Yes there is a way without resorting to 3rd party apps or jumping through hoops:
1) Check that you have some kind of security set up (PIN, Pattern, Password) or you can't get a lock icon. To do this, go to Settings -> Security -> Screen security-Screen Lock and choose a method. "Swipe" is not a security measure. (For Smart Lock, see note below)
2) Press the device power button twice in quick succession. (The first time, the phone will start to go to sleep, but you needn't wait until it completes - just press again to wake it before it completes the sleep process.) Some devices call the "power button" the "lock button" which is what yours is about to become.
3) The lock icon (a padlock) appears bottom center of screen.
4) Tap the lock button.
5) The device locks instantly with the message "Device will stay locked until you manually unlock".
6) It means it - none of your Smart Lock features will override that statement. If you want to put the device to sleep immediately, you can do so.
I'd love a less mechanical way, but that works and if it's a workaround, it isn't bad at all.
Smart Lock: I can't confirm whether Smart Lock "Trusted Voice" or "Trusted Face" methods are relevant to this, but I can confirm that even if you have a trusted device, place, face, voice or use on-body detection, they won't stop this method from locking the phone.
(Disclaimer: I'm using a Moto G 2nd Gen with Android Lollipop so how you make your baby sleep may need a slightly different lullaby ;) )