EffectiveIdentity type not recognized - (RLS with embedded analytics)

Hello all,

I have been trying to implement RLS as described on the following page:

https://powerbi.microsoft.com/en-us/documentation/powerbi-developer-embedded-rls/

However, when using the provided code, the EffectiveIdentity type is not recognized.  See squiggly lines in screenshot below:

 How do I resolve this?  Is there something I need to do to load the latest version of the API, or do I need to manually create the EffectiveIdentity type?

Thanks in advance for any guidance!

David