# pylint: disable=too-many-lines
# coding=utf-8

# pylint: disable=wrong-import-position

from typing import TYPE_CHECKING

if TYPE_CHECKING:
    from ._patch import *  # pylint: disable=unused-wildcard-import

from ._enums import (  # type: ignore
    AccruedCalculationMethodEnum,
    AccruedRoundingEnum,
    AccruedRoundingTypeEnum,
    AdjustInterestToPaymentDateEnum,
    AmericanMonteCarloMethodEnum,
    AmortizationFrequencyEnum,
    AmortizationTypeEnum,
    AsianTypeEnum,
    AverageTypeEnum,
    BarrierDirectionEnum,
    BarrierModeEnum,
    BarrierTypeEnum,
    BasisSplineSmoothModelEnum,
    BenchmarkYieldSelectionModeEnum,
    BinaryTypeEnum,
    BusinessSectorEnum,
    CalendarAdjustmentEnum,
    CalibrationMethodEnum,
    CalibrationModelEnum,
    CalibrationTypeEnum,
    CallPutEnum,
    CapFloorTypeEnum,
    CashFlowPaymentTypeEnum,
    CategoryEnum,
    CdsConventionEnum,
    CityNameEnum,
    CodeEnum,
    CompoundingModeEnum,
    CompoundingType,
    CompoundingTypeEnum,
    ConstituentOverrideModeEnum,
    CouponReferenceDateEnum,
    CreditCurveTypeEnum,
    CreditSpreadTypeEnum,
    CurvesAndSurfacesCalibrationTypeEnum,
    CurvesAndSurfacesFxSwapCalculationMethodEnum,
    CurvesAndSurfacesInterestCalculationMethodEnum,
    CurvesAndSurfacesPriceSideEnum,
    CurvesAndSurfacesQuotationModeEnum,
    CurvesAndSurfacesSeniorityEnum,
    CurvesAndSurfacesStrikeTypeEnum,
    CurvesAndSurfacesTimeStampEnum,
    CurvesAndSurfacesUnderlyingTypeEnum,
    CurvesAndSurfacesUnitEnum,
    CurvesAndSurfacesVolatilityModelEnum,
    CurveSubTypeEnum,
    CurveTenorsFrequencyEnum,
    CurveTypeEnum,
    DataItems,
    DateMovingConvention,
    DateType,
    DayCountBasis,
    DayCountBasisEnum,
    Direction,
    DirectionEnum,
    DiscountingTypeEnum,
    DividendTypeEnum,
    DocClauseEnum,
    DurationType,
    EconomicSectorEnum,
    EndDateMovingConventionEnum,
    EndOfMonthConvention,
    ExerciseScheduleTypeEnum,
    ExerciseStyleEnum,
    ExtrapolationMode,
    ExtrapolationModeEnum,
    ExtrapolationTypeEnum,
    FinancialContractAssetClassEnum,
    FinancialContractStubRuleEnum,
    FinancialContractYearBasisEnum,
    FormatEnum,
    Frequency,
    FrequencyEnum,
    FutureDateCalculationMethodEnum,
    FutureShiftMethodEnum,
    FuturesQuotationMode,
    FxConstituentEnum,
    FxForwardCurveInterpolationMode,
    FxPriceSideEnum,
    FxRateTypeEnum,
    IdTypeEnum,
    IndexAverageMethodEnum,
    IndexCompoundingMethodEnum,
    IndexConvexityAdjustmentIntegrationMethodEnum,
    IndexConvexityAdjustmentMethodEnum,
    IndexFixingForwardSourceEnum,
    IndexObservationMethodEnum,
    IndexOrder,
    IndexPriceSideEnum,
    IndexResetFrequencyEnum,
    IndexResetTypeEnum,
    IndexSpreadCompoundingMethodEnum,
    IndustryEnum,
    IndustryGroupEnum,
    InflationModeEnum,
    InOrOutEnum,
    InputVolatilityTypeEnum,
    InstrumentTemplateTypeEnum,
    InstrumentTypeEnum,
    InterestCalculationConventionEnum,
    InterestCalculationMethodEnum,
    InterestPaymentFrequencyEnum,
    InterestRateCurveInterpolationMode,
    InterestRateTypeEnum,
    InterestType,
    InterestTypeEnum,
    InterpolationModeEnum,
    IPAAmortizationTypeEnum,
    IPABuySellEnum,
    IPADirectionEnum,
    IPADividendTypeEnum,
    IPAExerciseStyleEnum,
    IPAIndexObservationMethodEnum,
    IPAVolatilityTypeEnum,
    IrConstituentEnum,
    IslamicProductCategoryEnum,
    IssuerTypeEnum,
    MainConstituentAssetClassEnum,
    MarketDataAccessDeniedFallbackEnum,
    MarketDataLocationEnum,
    MethodEnum,
    ModelNameEnum,
    ModelTypeEnum,
    MoneynessTypeEnum,
    Month,
    MonthEnum,
    NotionalExchangeEnum,
    NumericalMethodEnum,
    OptionModel,
    OptionOwnerEnum,
    OptionSolvingVariableEnum,
    OutputVolatilityTypeEnum,
    PaidLegEnum,
    PartyEnum,
    PayerReceiverEnum,
    PaymentBusinessDayConventionEnum,
    PaymentOccurrenceEnum,
    PaymentRollConventionEnum,
    PaymentTypeEnum,
    PeriodicityEnum,
    PeriodType,
    PeriodTypeOutput,
    PositionType,
    PremiumSettlementTypeEnum,
    PriceRoundingEnum,
    PriceRoundingTypeEnum,
    PriceSide,
    PriceSideEnum,
    PriceSideWithLastEnum,
    ProductEnum,
    ProductTypeEnum,
    ProjectedIndexCalculationMethodEnum,
    QuotationModeEnum,
    QuoteFallbackLogicEnum,
    RatingEnum,
    RatingScaleSourceEnum,
    RedemptionDateTypeEnum,
    ReferenceDate,
    ReferenceEntityTypeEnum,
    RepoCurveTypeEnum,
    RepoRateFrequencyEnum,
    RepoRateTypeEnum,
    RescheduleType,
    ResourceType,
    RiskTypeEnum,
    RoundingModeEnum,
    SectorEnum,
    SeniorityEnum,
    SettlementType,
    SettlementTypeEnum,
    ShiftTypeEnum,
    ShiftUnitEnum,
    SolvingLegEnum,
    SolvingMethodEnum,
    SortingOrderEnum,
    SpreadCompoundingModeEnum,
    SpreadRoundingEnum,
    SpreadRoundingTypeEnum,
    StartDateMovingConventionEnum,
    Status,
    StepModeEnum,
    StoreType,
    StrikeTypeEnum,
    StubRuleEnum,
    SubSectorEnum,
    SwapSolvingVariableEnum,
    SwaptionTypeEnum,
    TenorReferenceDateEnum,
    TenorType,
    TimeStampEnum,
    TimezoneEnum,
    TypeEnum,
    UnderlyingTypeEnum,
    UnitEnum,
    VolatilityAdjustmentTypeEnum,
    VolatilityTermStructureTypeEnum,
    VolatilityTypeEnum,
    VolModelTypeEnum,
    WalSensitivityPrepayType,
    WeekDay,
    XAxisEnum,
    YAxisEnum,
    YbRestCurveType,
    YbRestFrequency,
    YearBasisEnum,
    YieldRoundingEnum,
    YieldRoundingTypeEnum,
    YieldTypeEnum,
    ZAxisEnum,
    ZcTypeEnum,
)
from ._models import (  # type: ignore
    AbsolutePositionWhen,
    ActualVsProjectedGlobalSettings,
    ActualVsProjectedRequest,
    ActualVsProjectedRequestItem,
    AdjustableDate,
    AdjustedDate,
    AmortizationDefinition,
    AmortizationItemDefinition,
    Amount,
    ApimCurveShift,
    ApimError,
    AsianDefinition,
    AsianOtcOptionOverride,
    AsianOtcOptionTemplate,
    AssignmentKey,
    BachelierParameters,
    Balloon,
    BarrierDefinition,
    BarrierDefinitionElement,
    BasePricingParameters,
    BasisInstrumentFutures,
    BasisInstrumentFuturesOutput,
    BasketItem,
    BasketUnderlying,
    BermudanSwaptionDefinition,
    BidAskFieldsDescription,
    BidAskFieldsFormulaDescription,
    BidAskFieldsFormulaOutput,
    BidAskFieldsOutput,
    BidAskFormulaFields,
    BidAskMid,
    BidAskMidSimpleValues,
    BidAskSimpleValues,
    BinaryDefinition,
    BlackScholesEquityParameters,
    BlackScholesFxParameters,
    BlackScholesInterestRateFuture,
    BondAnalyticsResponseData,
    BondAnalyticsResponseWithError,
    BondCalculationResponse,
    BondCashflows,
    BondDefinition,
    BondDefinitionInstrument,
    BondDescription,
    BondEffectiveMeasures,
    BondFutureAnalyticsResponseData,
    BondFutureAnalyticsResponseWithError,
    BondFutureCalculationResponse,
    BondFutureDefinition,
    BondFutureDefinitionInstrument,
    BondFutureDescription,
    BondFutureNominalMeasures,
    BondFuturePricingAnalysis,
    BondFuturePricingParameters,
    BondFutureUnderlyingContract,
    BondFutureValuation,
    BondIndicRequest,
    BondInstrument,
    BondInstrumentDefinition,
    BondInstrumentDescription,
    BondInstrumentOutput,
    BondNominalMeasures,
    BondPricingAnalysis,
    BondPricingParameters,
    BondRoundingParameters,
    BondSearchCriteria,
    BondSearchRequest,
    BondSpreadMeasures,
    BondValuation,
    BuildResponse,
    BulkCompact,
    BulkComposite,
    BulkDefaultSettings,
    BulkGlobalSettings,
    BulkJsonInputItem,
    BulkMeta,
    BulkResultItem,
    BulkResultRequest,
    BulkTemplateDataSource,
    BusinessDayAdjustmentDefinition,
    ButterflyShift,
    Calendar,
    CalendarCollectionLinks,
    CalendarCollectionResponse,
    CalendarDefinition,
    CalendarInfo,
    CalendarResponse,
    Calibration,
    CalibrationParameters,
    CancellableDefinition,
    CapFloorAnalyticsResponseData,
    CapFloorAnalyticsResponseWithError,
    CapFloorCalculationResponse,
    CapFloorCashflows,
    CapFloorDefinition,
    CapFloorDescription,
    CapFloorGreeks,
    CapFloorPricingAnalysis,
    CapFloorPricingParameters,
    CapFloorValuation,
    CapletsStrippingDefinition,
    CapletsStrippingSurfaceParameters,
    CapletsStrippingSurfaceRequestItem,
    CapVolatility,
    CapVolItem,
    Cashflow,
    CashflowFloaterSettings,
    CashFlowGlobalSettings,
    CashFlowInput,
    CashflowMbsSettings,
    CashflowPrepaySettings,
    CashFlowRequestData,
    CashflowVolatility,
    CdsAnalyticsResponseData,
    CdsAnalyticsResponseWithError,
    CdsCalculationResponse,
    CdsCashflows,
    CdsDefinition,
    CdsDefinitionInstrument,
    CdsDescription,
    CdsNominalMeasures,
    CdsPricingAnalysis,
    CdsPricingParameters,
    CdsSpreadMeasures,
    CdsValuation,
    CloCallInfo,
    CloSettings,
    CmbsPrepayment,
    CmbsSettings,
    CmdtyOptionVolSurfaceChoice,
    CmdtyVolSurfaceInput,
    CMOModification,
    CollateralDetailsRequest,
    CollateralDetailsRequestInfo,
    CollectionLinks,
    ColumnDetail,
    CombinedShift,
    CommoditiesCalendarSpreadFields,
    CommoditiesCalendarSpreadFieldsDescription,
    CommoditiesCalendarSpreadFieldsFormulaDescription,
    CommoditiesCalendarSpreadFieldsOutput,
    CommoditiesCalendarSpreadFormulaFields,
    CommoditiesCalendarSpreadFormulaParameter,
    CommoditiesCalendarSpreadFormulaParameterDescription,
    CommoditiesCalendarSpreadFormulaParameterOutput,
    CommoditiesCalendarSpreadInstrument,
    CommoditiesCalendarSpreadInstrumentDefinition,
    CommoditiesCalendarSpreadInstrumentDescription,
    CommoditiesCalendarSpreadInstrumentOutput,
    CommoditiesChainSource,
    CommoditiesCurveConstituents,
    CommoditiesCurveConstituentsDescription,
    CommoditiesCurveConstituentsOutput,
    CommoditiesCurveCreateRequest,
    CommoditiesCurveDefinition,
    CommoditiesCurveDefinitionBase,
    CommoditiesCurveDefinitionDescription,
    CommoditiesCurveDefinitionOutput,
    CommoditiesCurveDefinitionRequest,
    CommoditiesCurveDefinitionRequestKeys,
    CommoditiesCurveDefinitionResponse,
    CommoditiesCurveDefinitionsResponse,
    CommoditiesCurveDefinitionsResponseItems,
    CommoditiesCurveParameters,
    CommoditiesCurveParametersDescription,
    CommoditiesCurvePoint,
    CommoditiesCurvePointsInstrument,
    CommoditiesCurveReferenceUpdateDefinition,
    CommoditiesCurveRequestItem,
    CommoditiesCurveResponse,
    CommoditiesCurveSegmentReferenceCurve,
    CommoditiesCurvesReferenceResponseItem,
    CommoditiesCurvesResponse,
    CommoditiesCurvesResponseItem,
    CommoditiesFieldsFormulaOutput,
    CommoditiesFuturesFields,
    CommoditiesFuturesFieldsDescription,
    CommoditiesFuturesFieldsFormulaDescription,
    CommoditiesFuturesFieldsOutput,
    CommoditiesFuturesFormulaFields,
    CommoditiesFuturesFormulaParameter,
    CommoditiesFuturesFormulaParameterDescription,
    CommoditiesFuturesFormulaParameterOutput,
    CommoditiesFuturesInstrument,
    CommoditiesFuturesInstrumentDefinition,
    CommoditiesFuturesInstrumentDescription,
    CommoditiesFuturesInstrumentOutput,
    CommoditiesInstrumentDefinitionDescription,
    CommoditiesInstrumentsOutput,
    CommoditiesInstrumentsRequest,
    CommoditiesInstrumentsSegment,
    CommoditiesInstrumentsSegmentCreate,
    CommoditiesInterestRateCurve,
    CommoditiesInterestRateCurveDefinition,
    CommoditiesInterProductSpreadFields,
    CommoditiesInterProductSpreadFieldsDescription,
    CommoditiesInterProductSpreadFieldsFormulaDescription,
    CommoditiesInterProductSpreadFieldsFormulaOutput,
    CommoditiesInterProductSpreadFieldsOutput,
    CommoditiesInterProductSpreadFormulaFields,
    CommoditiesInterProductSpreadFormulaParameter,
    CommoditiesInterProductSpreadFormulaParameterDescription,
    CommoditiesInterProductSpreadFormulaParameterOutput,
    CommoditiesInterProductSpreadInstrument,
    CommoditiesInterProductSpreadInstrumentDefinition,
    CommoditiesInterProductSpreadInstrumentDefinitionDescription,
    CommoditiesInterProductSpreadInstrumentDescription,
    CommoditiesInterProductSpreadInstrumentsOutput,
    CommoditiesReferenceCurve,
    ComputeDatesBatched,
    ComputeDatesResponse,
    ConstantForwardRateParameters,
    Constituents,
    ConstituentsFiltersDescription,
    ConstituentsOutput,
    ConsumerPriceIndex,
    ConsumerPriceIndexCurvePoint,
    ConvertiblePricing,
    ConvexityAdjustment,
    CountPeriodsOutput,
    CountPeriodsResponse,
    CreditConstituents,
    CreditConstituentsDescription,
    CreditConstituentsOutput,
    CreditCurveChoice,
    CreditCurveCreateDefinition,
    CreditCurveCreateRequest,
    CreditCurveDefinition,
    CreditCurveDefinitionDescription,
    CreditCurveDefinitionOutput,
    CreditCurveDefinitionResponse,
    CreditCurveDefinitionResponseItem,
    CreditCurveDefinitionsResponse,
    CreditCurveDefinitionsResponseItems,
    CreditCurveInput,
    CreditCurveInstrumentsSegment,
    CreditCurveParameters,
    CreditCurveParametersDescription,
    CreditCurvePoint,
    CreditCurveRequestItem,
    CreditCurveResponse,
    CreditCurveSearchDefinition,
    CreditCurvesResponse,
    CreditCurvesResponseItem,
    CreditDefaultSwapInstrument,
    CreditDefaultSwapInstrumentDefinition,
    CreditDefaultSwapInstrumentOutput,
    CreditDefaultSwapsInstrumentDescription,
    CreditInstruments,
    CreditInstrumentsOutput,
    CrossCurencySwapOverride,
    CrossCurrencyCurveDefinitionPricing,
    CrossCurrencyInstrument,
    CrossCurrencyInstrumentDefinition,
    CrossCurrencyInstrumentDefinitionOutput,
    CrossCurrencyInstrumentOutput,
    CrossCurrencyInstruments,
    CrossCurrencyInstrumentsOutput,
    CrossCurrencyInstrumentsSources,
    CrossCurrencySwapTemplateDefinition,
    CurencyBasisSwapOverride,
    CurrencyBasisSwapConstituent,
    CurrencyBasisSwapConstituentDefinition,
    CurrencyBasisSwapTemplateDefinition,
    Curve,
    CurveCalculationParameters,
    CurveDataPoint,
    CurveDetailsRequest,
    CurveInfo,
    CurveMultiShift,
    CurvePoint,
    CurvePointRelatedInstruments,
    CurvesAndSurfacesBidAskFields,
    CurvesAndSurfacesConvexityAdjustment,
    CurvesAndSurfacesInstrument,
    CurvesAndSurfacesValuationTime,
    CurveSearch,
    CurveTypeAndCurrency,
    CustomScenario,
    DataTable,
    DataTableColumnDetail,
    Date,
    DatedRate,
    DatedValue,
    DayWeight,
    DefaultBondQuote,
    DefaultDials,
    DepositConstituentDefinition,
    DepositDefinition,
    DepositDefinitionTemplate,
    DepositFxConstituent,
    DepositInstrumentOutput,
    DepositInstrumentsSource,
    DepositIrConstituent,
    Description,
    DiscountCurveAssignment,
    DiscountMarketDataAssignmentKey,
    DiscountMarketDataAssignmentKeyAssignmentItem,
    Distribution,
    Dividend,
    DividendCurve,
    DividendCurvePoint,
    DoubleBarrierOtcOptionOverride,
    DoubleBarrierOtcOptionTemplate,
    DoubleBinaryOtcOptionOverride,
    DoubleBinaryOtcOptionTemplate,
    Duration,
    EqOptionVolSurfaceChoice,
    EqVolSurfaceInput,
    ErrorDetails,
    ErrorResponse,
    EtiSurfaceDefinition,
    EtiSurfaceParameters,
    EtiVolatilitySurfaceRequestItem,
    ExerciseDefinition,
    ExtraSettings,
    FieldDateOutput,
    FieldDateValue,
    FieldDefinition,
    FieldDescription,
    FieldDoubleOutput,
    FieldDoubleValue,
    FieldFormulaDescription,
    FieldFormulaDoubleOutput,
    FieldFormulaDoubleValue,
    FieldTimeOutput,
    FieldTimeValue,
    FieldValue,
    FinancialContractResponse,
    FixedRateDefinition,
    FlatteningShift,
    FloaterSettings,
    FloatingRateDefinition,
    FloatingRateIndex,
    FloatingRateIndexCollectionLinks,
    FloatingRateIndexCollectionResponse,
    FloatingRateIndexConstituent,
    FloatingRateIndexConstituentDefinition,
    FloatingRateIndexDefinition,
    FloatingRateIndexInfo,
    FloatingRateIndexResponse,
    FormulaParameter,
    FormulaParameterDescription,
    FormulaParameterOutput,
    ForwardCurveAssignment,
    ForwardMarketDataAssignmentKey,
    ForwardMarketDataAssignmentKeyAssignmentItem,
    ForwardRateAgreementAnalyticsResponseData,
    ForwardRateAgreementAnalyticsResponseWithError,
    ForwardRateAgreementCalculationResponse,
    ForwardRateAgreementCashflows,
    ForwardRateAgreementConstituent,
    ForwardRateAgreementConstituentDefinition,
    ForwardRateAgreementDefinition,
    ForwardRateAgreementDefinitionInstrument,
    ForwardRateAgreementDescription,
    ForwardRateAgreementNominalMeasures,
    ForwardRateAgreementPricingAnalysis,
    ForwardRateAgreementPricingParameters,
    ForwardRateAgreementValuation,
    FraDefinition,
    FraDefinitionTemplate,
    FullDayDuration,
    FutureDate,
    FuturesInstrumentDefinition,
    FuturesInstrumentDefinitionOutput,
    FuturesInstrumentDescription,
    FxAnalyticsDescription,
    FxConstituent,
    FxCurveInput,
    FxForward,
    FxForwardAnalyticsDescription,
    FxForwardAnalyticsPricingOnResourceResponseData,
    FxForwardAnalyticsPricingResponseData,
    FxForwardAnalyticsPricingResponseWithError,
    FxForwardAnalyticsValuationOnResourceResponseData,
    FxForwardAnalyticsValuationResponseData,
    FxForwardAnalyticsValuationResponseWithError,
    FxForwardArrayPriceResponse,
    FxForwardArrayValuationResponse,
    FxForwardCollectionLinks,
    FxForwardCollectionResponse,
    FxForwardConstituent,
    FxForwardConstituentDefinition,
    FxForwardCurve,
    FxForwardCurveCalculateArrayResponse,
    FxForwardCurveCalculateResponse,
    FxForwardCurveCalculationParameters,
    FxForwardCurveCalculationPreferences,
    FxForwardCurveChoice,
    FxForwardCurveCollectionLinks,
    FxForwardCurveCollectionResponse,
    FxForwardCurveDataOnResourceResponseData,
    FxForwardCurveDataResponseData,
    FxForwardCurveDataResponseWithError,
    FxForwardCurveDefinition,
    FxForwardCurveDefinitionInstrument,
    FxForwardCurveInfo,
    FxForwardCurveResponse,
    FxForwardDefinition,
    FxForwardDefinitionInstrument,
    FxForwardFromTemplateResponse,
    FxForwardInfo,
    FxForwardInstrument,
    FxForwardInstrumentDefinition,
    FxForwardInstrumentDefinitionOutput,
    FxForwardInstrumentOutput,
    FxForwardInstrumentsSource,
    FxForwardOverride,
    FxForwardPriceResponse,
    FxForwardPricingAnalysis,
    FxForwardResponse,
    FxForwardRisk,
    FxForwardTemplateDefinition,
    FxForwardValuation,
    FxForwardValuationResponse,
    FxOptionVolSurfaceChoice,
    FxOutrightCurve,
    FxOutrightCurveDescription,
    FxOutrightCurvePoint,
    FxPricingAnalysis,
    FxPricingParameters,
    FxRate,
    FxRisk,
    FxSpot,
    FxSpotAnalyticsDescription,
    FxSpotAnalyticsPricingOnResourceResponseData,
    FxSpotAnalyticsPricingResponseData,
    FxSpotAnalyticsPricingResponseWithError,
    FxSpotAnalyticsValuationOnResourceResponseData,
    FxSpotAnalyticsValuationResponseData,
    FxSpotAnalyticsValuationResponseWithError,
    FxSpotArrayPriceResponse,
    FxSpotArrayValuationResponse,
    FxSpotCollectionLinks,
    FxSpotCollectionResponse,
    FxSpotConstituent,
    FxSpotConstituentDefinition,
    FxSpotDefinition,
    FxSpotDefinitionInstrument,
    FxSpotFromTemplateResponse,
    FxSpotInfo,
    FxSpotInstrument,
    FxSpotInstrumentDefinition,
    FxSpotInstrumentDefinitionOutput,
    FxSpotInstrumentOutput,
    FxSpotInstrumentsSource,
    FxSpotOverride,
    FxSpotPriceResponse,
    FxSpotPricingAnalysis,
    FxSpotResponse,
    FxSpotRisk,
    FxSpotTemplateDefinition,
    FxSpotValuation,
    FxSpotValuationResponse,
    FxValuation,
    FxVolatilityPricingParameters,
    FxVolatilityStatisticsParameters,
    FxVolatilitySurfaceDefinition,
    FxVolatilitySurfaceRequestItem,
    FxVolSurfaceInput,
    GenerateDateScheduleResponse,
    GenerateHolidaysResponse,
    GenericNumericalMethod,
    Greeks,
    HalfDayDuration,
    Header,
    HecmSettings,
    HestonEquityParameters,
    Holiday,
    HolidayNames,
    HolidayRule,
    HorizonInfo,
    HullWhiteParameters,
    IdentifierInfo,
    IncomeTaxCashflow,
    IndexCompoundingDefinition,
    IndexFixing,
    IndexLinkerSettings,
    IndexProjection,
    IndirectSourcesDeposits,
    IndirectSourcesSwaps,
    InflationConstituents,
    InflationConstituentsDescription,
    InflationConstituentsOutput,
    InflationCurveCreateRequest,
    InflationCurveDefinition,
    InflationCurveDefinitionDescriptionRequest,
    InflationCurveDefinitionDescriptionResponse,
    InflationCurveDefinitionItem,
    InflationCurveDefinitionResponse,
    InflationCurveDefinitionResponseItem,
    InflationCurveDefinitionsResponse,
    InflationCurveGetDefinitionItem,
    InflationCurveParameters,
    InflationCurveParametersDescription,
    InflationCurveResponse,
    InflationCurves,
    InflationCurvesRequestItem,
    InflationCurvesResponse,
    InflationCurvesResponseItem,
    InflationIndex,
    InflationIndexDescription,
    InflationInstruments,
    InflationInstrumentsOutput,
    InflationInstrumentsSegment,
    InflationRateCurvePoint,
    InflationSeasonality,
    InflationSeasonalityCurvePoint,
    InflationSeasonalityItem,
    InflationSwapInstrument,
    InflationSwapInstrumentDefinitionOutput,
    InflationSwapInstrumentOutput,
    InflationSwapsInstrumentDescription,
    InnerError,
    InputFlow,
    InstrumentDefinition,
    InstrumentDefinitionOutput,
    InstrumentDescription,
    InstrumentTemplate,
    InstrumentTemplateCollectionLinks,
    InstrumentTemplateCollectionResponse,
    InstrumentTemplateDefinition,
    InstrumentTemplateInfo,
    InstrumentTemplateResponse,
    InterestCashflow,
    InterestRateAssignment,
    InterestRateConstituentsDescription,
    InterestRateCurve,
    InterestRateCurveCalculateArrayResponse,
    InterestRateCurveCalculateResponse,
    InterestRateCurveCalculationParameters,
    InterestRateCurveCollectionLinks,
    InterestRateCurveCollectionResponse,
    InterestRateCurveCreateRequest,
    InterestRateCurveDefinition,
    InterestRateCurveDefinitionDescription,
    InterestRateCurveDefinitionResponse,
    InterestRateCurveInfo,
    InterestRateCurveInstrumentDescription,
    InterestRateCurveParameters,
    InterestRateCurveParametersSegmentDescription,
    InterestRateCurveResponse,
    InterestRateDefinition,
    InterestRateInstrument,
    InterestRateInstrumentOutput,
    InterestRateInstruments,
    InterestRateInstrumentsOutput,
    InterestRateInstrumentsSegment,
    InterestRateInstrumentsSources,
    InterestRateLegDefinition,
    InterestRateLegTemplateDefinition,
    InterestRateScheduleItem,
    InterestRateSwapConstituent,
    InterestRateSwapConstituentDefinition,
    InterestRateSwapTemplateDefinition,
    InterpolationTypeAndVector,
    InterpolationWeight,
    IPACapFloorDefinition,
    IPACapFloorDefinitionInstrument,
    IPAInterestRateCurveResponse,
    IPAModelParameters,
    IrCapVolSurfaceChoice,
    IrConstituent,
    IrCurveChoice,
    IrCurveDataOnResourceResponseData,
    IrCurveDataResponseData,
    IrCurveDataResponseWithError,
    IrCurveDefinition,
    IrCurveDefinitionInstrument,
    IrLegDescriptionFields,
    IrLegResponseFields,
    IrLegValuationResponseFields,
    IrMeasure,
    IrPricingParameters,
    IrRiskFields,
    IrsInstrumentResponse,
    IrSwap,
    IrSwapAsCollectionItem,
    IrSwapCollectionLinks,
    IrSwapCollectionResponse,
    IrSwapDefinition,
    IrSwapDefinitionInstrument,
    IrSwapInstrumentArraySolveResponse,
    IrSwapInstrumentArrayValuationResponse,
    IrSwapInstrumentDescriptionFields,
    IrSwapInstrumentRiskFields,
    IrSwapInstrumentSolveResponse,
    IrSwapInstrumentSolveResponseFieldsOnResourceResponseData,
    IrSwapInstrumentSolveResponseFieldsResponseData,
    IrSwapInstrumentSolveResponseFieldsResponseWithError,
    IrSwapInstrumentValuationFields,
    IrSwapInstrumentValuationResponse,
    IrSwapInstrumentValuationResponseFieldsOnResourceResponseData,
    IrSwapInstrumentValuationResponseFieldsResponseData,
    IrSwapInstrumentValuationResponseFieldsResponseWithError,
    IrSwapResponse,
    IrSwapSolvingParameters,
    IrSwapSolvingTarget,
    IrSwapSolvingVariable,
    IrSwaptionVolCubeChoice,
    IrValuationFields,
    IrVolCubeInput,
    IrVolSurfaceInput,
    IrZcCurve,
    IrZcCurveDescription,
    IrZcCurveInput,
    IrZcCurvePoint,
    JobCreationRequest,
    JobResponse,
    JobResubmissionRequest,
    JobStatusResponse,
    JobTimelineEntry,
    JsonRef,
    JsonScenRef,
    LagDaysRescheduleDescription,
    LinkRef,
    Loan,
    LoanAsCollectionItem,
    LoanCollectionLinks,
    LoanCollectionResponse,
    LoanDefinition,
    LoanDefinitionInstrument,
    LoanInstrumentArraySolveResponse,
    LoanInstrumentArrayValuationResponse,
    LoanInstrumentDescriptionFields,
    LoanInstrumentRiskFields,
    LoanInstrumentSolveResponse,
    LoanInstrumentSolveResponseFieldsOnResourceResponseData,
    LoanInstrumentSolveResponseFieldsResponseData,
    LoanInstrumentSolveResponseFieldsResponseWithError,
    LoanInstrumentValuationFields,
    LoanInstrumentValuationResponse,
    LoanInstrumentValuationResponseFieldsOnResourceResponseData,
    LoanInstrumentValuationResponseFieldsResponseData,
    LoanInstrumentValuationResponseFieldsResponseWithError,
    LoanResponse,
    Location,
    LongEndShift,
    LookbackSettings,
    LookupDetails,
    LossSettings,
    MappedResponseRefData,
    MarketData,
    MarketDataAssignments,
    MarketDataLookBack,
    MarketDataLookBackDefinition,
    MarketDataQps,
    MarketDataTime,
    MarketSettingsRequest,
    MarketSettingsRequestInfo,
    MarketVolatility,
    MaturityFilter,
    MbsSettings,
    Measure,
    MetaData,
    ModelDefinition,
    ModelParameters,
    ModifyClass,
    ModifyCollateral,
    MoneynessWeight,
    MonthRatePair,
    MuniSettings,
    NameTypeValue,
    Observance,
    OffsetDefinition,
    Option,
    OptionArraySolveResponse,
    OptionArrayValuationResponse,
    OptionCollectionLinks,
    OptionCollectionResponse,
    OptionDefinition,
    OptionDefinitionInstrument,
    OptionDescriptionFields,
    OptionInfo,
    OptionInstrumentResponse,
    OptionPricingParameters,
    OptionResponse,
    OptionRiskFields,
    OptionSolveResponse,
    OptionSolveResponseFieldsOnResourceResponseData,
    OptionSolveResponseFieldsResponseData,
    OptionSolveResponseFieldsResponseWithError,
    OptionSolvingParameters,
    OptionSolvingTarget,
    OptionSolvingVariable,
    OptionValuationFields,
    OptionValuationResponse,
    OptionValuationResponseFieldsOnResourceResponseData,
    OptionValuationResponseFieldsResponseData,
    OptionValuationResponseFieldsResponseWithError,
    OriginChannel,
    OvernightIndexSwapConstituent,
    OvernightIndexSwapConstituentDefinition,
    OverrideBidAsk,
    OverrideBidAskFields,
    ParallelShift,
    ParRateShift,
    Partials,
    Payment,
    PayoffCashflow,
    PremiumCashflow,
    PremiumLegDefinition,
    PrepayDialsInput,
    PrepayDialsSettings,
    PrepayModelSeller,
    PrepayModelServicer,
    PricingScenario,
    PrincipalCashflow,
    PrincipalDefinition,
    ProcessingInformation,
    ProtectionLegDefinition,
    PyCalcGlobalSettings,
    PyCalcInput,
    PyCalcRequest,
    Quote,
    QuoteDefinition,
    Rate,
    RefDataMeta,
    RelativeAdjustableDate,
    RelativePositionWhen,
    RelativeRescheduleDescription,
    RelativeToRulePositionWhen,
    RepoAnalyticsResponseData,
    RepoAnalyticsResponseWithError,
    RepoCalculationResponse,
    RepoCashflows,
    RepoDefinition,
    RepoDefinitionInstrument,
    RepoDescription,
    RepoParameters,
    RepoPricingAnalysis,
    RepoPricingParameters,
    RepoUnderlyingContract,
    RepoUnderlyingPricingParameters,
    RepoValuation,
    RequestId,
    RescheduleDescription,
    ResetDatesDefinition,
    RestDays,
    RestPrepaySettings,
    ResultResponseBulkResultItem,
    Results,
    ReturnAttributionCurveTypeAndCurrency,
    ReturnAttributionGlobalSettings,
    ReturnAttributionInput,
    ReturnAttributionRequest,
    RoundingDefinition,
    ScalarAndVector,
    ScalarAndVectorWithCollateral,
    ScenAbsoluteCurvePoint,
    Scenario,
    ScenarioCalcFloaterSettings,
    ScenarioCalcGlobalSettings,
    ScenarioCalcInput,
    ScenarioCalcRequest,
    ScenarioDefinition,
    ScenarioSettlement,
    ScenarioVolatility,
    ScenCalcExtraSettings,
    ScenPartials,
    ScheduleDefinition,
    ScheduleItem,
    Seasonality,
    SeasonalityCurvePoint,
    SeasonalityDescription,
    SensitivityShocks,
    ServiceError,
    ServiceErrorResponse,
    SettlementCashflow,
    SettlementDefinition,
    SettlementInfo,
    ShiftCrossCurrencyInstrumentsItem,
    ShiftDefinition,
    ShiftDefinitionFutures,
    ShiftedUnderlyingCurves,
    ShiftFuturesParameter,
    ShiftInterestRateInstrumentsItem,
    ShiftInterestRateInstrumentsPerBasis,
    ShiftScenario,
    ShortEndShift,
    SingleBarrierOtcOptionOverride,
    SingleBarrierOtcOptionTemplate,
    SingleBinaryOtcOptionOverride,
    SingleBinaryOtcOptionTemplate,
    SingleInterestRatePaymentDefinition,
    SolvingMethod,
    SolvingResult,
    Spot,
    SqlSettings,
    StateHomePriceAppreciation,
    Step,
    StepCurvePoint,
    StepRateDefinition,
    StirFutureConstituent,
    StirFutureConstituentDefinition,
    StirFutureDefinition,
    StirFutureTemplateDefinition,
    StrikeFilter,
    StrikeFilterRange,
    StructuredProductsAnalyticsResponseData,
    StructuredProductsAnalyticsResponseWithError,
    StructuredProductsCalculationResponse,
    StructuredProductsCashflows,
    StructuredProductsDefinition,
    StructuredProductsDefinitionInstrument,
    StructuredProductsDescription,
    StructuredProductsGreeks,
    StructuredProductsPricingAnalysis,
    StructuredProductsPricingParameters,
    StructuredProductsValuation,
    StructureNote,
    StubBasisInterestRateCurveInstrumentDescription,
    StubBasisInterestRateInstrument,
    StubBasisInterestRateInstrumentOutput,
    StubIndexReferences,
    StubRateCalculationParameters,
    Summary,
    SurfaceFilters,
    SurfaceOutput,
    SwapDefinition,
    SwapLegDefinition,
    SwaptionAnalyticsResponseData,
    SwaptionAnalyticsResponseWithError,
    SwaptionCalculationResponse,
    SwaptionCashflows,
    SwaptionDefinition,
    SwaptionDefinitionInstrument,
    SwaptionDescription,
    SwaptionGreeks,
    SwaptionPricingAnalysis,
    SwaptionPricingParameters,
    SwaptionValuation,
    SwaptionVolatility,
    SwaptionVolItem,
    SyntheticInstrumentDefinition,
    SystemScenario,
    TenorBasisSwapConstituent,
    TenorBasisSwapConstituentDefinition,
    TenorBasisSwapOverride,
    TenorBasisSwapTemplateDefinition,
    TermAndValue,
    TermDepositAnalyticsResponseData,
    TermDepositAnalyticsResponseWithError,
    TermDepositCalculationResponse,
    TermDepositCashflows,
    TermDepositDefinition,
    TermDepositDefinitionInstrument,
    TermDepositDescription,
    TermDepositNominalMeasures,
    TermDepositPricingAnalysis,
    TermDepositPricingParameters,
    TermDepositValuation,
    TermRatePair,
    Time,
    TimeBucketShift,
    Turn,
    TwistShift,
    UDIExtension,
    UnderlyingBond,
    UnderlyingBondFuture,
    UnderlyingCommodity,
    UnderlyingCurves,
    UnderlyingDefinition,
    UnderlyingEquity,
    UnderlyingFx,
    UnderlyingIrs,
    UnderlyingZcCurves,
    UserCurve,
    UserLoan,
    UserLoanCollateral,
    UserLoanDeal,
    UserScenario,
    UserScenarioCurve,
    UserScenarioInput,
    UserScenCurveDefinition,
    UserVol,
    ValidityPeriod,
    ValuationTime,
    Values,
    VanillaIrsOverride,
    VanillaOtcOptionOverride,
    VanillaOtcOptionTemplate,
    Vector,
    Volatility,
    VolatilityCubeDefinition,
    VolatilityCubeSurfaceParameters,
    VolatilityCubeSurfaceRequestItem,
    VolatilitySurfacePoint,
    VolatilitySurfaceResponse,
    VolatilitySurfaceResponseItem,
    VolCubePoint,
    VolItem,
    VolSurfacePoint,
    WalSensitivityInput,
    WalSensitivityRequest,
    When,
    YBPortUserBond,
    ZcCurve,
    ZcCurveDefinition,
    ZcCurveDefinitionOutput,
    ZcCurveDefinitionRequest,
    ZcCurveDefinitions,
    ZcCurveDefinitionsItem,
    ZcCurveDefinitionsOutput,
    ZcCurveDefinitionsResponse,
    ZcCurveDefinitionsResponseItem,
    ZcCurveInstrument,
    ZcCurveParameters,
    ZcCurvePoint,
    ZcCurveRequestItem,
    ZcCurvesResponse,
    ZcCurvesResponseItem,
    ZcShiftedCurve,
)
from ._patch import *
from ._patch import __all__ as _patch_all
from ._patch import patch_sdk as _patch_sdk

__all__ = [
    "AbsolutePositionWhen",
    "ActualVsProjectedGlobalSettings",
    "ActualVsProjectedRequest",
    "ActualVsProjectedRequestItem",
    "AdjustableDate",
    "AdjustedDate",
    "AmortizationDefinition",
    "AmortizationItemDefinition",
    "Amount",
    "ApimCurveShift",
    "ApimError",
    "AsianDefinition",
    "AsianOtcOptionOverride",
    "AsianOtcOptionTemplate",
    "AssignmentKey",
    "BachelierParameters",
    "Balloon",
    "BarrierDefinition",
    "BarrierDefinitionElement",
    "BasePricingParameters",
    "BasisInstrumentFutures",
    "BasisInstrumentFuturesOutput",
    "BasketItem",
    "BasketUnderlying",
    "BermudanSwaptionDefinition",
    "BidAskFieldsDescription",
    "BidAskFieldsFormulaDescription",
    "BidAskFieldsFormulaOutput",
    "BidAskFieldsOutput",
    "BidAskFormulaFields",
    "BidAskMid",
    "BidAskMidSimpleValues",
    "BidAskSimpleValues",
    "BinaryDefinition",
    "BlackScholesEquityParameters",
    "BlackScholesFxParameters",
    "BlackScholesInterestRateFuture",
    "BondAnalyticsResponseData",
    "BondAnalyticsResponseWithError",
    "BondCalculationResponse",
    "BondCashflows",
    "BondDefinition",
    "BondDefinitionInstrument",
    "BondDescription",
    "BondEffectiveMeasures",
    "BondFutureAnalyticsResponseData",
    "BondFutureAnalyticsResponseWithError",
    "BondFutureCalculationResponse",
    "BondFutureDefinition",
    "BondFutureDefinitionInstrument",
    "BondFutureDescription",
    "BondFutureNominalMeasures",
    "BondFuturePricingAnalysis",
    "BondFuturePricingParameters",
    "BondFutureUnderlyingContract",
    "BondFutureValuation",
    "BondIndicRequest",
    "BondInstrument",
    "BondInstrumentDefinition",
    "BondInstrumentDescription",
    "BondInstrumentOutput",
    "BondNominalMeasures",
    "BondPricingAnalysis",
    "BondPricingParameters",
    "BondRoundingParameters",
    "BondSearchCriteria",
    "BondSearchRequest",
    "BondSpreadMeasures",
    "BondValuation",
    "BuildResponse",
    "BulkCompact",
    "BulkComposite",
    "BulkDefaultSettings",
    "BulkGlobalSettings",
    "BulkJsonInputItem",
    "BulkMeta",
    "BulkResultItem",
    "BulkResultRequest",
    "BulkTemplateDataSource",
    "BusinessDayAdjustmentDefinition",
    "ButterflyShift",
    "CMOModification",
    "Calendar",
    "CalendarCollectionLinks",
    "CalendarCollectionResponse",
    "CalendarDefinition",
    "CalendarInfo",
    "CalendarResponse",
    "Calibration",
    "CalibrationParameters",
    "CancellableDefinition",
    "CapFloorAnalyticsResponseData",
    "CapFloorAnalyticsResponseWithError",
    "CapFloorCalculationResponse",
    "CapFloorCashflows",
    "CapFloorDefinition",
    "CapFloorDescription",
    "CapFloorGreeks",
    "CapFloorPricingAnalysis",
    "CapFloorPricingParameters",
    "CapFloorValuation",
    "CapVolItem",
    "CapVolatility",
    "CapletsStrippingDefinition",
    "CapletsStrippingSurfaceParameters",
    "CapletsStrippingSurfaceRequestItem",
    "CashFlowGlobalSettings",
    "CashFlowInput",
    "CashFlowRequestData",
    "Cashflow",
    "CashflowFloaterSettings",
    "CashflowMbsSettings",
    "CashflowPrepaySettings",
    "CashflowVolatility",
    "CdsAnalyticsResponseData",
    "CdsAnalyticsResponseWithError",
    "CdsCalculationResponse",
    "CdsCashflows",
    "CdsDefinition",
    "CdsDefinitionInstrument",
    "CdsDescription",
    "CdsNominalMeasures",
    "CdsPricingAnalysis",
    "CdsPricingParameters",
    "CdsSpreadMeasures",
    "CdsValuation",
    "CloCallInfo",
    "CloSettings",
    "CmbsPrepayment",
    "CmbsSettings",
    "CmdtyOptionVolSurfaceChoice",
    "CmdtyVolSurfaceInput",
    "CollateralDetailsRequest",
    "CollateralDetailsRequestInfo",
    "CollectionLinks",
    "ColumnDetail",
    "CombinedShift",
    "CommoditiesCalendarSpreadFields",
    "CommoditiesCalendarSpreadFieldsDescription",
    "CommoditiesCalendarSpreadFieldsFormulaDescription",
    "CommoditiesCalendarSpreadFieldsOutput",
    "CommoditiesCalendarSpreadFormulaFields",
    "CommoditiesCalendarSpreadFormulaParameter",
    "CommoditiesCalendarSpreadFormulaParameterDescription",
    "CommoditiesCalendarSpreadFormulaParameterOutput",
    "CommoditiesCalendarSpreadInstrument",
    "CommoditiesCalendarSpreadInstrumentDefinition",
    "CommoditiesCalendarSpreadInstrumentDescription",
    "CommoditiesCalendarSpreadInstrumentOutput",
    "CommoditiesChainSource",
    "CommoditiesCurveConstituents",
    "CommoditiesCurveConstituentsDescription",
    "CommoditiesCurveConstituentsOutput",
    "CommoditiesCurveCreateRequest",
    "CommoditiesCurveDefinition",
    "CommoditiesCurveDefinitionBase",
    "CommoditiesCurveDefinitionDescription",
    "CommoditiesCurveDefinitionOutput",
    "CommoditiesCurveDefinitionRequest",
    "CommoditiesCurveDefinitionRequestKeys",
    "CommoditiesCurveDefinitionResponse",
    "CommoditiesCurveDefinitionsResponse",
    "CommoditiesCurveDefinitionsResponseItems",
    "CommoditiesCurveParameters",
    "CommoditiesCurveParametersDescription",
    "CommoditiesCurvePoint",
    "CommoditiesCurvePointsInstrument",
    "CommoditiesCurveReferenceUpdateDefinition",
    "CommoditiesCurveRequestItem",
    "CommoditiesCurveResponse",
    "CommoditiesCurveSegmentReferenceCurve",
    "CommoditiesCurvesReferenceResponseItem",
    "CommoditiesCurvesResponse",
    "CommoditiesCurvesResponseItem",
    "CommoditiesFieldsFormulaOutput",
    "CommoditiesFuturesFields",
    "CommoditiesFuturesFieldsDescription",
    "CommoditiesFuturesFieldsFormulaDescription",
    "CommoditiesFuturesFieldsOutput",
    "CommoditiesFuturesFormulaFields",
    "CommoditiesFuturesFormulaParameter",
    "CommoditiesFuturesFormulaParameterDescription",
    "CommoditiesFuturesFormulaParameterOutput",
    "CommoditiesFuturesInstrument",
    "CommoditiesFuturesInstrumentDefinition",
    "CommoditiesFuturesInstrumentDescription",
    "CommoditiesFuturesInstrumentOutput",
    "CommoditiesInstrumentDefinitionDescription",
    "CommoditiesInstrumentsOutput",
    "CommoditiesInstrumentsRequest",
    "CommoditiesInstrumentsSegment",
    "CommoditiesInstrumentsSegmentCreate",
    "CommoditiesInterProductSpreadFields",
    "CommoditiesInterProductSpreadFieldsDescription",
    "CommoditiesInterProductSpreadFieldsFormulaDescription",
    "CommoditiesInterProductSpreadFieldsFormulaOutput",
    "CommoditiesInterProductSpreadFieldsOutput",
    "CommoditiesInterProductSpreadFormulaFields",
    "CommoditiesInterProductSpreadFormulaParameter",
    "CommoditiesInterProductSpreadFormulaParameterDescription",
    "CommoditiesInterProductSpreadFormulaParameterOutput",
    "CommoditiesInterProductSpreadInstrument",
    "CommoditiesInterProductSpreadInstrumentDefinition",
    "CommoditiesInterProductSpreadInstrumentDefinitionDescription",
    "CommoditiesInterProductSpreadInstrumentDescription",
    "CommoditiesInterProductSpreadInstrumentsOutput",
    "CommoditiesInterestRateCurve",
    "CommoditiesInterestRateCurveDefinition",
    "CommoditiesReferenceCurve",
    "ComputeDatesBatched",
    "ComputeDatesResponse",
    "ConstantForwardRateParameters",
    "Constituents",
    "ConstituentsFiltersDescription",
    "ConstituentsOutput",
    "ConsumerPriceIndex",
    "ConsumerPriceIndexCurvePoint",
    "ConvertiblePricing",
    "ConvexityAdjustment",
    "CountPeriodsOutput",
    "CountPeriodsResponse",
    "CreditConstituents",
    "CreditConstituentsDescription",
    "CreditConstituentsOutput",
    "CreditCurveChoice",
    "CreditCurveCreateDefinition",
    "CreditCurveCreateRequest",
    "CreditCurveDefinition",
    "CreditCurveDefinitionDescription",
    "CreditCurveDefinitionOutput",
    "CreditCurveDefinitionResponse",
    "CreditCurveDefinitionResponseItem",
    "CreditCurveDefinitionsResponse",
    "CreditCurveDefinitionsResponseItems",
    "CreditCurveInput",
    "CreditCurveInstrumentsSegment",
    "CreditCurveParameters",
    "CreditCurveParametersDescription",
    "CreditCurvePoint",
    "CreditCurveRequestItem",
    "CreditCurveResponse",
    "CreditCurveSearchDefinition",
    "CreditCurvesResponse",
    "CreditCurvesResponseItem",
    "CreditDefaultSwapInstrument",
    "CreditDefaultSwapInstrumentDefinition",
    "CreditDefaultSwapInstrumentOutput",
    "CreditDefaultSwapsInstrumentDescription",
    "CreditInstruments",
    "CreditInstrumentsOutput",
    "CrossCurencySwapOverride",
    "CrossCurrencyCurveDefinitionPricing",
    "CrossCurrencyInstrument",
    "CrossCurrencyInstrumentDefinition",
    "CrossCurrencyInstrumentDefinitionOutput",
    "CrossCurrencyInstrumentOutput",
    "CrossCurrencyInstruments",
    "CrossCurrencyInstrumentsOutput",
    "CrossCurrencyInstrumentsSources",
    "CrossCurrencySwapTemplateDefinition",
    "CurencyBasisSwapOverride",
    "CurrencyBasisSwapConstituent",
    "CurrencyBasisSwapConstituentDefinition",
    "CurrencyBasisSwapTemplateDefinition",
    "Curve",
    "CurveCalculationParameters",
    "CurveDataPoint",
    "CurveDetailsRequest",
    "CurveInfo",
    "CurveMultiShift",
    "CurvePoint",
    "CurvePointRelatedInstruments",
    "CurveSearch",
    "CurveTypeAndCurrency",
    "CurvesAndSurfacesBidAskFields",
    "CurvesAndSurfacesConvexityAdjustment",
    "CurvesAndSurfacesInstrument",
    "CurvesAndSurfacesValuationTime",
    "CustomScenario",
    "DataTable",
    "DataTableColumnDetail",
    "Date",
    "DatedRate",
    "DatedValue",
    "DayWeight",
    "DefaultBondQuote",
    "DefaultDials",
    "DepositConstituentDefinition",
    "DepositDefinition",
    "DepositDefinitionTemplate",
    "DepositFxConstituent",
    "DepositInstrumentOutput",
    "DepositInstrumentsSource",
    "DepositIrConstituent",
    "Description",
    "DiscountCurveAssignment",
    "DiscountMarketDataAssignmentKey",
    "DiscountMarketDataAssignmentKeyAssignmentItem",
    "Distribution",
    "Dividend",
    "DividendCurve",
    "DividendCurvePoint",
    "DoubleBarrierOtcOptionOverride",
    "DoubleBarrierOtcOptionTemplate",
    "DoubleBinaryOtcOptionOverride",
    "DoubleBinaryOtcOptionTemplate",
    "Duration",
    "EqOptionVolSurfaceChoice",
    "EqVolSurfaceInput",
    "ErrorDetails",
    "ErrorResponse",
    "EtiSurfaceDefinition",
    "EtiSurfaceParameters",
    "EtiVolatilitySurfaceRequestItem",
    "ExerciseDefinition",
    "ExtraSettings",
    "FieldDateOutput",
    "FieldDateValue",
    "FieldDefinition",
    "FieldDescription",
    "FieldDoubleOutput",
    "FieldDoubleValue",
    "FieldFormulaDescription",
    "FieldFormulaDoubleOutput",
    "FieldFormulaDoubleValue",
    "FieldTimeOutput",
    "FieldTimeValue",
    "FieldValue",
    "FinancialContractResponse",
    "FixedRateDefinition",
    "FlatteningShift",
    "FloaterSettings",
    "FloatingRateDefinition",
    "FloatingRateIndex",
    "FloatingRateIndexCollectionLinks",
    "FloatingRateIndexCollectionResponse",
    "FloatingRateIndexConstituent",
    "FloatingRateIndexConstituentDefinition",
    "FloatingRateIndexDefinition",
    "FloatingRateIndexInfo",
    "FloatingRateIndexResponse",
    "FormulaParameter",
    "FormulaParameterDescription",
    "FormulaParameterOutput",
    "ForwardCurveAssignment",
    "ForwardMarketDataAssignmentKey",
    "ForwardMarketDataAssignmentKeyAssignmentItem",
    "ForwardRateAgreementAnalyticsResponseData",
    "ForwardRateAgreementAnalyticsResponseWithError",
    "ForwardRateAgreementCalculationResponse",
    "ForwardRateAgreementCashflows",
    "ForwardRateAgreementConstituent",
    "ForwardRateAgreementConstituentDefinition",
    "ForwardRateAgreementDefinition",
    "ForwardRateAgreementDefinitionInstrument",
    "ForwardRateAgreementDescription",
    "ForwardRateAgreementNominalMeasures",
    "ForwardRateAgreementPricingAnalysis",
    "ForwardRateAgreementPricingParameters",
    "ForwardRateAgreementValuation",
    "FraDefinition",
    "FraDefinitionTemplate",
    "FullDayDuration",
    "FutureDate",
    "FuturesInstrumentDefinition",
    "FuturesInstrumentDefinitionOutput",
    "FuturesInstrumentDescription",
    "FxAnalyticsDescription",
    "FxConstituent",
    "FxCurveInput",
    "FxForward",
    "FxForwardAnalyticsDescription",
    "FxForwardAnalyticsPricingOnResourceResponseData",
    "FxForwardAnalyticsPricingResponseData",
    "FxForwardAnalyticsPricingResponseWithError",
    "FxForwardAnalyticsValuationOnResourceResponseData",
    "FxForwardAnalyticsValuationResponseData",
    "FxForwardAnalyticsValuationResponseWithError",
    "FxForwardArrayPriceResponse",
    "FxForwardArrayValuationResponse",
    "FxForwardCollectionLinks",
    "FxForwardCollectionResponse",
    "FxForwardConstituent",
    "FxForwardConstituentDefinition",
    "FxForwardCurve",
    "FxForwardCurveCalculateArrayResponse",
    "FxForwardCurveCalculateResponse",
    "FxForwardCurveCalculationParameters",
    "FxForwardCurveCalculationPreferences",
    "FxForwardCurveChoice",
    "FxForwardCurveCollectionLinks",
    "FxForwardCurveCollectionResponse",
    "FxForwardCurveDataOnResourceResponseData",
    "FxForwardCurveDataResponseData",
    "FxForwardCurveDataResponseWithError",
    "FxForwardCurveDefinition",
    "FxForwardCurveDefinitionInstrument",
    "FxForwardCurveInfo",
    "FxForwardCurveResponse",
    "FxForwardDefinition",
    "FxForwardDefinitionInstrument",
    "FxForwardFromTemplateResponse",
    "FxForwardInfo",
    "FxForwardInstrument",
    "FxForwardInstrumentDefinition",
    "FxForwardInstrumentDefinitionOutput",
    "FxForwardInstrumentOutput",
    "FxForwardInstrumentsSource",
    "FxForwardOverride",
    "FxForwardPriceResponse",
    "FxForwardPricingAnalysis",
    "FxForwardResponse",
    "FxForwardRisk",
    "FxForwardTemplateDefinition",
    "FxForwardValuation",
    "FxForwardValuationResponse",
    "FxOptionVolSurfaceChoice",
    "FxOutrightCurve",
    "FxOutrightCurveDescription",
    "FxOutrightCurvePoint",
    "FxPricingAnalysis",
    "FxPricingParameters",
    "FxRate",
    "FxRisk",
    "FxSpot",
    "FxSpotAnalyticsDescription",
    "FxSpotAnalyticsPricingOnResourceResponseData",
    "FxSpotAnalyticsPricingResponseData",
    "FxSpotAnalyticsPricingResponseWithError",
    "FxSpotAnalyticsValuationOnResourceResponseData",
    "FxSpotAnalyticsValuationResponseData",
    "FxSpotAnalyticsValuationResponseWithError",
    "FxSpotArrayPriceResponse",
    "FxSpotArrayValuationResponse",
    "FxSpotCollectionLinks",
    "FxSpotCollectionResponse",
    "FxSpotConstituent",
    "FxSpotConstituentDefinition",
    "FxSpotDefinition",
    "FxSpotDefinitionInstrument",
    "FxSpotFromTemplateResponse",
    "FxSpotInfo",
    "FxSpotInstrument",
    "FxSpotInstrumentDefinition",
    "FxSpotInstrumentDefinitionOutput",
    "FxSpotInstrumentOutput",
    "FxSpotInstrumentsSource",
    "FxSpotOverride",
    "FxSpotPriceResponse",
    "FxSpotPricingAnalysis",
    "FxSpotResponse",
    "FxSpotRisk",
    "FxSpotTemplateDefinition",
    "FxSpotValuation",
    "FxSpotValuationResponse",
    "FxValuation",
    "FxVolSurfaceInput",
    "FxVolatilityPricingParameters",
    "FxVolatilityStatisticsParameters",
    "FxVolatilitySurfaceDefinition",
    "FxVolatilitySurfaceRequestItem",
    "GenerateDateScheduleResponse",
    "GenerateHolidaysResponse",
    "GenericNumericalMethod",
    "Greeks",
    "HalfDayDuration",
    "Header",
    "HecmSettings",
    "HestonEquityParameters",
    "Holiday",
    "HolidayNames",
    "HolidayRule",
    "HorizonInfo",
    "HullWhiteParameters",
    "IPACapFloorDefinition",
    "IPACapFloorDefinitionInstrument",
    "IPAInterestRateCurveResponse",
    "IPAModelParameters",
    "IdentifierInfo",
    "IncomeTaxCashflow",
    "IndexCompoundingDefinition",
    "IndexFixing",
    "IndexLinkerSettings",
    "IndexProjection",
    "IndirectSourcesDeposits",
    "IndirectSourcesSwaps",
    "InflationConstituents",
    "InflationConstituentsDescription",
    "InflationConstituentsOutput",
    "InflationCurveCreateRequest",
    "InflationCurveDefinition",
    "InflationCurveDefinitionDescriptionRequest",
    "InflationCurveDefinitionDescriptionResponse",
    "InflationCurveDefinitionItem",
    "InflationCurveDefinitionResponse",
    "InflationCurveDefinitionResponseItem",
    "InflationCurveDefinitionsResponse",
    "InflationCurveGetDefinitionItem",
    "InflationCurveParameters",
    "InflationCurveParametersDescription",
    "InflationCurveResponse",
    "InflationCurves",
    "InflationCurvesRequestItem",
    "InflationCurvesResponse",
    "InflationCurvesResponseItem",
    "InflationIndex",
    "InflationIndexDescription",
    "InflationInstruments",
    "InflationInstrumentsOutput",
    "InflationInstrumentsSegment",
    "InflationRateCurvePoint",
    "InflationSeasonality",
    "InflationSeasonalityCurvePoint",
    "InflationSeasonalityItem",
    "InflationSwapInstrument",
    "InflationSwapInstrumentDefinitionOutput",
    "InflationSwapInstrumentOutput",
    "InflationSwapsInstrumentDescription",
    "InnerError",
    "InputFlow",
    "InstrumentDefinition",
    "InstrumentDefinitionOutput",
    "InstrumentDescription",
    "InstrumentTemplate",
    "InstrumentTemplateCollectionLinks",
    "InstrumentTemplateCollectionResponse",
    "InstrumentTemplateDefinition",
    "InstrumentTemplateInfo",
    "InstrumentTemplateResponse",
    "InterestCashflow",
    "InterestRateAssignment",
    "InterestRateConstituentsDescription",
    "InterestRateCurve",
    "InterestRateCurveCalculateArrayResponse",
    "InterestRateCurveCalculateResponse",
    "InterestRateCurveCalculationParameters",
    "InterestRateCurveCollectionLinks",
    "InterestRateCurveCollectionResponse",
    "InterestRateCurveCreateRequest",
    "InterestRateCurveDefinition",
    "InterestRateCurveDefinitionDescription",
    "InterestRateCurveDefinitionResponse",
    "InterestRateCurveInfo",
    "InterestRateCurveInstrumentDescription",
    "InterestRateCurveParameters",
    "InterestRateCurveParametersSegmentDescription",
    "InterestRateCurveResponse",
    "InterestRateDefinition",
    "InterestRateInstrument",
    "InterestRateInstrumentOutput",
    "InterestRateInstruments",
    "InterestRateInstrumentsOutput",
    "InterestRateInstrumentsSegment",
    "InterestRateInstrumentsSources",
    "InterestRateLegDefinition",
    "InterestRateLegTemplateDefinition",
    "InterestRateScheduleItem",
    "InterestRateSwapConstituent",
    "InterestRateSwapConstituentDefinition",
    "InterestRateSwapTemplateDefinition",
    "InterpolationTypeAndVector",
    "InterpolationWeight",
    "IrCapVolSurfaceChoice",
    "IrConstituent",
    "IrCurveChoice",
    "IrCurveDataOnResourceResponseData",
    "IrCurveDataResponseData",
    "IrCurveDataResponseWithError",
    "IrCurveDefinition",
    "IrCurveDefinitionInstrument",
    "IrLegDescriptionFields",
    "IrLegResponseFields",
    "IrLegValuationResponseFields",
    "IrMeasure",
    "IrPricingParameters",
    "IrRiskFields",
    "IrSwap",
    "IrSwapAsCollectionItem",
    "IrSwapCollectionLinks",
    "IrSwapCollectionResponse",
    "IrSwapDefinition",
    "IrSwapDefinitionInstrument",
    "IrSwapInstrumentArraySolveResponse",
    "IrSwapInstrumentArrayValuationResponse",
    "IrSwapInstrumentDescriptionFields",
    "IrSwapInstrumentRiskFields",
    "IrSwapInstrumentSolveResponse",
    "IrSwapInstrumentSolveResponseFieldsOnResourceResponseData",
    "IrSwapInstrumentSolveResponseFieldsResponseData",
    "IrSwapInstrumentSolveResponseFieldsResponseWithError",
    "IrSwapInstrumentValuationFields",
    "IrSwapInstrumentValuationResponse",
    "IrSwapInstrumentValuationResponseFieldsOnResourceResponseData",
    "IrSwapInstrumentValuationResponseFieldsResponseData",
    "IrSwapInstrumentValuationResponseFieldsResponseWithError",
    "IrSwapResponse",
    "IrSwapSolvingParameters",
    "IrSwapSolvingTarget",
    "IrSwapSolvingVariable",
    "IrSwaptionVolCubeChoice",
    "IrValuationFields",
    "IrVolCubeInput",
    "IrVolSurfaceInput",
    "IrZcCurve",
    "IrZcCurveDescription",
    "IrZcCurveInput",
    "IrZcCurvePoint",
    "IrsInstrumentResponse",
    "JobCreationRequest",
    "JobResponse",
    "JobResubmissionRequest",
    "JobStatusResponse",
    "JobTimelineEntry",
    "JsonRef",
    "JsonScenRef",
    "LagDaysRescheduleDescription",
    "LinkRef",
    "Loan",
    "LoanAsCollectionItem",
    "LoanCollectionLinks",
    "LoanCollectionResponse",
    "LoanDefinition",
    "LoanDefinitionInstrument",
    "LoanInstrumentArraySolveResponse",
    "LoanInstrumentArrayValuationResponse",
    "LoanInstrumentDescriptionFields",
    "LoanInstrumentRiskFields",
    "LoanInstrumentSolveResponse",
    "LoanInstrumentSolveResponseFieldsOnResourceResponseData",
    "LoanInstrumentSolveResponseFieldsResponseData",
    "LoanInstrumentSolveResponseFieldsResponseWithError",
    "LoanInstrumentValuationFields",
    "LoanInstrumentValuationResponse",
    "LoanInstrumentValuationResponseFieldsOnResourceResponseData",
    "LoanInstrumentValuationResponseFieldsResponseData",
    "LoanInstrumentValuationResponseFieldsResponseWithError",
    "LoanResponse",
    "Location",
    "LongEndShift",
    "LookbackSettings",
    "LookupDetails",
    "LossSettings",
    "MappedResponseRefData",
    "MarketData",
    "MarketDataAssignments",
    "MarketDataLookBack",
    "MarketDataLookBackDefinition",
    "MarketDataQps",
    "MarketDataTime",
    "MarketSettingsRequest",
    "MarketSettingsRequestInfo",
    "MarketVolatility",
    "MaturityFilter",
    "MbsSettings",
    "Measure",
    "MetaData",
    "ModelDefinition",
    "ModelParameters",
    "ModifyClass",
    "ModifyCollateral",
    "MoneynessWeight",
    "MonthRatePair",
    "MuniSettings",
    "NameTypeValue",
    "Observance",
    "OffsetDefinition",
    "Option",
    "OptionArraySolveResponse",
    "OptionArrayValuationResponse",
    "OptionCollectionLinks",
    "OptionCollectionResponse",
    "OptionDefinition",
    "OptionDefinitionInstrument",
    "OptionDescriptionFields",
    "OptionInfo",
    "OptionInstrumentResponse",
    "OptionPricingParameters",
    "OptionResponse",
    "OptionRiskFields",
    "OptionSolveResponse",
    "OptionSolveResponseFieldsOnResourceResponseData",
    "OptionSolveResponseFieldsResponseData",
    "OptionSolveResponseFieldsResponseWithError",
    "OptionSolvingParameters",
    "OptionSolvingTarget",
    "OptionSolvingVariable",
    "OptionValuationFields",
    "OptionValuationResponse",
    "OptionValuationResponseFieldsOnResourceResponseData",
    "OptionValuationResponseFieldsResponseData",
    "OptionValuationResponseFieldsResponseWithError",
    "OriginChannel",
    "OvernightIndexSwapConstituent",
    "OvernightIndexSwapConstituentDefinition",
    "OverrideBidAsk",
    "OverrideBidAskFields",
    "ParRateShift",
    "ParallelShift",
    "Partials",
    "Payment",
    "PayoffCashflow",
    "PremiumCashflow",
    "PremiumLegDefinition",
    "PrepayDialsInput",
    "PrepayDialsSettings",
    "PrepayModelSeller",
    "PrepayModelServicer",
    "PricingScenario",
    "PrincipalCashflow",
    "PrincipalDefinition",
    "ProcessingInformation",
    "ProtectionLegDefinition",
    "PyCalcGlobalSettings",
    "PyCalcInput",
    "PyCalcRequest",
    "Quote",
    "QuoteDefinition",
    "Rate",
    "RefDataMeta",
    "RelativeAdjustableDate",
    "RelativePositionWhen",
    "RelativeRescheduleDescription",
    "RelativeToRulePositionWhen",
    "RepoAnalyticsResponseData",
    "RepoAnalyticsResponseWithError",
    "RepoCalculationResponse",
    "RepoCashflows",
    "RepoDefinition",
    "RepoDefinitionInstrument",
    "RepoDescription",
    "RepoParameters",
    "RepoPricingAnalysis",
    "RepoPricingParameters",
    "RepoUnderlyingContract",
    "RepoUnderlyingPricingParameters",
    "RepoValuation",
    "RequestId",
    "RescheduleDescription",
    "ResetDatesDefinition",
    "RestDays",
    "RestPrepaySettings",
    "ResultResponseBulkResultItem",
    "Results",
    "ReturnAttributionCurveTypeAndCurrency",
    "ReturnAttributionGlobalSettings",
    "ReturnAttributionInput",
    "ReturnAttributionRequest",
    "RoundingDefinition",
    "ScalarAndVector",
    "ScalarAndVectorWithCollateral",
    "ScenAbsoluteCurvePoint",
    "ScenCalcExtraSettings",
    "ScenPartials",
    "Scenario",
    "ScenarioCalcFloaterSettings",
    "ScenarioCalcGlobalSettings",
    "ScenarioCalcInput",
    "ScenarioCalcRequest",
    "ScenarioDefinition",
    "ScenarioSettlement",
    "ScenarioVolatility",
    "ScheduleDefinition",
    "ScheduleItem",
    "Seasonality",
    "SeasonalityCurvePoint",
    "SeasonalityDescription",
    "SensitivityShocks",
    "ServiceError",
    "ServiceErrorResponse",
    "SettlementCashflow",
    "SettlementDefinition",
    "SettlementInfo",
    "ShiftCrossCurrencyInstrumentsItem",
    "ShiftDefinition",
    "ShiftDefinitionFutures",
    "ShiftFuturesParameter",
    "ShiftInterestRateInstrumentsItem",
    "ShiftInterestRateInstrumentsPerBasis",
    "ShiftScenario",
    "ShiftedUnderlyingCurves",
    "ShortEndShift",
    "SingleBarrierOtcOptionOverride",
    "SingleBarrierOtcOptionTemplate",
    "SingleBinaryOtcOptionOverride",
    "SingleBinaryOtcOptionTemplate",
    "SingleInterestRatePaymentDefinition",
    "SolvingMethod",
    "SolvingResult",
    "Spot",
    "SqlSettings",
    "StateHomePriceAppreciation",
    "Step",
    "StepCurvePoint",
    "StepRateDefinition",
    "StirFutureConstituent",
    "StirFutureConstituentDefinition",
    "StirFutureDefinition",
    "StirFutureTemplateDefinition",
    "StrikeFilter",
    "StrikeFilterRange",
    "StructureNote",
    "StructuredProductsAnalyticsResponseData",
    "StructuredProductsAnalyticsResponseWithError",
    "StructuredProductsCalculationResponse",
    "StructuredProductsCashflows",
    "StructuredProductsDefinition",
    "StructuredProductsDefinitionInstrument",
    "StructuredProductsDescription",
    "StructuredProductsGreeks",
    "StructuredProductsPricingAnalysis",
    "StructuredProductsPricingParameters",
    "StructuredProductsValuation",
    "StubBasisInterestRateCurveInstrumentDescription",
    "StubBasisInterestRateInstrument",
    "StubBasisInterestRateInstrumentOutput",
    "StubIndexReferences",
    "StubRateCalculationParameters",
    "Summary",
    "SurfaceFilters",
    "SurfaceOutput",
    "SwapDefinition",
    "SwapLegDefinition",
    "SwaptionAnalyticsResponseData",
    "SwaptionAnalyticsResponseWithError",
    "SwaptionCalculationResponse",
    "SwaptionCashflows",
    "SwaptionDefinition",
    "SwaptionDefinitionInstrument",
    "SwaptionDescription",
    "SwaptionGreeks",
    "SwaptionPricingAnalysis",
    "SwaptionPricingParameters",
    "SwaptionValuation",
    "SwaptionVolItem",
    "SwaptionVolatility",
    "SyntheticInstrumentDefinition",
    "SystemScenario",
    "TenorBasisSwapConstituent",
    "TenorBasisSwapConstituentDefinition",
    "TenorBasisSwapOverride",
    "TenorBasisSwapTemplateDefinition",
    "TermAndValue",
    "TermDepositAnalyticsResponseData",
    "TermDepositAnalyticsResponseWithError",
    "TermDepositCalculationResponse",
    "TermDepositCashflows",
    "TermDepositDefinition",
    "TermDepositDefinitionInstrument",
    "TermDepositDescription",
    "TermDepositNominalMeasures",
    "TermDepositPricingAnalysis",
    "TermDepositPricingParameters",
    "TermDepositValuation",
    "TermRatePair",
    "Time",
    "TimeBucketShift",
    "Turn",
    "TwistShift",
    "UDIExtension",
    "UnderlyingBond",
    "UnderlyingBondFuture",
    "UnderlyingCommodity",
    "UnderlyingCurves",
    "UnderlyingDefinition",
    "UnderlyingEquity",
    "UnderlyingFx",
    "UnderlyingIrs",
    "UnderlyingZcCurves",
    "UserCurve",
    "UserLoan",
    "UserLoanCollateral",
    "UserLoanDeal",
    "UserScenCurveDefinition",
    "UserScenario",
    "UserScenarioCurve",
    "UserScenarioInput",
    "UserVol",
    "ValidityPeriod",
    "ValuationTime",
    "Values",
    "VanillaIrsOverride",
    "VanillaOtcOptionOverride",
    "VanillaOtcOptionTemplate",
    "Vector",
    "VolCubePoint",
    "VolItem",
    "VolSurfacePoint",
    "Volatility",
    "VolatilityCubeDefinition",
    "VolatilityCubeSurfaceParameters",
    "VolatilityCubeSurfaceRequestItem",
    "VolatilitySurfacePoint",
    "VolatilitySurfaceResponse",
    "VolatilitySurfaceResponseItem",
    "WalSensitivityInput",
    "WalSensitivityRequest",
    "When",
    "YBPortUserBond",
    "ZcCurve",
    "ZcCurveDefinition",
    "ZcCurveDefinitionOutput",
    "ZcCurveDefinitionRequest",
    "ZcCurveDefinitions",
    "ZcCurveDefinitionsItem",
    "ZcCurveDefinitionsOutput",
    "ZcCurveDefinitionsResponse",
    "ZcCurveDefinitionsResponseItem",
    "ZcCurveInstrument",
    "ZcCurveParameters",
    "ZcCurvePoint",
    "ZcCurveRequestItem",
    "ZcCurvesResponse",
    "ZcCurvesResponseItem",
    "ZcShiftedCurve",
    "AccruedCalculationMethodEnum",
    "AccruedRoundingEnum",
    "AccruedRoundingTypeEnum",
    "AdjustInterestToPaymentDateEnum",
    "AmericanMonteCarloMethodEnum",
    "AmortizationFrequencyEnum",
    "AmortizationTypeEnum",
    "AsianTypeEnum",
    "AverageTypeEnum",
    "BarrierDirectionEnum",
    "BarrierModeEnum",
    "BarrierTypeEnum",
    "BasisSplineSmoothModelEnum",
    "BenchmarkYieldSelectionModeEnum",
    "BinaryTypeEnum",
    "BusinessSectorEnum",
    "CalendarAdjustmentEnum",
    "CalibrationMethodEnum",
    "CalibrationModelEnum",
    "CalibrationTypeEnum",
    "CallPutEnum",
    "CapFloorTypeEnum",
    "CashFlowPaymentTypeEnum",
    "CategoryEnum",
    "CdsConventionEnum",
    "CityNameEnum",
    "CodeEnum",
    "CompoundingModeEnum",
    "CompoundingType",
    "CompoundingTypeEnum",
    "ConstituentOverrideModeEnum",
    "CouponReferenceDateEnum",
    "CreditCurveTypeEnum",
    "CreditSpreadTypeEnum",
    "CurveSubTypeEnum",
    "CurveTenorsFrequencyEnum",
    "CurveTypeEnum",
    "CurvesAndSurfacesCalibrationTypeEnum",
    "CurvesAndSurfacesFxSwapCalculationMethodEnum",
    "CurvesAndSurfacesInterestCalculationMethodEnum",
    "CurvesAndSurfacesPriceSideEnum",
    "CurvesAndSurfacesQuotationModeEnum",
    "CurvesAndSurfacesSeniorityEnum",
    "CurvesAndSurfacesStrikeTypeEnum",
    "CurvesAndSurfacesTimeStampEnum",
    "CurvesAndSurfacesUnderlyingTypeEnum",
    "CurvesAndSurfacesUnitEnum",
    "CurvesAndSurfacesVolatilityModelEnum",
    "DataItems",
    "DateMovingConvention",
    "DateType",
    "DayCountBasis",
    "DayCountBasisEnum",
    "Direction",
    "DirectionEnum",
    "DiscountingTypeEnum",
    "DividendTypeEnum",
    "DocClauseEnum",
    "DurationType",
    "EconomicSectorEnum",
    "EndDateMovingConventionEnum",
    "EndOfMonthConvention",
    "ExerciseScheduleTypeEnum",
    "ExerciseStyleEnum",
    "ExtrapolationMode",
    "ExtrapolationModeEnum",
    "ExtrapolationTypeEnum",
    "FinancialContractAssetClassEnum",
    "FinancialContractStubRuleEnum",
    "FinancialContractYearBasisEnum",
    "FormatEnum",
    "Frequency",
    "FrequencyEnum",
    "FutureDateCalculationMethodEnum",
    "FutureShiftMethodEnum",
    "FuturesQuotationMode",
    "FxConstituentEnum",
    "FxForwardCurveInterpolationMode",
    "FxPriceSideEnum",
    "FxRateTypeEnum",
    "IPAAmortizationTypeEnum",
    "IPABuySellEnum",
    "IPADirectionEnum",
    "IPADividendTypeEnum",
    "IPAExerciseStyleEnum",
    "IPAIndexObservationMethodEnum",
    "IPAVolatilityTypeEnum",
    "IdTypeEnum",
    "InOrOutEnum",
    "IndexAverageMethodEnum",
    "IndexCompoundingMethodEnum",
    "IndexConvexityAdjustmentIntegrationMethodEnum",
    "IndexConvexityAdjustmentMethodEnum",
    "IndexFixingForwardSourceEnum",
    "IndexObservationMethodEnum",
    "IndexOrder",
    "IndexPriceSideEnum",
    "IndexResetFrequencyEnum",
    "IndexResetTypeEnum",
    "IndexSpreadCompoundingMethodEnum",
    "IndustryEnum",
    "IndustryGroupEnum",
    "InflationModeEnum",
    "InputVolatilityTypeEnum",
    "InstrumentTemplateTypeEnum",
    "InstrumentTypeEnum",
    "InterestCalculationConventionEnum",
    "InterestCalculationMethodEnum",
    "InterestPaymentFrequencyEnum",
    "InterestRateCurveInterpolationMode",
    "InterestRateTypeEnum",
    "InterestType",
    "InterestTypeEnum",
    "InterpolationModeEnum",
    "IrConstituentEnum",
    "IslamicProductCategoryEnum",
    "IssuerTypeEnum",
    "MainConstituentAssetClassEnum",
    "MarketDataAccessDeniedFallbackEnum",
    "MarketDataLocationEnum",
    "MethodEnum",
    "ModelNameEnum",
    "ModelTypeEnum",
    "MoneynessTypeEnum",
    "Month",
    "MonthEnum",
    "NotionalExchangeEnum",
    "NumericalMethodEnum",
    "OptionModel",
    "OptionOwnerEnum",
    "OptionSolvingVariableEnum",
    "OutputVolatilityTypeEnum",
    "PaidLegEnum",
    "PartyEnum",
    "PayerReceiverEnum",
    "PaymentBusinessDayConventionEnum",
    "PaymentOccurrenceEnum",
    "PaymentRollConventionEnum",
    "PaymentTypeEnum",
    "PeriodType",
    "PeriodTypeOutput",
    "PeriodicityEnum",
    "PositionType",
    "PremiumSettlementTypeEnum",
    "PriceRoundingEnum",
    "PriceRoundingTypeEnum",
    "PriceSide",
    "PriceSideEnum",
    "PriceSideWithLastEnum",
    "ProductEnum",
    "ProductTypeEnum",
    "ProjectedIndexCalculationMethodEnum",
    "QuotationModeEnum",
    "QuoteFallbackLogicEnum",
    "RatingEnum",
    "RatingScaleSourceEnum",
    "RedemptionDateTypeEnum",
    "ReferenceDate",
    "ReferenceEntityTypeEnum",
    "RepoCurveTypeEnum",
    "RepoRateFrequencyEnum",
    "RepoRateTypeEnum",
    "RescheduleType",
    "ResourceType",
    "RiskTypeEnum",
    "RoundingModeEnum",
    "SectorEnum",
    "SeniorityEnum",
    "SettlementType",
    "SettlementTypeEnum",
    "ShiftTypeEnum",
    "ShiftUnitEnum",
    "SolvingLegEnum",
    "SolvingMethodEnum",
    "SortingOrderEnum",
    "SpreadCompoundingModeEnum",
    "SpreadRoundingEnum",
    "SpreadRoundingTypeEnum",
    "StartDateMovingConventionEnum",
    "Status",
    "StepModeEnum",
    "StoreType",
    "StrikeTypeEnum",
    "StubRuleEnum",
    "SubSectorEnum",
    "SwapSolvingVariableEnum",
    "SwaptionTypeEnum",
    "TenorReferenceDateEnum",
    "TenorType",
    "TimeStampEnum",
    "TimezoneEnum",
    "TypeEnum",
    "UnderlyingTypeEnum",
    "UnitEnum",
    "VolModelTypeEnum",
    "VolatilityAdjustmentTypeEnum",
    "VolatilityTermStructureTypeEnum",
    "VolatilityTypeEnum",
    "WalSensitivityPrepayType",
    "WeekDay",
    "XAxisEnum",
    "YAxisEnum",
    "YbRestCurveType",
    "YbRestFrequency",
    "YearBasisEnum",
    "YieldRoundingEnum",
    "YieldRoundingTypeEnum",
    "YieldTypeEnum",
    "ZAxisEnum",
    "ZcTypeEnum",
]
__all__.extend([p for p in _patch_all if p not in __all__])  # pyright: ignore
_patch_sdk()
