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

lusid/models/inflation_swap.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, conlist, validator 
 from lusid.models.additional_payment import AdditionalPayment
 from lusid.models.fixed_leg import FixedLeg
 from lusid.models.inflation_leg import InflationLeg
@@ -30,12 +32,12 @@ class InflationSwap(LusidInstrument):
     """
     LUSID representation of an Inflation Swap.  The implementation supports the following swap types:  * Zero Coupon inflation swap, with a single payment at maturity.  * LPI Swap (capped and floored)  * Year on Year inflation swap                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 | InflationLeg | Cash flows with a rate relating to an underlying inflation index. |  | 2 | FixedLeg | Cash flows with a fixed rate. |  | 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.")
-    inflation_leg: InflationLeg = Field(..., alias="inflationLeg")
-    fixed_leg: FixedLeg = Field(..., alias="fixedLeg")
-    additional_payments: Optional[conlist(AdditionalPayment)] = Field(None, alias="additionalPayments", description="Optional additional payments at a given date e.g. to level off an uneven inflation 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")
+    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")
+    inflation_leg: InflationLeg = Field(alias="inflationLeg")
+    fixed_leg: FixedLeg = Field(alias="fixedLeg")
+    additional_payments: Optional[List[AdditionalPayment]] = Field(default=None, description="Optional additional payments at a given date e.g. to level off an uneven inflation 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", "inflationLeg", "fixedLeg", "additionalPayments", "timeZoneConventions"]
@@ -90,14 +92,19 @@ class InflationSwap(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
 
@@ -186,3 +193,5 @@ class InflationSwap(LusidInstrument):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InflationSwap.update_forward_refs()

lusid/models/informational_error_event.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.instrument_event import InstrumentEvent
 
 class InformationalErrorEvent(InstrumentEvent):
@@ -28,7 +30,7 @@ class InformationalErrorEvent(InstrumentEvent):
     """
     error_detail:  StrictStr = Field(...,alias="errorDetail", description="The details of the error") 
     error_reason:  StrictStr = Field(...,alias="errorReason", description="The error reason") 
-    effective_at: datetime = Field(..., alias="effectiveAt", description="The effective date of the evaulation")
+    effective_at: datetime = Field(description="The effective date of the evaulation", alias="effectiveAt")
     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", "errorDetail", "errorReason", "effectiveAt"]
@@ -83,14 +85,19 @@ class InformationalErrorEvent(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
 
@@ -155,3 +162,5 @@ class InformationalErrorEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InformationalErrorEvent.update_forward_refs()

lusid/models/informational_event.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, Optional
-from pydantic.v1 import StrictStr, Field, Field, StrictStr, constr, validator 
 from lusid.models.instrument_event import InstrumentEvent
 from lusid.models.result_value_dictionary import ResultValueDictionary
 
@@ -28,8 +30,8 @@ class InformationalEvent(InstrumentEvent):
     A generic event derived from the economic definition of an instrument. This should be considered purely  informational; any data provided by this event is not guaranteed to be processable by LUSID.  # noqa: E501
     """
     event_type:  StrictStr = Field(...,alias="eventType", description="What type of internal event does this represent; reset, exercise, amortisation etc.") 
-    anchor_date: datetime = Field(..., alias="anchorDate", description="In the case of a point event, the single date on which the event occurs. In the case of an event which is  spread over a window, e.g. a barrier or American option, the start of that window.")
-    event_window_end: Optional[datetime] = Field(None, alias="eventWindowEnd", description="In the case of a point event this is identical to the anchor date. In the case of an event that is spread over a window,  this is the end of that window.")
+    anchor_date: datetime = Field(description="In the case of a point event, the single date on which the event occurs. In the case of an event which is  spread over a window, e.g. a barrier or American option, the start of that window.", alias="anchorDate")
+    event_window_end: Optional[datetime] = Field(default=None, description="In the case of a point event this is identical to the anchor date. In the case of an event that is spread over a window,  this is the end of that window.", alias="eventWindowEnd")
     diagnostics: Optional[ResultValueDictionary] = None
     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] = {}
@@ -85,14 +87,19 @@ class InformationalEvent(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
 
@@ -163,3 +170,5 @@ class InformationalEvent(InstrumentEvent):
                 _obj.additional_properties[_key] = obj.get(_key)
 
         return _obj
+
+InformationalEvent.update_forward_refs()

lusid/models/inline_valuation_request.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictBool, StrictStr, conlist, constr 
 from lusid.models.aggregate_spec import AggregateSpec
 from lusid.models.market_data_overrides import MarketDataOverrides
 from lusid.models.order_by_spec import OrderBySpec
@@ -32,19 +34,19 @@ class InlineValuationRequest(BaseModel):
     """
     Specification object for the parameters of an inline valuation  # noqa: E501
     """
-    recipe_id: Optional[ResourceId] = Field(None, alias="recipeId")
-    as_at: Optional[datetime] = Field(None, alias="asAt", description="The asAt date to use")
-    metrics: conlist(AggregateSpec) = Field(..., description="The set of specifications to calculate or retrieve during the valuation and present in the results. For example:  AggregateSpec('Valuation/PV','Sum') for returning the PV (present value) of holdings  AggregateSpec('Holding/default/Units','Sum') for returning the units of holidays  AggregateSpec('Instrument/default/LusidInstrumentId','Value') for returning the Lusid Instrument identifier")
-    group_by: Optional[conlist(StrictStr)] = Field(None, alias="groupBy", description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping  that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.")
-    filters: Optional[conlist(PropertyFilter)] = Field(None, description="A set of filters to use to reduce the data found in a request. Equivalent to the 'where ...' part of a Sql select statement.  For example, filter a set of values within a given range or matching a particular value.")
-    sort: Optional[conlist(OrderBySpec)] = Field(None, description="A (possibly empty/null) set of specifications for how to order the results.")
+    recipe_id: Optional[ResourceId] = Field(default=None, alias="recipeId")
+    as_at: Optional[datetime] = Field(default=None, description="The asAt date to use", alias="asAt")
+    metrics: List[AggregateSpec] = Field(description="The set of specifications to calculate or retrieve during the valuation and present in the results. For example:  AggregateSpec('Valuation/PV','Sum') for returning the PV (present value) of holdings  AggregateSpec('Holding/default/Units','Sum') for returning the units of holidays  AggregateSpec('Instrument/default/LusidInstrumentId','Value') for returning the Lusid Instrument identifier")
+    group_by: Optional[List[StrictStr]] = Field(default=None, description="The set of items by which to perform grouping. This primarily matters when one or more of the metric operators is a mapping  that reduces set size, e.g. sum or proportion. The group-by statement determines the set of keys by which to break the results out.", alias="groupBy")
+    filters: Optional[List[PropertyFilter]] = Field(default=None, description="A set of filters to use to reduce the data found in a request. Equivalent to the 'where ...' part of a Sql select statement.  For example, filter a set of values within a given range or matching a particular value.")
+    sort: Optional[List[OrderBySpec]] = Field(default=None, description="A (possibly empty/null) set of specifications for how to order the results.")
     report_currency:  Optional[StrictStr] = Field(None,alias="reportCurrency", description="Three letter ISO currency string indicating what currency to report in for ReportCurrency denominated queries.  If not present, then the currency of the relevant portfolio will be used in its place.") 
-    equip_with_subtotals: Optional[StrictBool] = Field(None, alias="equipWithSubtotals", description="Flag directing the Valuation call to populate the results with subtotals of aggregates.")
-    return_result_as_expanded_types: Optional[StrictBool] = Field(None, alias="returnResultAsExpandedTypes", description="Financially meaningful results can be presented as either simple flat types or more complex expanded types.  For example, the present value (PV) of a holding could be represented either as a simple decimal (with currency implied)  or as a decimal-currency pair. This flag allows either representation to be returned. In the PV example,  the returned value would be the decimal-currency pair if this flag is true, or the decimal only if this flag is false.")
-    valuation_schedule: Optional[ValuationSchedule] = Field(None, alias="valuationSchedule")
-    instruments: conlist(WeightedInstrument) = Field(..., description="The set of instruments, weighted by the quantities held that are required.  It is identified by an identifier tag that can be used to identify it externally.  For a single, unique trade or transaction this can be thought of as equivalent to the transaction identifier, or  a composite of the sub-holding keys for a regular sub-holding. When there are multiple transactions sharing the same underlying instrument  such as purchase of shares on multiple dates where tax implications are different this would not be the case.")
-    market_data_overrides: Optional[MarketDataOverrides] = Field(None, alias="marketDataOverrides")
-    corporate_action_source_id: Optional[ResourceId] = Field(None, alias="corporateActionSourceId")
+    equip_with_subtotals: Optional[StrictBool] = Field(default=None, description="Flag directing the Valuation call to populate the results with subtotals of aggregates.", alias="equipWithSubtotals")
+    return_result_as_expanded_types: Optional[StrictBool] = Field(default=None, description="Financially meaningful results can be presented as either simple flat types or more complex expanded types.  For example, the present value (PV) of a holding could be represented either as a simple decimal (with currency implied)  or as a decimal-currency pair. This flag allows either representation to be returned. In the PV example,  the returned value would be the decimal-currency pair if this flag is true, or the decimal only if this flag is false.", alias="returnResultAsExpandedTypes")
+    valuation_schedule: Optional[ValuationSchedule] = Field(default=None, alias="valuationSchedule")
+    instruments: List[WeightedInstrument] = Field(description="The set of instruments, weighted by the quantities held that are required.  It is identified by an identifier tag that can be used to identify it externally.  For a single, unique trade or transaction this can be thought of as equivalent to the transaction identifier, or  a composite of the sub-holding keys for a regular sub-holding. When there are multiple transactions sharing the same underlying instrument  such as purchase of shares on multiple dates where tax implications are different this would not be the case.")
+    market_data_overrides: Optional[MarketDataOverrides] = Field(default=None, alias="marketDataOverrides")
+    corporate_action_source_id: Optional[ResourceId] = Field(default=None, alias="corporateActionSourceId")
     __properties = ["recipeId", "asAt", "metrics", "groupBy", "filters", "sort", "reportCurrency", "equipWithSubtotals", "returnResultAsExpandedTypes", "valuationSchedule", "instruments", "marketDataOverrides", "corporateActionSourceId"]
 
     class Config:
@@ -171,3 +173,5 @@ class InlineValuationRequest(BaseModel):
             "corporate_action_source_id": ResourceId.from_dict(obj.get("corporateActionSourceId")) if obj.get("corporateActionSourceId") is not None else None
         })
         return _obj
+
+InlineValuationRequest.update_forward_refs()

lusid/models/inline_valuations_reconciliation_request.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist 
+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.inline_valuation_request import InlineValuationRequest
 from lusid.models.reconciliation_left_right_address_key_pair import ReconciliationLeftRightAddressKeyPair
 
@@ -27,10 +29,10 @@ class InlineValuationsReconciliationRequest(BaseModel):
     """
     Specification for the reconciliation request. Left and Right hand sides are constructed. Each consists of a valuation of a inline set of instruments  using an inline aggregation request. The results of this can then be compared to each other. The difference, which is effectively a risk based  difference allows comparison of the effects of changing a recipe, valuation date, or (though it may or may not make logical sense) a set of instruments.  # noqa: E501
     """
-    left: InlineValuationRequest = Field(...)
-    right: InlineValuationRequest = Field(...)
-    left_to_right_mapping: Optional[conlist(ReconciliationLeftRightAddressKeyPair)] = Field(None, alias="leftToRightMapping", description="The mapping from property keys requested by left aggregation to property keys on right hand side")
-    preserve_keys: Optional[conlist(StrictStr)] = Field(None, alias="preserveKeys", description="List of keys to preserve (from rhs) in the diff. Used in conjunction with filtering/grouping")
+    left: InlineValuationRequest
+    right: InlineValuationRequest
+    left_to_right_mapping: Optional[List[ReconciliationLeftRightAddressKeyPair]] = Field(default=None, description="The mapping from property keys requested by left aggregation to property keys on right hand side", alias="leftToRightMapping")
+    preserve_keys: Optional[List[StrictStr]] = Field(default=None, description="List of keys to preserve (from rhs) in the diff. Used in conjunction with filtering/grouping", alias="preserveKeys")
     __properties = ["left", "right", "leftToRightMapping", "preserveKeys"]
 
     class Config:
@@ -106,3 +108,5 @@ class InlineValuationsReconciliationRequest(BaseModel):
             "preserve_keys": obj.get("preserveKeys")
         })
         return _obj
+
+InlineValuationsReconciliationRequest.update_forward_refs()

lusid/models/input_transition.py

@@ -18,15 +18,17 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class InputTransition(BaseModel):
     """
     The input 'transition' within a corporate action, representing the singular input position  # noqa: E501
     """
-    units_factor: Union[StrictFloat, StrictInt] = Field(..., alias="unitsFactor", description="The factor to scale units by")
-    cost_factor: Union[StrictFloat, StrictInt] = Field(..., alias="costFactor", description="The factor to scale cost by")
+    units_factor: Union[StrictFloat, StrictInt] = Field(description="The factor to scale units by", alias="unitsFactor")
+    cost_factor: Union[StrictFloat, StrictInt] = Field(description="The factor to scale cost by", alias="costFactor")
     __properties = ["unitsFactor", "costFactor"]
 
     class Config:
@@ -77,3 +79,5 @@ class InputTransition(BaseModel):
             "cost_factor": obj.get("costFactor")
         })
         return _obj
+
+InputTransition.update_forward_refs()

lusid/models/instrument.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist, constr, validator 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 from lusid.models.data_model_membership import DataModelMembership
 from lusid.models.link import Link
 from lusid.models.lusid_instrument import LusidInstrument
@@ -37,20 +39,20 @@ class Instrument(BaseModel):
     href:  Optional[StrictStr] = Field(None,alias="href", description="The specific Uniform Resource Identifier (URI) for this resource at the requested effective and asAt datetime.") 
     scope:  Optional[StrictStr] = Field(None,alias="scope", description="The scope in which the instrument lies.") 
     lusid_instrument_id:  StrictStr = Field(...,alias="lusidInstrumentId", description="The unique LUSID Instrument Identifier (LUID) of the instrument.") 
-    version: Version = Field(...)
-    staged_modifications: Optional[StagedModificationsInfo] = Field(None, alias="stagedModifications")
+    version: Version
+    staged_modifications: Optional[StagedModificationsInfo] = Field(default=None, alias="stagedModifications")
     name:  StrictStr = Field(...,alias="name", description="The name of the instrument.") 
-    identifiers: Dict[str, StrictStr] = Field(..., description="The set of identifiers that can be used to identify the instrument.")
-    properties: Optional[conlist(ModelProperty)] = Field(None, description="The requested instrument properties. These will be from the 'Instrument' domain.")
-    lookthrough_portfolio: Optional[ResourceId] = Field(None, alias="lookthroughPortfolio")
-    instrument_definition: Optional[LusidInstrument] = Field(None, alias="instrumentDefinition")
+    identifiers: Dict[str, Optional[StrictStr]] = Field(description="The set of identifiers that can be used to identify the instrument.")
+    properties: Optional[List[ModelProperty]] = Field(default=None, description="The requested instrument properties. These will be from the 'Instrument' domain.")
+    lookthrough_portfolio: Optional[ResourceId] = Field(default=None, alias="lookthroughPortfolio")
+    instrument_definition: Optional[LusidInstrument] = Field(default=None, alias="instrumentDefinition")
     state:  StrictStr = Field(...,alias="state", description="The state of of the instrument at the asAt datetime of this version of the instrument definition. The available values are: Active, Inactive, Deleted") 
     asset_class:  Optional[StrictStr] = Field(None,alias="assetClass", description="The nominal asset class of the instrument, e.g. InterestRates, FX, Inflation, Equities, Credit, Commodities, etc. The available values are: InterestRates, FX, Inflation, Equities, Credit, Commodities, Money, Unknown") 
     dom_ccy:  Optional[StrictStr] = Field(None,alias="domCcy", description="The domestic currency, meaning the currency in which the instrument would typically be expected to pay cashflows, e.g. a share in AAPL being USD.") 
-    relationships: Optional[conlist(Relationship)] = Field(None, description="A set of relationships associated to the instrument.")
-    settlement_cycle: Optional[SettlementCycle] = Field(None, alias="settlementCycle")
-    data_model_membership: Optional[DataModelMembership] = Field(None, alias="dataModelMembership")
-    links: Optional[conlist(Link)] = None
+    relationships: Optional[List[Relationship]] = Field(default=None, description="A set of relationships associated to the instrument.")
+    settlement_cycle: Optional[SettlementCycle] = Field(default=None, alias="settlementCycle")
+    data_model_membership: Optional[DataModelMembership] = Field(default=None, alias="dataModelMembership")
+    links: Optional[List[Link]] = None
     __properties = ["href", "scope", "lusidInstrumentId", "version", "stagedModifications", "name", "identifiers", "properties", "lookthroughPortfolio", "instrumentDefinition", "state", "assetClass", "domCcy", "relationships", "settlementCycle", "dataModelMembership", "links"]
 
     @validator('state')
@@ -103,14 +105,19 @@ class Instrument(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
         if "state" != "type":
             return value
 
-        if value not in ('Active', 'Inactive', 'Deleted'):
+        if value not in ['Active', 'Inactive', 'Deleted']:
             raise ValueError("must be one of enum values ('Active', 'Inactive', 'Deleted')")
         return value
 
@@ -164,7 +171,12 @@ class Instrument(BaseModel):
                                     'SchedulerJobResponse', 
                                     'SleepResponse',
                                     'Library',
-                                    'LibraryResponse']:
+                                    'LibraryResponse',
+                                    'DayRegularity',
+                                    'RelativeMonthRegularity',
+                                    'SpecificMonthRegularity',
+                                    'WeekRegularity',
+                                    'YearRegularity']:
            return value
         
         # Only validate the 'type' property of the class
@@ -174,7 +186,7 @@ class Instrument(BaseModel):
         if value is None:
             return value
 
-        if value not in ('InterestRates', 'FX', 'Inflation', 'Equities', 'Credit', 'Commodities', 'Money', 'Unknown'):
+        if value not in ['InterestRates', 'FX', 'Inflation', 'Equities', 'Credit', 'Commodities', 'Money', 'Unknown']:
             raise ValueError("must be one of enum values ('InterestRates', 'FX', 'Inflation', 'Equities', 'Credit', 'Commodities', 'Money', 'Unknown')")
         return value
 
@@ -310,3 +322,5 @@ class Instrument(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+Instrument.update_forward_refs()

lusid/models/instrument_capabilities.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictStr, conlist 
+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.described_address_key import DescribedAddressKey
 from lusid.models.economic_dependency import EconomicDependency
 from lusid.models.link import Link
@@ -30,10 +32,10 @@ class InstrumentCapabilities(BaseModel):
     """
     instrument_id:  Optional[StrictStr] = Field(None,alias="instrumentId", description="The Lusid instrument id for the instrument e.g. 'LUID_00003D4X'.") 
     model:  Optional[StrictStr] = Field(None,alias="model", description="The pricing model e.g. 'Discounting'.") 
-    features: Optional[Dict[str, StrictStr]] = Field(None, description="Features of the instrument describing its optionality, payoff type and more e.g. 'Instrument/Features/Exercise: American', 'Instrument/Features/Product: Option'")
-    supported_addresses: Optional[conlist(DescribedAddressKey)] = Field(None, alias="supportedAddresses", description="Queryable addresses supported by the model, e.g. 'Valuation/Pv', 'Valuation/Accrued'.")
-    economic_dependencies: Optional[conlist(EconomicDependency)] = Field(None, alias="economicDependencies", description="Economic dependencies for the model, e.g. 'Fx:GBP.USD', 'Cash:GBP', 'Rates:GBP.GBPOIS'.")
-    links: Optional[conlist(Link)] = None
+    features: Optional[Dict[str, Optional[StrictStr]]] = Field(default=None, description="Features of the instrument describing its optionality, payoff type and more e.g. 'Instrument/Features/Exercise: American', 'Instrument/Features/Product: Option'")
+    supported_addresses: Optional[List[DescribedAddressKey]] = Field(default=None, description="Queryable addresses supported by the model, e.g. 'Valuation/Pv', 'Valuation/Accrued'.", alias="supportedAddresses")
+    economic_dependencies: Optional[List[EconomicDependency]] = Field(default=None, description="Economic dependencies for the model, e.g. 'Fx:GBP.USD', 'Cash:GBP', 'Rates:GBP.GBPOIS'.", alias="economicDependencies")
+    links: Optional[List[Link]] = None
     __properties = ["instrumentId", "model", "features", "supportedAddresses", "economicDependencies", "links"]
 
     class Config:
@@ -139,3 +141,5 @@ class InstrumentCapabilities(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+InstrumentCapabilities.update_forward_refs()

lusid/models/instrument_cash_flow.py

@@ -17,9 +17,11 @@ import pprint
 import re  # noqa: F401
 import json
 
+
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
 from datetime import datetime
-from typing import Any, Dict, List, Optional, Union
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, StrictFloat, StrictInt, StrictStr, conlist, constr 
 from lusid.models.link import Link
 from lusid.models.resource_id import ResourceId
 
@@ -27,15 +29,15 @@ class InstrumentCashFlow(BaseModel):
     """
     The details for the cashflow associated with an instrument from a given portfolio.  # noqa: E501
     """
-    payment_date: datetime = Field(..., alias="paymentDate", description="The date at which the given cash flow is due to be paid (SettlementDate is used somewhat interchangeably with PaymentDate.)")
-    amount: Optional[Union[StrictFloat, StrictInt]] = Field(None, description="The quantity (amount) that will be paid. Note that this can be empty if the payment is in the future and a model is used that cannot estimate it.")
+    payment_date: datetime = Field(description="The date at which the given cash flow is due to be paid (SettlementDate is used somewhat interchangeably with PaymentDate.)", alias="paymentDate")
+    amount: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The quantity (amount) that will be paid. Note that this can be empty if the payment is in the future and a model is used that cannot estimate it.")
     currency:  StrictStr = Field(...,alias="currency", description="The payment currency of the cash flow.") 
-    source_portfolio_id: ResourceId = Field(..., alias="sourcePortfolioId")
+    source_portfolio_id: ResourceId = Field(alias="sourcePortfolioId")
     source_transaction_id:  StrictStr = Field(...,alias="sourceTransactionId", description="The identifier for the parent transaction on the instrument that will pay/receive this cash flow.") 
     source_instrument_scope:  StrictStr = Field(...,alias="sourceInstrumentScope", description="The unique Lusid Instrument Id (LUID) of the instrument that the holding is in.") 
     source_instrument_id:  StrictStr = Field(...,alias="sourceInstrumentId", description="The unique Lusid Instrument Id (LUID) of the instrument that the holding is in.") 
-    diagnostics: Dict[str, StrictStr] = Field(..., description="Whilst a cash flow is defined by an (amount,ccy) pair and the date it is paid on there is additional information required for diagnostics. This includes a range of information and can be empty in the case of a simple cash quantity or where further information is not available. Typical information includes items such as reset dates, RIC, accrual start/end, number of days and curve data.")
-    links: Optional[conlist(Link)] = None
+    diagnostics: Dict[str, Optional[StrictStr]] = Field(description="Whilst a cash flow is defined by an (amount,ccy) pair and the date it is paid on there is additional information required for diagnostics. This includes a range of information and can be empty in the case of a simple cash quantity or where further information is not available. Typical information includes items such as reset dates, RIC, accrual start/end, number of days and curve data.")
+    links: Optional[List[Link]] = None
     __properties = ["paymentDate", "amount", "currency", "sourcePortfolioId", "sourceTransactionId", "sourceInstrumentScope", "sourceInstrumentId", "diagnostics", "links"]
 
     class Config:
@@ -113,3 +115,5 @@ class InstrumentCashFlow(BaseModel):
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj
+
+InstrumentCashFlow.update_forward_refs()

lusid/models/instrument_definition.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict, List, Optional
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, conlist, constr 
+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.instrument_id_value import InstrumentIdValue
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.model_property import ModelProperty
@@ -31,11 +33,11 @@ class InstrumentDefinition(BaseModel):
     InstrumentDefinition
     """
     name:  StrictStr = Field(...,alias="name", description="The name of the instrument.") 
-    identifiers: Dict[str, InstrumentIdValue] = Field(..., description="A set of identifiers that can be used to identify the instrument. At least one of these must be configured to be a unique identifier.")
-    properties: Optional[conlist(ModelProperty)] = Field(None, description="Set of unique instrument properties and associated values to store with the instrument. Each property must be from the 'Instrument' domain.")
-    look_through_portfolio_id: Optional[ResourceId] = Field(None, alias="lookThroughPortfolioId")
+    identifiers: Dict[str, InstrumentIdValue] = Field(description="A set of identifiers that can be used to identify the instrument. At least one of these must be configured to be a unique identifier.")
+    properties: Optional[List[ModelProperty]] = Field(default=None, description="Set of unique instrument properties and associated values to store with the instrument. Each property must be from the 'Instrument' domain.")
+    look_through_portfolio_id: Optional[ResourceId] = Field(default=None, alias="lookThroughPortfolioId")
     definition: Optional[LusidInstrument] = None
-    settlement_cycle: Optional[SettlementCycle] = Field(None, alias="settlementCycle")
+    settlement_cycle: Optional[SettlementCycle] = Field(default=None, alias="settlementCycle")
     __properties = ["name", "identifiers", "properties", "lookThroughPortfolioId", "definition", "settlementCycle"]
 
     class Config:
@@ -123,3 +125,5 @@ class InstrumentDefinition(BaseModel):
             "settlement_cycle": SettlementCycle.from_dict(obj.get("settlementCycle")) if obj.get("settlementCycle") is not None else None
         })
         return _obj
+
+InstrumentDefinition.update_forward_refs()

lusid/models/instrument_definition_format.py

@@ -18,8 +18,10 @@ import re  # noqa: F401
 import json
 
 
-from typing import Any, Dict
-from pydantic.v1 import StrictStr, Field, BaseModel, Field, constr 
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 class InstrumentDefinitionFormat(BaseModel):
     """
@@ -79,3 +81,5 @@ class InstrumentDefinitionFormat(BaseModel):
             "version": obj.get("version")
         })
         return _obj
+
+InstrumentDefinitionFormat.update_forward_refs()

lusid/models/instrument_delete_modes.py

@@ -17,8 +17,10 @@ import pprint
 import re  # noqa: F401
 from aenum import Enum, no_arg
 
-
-
+from typing import List, Dict, Optional, Any, Union, TYPE_CHECKING
+from typing_extensions import Annotated
+from pydantic.v1 import BaseModel, StrictStr, StrictInt, StrictBool, StrictFloat, StrictBytes, Field, validator, ValidationError, conlist, constr
+from datetime import datetime
 
 
 class InstrumentDeleteModes(str, Enum):