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

lusid/models/fx_forward_settlement_event.py

@@ -17,27 +17,29 @@ 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, StrictBool, StrictFloat, StrictInt, StrictStr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 
 class FxForwardSettlementEvent(InstrumentEvent):
     """
     Settlement for FX Forward, including NDF and deliverable.  # noqa: E501
     """
-    maturity_date: Optional[datetime] = Field(None, alias="maturityDate", description="Maturity date of the forward")
-    dom_amount_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="domAmountPerUnit", description="Amount per unit in the DomCcy (domestic currency)")
+    maturity_date: Optional[datetime] = Field(default=None, description="Maturity date of the forward", alias="maturityDate")
+    dom_amount_per_unit: Union[StrictFloat, StrictInt] = Field(description="Amount per unit in the DomCcy (domestic currency)", alias="domAmountPerUnit")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="The domestic currency of the forward") 
-    fgn_amount_per_unit: Union[StrictFloat, StrictInt] = Field(..., alias="fgnAmountPerUnit", description="Amount per unit in the FgnCcy (foreign currency)")
+    fgn_amount_per_unit: Union[StrictFloat, StrictInt] = Field(description="Amount per unit in the FgnCcy (foreign currency)", alias="fgnAmountPerUnit")
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="The foreign currency of the forward.") 
-    is_ndf: StrictBool = Field(..., alias="isNdf", description="Is this settlement corresponding to a deliverable forward, or an NDF")
-    fixing_date: Optional[datetime] = Field(None, alias="fixingDate", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  Date of the FxRate fixings.")
+    is_ndf: StrictBool = Field(description="Is this settlement corresponding to a deliverable forward, or an NDF", alias="isNdf")
+    fixing_date: Optional[datetime] = Field(default=None, description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  Date of the FxRate fixings.", alias="fixingDate")
     settlement_ccy:  Optional[StrictStr] = Field(None,alias="settlementCcy", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  May be set to either DomCcy or FgnCcy, or a third currency.") 
-    cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="cashFlowPerUnit", description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  CashFlow per unit.  Paid in the SettlementCcy.")
-    domestic_to_foreign_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domesticToForeignRate", description="Domestic currency to foreign currency FX rate.  Not required, only used to override quotes.")
-    domestic_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domesticToSettlementRate", description="Domestic currency to settlement currency FX rate  Not required, only used to override quotes.")
-    foreign_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="foreignToSettlementRate", description="Foreign currency to settlement currency FX rate  Not required, only used to override quotes.")
+    cash_flow_per_unit: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Optional.  Required if the event is an NDF (i.e. if IsNdf = true).  CashFlow per unit.  Paid in the SettlementCcy.", alias="cashFlowPerUnit")
+    domestic_to_foreign_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Domestic currency to foreign currency FX rate.  Not required, only used to override quotes.", alias="domesticToForeignRate")
+    domestic_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Domestic currency to settlement currency FX rate  Not required, only used to override quotes.", alias="domesticToSettlementRate")
+    foreign_to_settlement_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="Foreign currency to settlement currency FX rate  Not required, only used to override quotes.", alias="foreignToSettlementRate")
     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", "maturityDate", "domAmountPerUnit", "domCcy", "fgnAmountPerUnit", "fgnCcy", "isNdf", "fixingDate", "settlementCcy", "cashFlowPerUnit", "domesticToForeignRate", "domesticToSettlementRate", "foreignToSettlementRate"]
@@ -92,14 +94,19 @@ class FxForwardSettlementEvent(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
 
@@ -204,3 +211,5 @@ class FxForwardSettlementEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardSettlementEvent.update_forward_refs()

lusid/models/fx_forward_tenor_curve_data.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, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.fx_tenor_convention import FxTenorConvention
 from lusid.models.market_data_options import MarketDataOptions
@@ -28,14 +30,14 @@ class FxForwardTenorCurveData(ComplexMarketData):
     """
     Contains data (i.e. tenors and rates + metadata) for building fx forward curves (when combined with a date to build on)  # noqa: E501
     """
-    base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted rates")
+    base_date: datetime = Field(description="EffectiveAt date of the quoted rates", alias="baseDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
-    tenors: conlist(StrictStr) = Field(..., description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
-    rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
+    tenors: List[StrictStr] = Field(description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
+    rates: List[Union[StrictFloat, StrictInt]] = Field(description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy)")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
-    market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    calendars: Optional[conlist(FxTenorConvention)] = Field(None, description="The list of conventions that should be used when interpreting tenors as dates.")
+    market_data_options: Optional[MarketDataOptions] = Field(default=None, alias="marketDataOptions")
+    calendars: Optional[List[FxTenorConvention]] = Field(default=None, description="The list of conventions that should be used when interpreting tenors as dates.")
     spot_days_calculation_type:  Optional[StrictStr] = Field(None,alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]") 
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 
     additional_properties: Dict[str, Any] = {}
@@ -91,14 +93,19 @@ class FxForwardTenorCurveData(ComplexMarketData):
                                     '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 ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+        if value not in ['DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface']:
             raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
@@ -194,3 +201,5 @@ class FxForwardTenorCurveData(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardTenorCurveData.update_forward_refs()

lusid/models/fx_forward_tenor_pips_curve_data.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, constr, validator 
 from lusid.models.complex_market_data import ComplexMarketData
 from lusid.models.fx_tenor_convention import FxTenorConvention
 from lusid.models.market_data_options import MarketDataOptions
@@ -28,14 +30,14 @@ class FxForwardTenorPipsCurveData(ComplexMarketData):
     """
     Contains data (i.e. tenors and pips + metadata) for building fx forward curves (when combined with a spot rate and a date to build on)  # noqa: E501
     """
-    base_date: datetime = Field(..., alias="baseDate", description="EffectiveAt date of the quoted pip rates")
+    base_date: datetime = Field(description="EffectiveAt date of the quoted pip rates", alias="baseDate")
     dom_ccy:  StrictStr = Field(...,alias="domCcy", description="Domestic currency of the fx forward") 
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="Foreign currency of the fx forward") 
-    tenors: conlist(StrictStr) = Field(..., description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
-    pip_rates: conlist(Union[StrictFloat, StrictInt]) = Field(..., alias="pipRates", description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips")
+    tenors: List[StrictStr] = Field(description="Tenors for which the forward rates apply.  For more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)")
+    pip_rates: List[Union[StrictFloat, StrictInt]] = Field(description="Rates provided for the fx forward (price in FgnCcy per unit of DomCcy), expressed in pips", alias="pipRates")
     lineage:  Optional[StrictStr] = Field(None,alias="lineage", description="Description of the complex market data's lineage e.g. 'FundAccountant_GreenQuality'.") 
-    market_data_options: Optional[MarketDataOptions] = Field(None, alias="marketDataOptions")
-    calendars: Optional[conlist(FxTenorConvention)] = Field(None, description="The list of conventions that should be used when interpreting tenors as dates.")
+    market_data_options: Optional[MarketDataOptions] = Field(default=None, alias="marketDataOptions")
+    calendars: Optional[List[FxTenorConvention]] = Field(default=None, description="The list of conventions that should be used when interpreting tenors as dates.")
     spot_days_calculation_type:  Optional[StrictStr] = Field(None,alias="spotDaysCalculationType", description="Configures how to calculate the spot date from the build date using the Calendars provided.  Supported string (enumeration) values are: [ SingleCalendar, UnionCalendars ]") 
     market_data_type:  StrictStr = Field(...,alias="marketDataType", description="The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface") 
     additional_properties: Dict[str, Any] = {}
@@ -91,14 +93,19 @@ class FxForwardTenorPipsCurveData(ComplexMarketData):
                                     '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 ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface'):
+        if value not in ['DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface']:
             raise ValueError("must be one of enum values ('DiscountFactorCurveData', 'EquityVolSurfaceData', 'FxVolSurfaceData', 'IrVolCubeData', 'OpaqueMarketData', 'YieldCurveData', 'FxForwardCurveData', 'FxForwardPipsCurveData', 'FxForwardTenorCurveData', 'FxForwardTenorPipsCurveData', 'FxForwardCurveByQuoteReference', 'CreditSpreadCurveData', 'EquityCurveByPricesData', 'ConstantVolatilitySurface')")
         return value
 
@@ -194,3 +201,5 @@ class FxForwardTenorPipsCurveData(ComplexMarketData):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardTenorPipsCurveData.update_forward_refs()

lusid/models/fx_forwards_dependency.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
 from lusid.models.economic_dependency import EconomicDependency
 
 class FxForwardsDependency(EconomicDependency):
@@ -29,7 +31,7 @@ class FxForwardsDependency(EconomicDependency):
     domestic_currency:  StrictStr = Field(...,alias="domesticCurrency", description="DomesticCurrency is the first currency in a currency pair quote e.g. eur-gbp, eur is the domestic currency.") 
     foreign_currency:  StrictStr = Field(...,alias="foreignCurrency", description="ForeignCurrency is the second currency in a currency pair quote e.g. eur-gbp, gbp is the foreign currency.") 
     curve_type:  StrictStr = Field(...,alias="curveType", description="Used to describe the format in which the curve is expressed  e.g. FxFwdCurve (general term to describe any representation), TenorFxFwdCurve, PipsFxFwdCurve.") 
-    var_date: datetime = Field(..., alias="date", description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.")
+    var_date: datetime = Field(description="The effectiveDate of the entity that this is a dependency for.  Unless there is an obvious date this should be, like for a historic reset, then this is the valuation date.", alias="date")
     dependency_type:  StrictStr = Field(...,alias="dependencyType", description="The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["dependencyType", "domesticCurrency", "foreignCurrency", "curveType", "date"]
@@ -84,14 +86,19 @@ class FxForwardsDependency(EconomicDependency):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "dependency_type" != "type":
             return value
 
-        if value not in ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency'):
+        if value not in ['OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency']:
             raise ValueError("must be one of enum values ('OpaqueDependency', 'CashDependency', 'DiscountingDependency', 'EquityCurveDependency', 'EquityVolDependency', 'FxDependency', 'FxForwardsDependency', 'FxVolDependency', 'IndexProjectionDependency', 'IrVolDependency', 'QuoteDependency', 'Vendor', 'CalendarDependency', 'InflationFixingDependency')")
         return value
 
@@ -157,3 +164,5 @@ class FxForwardsDependency(EconomicDependency):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxForwardsDependency.update_forward_refs()

lusid/models/fx_linked_notional_schedule.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.fx_conventions import FxConventions
 from lusid.models.relative_date_offset import RelativeDateOffset
 from lusid.models.schedule import Schedule
@@ -28,10 +30,10 @@ class FxLinkedNotionalSchedule(Schedule):
     """
     Schedule for notional changes based on the change in FX rate.  Used in the representation of a resettable cross currency interest rate swap.  # noqa: E501
     """
-    fx_conventions: FxConventions = Field(..., alias="fxConventions")
+    fx_conventions: FxConventions = Field(alias="fxConventions")
     varying_notional_currency:  StrictStr = Field(...,alias="varyingNotionalCurrency", description="The currency of the varying notional amount.") 
-    varying_notional_fixing_dates: RelativeDateOffset = Field(..., alias="varyingNotionalFixingDates")
-    varying_notional_interim_exchange_payment_dates: Optional[RelativeDateOffset] = Field(None, alias="varyingNotionalInterimExchangePaymentDates")
+    varying_notional_fixing_dates: RelativeDateOffset = Field(alias="varyingNotionalFixingDates")
+    varying_notional_interim_exchange_payment_dates: Optional[RelativeDateOffset] = Field(default=None, alias="varyingNotionalInterimExchangePaymentDates")
     schedule_type:  StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid") 
     additional_properties: Dict[str, Any] = {}
     __properties = ["scheduleType", "fxConventions", "varyingNotionalCurrency", "varyingNotionalFixingDates", "varyingNotionalInterimExchangePaymentDates"]
@@ -86,14 +88,19 @@ class FxLinkedNotionalSchedule(Schedule):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "schedule_type" != "type":
             return value
 
-        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid'):
+        if value not in ['FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid']:
             raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid')")
         return value
 
@@ -168,3 +175,5 @@ class FxLinkedNotionalSchedule(Schedule):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxLinkedNotionalSchedule.update_forward_refs()

lusid/models/fx_option.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, StrictBool, StrictFloat, StrictInt, StrictStr, conlist, validator 
 from lusid.models.barrier import Barrier
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.premium import Premium
@@ -30,23 +32,23 @@ class FxOption(LusidInstrument):
     """
     LUSID representation of an FX Option.  Including Vanilla, American, European, and Digital (Binary) options.  # 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.") 
-    dom_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="domAmount", description="The Amount of DomCcy that will be exchanged if the option is exercised.  This amount should be a positive number, with the Call/Put flag used to indicate direction.  The corresponding amount of FgnCcy that will be exchanged is this amount times the strike.  Note there is no rounding performed on this computed value.  This is an optional field, if not set the option ContractSize will default to 1.")
+    dom_amount: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The Amount of DomCcy that will be exchanged if the option is exercised.  This amount should be a positive number, with the Call/Put flag used to indicate direction.  The corresponding amount of FgnCcy that will be exchanged is this amount times the strike.  Note there is no rounding performed on this computed value.  This is an optional field, if not set the option ContractSize will default to 1.", alias="domAmount")
     fgn_ccy:  StrictStr = Field(...,alias="fgnCcy", description="The foreign currency of the FX.") 
-    fgn_amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, alias="fgnAmount", description="For a vanilla FxOption contract, FgnAmount cannot be set.  In case of a digital FxOption (IsPayoffDigital==true)  a payoff (if the option is in the money) can be either  in domestic or in foreign currency - for the latter  FgnAmount must be set.  Note: It is invalid to have FgnAmount and DomAmount  at the same time.")
-    strike: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The strike of the option.")
-    barriers: Optional[conlist(Barrier)] = Field(None, description="For a barrier option the list should not be empty. Up to two barriers are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
+    fgn_amount: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="For a vanilla FxOption contract, FgnAmount cannot be set.  In case of a digital FxOption (IsPayoffDigital==true)  a payoff (if the option is in the money) can be either  in domestic or in foreign currency - for the latter  FgnAmount must be set.  Note: It is invalid to have FgnAmount and DomAmount  at the same time.", alias="fgnAmount")
+    strike: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The strike of the option.")
+    barriers: Optional[List[Barrier]] = Field(default=None, description="For a barrier option the list should not be empty. Up to two barriers are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
     exercise_type:  Optional[StrictStr] = Field(None,alias="exerciseType", description="Type of optionality that is present; European, American.    Supported string (enumeration) values are: [European, American].  Defaults to \"European\" if not set.") 
-    is_call_not_put: StrictBool = Field(..., alias="isCallNotPut", description="True if the option is a call, false if the option is a put.")
-    is_delivery_not_cash: StrictBool = Field(..., alias="isDeliveryNotCash", description="True if the option delivers the FX underlying, False if the option is settled in cash.")
-    is_payoff_digital: Optional[StrictBool] = Field(None, alias="isPayoffDigital", description="By default IsPayoffDigital is false. If IsPayoffDigital=true,  the option is 'digital', and the option payoff is 0 or 1 unit of currency,  instead of a vanilla CallPayoff=max(spot-strike,0) or PutPayoff=max(strike-spot,0).")
-    option_maturity_date: datetime = Field(..., alias="optionMaturityDate", description="The maturity date of the option.")
-    option_settlement_date: datetime = Field(..., alias="optionSettlementDate", description="The settlement date of the option.")
+    is_call_not_put: StrictBool = Field(description="True if the option is a call, false if the option is a put.", alias="isCallNotPut")
+    is_delivery_not_cash: StrictBool = Field(description="True if the option delivers the FX underlying, False if the option is settled in cash.", alias="isDeliveryNotCash")
+    is_payoff_digital: Optional[StrictBool] = Field(default=None, description="By default IsPayoffDigital is false. If IsPayoffDigital=true,  the option is 'digital', and the option payoff is 0 or 1 unit of currency,  instead of a vanilla CallPayoff=max(spot-strike,0) or PutPayoff=max(strike-spot,0).", alias="isPayoffDigital")
+    option_maturity_date: datetime = Field(description="The maturity date of the option.", alias="optionMaturityDate")
+    option_settlement_date: datetime = Field(description="The settlement date of the option.", alias="optionSettlementDate")
     payout_style:  Optional[StrictStr] = Field(None,alias="payoutStyle", description="PayoutStyle for touch options.                For options without touch optionality, payoutStyle should not be set.  For options with touch optionality (where the touches data has been set), payoutStyle must be defined and cannot be None.    Supported string (enumeration) values are: [Deferred, Immediate].  Defaults to \"None\" if not set.") 
     premium: Optional[Premium] = None
-    touches: Optional[conlist(Touch)] = Field(None, description="For a touch option the list should not be empty. Up to two touches are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    touches: Optional[List[Touch]] = Field(default=None, description="For a touch option the list should not be empty. Up to two touches are supported.  An option cannot be at the same time barrier- and touch-option.  One (or both) of the lists must be empty.")
+    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", "domCcy", "domAmount", "fgnCcy", "fgnAmount", "strike", "barriers", "exerciseType", "isCallNotPut", "isDeliveryNotCash", "isPayoffDigital", "optionMaturityDate", "optionSettlementDate", "payoutStyle", "premium", "touches", "timeZoneConventions"]
@@ -101,14 +103,19 @@ class FxOption(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
 
@@ -242,3 +249,5 @@ class FxOption(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxOption.update_forward_refs()

lusid/models/fx_rate_schedule.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, Field, StrictFloat, StrictInt, 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.flow_conventions import FlowConventions
 from lusid.models.schedule import Schedule
 
@@ -27,9 +29,9 @@ class FxRateSchedule(Schedule):
     """
     Schedule to define fx conversion of cashflows on complex bonds. If an fx schedule is defined then  on payment schedule generation the coupon and principal payoffs will be wrapped in an fx rate payoff method.  Either the fx rate is predefined (fixed) or relies on fx resets (floating).  Used in representation of dual currency bond.  # noqa: E501
     """
-    flow_conventions: Optional[FlowConventions] = Field(None, alias="flowConventions")
-    fx_conversion_types: Optional[conlist(StrictStr)] = Field(None, alias="fxConversionTypes", description="List of flags to indicate if coupon payments, principal payments or both are converted")
-    rate: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate")
+    flow_conventions: Optional[FlowConventions] = Field(default=None, alias="flowConventions")
+    fx_conversion_types: Optional[List[StrictStr]] = Field(default=None, description="List of flags to indicate if coupon payments, principal payments or both are converted", alias="fxConversionTypes")
+    rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="FxRate used to convert payments. Assumed to be in units of the ToCurrency so conversion is paymentAmount x fxRate")
     to_currency:  Optional[StrictStr] = Field(None,alias="toCurrency", description="Currency that payments are converted to") 
     schedule_type:  StrictStr = Field(...,alias="scheduleType", description="The available values are: FixedSchedule, FloatSchedule, OptionalitySchedule, StepSchedule, Exercise, FxRateSchedule, FxLinkedNotionalSchedule, BondConversionSchedule, Invalid") 
     additional_properties: Dict[str, Any] = {}
@@ -85,14 +87,19 @@ class FxRateSchedule(Schedule):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "schedule_type" != "type":
             return value
 
-        if value not in ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid'):
+        if value not in ['FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid']:
             raise ValueError("must be one of enum values ('FixedSchedule', 'FloatSchedule', 'OptionalitySchedule', 'StepSchedule', 'Exercise', 'FxRateSchedule', 'FxLinkedNotionalSchedule', 'BondConversionSchedule', 'Invalid')")
         return value
 
@@ -171,3 +178,5 @@ class FxRateSchedule(Schedule):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxRateSchedule.update_forward_refs()

lusid/models/fx_swap.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.fx_forward import FxForward
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.time_zone_conventions import TimeZoneConventions
@@ -28,10 +30,10 @@ class FxSwap(LusidInstrument):
     """
     LUSID representation of an FX Swap. Composed of two FX Forwards.                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 | FarDomesticLeg | Cash flows in the domestic currency for the far forward. |  | 2 | FarForeignLeg | Cash flows in the foreign currency for the far forward (not present for non-deliverable forwards). |  | 3 | NearDomesticLeg | Cash flows in the domestic currency for the near forward. |  | 4 | NearForeignLeg | Cash flows in the foreign currency for the near forward (not present for non-deliverable forwards). |  # noqa: E501
     """
-    near_fx_forward: FxForward = Field(..., alias="nearFxForward")
-    far_fx_forward: FxForward = Field(..., alias="farFxForward")
+    near_fx_forward: FxForward = Field(alias="nearFxForward")
+    far_fx_forward: FxForward = Field(alias="farFxForward")
     notional_symmetry:  Optional[StrictStr] = Field(None,alias="notionalSymmetry", description="The NotionalSymmetry allows for even and uneven FxSwaps to be supported.  An even FxSwap is one where the near and far fx forwards have the same notional value on at least one of the  legs. An uneven FxSwap is one where near and far fx forwards don't have the same notional on both the  domestic and foreign legs.  By default NotionalSymmetry will be set as even.    Supported string (enumeration) values are: [Even, Uneven].") 
-    time_zone_conventions: Optional[TimeZoneConventions] = Field(None, alias="timeZoneConventions")
+    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", "nearFxForward", "farFxForward", "notionalSymmetry", "timeZoneConventions"]
@@ -86,14 +88,19 @@ class FxSwap(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
 
@@ -173,3 +180,5 @@ class FxSwap(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+FxSwap.update_forward_refs()

lusid/models/fx_tenor_convention.py

@@ -18,15 +18,17 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictInt, 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 FxTenorConvention(BaseModel):
     """
     A wrapper of conventions that should be used when interpreting tenors in the context of FX.  For instance, can be used to control how tenors are interpreted on an FxForwardTenorCurveData instance.  # noqa: E501
     """
     calendar_code:  StrictStr = Field(...,alias="calendarCode", description="The code of the holiday calendar that should be used when interpreting FX tenors.") 
-    spot_days: StrictInt = Field(..., alias="spotDays", description="The minimum number of business days that must pass within this calendar when calculating the spot date.")
+    spot_days: StrictInt = Field(description="The minimum number of business days that must pass within this calendar when calculating the spot date.", alias="spotDays")
     __properties = ["calendarCode", "spotDays"]
 
     class Config:
@@ -77,3 +79,5 @@ class FxTenorConvention(BaseModel):
             "spot_days": obj.get("spotDays")
         })
         return _obj
+
+FxTenorConvention.update_forward_refs()