResultValue', 'ResultValueDictionary', 'ResultValue0D', 'ResultValueDecimal', 'ResultValueInt', 'ResultValueString', 'ResultValueBool', 'ResultValueCurrency', 'CashFlowValue', 'CashFlowValueSet', 'ResultValueLifeCycleEventValue', 'ResultValueDateTimeOffset'):
+        if value not in ['ResultValue', 'ResultValueDictionary', 'ResultValue0D', 'ResultValueDecimal', 'ResultValueInt', 'ResultValueString', 'ResultValueBool', 'ResultValueCurrency', 'CashFlowValue', 'CashFlowValueSet', 'ResultValueLifeCycleEventValue', 'ResultValueDateTimeOffset']:
             raise ValueError("must be one of enum values ('ResultValue', 'ResultValueDictionary', 'ResultValue0D', 'ResultValueDecimal', 'ResultValueInt', 'ResultValueString', 'ResultValueBool', 'ResultValueCurrency', 'CashFlowValue', 'CashFlowValueSet', 'ResultValueLifeCycleEventValue', 'ResultValueDateTimeOffset')")
         return value
 
@@ -167,3 +174,5 @@ class CashFlowValue(ResultValue):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CashFlowValue.update_forward_refs()

lusid/models/cash_flow_value_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, Field, StrictStr, conlist, 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.cash_flow_value import CashFlowValue
 from lusid.models.result_value import ResultValue
 
@@ -27,7 +29,7 @@ class CashFlowValueSet(ResultValue):
     """
     Result value for a collection of cash flow values  # noqa: E501
     """
-    cashflows: Optional[conlist(CashFlowValue)] = Field(None, description="The set of cash flows in the result")
+    cashflows: Optional[List[CashFlowValue]] = Field(default=None, description="The set of cash flows in the result")
     result_value_type:  StrictStr = Field(...,alias="resultValueType", description="The available values are: ResultValue, ResultValueDictionary, ResultValue0D, ResultValueDecimal, ResultValueInt, ResultValueString, ResultValueBool, ResultValueCurrency, CashFlowValue, CashFlowValueSet, ResultValueLifeCycleEventValue, ResultValueDateTimeOffset") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["resultValueType", "cashflows"]
@@ -82,14 +84,19 @@ class CashFlowValueSet(ResultValue):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "result_value_type" != "type":
             return value
 
-        if value not in ('ResultValue', 'ResultValueDictionary', 'ResultValue0D', 'ResultValueDecimal', 'ResultValueInt', 'ResultValueString', 'ResultValueBool', 'ResultValueCurrency', 'CashFlowValue', 'CashFlowValueSet', 'ResultValueLifeCycleEventValue', 'ResultValueDateTimeOffset'):
+        if value not in ['ResultValue', 'ResultValueDictionary', 'ResultValue0D', 'ResultValueDecimal', 'ResultValueInt', 'ResultValueString', 'ResultValueBool', 'ResultValueCurrency', 'CashFlowValue', 'CashFlowValueSet', 'ResultValueLifeCycleEventValue', 'ResultValueDateTimeOffset']:
             raise ValueError("must be one of enum values ('ResultValue', 'ResultValueDictionary', 'ResultValue0D', 'ResultValueDecimal', 'ResultValueInt', 'ResultValueString', 'ResultValueBool', 'ResultValueCurrency', 'CashFlowValue', 'CashFlowValueSet', 'ResultValueLifeCycleEventValue', 'ResultValueDateTimeOffset')")
         return value
 
@@ -164,3 +171,5 @@ class CashFlowValueSet(ResultValue):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CashFlowValueSet.update_forward_refs()

lusid/models/cash_ladder_record.py

@@ -17,18 +17,20 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt 
 
 class CashLadderRecord(BaseModel):
     """
     CashLadderRecord
     """
-    effective_date: Optional[datetime] = Field(None, alias="effectiveDate")
-    open: Union[StrictFloat, StrictInt] = Field(...)
-    activities: Dict[str, Union[StrictFloat, StrictInt]] = Field(...)
-    close: Union[StrictFloat, StrictInt] = Field(...)
+    effective_date: Optional[datetime] = Field(default=None, alias="effectiveDate")
+    open: Union[StrictFloat, StrictInt]
+    activities: Dict[str, Union[StrictFloat, StrictInt]]
+    close: Union[StrictFloat, StrictInt]
     __properties = ["effectiveDate", "open", "activities", "close"]
 
     class Config:
@@ -81,3 +83,5 @@ class CashLadderRecord(BaseModel):
             "close": obj.get("close")
         })
         return _obj
+
+CashLadderRecord.update_forward_refs()

lusid/models/cash_offer_election.py

@@ -18,18 +18,20 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictFloat, StrictInt, StrictStr, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class CashOfferElection(BaseModel):
     """
     Election for events that result in cash via a merger or acquisition  # noqa: E501
     """
     cash_offer_currency:  StrictStr = Field(...,alias="cashOfferCurrency", description="Currency of the cash offer") 
-    cash_offer_price: Union[StrictFloat, StrictInt] = Field(..., alias="cashOfferPrice", description="Price per share of the cash offer")
+    cash_offer_price: Union[StrictFloat, StrictInt] = Field(description="Price per share of the cash offer", alias="cashOfferPrice")
     election_key:  StrictStr = Field(...,alias="electionKey", description="Unique key associated to this election.") 
-    is_chosen: Optional[StrictBool] = Field(None, alias="isChosen", description="Is this the election that has been explicitly chosen from multiple options.")
-    is_default: Optional[StrictBool] = Field(None, alias="isDefault", description="Is this election automatically applied in the absence of an election having been made.  May only be true for one election if multiple are provided.")
+    is_chosen: Optional[StrictBool] = Field(default=None, description="Is this the election that has been explicitly chosen from multiple options.", alias="isChosen")
+    is_default: Optional[StrictBool] = Field(default=None, description="Is this election automatically applied in the absence of an election having been made.  May only be true for one election if multiple are provided.", alias="isDefault")
     __properties = ["cashOfferCurrency", "cashOfferPrice", "electionKey", "isChosen", "isDefault"]
 
     class Config:
@@ -83,3 +85,5 @@ class CashOfferElection(BaseModel):
             "is_default": obj.get("isDefault")
         })
         return _obj
+
+CashOfferElection.update_forward_refs()

lusid/models/cash_perpetual.py

@@ -17,18 +17,20 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.lusid_instrument import LusidInstrument
 
 class CashPerpetual(LusidInstrument):
     """
     LUSID representation of a Perpetual Cash Flow.  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the instrument.") 
-    principal: Union[StrictFloat, StrictInt] = Field(..., description="The face-value or principal for the cash at outset.")
+    principal: Union[StrictFloat, StrictInt] = Field(description="The face-value or principal for the cash at outset.")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "domCcy", "principal"]
@@ -83,14 +85,19 @@ class CashPerpetual(LusidInstrument):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_type" != "type":
             return value
 
-        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo'):
+        if value not in ['QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo']:
             raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo')")
         return value
 
@@ -155,3 +162,5 @@ class CashPerpetual(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CashPerpetual.update_forward_refs()

lusid/models/cds_credit_event.py

@@ -17,18 +17,20 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class CdsCreditEvent(InstrumentEvent):
     """
     Definition of a credit event for credit default swap (CDS) instruments.  # noqa: E501
     """
-    effective_date: Optional[datetime] = Field(None, alias="effectiveDate", description="The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.")
-    auction_date: Optional[datetime] = Field(None, alias="auctionDate", description="The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.")
-    recovery_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="recoveryRate", description="The fraction of the defaulted debt that can be recovered.")
+    effective_date: Optional[datetime] = Field(default=None, description="The date of the credit default - i.e. date on which the debt issuer defaulted on its repayment obligation.", alias="effectiveDate")
+    auction_date: Optional[datetime] = Field(default=None, description="The date of the credit event auction - i.e. date on which the defaulted debt is sold via auction, and a recovery rate determined.", alias="auctionDate")
+    recovery_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The fraction of the defaulted debt that can be recovered.", alias="recoveryRate")
     instrument_event_type:  StrictStr = Field(...,alias="instrumentEventType", description="The Type of Event. The available values are: TransitionEvent, InformationalEvent, OpenEvent, CloseEvent, StockSplitEvent, BondDefaultEvent, CashDividendEvent, AmortisationEvent, CashFlowEvent, ExerciseEvent, ResetEvent, TriggerEvent, RawVendorEvent, InformationalErrorEvent, BondCouponEvent, DividendReinvestmentEvent, AccumulationEvent, BondPrincipalEvent, DividendOptionEvent, MaturityEvent, FxForwardSettlementEvent, ExpiryEvent, ScripDividendEvent, StockDividendEvent, ReverseStockSplitEvent, CapitalDistributionEvent, SpinOffEvent, MergerEvent, FutureExpiryEvent, SwapCashFlowEvent, SwapPrincipalEvent, CreditPremiumCashFlowEvent, CdsCreditEvent, CdxCreditEvent, MbsCouponEvent, MbsPrincipalEvent, BonusIssueEvent, MbsPrincipalWriteOffEvent, MbsInterestDeferralEvent, MbsInterestShortfallEvent, TenderEvent, CallOnIntermediateSecuritiesEvent, IntermediateSecuritiesDistributionEvent, OptionExercisePhysicalEvent, OptionExerciseCashEvent, ProtectionPayoutCashFlowEvent, TermDepositInterestEvent, TermDepositPrincipalEvent, EarlyRedemptionEvent, FutureMarkToMarketEvent, AdjustGlobalCommitmentEvent, ContractInitialisationEvent, DrawdownEvent, LoanInterestRepaymentEvent, UpdateDepositAmountEvent, LoanPrincipalRepaymentEvent, DepositInterestPaymentEvent, DepositCloseEvent, LoanFacilityContractRolloverEvent, RepurchaseOfferEvent, RepoPartialClosureEvent, RepoCashFlowEvent, FlexibleRepoInterestPaymentEvent, FlexibleRepoCashFlowEvent, FlexibleRepoCollateralEvent, ConversionEvent, FlexibleRepoPartialClosureEvent, FlexibleRepoFullClosureEvent, CapletFloorletCashFlowEvent") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentEventType", "effectiveDate", "auctionDate", "recoveryRate"]
@@ -83,14 +85,19 @@ class CdsCreditEvent(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
 
@@ -165,3 +172,5 @@ class CdsCreditEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CdsCreditEvent.update_forward_refs()

lusid/models/cds_flow_conventions.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, 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
 
 class CdsFlowConventions(BaseModel):
     """
@@ -30,10 +32,10 @@ class CdsFlowConventions(BaseModel):
     payment_frequency:  StrictStr = Field(...,alias="paymentFrequency", description="When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is,  the tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment.") 
     day_count_convention:  StrictStr = Field(...,alias="dayCountConvention", description="when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year  and difference between them.  For more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)                Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].") 
     roll_convention:  StrictStr = Field(...,alias="rollConvention", description="For backward compatibility, this can either specify a business day convention or a roll convention. If the business  day convention is provided using the BusinessDayConvention property, this must be a valid roll convention.                When used as a roll convention:  The conventions specifying the rule used to generate dates in a schedule.    Supported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstTuesday, FirstWednesday, FirstThursday, FirstFriday, SecondMonday, SecondTuesday, SecondWednesday, SecondThursday, SecondFriday, ThirdMonday, ThirdTuesday, ThirdWednesday, ThirdThursday, ThirdFriday, FourthMonday, FourthTuesday, FourthWednesday, FourthThursday, FourthFriday, LastMonday, LastTuesday, LastWednesday, LastThursday, LastFriday].                When in backward compatible mode:  Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing].") 
-    payment_calendars: conlist(StrictStr) = Field(..., alias="paymentCalendars", description="An array of strings denoting holiday calendars that apply to generation of payment schedules.")
-    reset_calendars: conlist(StrictStr) = Field(..., alias="resetCalendars", description="An array of strings denoting holiday calendars that apply to generation of reset schedules.")
-    settle_days: Optional[StrictInt] = Field(None, alias="settleDays", description="Number of Good Business Days between the trade date and the effective or settlement date of the instrument. Defaults to 0 if not set.")
-    reset_days: Optional[StrictInt] = Field(None, alias="resetDays", description="The number of Good Business Days between determination and payment of reset. Defaults to 0 if not set.")
+    payment_calendars: List[StrictStr] = Field(description="An array of strings denoting holiday calendars that apply to generation of payment schedules.", alias="paymentCalendars")
+    reset_calendars: List[StrictStr] = Field(description="An array of strings denoting holiday calendars that apply to generation of reset schedules.", alias="resetCalendars")
+    settle_days: Optional[StrictInt] = Field(default=None, description="Number of Good Business Days between the trade date and the effective or settlement date of the instrument. Defaults to 0 if not set.", alias="settleDays")
+    reset_days: Optional[StrictInt] = Field(default=None, description="The number of Good Business Days between determination and payment of reset. Defaults to 0 if not set.", alias="resetDays")
     business_day_convention:  Optional[StrictStr] = Field(None,alias="businessDayConvention", description="When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day.    Supported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest].") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope used when updating or inserting the convention.") 
     code:  Optional[StrictStr] = Field(None,alias="code", description="The code of the convention.") 
@@ -117,3 +119,5 @@ class CdsFlowConventions(BaseModel):
             "code": obj.get("code")
         })
         return _obj
+
+CdsFlowConventions.update_forward_refs()

lusid/models/cds_index.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, StrictStr, conlist, validator 
 from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.basket import Basket
 from lusid.models.cds_flow_conventions import CdsFlowConventions
@@ -31,16 +33,16 @@ class CdsIndex(LusidInstrument):
     """
     LUSID representation of a Credit Default Swap Index (CDX).                This instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).                | Leg Index | Leg Identifier | Description |  | --------- | -------------- | ----------- |  | 1 | ProtectionLeg | Payments made by the protection seller in the case of default across all CDS instruments in the index. |  | 2 | PremiumLeg | The premium payments made by the protection buyer across all CDS instruments in the index. |  | 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |  # noqa: E501
     """
-    start_date: datetime = Field(..., alias="startDate", description="The start date of the instrument. This is normally synonymous with the trade-date.")
-    maturity_date: datetime = Field(..., alias="maturityDate", description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.")
-    flow_conventions: Optional[CdsFlowConventions] = Field(None, alias="flowConventions")
-    coupon_rate: Union[StrictFloat, StrictInt] = Field(..., alias="couponRate", description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.")
-    identifiers: Dict[str, StrictStr] = Field(..., description="External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.")
+    start_date: datetime = Field(description="The start date of the instrument. This is normally synonymous with the trade-date.", alias="startDate")
+    maturity_date: datetime = Field(description="The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.  For the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as  Constant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.", alias="maturityDate")
+    flow_conventions: Optional[CdsFlowConventions] = Field(default=None, alias="flowConventions")
+    coupon_rate: Union[StrictFloat, StrictInt] = Field(description="The coupon rate paid on each payment date of the premium leg as a fraction of 100 percent, e.g. \"0.05\" meaning 500 basis points or 5%.  For a standard corporate CDS (North American) this must be either 100bps or 500bps.", alias="couponRate")
+    identifiers: Dict[str, Optional[StrictStr]] = Field(description="External market codes and identifiers for the cds index, e.g. a RED code, BBG ID or ICE code.")
     basket: Optional[Basket] = None
-    convention_name: Optional[FlowConventionName] = Field(None, alias="conventionName")
-    notional: Union[StrictFloat, StrictInt] = Field(..., description="The notional quantity that applies to both the premium and protection legs.")
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    convention_name: Optional[FlowConventionName] = Field(default=None, alias="conventionName")
+    notional: Union[StrictFloat, StrictInt] = Field(description="The notional quantity that applies to both the premium and protection legs.")
+    additional_payments: Optional[List[AdditionalPayment]] = Field(default=None, description="Optional additional payments at a given date e.g. to level off an uneven swap.  The dates must be distinct and either all payments are Pay or all payments are Receive.", alias="additionalPayments")
+    time_zone_conventions: Optional[TimeZoneConventions] = Field(default=None, alias="timeZoneConventions")
     instrument_type:  StrictStr = Field(...,alias="instrumentType", description="The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan, TotalReturnSwap, InflationLeg, FundShareClass, FlexibleLoan, UnsettledCash, Cash, MasteredInstrument, LoanFacility, FlexibleDeposit, FlexibleRepo") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["instrumentType", "startDate", "maturityDate", "flowConventions", "couponRate", "identifiers", "basket", "conventionName", "notional", "additionalPayments", "timeZoneConventions"]
@@ -95,14 +97,19 @@ class CdsIndex(LusidInstrument):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "instrument_type" != "type":
             return value
 
-        if value not in ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo'):
+        if value not in ['QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo']:
             raise ValueError("must be one of enum values ('QuotedSecurity', 'InterestRateSwap', 'FxForward', 'Future', 'ExoticInstrument', 'FxOption', 'CreditDefaultSwap', 'InterestRateSwaption', 'Bond', 'EquityOption', 'FixedLeg', 'FloatingLeg', 'BespokeCashFlowsLeg', 'Unknown', 'TermDeposit', 'ContractForDifference', 'EquitySwap', 'CashPerpetual', 'CapFloor', 'CashSettled', 'CdsIndex', 'Basket', 'FundingLeg', 'FxSwap', 'ForwardRateAgreement', 'SimpleInstrument', 'Repo', 'Equity', 'ExchangeTradedOption', 'ReferenceInstrument', 'ComplexBond', 'InflationLinkedBond', 'InflationSwap', 'SimpleCashFlowLoan', 'TotalReturnSwap', 'InflationLeg', 'FundShareClass', 'FlexibleLoan', 'UnsettledCash', 'Cash', 'MasteredInstrument', 'LoanFacility', 'FlexibleDeposit', 'FlexibleRepo')")
         return value
 
@@ -198,3 +205,5 @@ class CdsIndex(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CdsIndex.update_forward_refs()

lusid/models/cds_model_options.py

@@ -18,15 +18,17 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictBool, StrictStr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.model_options import ModelOptions
 
 class CdsModelOptions(ModelOptions):
     """
     Model options for credit default instrument.  # noqa: E501
     """
-    use_factors_for_current_notional: StrictBool = Field(..., alias="useFactorsForCurrentNotional", description="Determines if calculations that use current notional apply use a constituent weight factor from a quote representing a default.")
+    use_factors_for_current_notional: StrictBool = Field(description="Determines if calculations that use current notional apply use a constituent weight factor from a quote representing a default.", alias="useFactorsForCurrentNotional")
     model_options_type:  StrictStr = Field(...,alias="modelOptionsType", description="The available values are: Invalid, OpaqueModelOptions, EmptyModelOptions, IndexModelOptions, FxForwardModelOptions, FundingLegModelOptions, EquityModelOptions, CdsModelOptions") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["modelOptionsType", "useFactorsForCurrentNotional"]
@@ -81,14 +83,19 @@ class CdsModelOptions(ModelOptions):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "model_options_type" != "type":
             return value
 
-        if value not in ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions'):
+        if value not in ['Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions']:
             raise ValueError("must be one of enum values ('Invalid', 'OpaqueModelOptions', 'EmptyModelOptions', 'IndexModelOptions', 'FxForwardModelOptions', 'FundingLegModelOptions', 'EquityModelOptions', 'CdsModelOptions')")
         return value
 
@@ -151,3 +158,5 @@ class CdsModelOptions(ModelOptions):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+CdsModelOptions.update_forward_refs()

lusid/models/cds_protection_detail_specification.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 CdsProtectionDetailSpecification(BaseModel):
     """
@@ -27,8 +29,8 @@ class CdsProtectionDetailSpecification(BaseModel):
     """
     seniority:  Optional[StrictStr] = Field(None,alias="seniority", description="The seniority level of the CDS.  Supported string (enumeration) values are: [SNR, SUB, JRSUBUT2, PREFT1, SECDOM, SNRFOR, SUBLT2].  Defaults to \"SUB\" if not set.") 
     restructuring_type:  Optional[StrictStr] = Field(None,alias="restructuringType", description="The restructuring clause.  Supported string (enumeration) values are: [CR, MR, MM, XR]. Defaults to \"MM\" if not set.") 
-    protect_start_day: Optional[StrictBool] = Field(True, alias="protectStartDay", description="Does the protection leg pay out in the case of default on the start date. Defaults to true if not set.")
-    pay_accrued_interest_on_default: Optional[StrictBool] = Field(True, alias="payAccruedInterestOnDefault", description="Should accrued interest on the premium leg be paid if a credit event occurs. Defaults to true if not set.")
+    protect_start_day: Optional[StrictBool] = Field(default=True, description="Does the protection leg pay out in the case of default on the start date. Defaults to true if not set.", alias="protectStartDay")
+    pay_accrued_interest_on_default: Optional[StrictBool] = Field(default=True, description="Should accrued interest on the premium leg be paid if a credit event occurs. Defaults to true if not set.", alias="payAccruedInterestOnDefault")
     __properties = ["seniority", "restructuringType", "protectStartDay", "payAccruedInterestOnDefault"]
 
     class Config:
@@ -91,3 +93,5 @@ class CdsProtectionDetailSpecification(BaseModel):
             "pay_accrued_interest_on_default": obj.get("payAccruedInterestOnDefault") if obj.get("payAccruedInterestOnDefault") is not None else True
         })
         return _obj
+
+CdsProtectionDetailSpecification.update_forward_refs()