Updates for v2.1.728

finbourne · Feb 21, 2025 · aea70cd · aea70cd
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diff --git a/README.md b/README.md
@@ -28,8 +28,8 @@ This code is automatically generated by the [OpenAPI Generator](https://openapi-
 
 ## Versions
 
-- API version: 0.11.7481
-- SDK version: 2.1.727
+- API version: 0.11.7484
+- SDK version: 2.1.728
 
 ## Requirements
 

diff --git a/sdk/docs/PricingOptions.md b/sdk/docs/PricingOptions.md
@@ -15,6 +15,7 @@ Name | Type | Description | Notes
 **remove_contingent_cashflows_in_payment_diary** | **bool** | When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not. | [optional] 
 **use_child_sub_holding_keys_for_portfolio_expansion** | **bool** | Should fund constituents inherit subholding keys from the parent subholding keyb | [optional] 
 **validate_domestic_and_quote_currencies_are_consistent** | **bool** | Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing. | [optional] 
+**mbs_valuation_using_holding_current_face** | **bool** |  | [optional] 
 **conserved_quantity_for_lookthrough_expansion** | **str** | When performing lookthrough portfolio expansion with ScalingMethodology set to \&quot;Sum\&quot; or \&quot;AbsoluteSum\&quot;,  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \&quot;PV\&quot; (default), \&quot;Exposure\&quot;. | [optional] 
 **return_zero_pv** | [**ReturnZeroPvOptions**](ReturnZeroPvOptions.md) |  | [optional] 
 

diff --git a/sdk/lusid/configuration.py b/sdk/lusid/configuration.py
@@ -445,7 +445,7 @@ def to_debug_report(self):
         return "Python SDK Debug Report:\n"\
                "OS: {env}\n"\
                "Python Version: {pyversion}\n"\
-               "Version of the API: 0.11.7481\n"\
+               "Version of the API: 0.11.7484\n"\
                "SDK Package Version: {package_version}".\
                format(env=sys.platform, pyversion=sys.version, package_version=package_version)
 

diff --git a/sdk/lusid/models/pricing_options.py b/sdk/lusid/models/pricing_options.py
@@ -37,9 +37,10 @@ class PricingOptions(BaseModel):
     remove_contingent_cashflows_in_payment_diary: Optional[StrictBool] = Field(None, alias="removeContingentCashflowsInPaymentDiary", description="When creating a payment diary, should contingent cash payments (e.g. from exercise of a swaption into a swap) be included or not.  i.e. Is exercise or default being assumed to happen or not.")
     use_child_sub_holding_keys_for_portfolio_expansion: Optional[StrictBool] = Field(None, alias="useChildSubHoldingKeysForPortfolioExpansion", description="Should fund constituents inherit subholding keys from the parent subholding keyb")
     validate_domestic_and_quote_currencies_are_consistent: Optional[StrictBool] = Field(None, alias="validateDomesticAndQuoteCurrenciesAreConsistent", description="Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing.")
+    mbs_valuation_using_holding_current_face: Optional[StrictBool] = Field(None, alias="mbsValuationUsingHoldingCurrentFace")
     conserved_quantity_for_lookthrough_expansion:  Optional[StrictStr] = Field(None,alias="conservedQuantityForLookthroughExpansion", description="When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",  the quantity specified here will be conserved and apportioned to lookthrough constituents.  For example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.  When expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.  The number of units of each equity held is then implied.  Note that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.                Allowed values are: \"PV\" (default), \"Exposure\".") 
     return_zero_pv: Optional[ReturnZeroPvOptions] = Field(None, alias="returnZeroPv")
-    __properties = ["modelSelection", "useInstrumentTypeToDeterminePricer", "allowAnyInstrumentsWithSecUidToPriceOffLookup", "allowPartiallySuccessfulEvaluation", "produceSeparateResultForLinearOtcLegs", "enableUseOfCachedUnitResults", "windowValuationOnInstrumentStartEnd", "removeContingentCashflowsInPaymentDiary", "useChildSubHoldingKeysForPortfolioExpansion", "validateDomesticAndQuoteCurrenciesAreConsistent", "conservedQuantityForLookthroughExpansion", "returnZeroPv"]
+    __properties = ["modelSelection", "useInstrumentTypeToDeterminePricer", "allowAnyInstrumentsWithSecUidToPriceOffLookup", "allowPartiallySuccessfulEvaluation", "produceSeparateResultForLinearOtcLegs", "enableUseOfCachedUnitResults", "windowValuationOnInstrumentStartEnd", "removeContingentCashflowsInPaymentDiary", "useChildSubHoldingKeysForPortfolioExpansion", "validateDomesticAndQuoteCurrenciesAreConsistent", "mbsValuationUsingHoldingCurrentFace", "conservedQuantityForLookthroughExpansion", "returnZeroPv"]
 
     class Config:
         """Pydantic configuration"""
@@ -106,6 +107,7 @@ def from_dict(cls, obj: dict) -> PricingOptions:
             "remove_contingent_cashflows_in_payment_diary": obj.get("removeContingentCashflowsInPaymentDiary"),
             "use_child_sub_holding_keys_for_portfolio_expansion": obj.get("useChildSubHoldingKeysForPortfolioExpansion"),
             "validate_domestic_and_quote_currencies_are_consistent": obj.get("validateDomesticAndQuoteCurrenciesAreConsistent"),
+            "mbs_valuation_using_holding_current_face": obj.get("mbsValuationUsingHoldingCurrentFace"),
             "conserved_quantity_for_lookthrough_expansion": obj.get("conservedQuantityForLookthroughExpansion"),
             "return_zero_pv": ReturnZeroPvOptions.from_dict(obj.get("returnZeroPv")) if obj.get("returnZeroPv") is not None else None
         })

diff --git a/sdk/pyproject.toml b/sdk/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "lusid-sdk"
-version = "2.1.727"
+version = "2.1.728"
 description = "LUSID API"
 authors = ["FINBOURNE Technology <[email protected]>"]
 license = "MIT"