lusid-sdk 2.2.5__py3-none-any.whl → 2.2.6__py3-none-any.whl

lusid/configuration.py

@@ -445,7 +445,7 @@ class Configuration:
         return "Python SDK Debug Report:\n"\
                "OS: {env}\n"\
                "Python Version: {pyversion}\n"\
-               "Version of the API: 0.11.8424\n"\
+               "Version of the API: 0.11.8425\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

lusid/models/float_schedule.py

@@ -48,9 +48,11 @@ class FloatSchedule(Schedule):
     compounding: Optional[Compounding] = None
     reset_convention:  Optional[StrictStr] = Field(None,alias="resetConvention", description="Control how resets are generated relative to payment convention(s).    Supported string (enumeration) values are: [InAdvance, InArrears].  Defaults to \"InAdvance\" if not set.") 
     use_annualised_direct_rates: Optional[StrictBool] = Field(default=None, description="Flag indicating whether to use daily updated annualised interest  rates for calculating the accrued interest. Defaults to false.", alias="useAnnualisedDirectRates")
+    cap_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The maximum floating rate which a cashflow can accrue.", alias="capRate")
+    floor_rate: Optional[Union[StrictFloat, StrictInt]] = Field(default=None, description="The minimum floating rate which a cashflow can accrue.", alias="floorRate")
     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", "startDate", "maturityDate", "flowConventions", "conventionName", "exDividendDays", "indexConventionName", "indexConventions", "notional", "paymentCurrency", "spread", "stubType", "exDividendConfiguration", "compounding", "resetConvention", "useAnnualisedDirectRates"]
+    __properties = ["scheduleType", "startDate", "maturityDate", "flowConventions", "conventionName", "exDividendDays", "indexConventionName", "indexConventions", "notional", "paymentCurrency", "spread", "stubType", "exDividendConfiguration", "compounding", "resetConvention", "useAnnualisedDirectRates", "capRate", "floorRate"]
 
     @validator('schedule_type')
     def schedule_type_validate_enum(cls, value):
@@ -189,6 +191,16 @@ class FloatSchedule(Schedule):
         if self.reset_convention is None and "reset_convention" in self.__fields_set__:
             _dict['resetConvention'] = None
 
+        # set to None if cap_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.cap_rate is None and "cap_rate" in self.__fields_set__:
+            _dict['capRate'] = None
+
+        # set to None if floor_rate (nullable) is None
+        # and __fields_set__ contains the field
+        if self.floor_rate is None and "floor_rate" in self.__fields_set__:
+            _dict['floorRate'] = None
+
         return _dict
 
     @classmethod
@@ -216,7 +228,9 @@ class FloatSchedule(Schedule):
             "ex_dividend_configuration": ExDividendConfiguration.from_dict(obj.get("exDividendConfiguration")) if obj.get("exDividendConfiguration") is not None else None,
             "compounding": Compounding.from_dict(obj.get("compounding")) if obj.get("compounding") is not None else None,
             "reset_convention": obj.get("resetConvention"),
-            "use_annualised_direct_rates": obj.get("useAnnualisedDirectRates")
+            "use_annualised_direct_rates": obj.get("useAnnualisedDirectRates"),
+            "cap_rate": obj.get("capRate"),
+            "floor_rate": obj.get("floorRate")
         })
         # store additional fields in additional_properties
         for _key in obj.keys():

{lusid_sdk-2.2.5.dist-info → lusid_sdk-2.2.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: lusid-sdk
-Version: 2.2.5
+Version: 2.2.6
 Summary: LUSID API
 Home-page: https://github.com/finbourne/lusid-sdk-python
 License: MIT

{lusid_sdk-2.2.5.dist-info → lusid_sdk-2.2.6.dist-info}/RECORD

@@ -81,7 +81,7 @@ lusid/api/translation_api.py,sha256=ykq--aAObjON30cqkCgtlvNVN_X9o1kCFHBuhx0TqOY,
 lusid/api/workspace_api.py,sha256=cIVlsVXulKjrNIF1NMaEH11-YRF3gOmLN6KaXVeECnk,120530
 lusid/api_client.py,sha256=9ShwOKmMJEOUj82dVLKP8CIkwu0aGV2H5qwGxTVJp7w,31170
 lusid/api_response.py,sha256=6-gnhty6lu8MMAERt3_kTVD7UxQgWFfcjgpcq6iN5IU,855
-lusid/configuration.py,sha256=_hjJA0BfVyK6bszx51Zm_8axNXQhkOew4odgdvRpiaM,17980
+lusid/configuration.py,sha256=CP5SYNQruJbXKrBQmEHmrnpbw2USgGPWyNBMrBa3vYk,17980
 lusid/exceptions.py,sha256=lYAJyHpruxMPUtZ95NwiYJvqzInY8S0yhRE0-JFYCww,5873
 lusid/extensions/__init__.py,sha256=dzDHEzpn-9smd2-_UMWQzeyX6Ha4jGf6fnqx7qxKxNI,630
 lusid/extensions/api_client.py,sha256=cq0kCulu3hsJ7jMPQfsE8B6FIa8ppTSXqneHo19RrXQ,30973
@@ -514,7 +514,7 @@ lusid/models/flexible_repo_collateral_event.py,sha256=s26CXw36KXLxeQMPgUvMbAQggN
 lusid/models/flexible_repo_full_closure_event.py,sha256=XrtnXy0_C7cZkRLZ2JHlR1duuFCeXq8l8EghJqou_78,12372
 lusid/models/flexible_repo_interest_payment_event.py,sha256=bfEnG0ocgQCC0s7JX6UGhqoSv0IwlbroSA-PWuvWIHw,13150
 lusid/models/flexible_repo_partial_closure_event.py,sha256=g0oz51kXBVTPdma-gIzPOifsybX43FmmZl4G-VWGx5k,15260
-lusid/models/float_schedule.py,sha256=4WbtM1XfIRY38QR0P1HMJjNUxHge8Mq1QQBNRJVSiXI,14891
+lusid/models/float_schedule.py,sha256=NqJ6rhfY-Ry65AIXEkg5UCRX6wRSnzpXKlD-pu15uzc,15765
 lusid/models/floating_leg.py,sha256=Uagy6SHAIfkMpIUkKWJ5Fd_ed3Up5aHrfglWcMHLVGQ,12196
 lusid/models/flow_convention_name.py,sha256=mTFG2MI2ZOVLjCfeGAOZTyOth73ObB5Iut11YHbcmQs,3264
 lusid/models/flow_conventions.py,sha256=0atD8Qlhww_O9fwAbXHX3Yr28yHRscFLMBZ6hzjbbF8,10908
@@ -1412,6 +1412,6 @@ lusid/models/year_month_day.py,sha256=H4OeBzWuMg6mwiOAHFfAvrzjd3QrFCqx1ldsB4L9YQ
 lusid/models/yield_curve_data.py,sha256=VDizz9-Ry0ujzY4SdeaRCeaUYjdvTtv0gwE9gaH7cAM,10096
 lusid/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 lusid/rest.py,sha256=HQT__5LQEMu6_1sLKvYj-DI4FH1DJXBIPYfZCTTyrY4,13431
-lusid_sdk-2.2.5.dist-info/METADATA,sha256=oe6AMVzF1GziiiY-21atgBA5c-D3pMwphFkrk2AAsCU,237027
-lusid_sdk-2.2.5.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
-lusid_sdk-2.2.5.dist-info/RECORD,,
+lusid_sdk-2.2.6.dist-info/METADATA,sha256=kVP147wdZhYgvmuSacq2W4oAm5IJYtzHJFTTz5IUub4,237027
+lusid_sdk-2.2.6.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+lusid_sdk-2.2.6.dist-info/RECORD,,