Index

_

__init__() (derivitec.market_data.response.ApiAddBusinessDaysResponse method) (derivitec.market_data.response.ApiAdjustBusinessDayResponse method) (derivitec.market_data.response.ApiEquityGetForwardsResponse method) (derivitec.market_data.response.ApiFitBondYieldCurvesToBondDataResponse method) (derivitec.market_data.response.ApiFitEquityVolSurfacesToConvertibleBondDataResponse method) (derivitec.market_data.response.ApiGetBondDataResponse method) (derivitec.market_data.response.ApiGetBondFuturesDataResponse method) (derivitec.market_data.response.ApiGetBondFuturesSeriesResponse method) (derivitec.market_data.response.ApiGetBondInfosResponse method) (derivitec.market_data.response.ApiGetBondYieldCurveMaturityBucketsResponse method) (derivitec.market_data.response.ApiGetBondYieldCurvesResponse method) (derivitec.market_data.response.ApiGetBorrowCurveDataForEnvResponse method) (derivitec.market_data.response.ApiGetBorrowCurvesDataResponse method) (derivitec.market_data.response.ApiGetCalendarsResponse method) (derivitec.market_data.response.ApiGetCdsDataResponse method) (derivitec.market_data.response.ApiGetCmdtyFuturesDataResponse method) (derivitec.market_data.response.ApiGetCmdtyVolSurfacesResponse method) (derivitec.market_data.response.ApiGetCommoditiesResponse method) (derivitec.market_data.response.ApiGetConvenienceYieldResponse method) (derivitec.market_data.response.ApiGetCryptoCoinDataResponse method) (derivitec.market_data.response.ApiGetDiscountCurvesResponse method) (derivitec.market_data.response.ApiGetDiscountFactorsResponse method) (derivitec.market_data.response.ApiGetDividendCurveResponse method) (derivitec.market_data.response.ApiGetDividendDataForEnvResponse method) (derivitec.market_data.response.ApiGetDividendIndexFixingsResponse method) (derivitec.market_data.response.ApiGetDividendIndexVolSurfacesResponse method) (derivitec.market_data.response.ApiGetEquitiesResponse method) (derivitec.market_data.response.ApiGetEquityEquityCorrelationResponse method) (derivitec.market_data.response.ApiGetEquityFxCorrelationResponse method) (derivitec.market_data.response.ApiGetEquityVolGridResponse method) (derivitec.market_data.response.ApiGetEquityVolIndexVolsResponse method) (derivitec.market_data.response.ApiGetEquityVolIndexVolSurfacesResponse method) (derivitec.market_data.response.ApiGetEquityVolsResponse method) (derivitec.market_data.response.ApiGetEquityVolSurfacesForEnvResponse method) (derivitec.market_data.response.ApiGetEquityVolSurfacesResponse method) (derivitec.market_data.response.ApiGetEqVolOfVarCurvesResponse method) (derivitec.market_data.response.ApiGetEtfPremiumsResponse method) (derivitec.market_data.response.ApiGetFxCrossesResponse method) (derivitec.market_data.response.ApiGetFxDataResponse method) (derivitec.market_data.response.ApiGetFxVolSurfacesResponse method) (derivitec.market_data.response.ApiGetIndexComponentDataForEnvResponse method) (derivitec.market_data.response.ApiGetIndexComponentDataResponse method) (derivitec.market_data.response.ApiGetIrParallelBumpMktDataResponse method) (derivitec.market_data.response.ApiGetMktDataContainerResponse method) (derivitec.market_data.response.ApiGetSpiderRockVolDataResponse method) (derivitec.market_data.response.ApiGetStockDataResponse method) (derivitec.market_data.response.ApiGetStockInfoResponse method) (derivitec.market_data.response.ApiGetSwaptionVolCubeDataResponse method) (derivitec.market_data.response.ApiUploadAmortisationRatesResponse method) (derivitec.market_data.response.ApiUploadBondPriceDataResponse method) (derivitec.market_data.response.ApiUploadBondYieldCurvesResponse method) (derivitec.market_data.response.ApiUploadBorrowCurvesResponse method) (derivitec.market_data.response.ApiUploadCreditSwaptionVolCubeDataResponse method) (derivitec.market_data.response.ApiUploadDiscountCurvesResponse method) (derivitec.market_data.response.ApiUploadEntityCustomDataResponse method) (derivitec.market_data.response.ApiUploadEquityDividendCorrelationResponse method) (derivitec.market_data.response.ApiUploadEquityEquityCorrelationResponse method) (derivitec.market_data.response.ApiUploadEquityIrCorrelationResponse method) (derivitec.market_data.response.ApiUploadEquityVolCurvesResponse method) (derivitec.market_data.response.ApiUploadEquityVolGridsResponse method) (derivitec.market_data.response.ApiUploadEqVolOfVarCurvesResponse method) (derivitec.market_data.response.ApiUploadFxIrCorrelationResponse method) (derivitec.market_data.response.ApiUploadFxVolGridsResponse method) (derivitec.market_data.response.ApiUploadIndexComponentDataResponse method) (derivitec.market_data.response.ApiUploadProbabilityOfDefaultResponse method) (derivitec.market_data.response.ApiUploadProjectedDividendsResponse method) (derivitec.market_data.response.ApiUploadRateAssetsResponse method) (derivitec.market_data.response.ApiUploadRecoveryRatesResponse method) (derivitec.market_data.response.ApiUploadSurvivalCurvesResponse method) (derivitec.market_data.response.ApiUploadVolSurfaceSpotModelDefinitionsResponse method) (derivitec.market_data.response.LocalVolatilityArbitrageType method) (derivitec.market_data.types.AmortisationRateData method) (derivitec.market_data.types.AndersenBuffumParameters method) (derivitec.market_data.types.Asset method) (derivitec.market_data.types.AssetIdRicPair method) (derivitec.market_data.types.BondData method) (derivitec.market_data.types.BondDataExternal method) (derivitec.market_data.types.BondFuturesData method) (derivitec.market_data.types.BondInfo method) (derivitec.market_data.types.BondIssuerCreditSpreadData method) (derivitec.market_data.types.BondYieldCurve method) (derivitec.market_data.types.BondYieldCurveError method) (derivitec.market_data.types.BondYieldCurveExternal method) (derivitec.market_data.types.BondYieldCurveOverride method) (derivitec.market_data.types.BorrowCurve method) (derivitec.market_data.types.BorrowCurveData method) (derivitec.market_data.types.BorrowCurveOverride method) (derivitec.market_data.types.CdsData method) (derivitec.market_data.types.CmdtyFuturesData method) (derivitec.market_data.types.CmdtyVolSurface method) (derivitec.market_data.types.CmdtyVolSurfaceError method) (derivitec.market_data.types.Commodity method) (derivitec.market_data.types.CommodityDescriptor method) (derivitec.market_data.types.CommodityError method) (derivitec.market_data.types.CommodityForwardPoint method) (derivitec.market_data.types.CommodityInfo method) (derivitec.market_data.types.ConvenienceYieldCurve method) (derivitec.market_data.types.CorrelationData method) (derivitec.market_data.types.CoveredCurrency method) (derivitec.market_data.types.CoveredRateAsset method) (derivitec.market_data.types.CoveredStock method) (derivitec.market_data.types.CreditSwaptionVolCubeData method) (derivitec.market_data.types.CurveFittingOverride method) (derivitec.market_data.types.DiscountCurve method) (derivitec.market_data.types.DiscountCurveBump method) (derivitec.market_data.types.DiscountCurveDescriptor method) (derivitec.market_data.types.DiscountCurveError method) (derivitec.market_data.types.DiscountCurveOverride method) (derivitec.market_data.types.DiscountCurveOverrideBase method) (derivitec.market_data.types.Dividend method) (derivitec.market_data.types.DividendBump method) (derivitec.market_data.types.DividendIndexFixing method) (derivitec.market_data.types.DividendIndexVolSurface method) (derivitec.market_data.types.DividendPoint method) (derivitec.market_data.types.Dividends method) (derivitec.market_data.types.DividendsOverride method) (derivitec.market_data.types.EntityCustomData method) (derivitec.market_data.types.Equity method) (derivitec.market_data.types.EquityAssetError method) (derivitec.market_data.types.EquityBump method) (derivitec.market_data.types.EquityDescriptor method) (derivitec.market_data.types.EquityDividendCorrelationData method) (derivitec.market_data.types.EquityEquityCorrelationData method) (derivitec.market_data.types.EquityEquityCorrelationDescriptor method) (derivitec.market_data.types.EquityForwardPoint method) (derivitec.market_data.types.EquityFxCorrelationData method) (derivitec.market_data.types.EquityFxCorrelationDescriptor method) (derivitec.market_data.types.EquityIrCorrelationData method) (derivitec.market_data.types.EquityStockGraphSettings method) (derivitec.market_data.types.EquityVolatilityTermStructure method) (derivitec.market_data.types.EquityVolCurve method) (derivitec.market_data.types.EquityVolGrid method) (derivitec.market_data.types.EquityVolIndex method) (derivitec.market_data.types.EquityVolIndexBump method) (derivitec.market_data.types.EquityVolIndexError method) (derivitec.market_data.types.EquityVolIndexSpreadCurveBump method) (derivitec.market_data.types.EquityVolIndexVolSurface method) (derivitec.market_data.types.EquityVolOfVarCurve method) (derivitec.market_data.types.EquityVolSurface method) (derivitec.market_data.types.EquityVolSurfaceError method) (derivitec.market_data.types.EquityVolSurfaceParameters method) (derivitec.market_data.types.EquityVolSurfacePoint method) (derivitec.market_data.types.EquityVolSurfaceSpline method) (derivitec.market_data.types.EquityVolSurfaceSvi method) (derivitec.market_data.types.EqVolIndexVolSurfaceBump method) (derivitec.market_data.types.EqVolSurfaceBump method) (derivitec.market_data.types.EtfPremium method) (derivitec.market_data.types.Fixings method) (derivitec.market_data.types.ForwardRatePoint method) (derivitec.market_data.types.FuturesData method) (derivitec.market_data.types.FxCross method) (derivitec.market_data.types.FxCrossDescriptor method) (derivitec.market_data.types.FxCrossError method) (derivitec.market_data.types.FxData method) (derivitec.market_data.types.FxForwardPoint method) (derivitec.market_data.types.FxIrCorrelationData method) (derivitec.market_data.types.FxStockGraphSettings method) (derivitec.market_data.types.FxVolatilityTermStructure method) (derivitec.market_data.types.FxVolGrid method) (derivitec.market_data.types.FxVolSurface method) (derivitec.market_data.types.FxVolSurfaceError method) (derivitec.market_data.types.FxVolSurfaceParameters method) (derivitec.market_data.types.FxVolSurfacePoint method) (derivitec.market_data.types.IndexComponentData method) (derivitec.market_data.types.InstrumentIdentifierType method) (derivitec.market_data.types.LocalVolatilityArbitrageType method) (derivitec.market_data.types.LocalVolatilityDetails method) (derivitec.market_data.types.MarketData method) (derivitec.market_data.types.MarketDataError method) (derivitec.market_data.types.MarketDataErrorSummary method) (derivitec.market_data.types.MarketDataForEnv method) (derivitec.market_data.types.MarketDataOverride method) (derivitec.market_data.types.MarketDataType method) (derivitec.market_data.types.MktDataContainer method) (derivitec.market_data.types.MktDataContainerExternal method) (derivitec.market_data.types.OptionVolPoint method) (derivitec.market_data.types.ProbabilityOfDefaultData method) (derivitec.market_data.types.RateAsset method) (derivitec.market_data.types.RateAssetError method) (derivitec.market_data.types.RecoveryRateData method) (derivitec.market_data.types.RecoveryRateError method) (derivitec.market_data.types.StockData method) (derivitec.market_data.types.StockInfo method) (derivitec.market_data.types.SurvivalCurve method) (derivitec.market_data.types.SurvivalCurveError method) (derivitec.market_data.types.SurvivalCurveExternal method) (derivitec.market_data.types.SwaptionVolCube method) (derivitec.market_data.types.SwaptionVolCubeError method) (derivitec.market_data.types.VolatilityData method) (derivitec.market_data.types.VolatilitySurfaceSvi method) (derivitec.market_data.types.VolCurve method) (derivitec.market_data.types.VolCurvePoint method) (derivitec.market_data.types.VolGrid method) (derivitec.market_data.types.VolSurfaceSpotModelDefinition method) (derivitec.market_data.types.YieldCurvePoint method) (derivitec.reports.response.ApiExportReportToExcelResponse method) (derivitec.reports.response.ApiGetPnlReportInfosResponse method) (derivitec.reports.response.ApiGetPnlReportsDataByIdResponse method) (derivitec.reports.response.ApiGetReportDataByIdResponse method) (derivitec.reports.response.ApiGetReportInfosResponse method) (derivitec.reports.response.ApiGetReportStatusByIdResponse method) (derivitec.reports.response.ApiGetTimeSeriesResponse method) (derivitec.reports.response.ApiGetVarReportInfosResponse method) (derivitec.reports.response.ApiGetVarReportsDataByIdResponse method) (derivitec.reports.response.ApiReportDataResponse method) (derivitec.reports.response.ApiReportJobResponse method) (derivitec.reports.response.ApiReportMetaDataResponse method) (derivitec.reports.response.ApiRiskReportJobResponse method) (derivitec.reports.response.ApiVarReportDataResponse method) (derivitec.reports.response.ApiVarReportJobResponse method) (derivitec.reports.response.ApiVarReportTimeSeriesDataResponse method) (derivitec.reports.response.ReportStatus method) (derivitec.reports.types.DataTableQuery method) (derivitec.reports.types.Equal method) (derivitec.reports.types.Filter method) (derivitec.reports.types.FilterBase method) (derivitec.reports.types.FilterType method) (derivitec.reports.types.MultiFilter method) (derivitec.reports.types.MultiFilterOperator method) (derivitec.reports.types.PnlReportData method) (derivitec.reports.types.PnlReportInfo method) (derivitec.reports.types.PnlReportMetaData method) (derivitec.reports.types.ReportData method) (derivitec.reports.types.ReportMetaData method) (derivitec.reports.types.ReportStatus method) (derivitec.reports.types.ReportsType method) (derivitec.reports.types.RiskReportData method) (derivitec.reports.types.RiskReportInfo method) (derivitec.reports.types.RiskReportMetaData method) (derivitec.reports.types.SignalrRiskReportResponse method) (derivitec.reports.types.StringFilter method) (derivitec.reports.types.VarPositionInfo method) (derivitec.reports.types.VarReportData method) (derivitec.reports.types.VarReportInfo method) (derivitec.risk_engine.response.ApiCalculateHistoricalPriceSeriesForContractsResponse method) (derivitec.risk_engine.response.ApiCalculateRiskResponse method) (derivitec.risk_engine.types.BorrowCurveDelta method) (derivitec.risk_engine.types.BorrowCurveScenario method) (derivitec.risk_engine.types.BorrowCurveShock method) (derivitec.risk_engine.types.CmdtyDelta method) (derivitec.risk_engine.types.CmdtyGamma method) (derivitec.risk_engine.types.CmdtyRealisedVol method) (derivitec.risk_engine.types.CmdtyRiskMeasure method) (derivitec.risk_engine.types.CmdtySpotScenario method) (derivitec.risk_engine.types.CmdtyVega method) (derivitec.risk_engine.types.CmdtyVolScenario method) (derivitec.risk_engine.types.CompositeScenario method) (derivitec.risk_engine.types.CreditDelta method) (derivitec.risk_engine.types.CreditGamma method) (derivitec.risk_engine.types.CreditParallelShock method) (derivitec.risk_engine.types.CreditRiskMeasure method) (derivitec.risk_engine.types.CreditScenario method) (derivitec.risk_engine.types.DividendDelta method) (derivitec.risk_engine.types.DividendIndexVolScenario method) (derivitec.risk_engine.types.DividendScenario method) (derivitec.risk_engine.types.DividendShock method) (derivitec.risk_engine.types.EqCorrelationDelta method) (derivitec.risk_engine.types.EqDelta method) (derivitec.risk_engine.types.EqDeltaShares method) (derivitec.risk_engine.types.EqFairVolDelta method) (derivitec.risk_engine.types.EqFairVolGamma method) (derivitec.risk_engine.types.EqGamma method) (derivitec.risk_engine.types.EqRealisedVol method) (derivitec.risk_engine.types.EqRiskMeasure method) (derivitec.risk_engine.types.EqSpotScenario method) (derivitec.risk_engine.types.EqSpotShock method) (derivitec.risk_engine.types.EquityVolIndexScenario method) (derivitec.risk_engine.types.EqVanna method) (derivitec.risk_engine.types.EqVega method) (derivitec.risk_engine.types.EqVolGamma method) (derivitec.risk_engine.types.EqVolIndexDeltaShares method) (derivitec.risk_engine.types.EqVolIndexGammaShares method) (derivitec.risk_engine.types.EqVolIndexVega method) (derivitec.risk_engine.types.EqVolIndexVolSurfaceScenario method) (derivitec.risk_engine.types.EqVolScenario method) (derivitec.risk_engine.types.EqVolSurfaceScenario method) (derivitec.risk_engine.types.FxDelta method) (derivitec.risk_engine.types.FxDeltaByCross method) (derivitec.risk_engine.types.FxGamma method) (derivitec.risk_engine.types.FxGammaByCross method) (derivitec.risk_engine.types.FxRealisedVol method) (derivitec.risk_engine.types.FxRiskMeasure method) (derivitec.risk_engine.types.FxSpotScenario method) (derivitec.risk_engine.types.FxSpotShock method) (derivitec.risk_engine.types.FxSpotVolShock method) (derivitec.risk_engine.types.FxVanna method) (derivitec.risk_engine.types.FxVega method) (derivitec.risk_engine.types.FxVolGamma method) (derivitec.risk_engine.types.FxVolShock method) (derivitec.risk_engine.types.FxVolSurfaceScenario method) (derivitec.risk_engine.types.HistoricalScenario method) (derivitec.risk_engine.types.IrDelta method) (derivitec.risk_engine.types.IrGamma method) (derivitec.risk_engine.types.IrParallelShock method) (derivitec.risk_engine.types.IRParallelShockScenario method) (derivitec.risk_engine.types.IrRiskMeasure method) (derivitec.risk_engine.types.IRShockScenario method) (derivitec.risk_engine.types.IrVega method) (derivitec.risk_engine.types.JumpToDefaultScenario method) (derivitec.risk_engine.types.Npv method) (derivitec.risk_engine.types.PriceHistory method) (derivitec.risk_engine.types.PricingDetail method) (derivitec.risk_engine.types.ReferenceVol method) (derivitec.risk_engine.types.Rho method) (derivitec.risk_engine.types.RiskCalculationResult method) (derivitec.risk_engine.types.RiskEngineType method) (derivitec.risk_engine.types.RiskMeasure method) (derivitec.risk_engine.types.RiskResult method) (derivitec.risk_engine.types.RiskScenario method) (derivitec.risk_engine.types.ScenarioImpact method) (derivitec.risk_engine.types.SpotThetaModel method) (derivitec.risk_engine.types.Theta method) (derivitec.risk_engine.types.ThetaScenario method) (derivitec.risk_engine.types.VarResult method) (derivitec.risk_engine.types.VarStatistics method) (derivitec.risk_engine.types.VolShockFuncBetaAdj method) (derivitec.risk_engine.types.VolShockFuncShocksByStrike method) (derivitec.risk_engine.types.VolThetaModel method) (derivitec.tradables.response.ApiGetBlackScholesImpliedVolResponse method) (derivitec.tradables.response.ApiGetBondFuturesPricesFromRepoRatesResponse method) (derivitec.tradables.response.ApiGetBondFuturesResponse method) (derivitec.tradables.response.ApiGetBondsResponse method) (derivitec.tradables.response.ApiGetCashFlowsResponse method) (derivitec.tradables.response.ApiGetCmdtyFuturesResponse method) (derivitec.tradables.response.ApiGetContractsFromPortfolioResponse method) (derivitec.tradables.response.ApiGetContractsFromTradableIdsResponse method) (derivitec.tradables.response.ApiGetConvertibleBondsGridPricerDetailsResponse method) (derivitec.tradables.response.ApiGetConvertibleBondsResponse method) (derivitec.tradables.response.ApiGetCouponsResponse method) (derivitec.tradables.response.ApiGetDateCouponMapResponse method) (derivitec.tradables.response.ApiGetEqFuturesResponse method) (derivitec.tradables.response.ApiGetFlattenedContractsFromTradableIdsResponse method) (derivitec.tradables.response.ApiGetFlattenedConvertibleBondsResponse method) (derivitec.tradables.response.ApiGetForwardResponse method) (derivitec.tradables.response.ApiGetFuturesPriceResponse method) (derivitec.tradables.response.ApiGetFxFuturesResponse method) (derivitec.tradables.response.ApiGetIRFuturesResponse method) (derivitec.tradables.response.ApiGetNextTradeEventDatesResponse method) (derivitec.tradables.response.ApiGetNextTradeEventsResponse method) (derivitec.tradables.response.ApiGetPriceResponse method) (derivitec.tradables.response.ApiGetTradableIdsFromContractsResponse method) (derivitec.tradables.response.ApiGetTradableIdsFromPortfolioResponse method) (derivitec.tradables.response.ApiGetTradeEventPositionEffectsResponse method) (derivitec.tradables.response.ApiGetVolResponse method) (derivitec.tradables.response.ApiPricingDetailsForContractResponse method) (derivitec.tradables.response.ApiPricingDetailsForContractsResponse method) (derivitec.tradables.types.Ascot method) (derivitec.tradables.types.Bond method) (derivitec.tradables.types.BondByCode method) (derivitec.tradables.types.BondFuture method) (derivitec.tradables.types.BondFutureByCode method) (derivitec.tradables.types.BondOption method) (derivitec.tradables.types.Cash method) (derivitec.tradables.types.CDS method) (derivitec.tradables.types.CmdtyFuture method) (derivitec.tradables.types.CmdtyFutureByCode method) (derivitec.tradables.types.CmdtyOption method) (derivitec.tradables.types.CodeSpecified method) (derivitec.tradables.types.Contract method) (derivitec.tradables.types.ConvertibleBond method) (derivitec.tradables.types.ConvertibleBondByCode method) (derivitec.tradables.types.ConvertibleBondModelParams method) (derivitec.tradables.types.CreditIndex method) (derivitec.tradables.types.CreditIndexByCode method) (derivitec.tradables.types.CreditIndexSwaption method) (derivitec.tradables.types.DateCouponMap method) (derivitec.tradables.types.EqAccumulator method) (derivitec.tradables.types.EqAutocallableWorstOfOption method) (derivitec.tradables.types.EqAutocallableWorstOfOptionModelParams method) (derivitec.tradables.types.EqBarrierMA method) (derivitec.tradables.types.EqBasketOption method) (derivitec.tradables.types.EqBasketOptionModelParams method) (derivitec.tradables.types.EqBestOfOption method) (derivitec.tradables.types.EqConditionalCorridorVarianceSwap method) (derivitec.tradables.types.EqCorrelationSwap method) (derivitec.tradables.types.EqCorridorVarianceSwap method) (derivitec.tradables.types.EqCorridorVolatilitySwap method) (derivitec.tradables.types.EqCorridorVolVarSwapBase method) (derivitec.tradables.types.EqDivDualDigitalOption method) (derivitec.tradables.types.EqDividendFuture method) (derivitec.tradables.types.EqDividendFutureByCode method) (derivitec.tradables.types.EqDividendOption method) (derivitec.tradables.types.EqDividendSwap method) (derivitec.tradables.types.EqDividendSwapKnockout method) (derivitec.tradables.types.EqDoubleKnockin method) (derivitec.tradables.types.EqDoubleKnockout method) (derivitec.tradables.types.EqFuture method) (derivitec.tradables.types.EqFutureByCode method) (derivitec.tradables.types.EqFVA method) (derivitec.tradables.types.EqFVASwaption method) (derivitec.tradables.types.EqGeometricVarianceSwap method) (derivitec.tradables.types.EqIRDualDigitalOption method) (derivitec.tradables.types.EqKnockin method) (derivitec.tradables.types.EqKnockout method) (derivitec.tradables.types.EqOption method) (derivitec.tradables.types.EqOptionAmerican method) (derivitec.tradables.types.EqOutperformanceOption method) (derivitec.tradables.types.EqStock method) (derivitec.tradables.types.EqSwap method) (derivitec.tradables.types.EqTarn method) (derivitec.tradables.types.EqVarianceSwap method) (derivitec.tradables.types.EqVarianceSwapModelParams method) (derivitec.tradables.types.EqVolatilityKnockoutOption method) (derivitec.tradables.types.EqVolatilitySwap method) (derivitec.tradables.types.EqVolatilitySwapBase method) (derivitec.tradables.types.EqVolIndexFuture method) (derivitec.tradables.types.EqVolIndexFutureByCode method) (derivitec.tradables.types.EqVolIndexOption method) (derivitec.tradables.types.FullySpecified method) (derivitec.tradables.types.FxAccumulator method) (derivitec.tradables.types.FxBarrierMA method) (derivitec.tradables.types.FxBasketFuture method) (derivitec.tradables.types.FxBasketOption method) (derivitec.tradables.types.FxCorrelationSwap method) (derivitec.tradables.types.FxDoubleKnockin method) (derivitec.tradables.types.FxDoubleKnockout method) (derivitec.tradables.types.FxForward method) (derivitec.tradables.types.FxFuture method) (derivitec.tradables.types.FxFutureByCode method) (derivitec.tradables.types.FxFVA method) (derivitec.tradables.types.FxKnockin method) (derivitec.tradables.types.FxKnockout method) (derivitec.tradables.types.FxOption method) (derivitec.tradables.types.FxOptionAmerican method) (derivitec.tradables.types.FxTarn method) (derivitec.tradables.types.FxVarianceSwap method) (derivitec.tradables.types.FxVarianceSwapBase method) (derivitec.tradables.types.FxVolatilitySwap method) (derivitec.tradables.types.IBond method) (derivitec.tradables.types.IBondByCode method) (derivitec.tradables.types.IEqContract method) (derivitec.tradables.types.IRCapFloor method) (derivitec.tradables.types.IRCapFloorBase method) (derivitec.tradables.types.IRCapFloorCMS method) (derivitec.tradables.types.IRFuture method) (derivitec.tradables.types.IRFutureByCode method) (derivitec.tradables.types.IRLeg method) (derivitec.tradables.types.IRLegFixed method) (derivitec.tradables.types.IRLegFloating method) (derivitec.tradables.types.IROption method) (derivitec.tradables.types.IRSwap method) (derivitec.tradables.types.IRSwaption method) (derivitec.tradables.types.Margin method) (derivitec.tradables.types.PositionEffect method) (derivitec.tradables.types.PricingModelManager method) (derivitec.tradables.types.Repo method) (derivitec.tradables.types.TradableData method) (derivitec.tradables.types.TradablesType method) (derivitec.tradables.types.Tranche method)

A

add_business_days() (derivitec.core.client.DerivitecClient method) add_request() (derivitec.core.client.DerivitecClient class method) adjust_business_day() (derivitec.core.client.DerivitecClient method) AmortisationRateData (class in derivitec.market_data.types) AndersenBuffumParameters (class in derivitec.market_data.types) ApiAddBusinessDaysResponse (class in derivitec.market_data.response) ApiAdjustBusinessDayResponse (class in derivitec.market_data.response) ApiCalculateHistoricalPriceSeriesForContractsResponse (class in derivitec.risk_engine.response) ApiCalculateRiskResponse (class in derivitec.risk_engine.response) ApiEquityGetForwardsResponse (class in derivitec.market_data.response) ApiExportReportToExcelResponse (class in derivitec.reports.response) ApiFitBondYieldCurvesToBondDataResponse (class in derivitec.market_data.response) ApiFitEquityVolSurfacesToConvertibleBondDataResponse (class in derivitec.market_data.response) ApiGetBlackScholesImpliedVolResponse (class in derivitec.tradables.response) ApiGetBondDataResponse (class in derivitec.market_data.response) ApiGetBondFuturesDataResponse (class in derivitec.market_data.response) ApiGetBondFuturesPricesFromRepoRatesResponse (class in derivitec.tradables.response) ApiGetBondFuturesResponse (class in derivitec.tradables.response) ApiGetBondFuturesSeriesResponse (class in derivitec.market_data.response) ApiGetBondInfosResponse (class in derivitec.market_data.response) ApiGetBondsResponse (class in derivitec.tradables.response) ApiGetBondYieldCurveMaturityBucketsResponse (class in derivitec.market_data.response) ApiGetBondYieldCurvesResponse (class in derivitec.market_data.response) ApiGetBorrowCurveDataForEnvResponse (class in derivitec.market_data.response) ApiGetBorrowCurvesDataResponse (class in derivitec.market_data.response) ApiGetCalendarsResponse (class in derivitec.market_data.response) ApiGetCashFlowsResponse (class in derivitec.tradables.response) ApiGetCdsDataResponse (class in derivitec.market_data.response) ApiGetCmdtyFuturesDataResponse (class in derivitec.market_data.response) ApiGetCmdtyFuturesResponse (class in derivitec.tradables.response) ApiGetCmdtyVolSurfacesResponse (class in derivitec.market_data.response) ApiGetCommoditiesResponse (class in derivitec.market_data.response) ApiGetContractsFromPortfolioResponse (class in derivitec.tradables.response) ApiGetContractsFromTradableIdsResponse (class in derivitec.tradables.response) ApiGetConvenienceYieldResponse (class in derivitec.market_data.response) ApiGetConvertibleBondsGridPricerDetailsResponse (class in derivitec.tradables.response) ApiGetConvertibleBondsResponse (class in derivitec.tradables.response) ApiGetCouponsResponse (class in derivitec.tradables.response) ApiGetCryptoCoinDataResponse (class in derivitec.market_data.response) ApiGetDateCouponMapResponse (class in derivitec.tradables.response) ApiGetDiscountCurvesResponse (class in derivitec.market_data.response) ApiGetDiscountFactorsResponse (class in derivitec.market_data.response) ApiGetDividendCurveResponse (class in derivitec.market_data.response) ApiGetDividendDataForEnvResponse (class in derivitec.market_data.response) ApiGetDividendIndexFixingsResponse (class in derivitec.market_data.response) ApiGetDividendIndexVolSurfacesResponse (class in derivitec.market_data.response) ApiGetEqFuturesResponse (class in derivitec.tradables.response) ApiGetEquitiesResponse (class in derivitec.market_data.response) ApiGetEquityEquityCorrelationResponse (class in derivitec.market_data.response) ApiGetEquityFxCorrelationResponse (class in derivitec.market_data.response) ApiGetEquityVolGridResponse (class in derivitec.market_data.response) ApiGetEquityVolIndexVolsResponse (class in derivitec.market_data.response) ApiGetEquityVolIndexVolSurfacesResponse (class in derivitec.market_data.response) ApiGetEquityVolsResponse (class in derivitec.market_data.response) ApiGetEquityVolSurfacesForEnvResponse (class in derivitec.market_data.response) ApiGetEquityVolSurfacesResponse (class in derivitec.market_data.response) ApiGetEqVolOfVarCurvesResponse (class in derivitec.market_data.response) ApiGetEtfPremiumsResponse (class in derivitec.market_data.response) ApiGetFlattenedContractsFromTradableIdsResponse (class in derivitec.tradables.response) ApiGetFlattenedConvertibleBondsResponse (class in derivitec.tradables.response) ApiGetForwardResponse (class in derivitec.tradables.response) ApiGetFuturesPriceResponse (class in derivitec.tradables.response)

ApiGetFxCrossesResponse (class in derivitec.market_data.response) ApiGetFxDataResponse (class in derivitec.market_data.response) ApiGetFxFuturesResponse (class in derivitec.tradables.response) ApiGetFxVolSurfacesResponse (class in derivitec.market_data.response) ApiGetIndexComponentDataForEnvResponse (class in derivitec.market_data.response) ApiGetIndexComponentDataResponse (class in derivitec.market_data.response) ApiGetIRFuturesResponse (class in derivitec.tradables.response) ApiGetIrParallelBumpMktDataResponse (class in derivitec.market_data.response) ApiGetMktDataContainerResponse (class in derivitec.market_data.response) ApiGetNextTradeEventDatesResponse (class in derivitec.tradables.response) ApiGetNextTradeEventsResponse (class in derivitec.tradables.response) ApiGetPnlReportInfosResponse (class in derivitec.reports.response) ApiGetPnlReportsDataByIdResponse (class in derivitec.reports.response) ApiGetPriceResponse (class in derivitec.tradables.response) ApiGetReportDataByIdResponse (class in derivitec.reports.response) ApiGetReportInfosResponse (class in derivitec.reports.response) ApiGetReportStatusByIdResponse (class in derivitec.reports.response) ApiGetSpiderRockVolDataResponse (class in derivitec.market_data.response) ApiGetStockDataResponse (class in derivitec.market_data.response) ApiGetStockInfoResponse (class in derivitec.market_data.response) ApiGetSwaptionVolCubeDataResponse (class in derivitec.market_data.response) ApiGetTimeSeriesResponse (class in derivitec.reports.response) ApiGetTradableIdsFromContractsResponse (class in derivitec.tradables.response) ApiGetTradableIdsFromPortfolioResponse (class in derivitec.tradables.response) ApiGetTradeEventPositionEffectsResponse (class in derivitec.tradables.response) ApiGetVarReportInfosResponse (class in derivitec.reports.response) ApiGetVarReportsDataByIdResponse (class in derivitec.reports.response) ApiGetVolResponse (class in derivitec.tradables.response) ApiPricingDetailsForContractResponse (class in derivitec.tradables.response) ApiPricingDetailsForContractsResponse (class in derivitec.tradables.response) ApiReportDataResponse (class in derivitec.reports.response) ApiReportJobResponse (class in derivitec.reports.response) ApiReportMetaDataResponse (class in derivitec.reports.response) ApiRiskReportJobResponse (class in derivitec.reports.response) ApiUploadAmortisationRatesResponse (class in derivitec.market_data.response) ApiUploadBondPriceDataResponse (class in derivitec.market_data.response) ApiUploadBondYieldCurvesResponse (class in derivitec.market_data.response) ApiUploadBorrowCurvesResponse (class in derivitec.market_data.response) ApiUploadCreditSwaptionVolCubeDataResponse (class in derivitec.market_data.response) ApiUploadDiscountCurvesResponse (class in derivitec.market_data.response) ApiUploadEntityCustomDataResponse (class in derivitec.market_data.response) ApiUploadEquityDividendCorrelationResponse (class in derivitec.market_data.response) ApiUploadEquityEquityCorrelationResponse (class in derivitec.market_data.response) ApiUploadEquityIrCorrelationResponse (class in derivitec.market_data.response) ApiUploadEquityVolCurvesResponse (class in derivitec.market_data.response) ApiUploadEquityVolGridsResponse (class in derivitec.market_data.response) ApiUploadEqVolOfVarCurvesResponse (class in derivitec.market_data.response) ApiUploadFxIrCorrelationResponse (class in derivitec.market_data.response) ApiUploadFxVolGridsResponse (class in derivitec.market_data.response) ApiUploadIndexComponentDataResponse (class in derivitec.market_data.response) ApiUploadProbabilityOfDefaultResponse (class in derivitec.market_data.response) ApiUploadProjectedDividendsResponse (class in derivitec.market_data.response) ApiUploadRateAssetsResponse (class in derivitec.market_data.response) ApiUploadRecoveryRatesResponse (class in derivitec.market_data.response) ApiUploadSurvivalCurvesResponse (class in derivitec.market_data.response) ApiUploadVolSurfaceSpotModelDefinitionsResponse (class in derivitec.market_data.response) ApiVarReportDataResponse (class in derivitec.reports.response) ApiVarReportJobResponse (class in derivitec.reports.response) ApiVarReportTimeSeriesDataResponse (class in derivitec.reports.response) Ascot (class in derivitec.tradables.types) Asset (class in derivitec.market_data.types) AssetIdRicPair (class in derivitec.market_data.types)

B

Bond (class in derivitec.tradables.types) bond_futures_prices_from_repo_rates() (derivitec.core.client.DerivitecClient method) BondByCode (class in derivitec.tradables.types) BondData (class in derivitec.market_data.types) BondDataExternal (class in derivitec.market_data.types) BondFuture (class in derivitec.tradables.types) BondFutureByCode (class in derivitec.tradables.types) BondFuturesData (class in derivitec.market_data.types) BondInfo (class in derivitec.market_data.types) BondIssuerCreditSpreadData (class in derivitec.market_data.types)

BondOption (class in derivitec.tradables.types) BondYieldCurve (class in derivitec.market_data.types) BondYieldCurveError (class in derivitec.market_data.types) BondYieldCurveExternal (class in derivitec.market_data.types) BondYieldCurveOverride (class in derivitec.market_data.types) BorrowCurve (class in derivitec.market_data.types) BorrowCurveData (class in derivitec.market_data.types) BorrowCurveDelta (class in derivitec.risk_engine.types) BorrowCurveOverride (class in derivitec.market_data.types) BorrowCurveScenario (class in derivitec.risk_engine.types) BorrowCurveShock (class in derivitec.risk_engine.types)

C

calculate_historical_price_series_on_contracts() (derivitec.core.client.DerivitecClient method) calculate_risk_on_contracts() (derivitec.core.client.DerivitecClient method) calculate_risk_on_portfolio() (derivitec.core.client.DerivitecClient method) calculate_risk_on_tradables() (derivitec.core.client.DerivitecClient method) Cash (class in derivitec.tradables.types) CDS (class in derivitec.tradables.types) CdsData (class in derivitec.market_data.types) CmdtyDelta (class in derivitec.risk_engine.types) CmdtyFuture (class in derivitec.tradables.types) CmdtyFutureByCode (class in derivitec.tradables.types) CmdtyFuturesData (class in derivitec.market_data.types) CmdtyGamma (class in derivitec.risk_engine.types) CmdtyOption (class in derivitec.tradables.types) CmdtyRealisedVol (class in derivitec.risk_engine.types) CmdtyRiskMeasure (class in derivitec.risk_engine.types) CmdtySpotScenario (class in derivitec.risk_engine.types) CmdtyVega (class in derivitec.risk_engine.types) CmdtyVolScenario (class in derivitec.risk_engine.types) CmdtyVolSurface (class in derivitec.market_data.types) CmdtyVolSurfaceError (class in derivitec.market_data.types) CodeSpecified (class in derivitec.tradables.types) Commodity (class in derivitec.market_data.types) CommodityDescriptor (class in derivitec.market_data.types) CommodityError (class in derivitec.market_data.types)

CommodityForwardPoint (class in derivitec.market_data.types) CommodityInfo (class in derivitec.market_data.types) CompositeScenario (class in derivitec.risk_engine.types) connect() (derivitec.core.client.DerivitecClient method) Contract (class in derivitec.tradables.types) ConvenienceYieldCurve (class in derivitec.market_data.types) ConvertibleBond (class in derivitec.tradables.types) ConvertibleBondByCode (class in derivitec.tradables.types) ConvertibleBondModelParams (class in derivitec.tradables.types) CorrelationData (class in derivitec.market_data.types) CoveredCurrency (class in derivitec.market_data.types) CoveredRateAsset (class in derivitec.market_data.types) CoveredStock (class in derivitec.market_data.types) create_books() (derivitec.core.client.DerivitecClient method) CreditDelta (class in derivitec.risk_engine.types) CreditGamma (class in derivitec.risk_engine.types) CreditIndex (class in derivitec.tradables.types) CreditIndexByCode (class in derivitec.tradables.types) CreditIndexSwaption (class in derivitec.tradables.types) CreditParallelShock (class in derivitec.risk_engine.types) CreditRiskMeasure (class in derivitec.risk_engine.types) CreditScenario (class in derivitec.risk_engine.types) CreditSwaptionVolCubeData (class in derivitec.market_data.types) CurveFittingOverride (class in derivitec.market_data.types)

D

DataTableQuery (class in derivitec.reports.types) DateCouponMap (class in derivitec.tradables.types) delete_borrow_curves() (derivitec.core.client.DerivitecClient method) delete_equity_vol_surfaces() (derivitec.core.client.DerivitecClient method) delete_index_component_data() (derivitec.core.client.DerivitecClient method) delete_projected_dividends() (derivitec.core.client.DerivitecClient method) DiscountCurve (class in derivitec.market_data.types) DiscountCurveBump (class in derivitec.market_data.types) DiscountCurveDescriptor (class in derivitec.market_data.types) DiscountCurveError (class in derivitec.market_data.types) DiscountCurveOverride (class in derivitec.market_data.types)

DiscountCurveOverrideBase (class in derivitec.market_data.types) Dividend (class in derivitec.market_data.types) DividendBump (class in derivitec.market_data.types) DividendDelta (class in derivitec.risk_engine.types) DividendIndexFixing (class in derivitec.market_data.types) DividendIndexVolScenario (class in derivitec.risk_engine.types) DividendIndexVolSurface (class in derivitec.market_data.types) DividendPoint (class in derivitec.market_data.types) Dividends (class in derivitec.market_data.types) DividendScenario (class in derivitec.risk_engine.types) DividendShock (class in derivitec.risk_engine.types) DividendsOverride (class in derivitec.market_data.types)

E

EntityCustomData (class in derivitec.market_data.types) EqAccumulator (class in derivitec.tradables.types) EqAutocallableWorstOfOption (class in derivitec.tradables.types) EqAutocallableWorstOfOptionModelParams (class in derivitec.tradables.types) EqBarrierMA (class in derivitec.tradables.types) EqBasketOption (class in derivitec.tradables.types) EqBasketOptionModelParams (class in derivitec.tradables.types) EqBestOfOption (class in derivitec.tradables.types) EqConditionalCorridorVarianceSwap (class in derivitec.tradables.types) EqCorrelationDelta (class in derivitec.risk_engine.types) EqCorrelationSwap (class in derivitec.tradables.types) EqCorridorVarianceSwap (class in derivitec.tradables.types) EqCorridorVolatilitySwap (class in derivitec.tradables.types) EqCorridorVolVarSwapBase (class in derivitec.tradables.types) EqDelta (class in derivitec.risk_engine.types) EqDeltaShares (class in derivitec.risk_engine.types) EqDivDualDigitalOption (class in derivitec.tradables.types) EqDividendFuture (class in derivitec.tradables.types) EqDividendFutureByCode (class in derivitec.tradables.types) EqDividendOption (class in derivitec.tradables.types) EqDividendSwap (class in derivitec.tradables.types) EqDividendSwapKnockout (class in derivitec.tradables.types) EqDoubleKnockin (class in derivitec.tradables.types) EqDoubleKnockout (class in derivitec.tradables.types) EqFairVolDelta (class in derivitec.risk_engine.types) EqFairVolGamma (class in derivitec.risk_engine.types) EqFuture (class in derivitec.tradables.types) EqFutureByCode (class in derivitec.tradables.types) EqFVA (class in derivitec.tradables.types) EqFVASwaption (class in derivitec.tradables.types) EqGamma (class in derivitec.risk_engine.types) EqGeometricVarianceSwap (class in derivitec.tradables.types) EqIRDualDigitalOption (class in derivitec.tradables.types) EqKnockin (class in derivitec.tradables.types) EqKnockout (class in derivitec.tradables.types) EqOption (class in derivitec.tradables.types) EqOptionAmerican (class in derivitec.tradables.types) EqOutperformanceOption (class in derivitec.tradables.types) EqRealisedVol (class in derivitec.risk_engine.types) EqRiskMeasure (class in derivitec.risk_engine.types) EqSpotScenario (class in derivitec.risk_engine.types) EqSpotShock (class in derivitec.risk_engine.types) EqStock (class in derivitec.tradables.types) EqSwap (class in derivitec.tradables.types) EqTarn (class in derivitec.tradables.types) Equal (class in derivitec.reports.types) Equity (class in derivitec.market_data.types)

EquityAssetError (class in derivitec.market_data.types) EquityBump (class in derivitec.market_data.types) EquityDescriptor (class in derivitec.market_data.types) EquityDividendCorrelationData (class in derivitec.market_data.types) EquityEquityCorrelationData (class in derivitec.market_data.types) EquityEquityCorrelationDescriptor (class in derivitec.market_data.types) EquityForwardPoint (class in derivitec.market_data.types) EquityFxCorrelationData (class in derivitec.market_data.types) EquityFxCorrelationDescriptor (class in derivitec.market_data.types) EquityIrCorrelationData (class in derivitec.market_data.types) EquityStockGraphSettings (class in derivitec.market_data.types) EquityVolatilityTermStructure (class in derivitec.market_data.types) EquityVolCurve (class in derivitec.market_data.types) EquityVolGrid (class in derivitec.market_data.types) EquityVolIndex (class in derivitec.market_data.types) EquityVolIndexBump (class in derivitec.market_data.types) EquityVolIndexError (class in derivitec.market_data.types) EquityVolIndexScenario (class in derivitec.risk_engine.types) EquityVolIndexSpreadCurveBump (class in derivitec.market_data.types) EquityVolIndexVolSurface (class in derivitec.market_data.types) EquityVolOfVarCurve (class in derivitec.market_data.types) EquityVolSurface (class in derivitec.market_data.types) EquityVolSurfaceError (class in derivitec.market_data.types) EquityVolSurfaceParameters (class in derivitec.market_data.types) EquityVolSurfacePoint (class in derivitec.market_data.types) EquityVolSurfaceSpline (class in derivitec.market_data.types) EquityVolSurfaceSvi (class in derivitec.market_data.types) EqVanna (class in derivitec.risk_engine.types) EqVarianceSwap (class in derivitec.tradables.types) EqVarianceSwapModelParams (class in derivitec.tradables.types) EqVega (class in derivitec.risk_engine.types) EqVolatilityKnockoutOption (class in derivitec.tradables.types) EqVolatilitySwap (class in derivitec.tradables.types) EqVolatilitySwapBase (class in derivitec.tradables.types) EqVolGamma (class in derivitec.risk_engine.types) EqVolIndexDeltaShares (class in derivitec.risk_engine.types) EqVolIndexFuture (class in derivitec.tradables.types) EqVolIndexFutureByCode (class in derivitec.tradables.types) EqVolIndexGammaShares (class in derivitec.risk_engine.types) EqVolIndexOption (class in derivitec.tradables.types) EqVolIndexVega (class in derivitec.risk_engine.types) EqVolIndexVolSurfaceBump (class in derivitec.market_data.types) EqVolIndexVolSurfaceScenario (class in derivitec.risk_engine.types) EqVolScenario (class in derivitec.risk_engine.types) EqVolSurfaceBump (class in derivitec.market_data.types) EqVolSurfaceScenario (class in derivitec.risk_engine.types) EtfPremium (class in derivitec.market_data.types)

F

Filter (class in derivitec.reports.types) FilterBase (class in derivitec.reports.types) FilterType (class in derivitec.reports.types) fit_bond_yield_curves_to_bond_data() (derivitec.core.client.DerivitecClient method) fit_equity_vol_surfaces_to_convertible_bond_data() (derivitec.core.client.DerivitecClient method) Fixings (class in derivitec.market_data.types) ForwardRatePoint (class in derivitec.market_data.types) FullySpecified (class in derivitec.tradables.types) futures_price() (derivitec.core.client.DerivitecClient method) FuturesData (class in derivitec.market_data.types) FxAccumulator (class in derivitec.tradables.types) FxBarrierMA (class in derivitec.tradables.types) FxBasketFuture (class in derivitec.tradables.types) FxBasketOption (class in derivitec.tradables.types) FxCorrelationSwap (class in derivitec.tradables.types) FxCross (class in derivitec.market_data.types) FxCrossDescriptor (class in derivitec.market_data.types) FxCrossError (class in derivitec.market_data.types) FxData (class in derivitec.market_data.types) FxDelta (class in derivitec.risk_engine.types) FxDeltaByCross (class in derivitec.risk_engine.types) FxDoubleKnockin (class in derivitec.tradables.types) FxDoubleKnockout (class in derivitec.tradables.types) FxForward (class in derivitec.tradables.types) FxForwardPoint (class in derivitec.market_data.types) FxFuture (class in derivitec.tradables.types) FxFutureByCode (class in derivitec.tradables.types) FxFVA (class in derivitec.tradables.types)

FxGamma (class in derivitec.risk_engine.types) FxGammaByCross (class in derivitec.risk_engine.types) FxIrCorrelationData (class in derivitec.market_data.types) FxKnockin (class in derivitec.tradables.types) FxKnockout (class in derivitec.tradables.types) FxOption (class in derivitec.tradables.types) FxOptionAmerican (class in derivitec.tradables.types) FxRealisedVol (class in derivitec.risk_engine.types) FxRiskMeasure (class in derivitec.risk_engine.types) FxSpotScenario (class in derivitec.risk_engine.types) FxSpotShock (class in derivitec.risk_engine.types) FxSpotVolShock (class in derivitec.risk_engine.types) FxStockGraphSettings (class in derivitec.market_data.types) FxTarn (class in derivitec.tradables.types) FxVanna (class in derivitec.risk_engine.types) FxVarianceSwap (class in derivitec.tradables.types) FxVarianceSwapBase (class in derivitec.tradables.types) FxVega (class in derivitec.risk_engine.types) FxVolatilitySwap (class in derivitec.tradables.types) FxVolatilityTermStructure (class in derivitec.market_data.types) FxVolGamma (class in derivitec.risk_engine.types) FxVolGrid (class in derivitec.market_data.types) FxVolShock (class in derivitec.risk_engine.types) FxVolSurface (class in derivitec.market_data.types) FxVolSurfaceError (class in derivitec.market_data.types) FxVolSurfaceParameters (class in derivitec.market_data.types) FxVolSurfacePoint (class in derivitec.market_data.types) FxVolSurfaceScenario (class in derivitec.risk_engine.types)

G

get_active_user_portfolios() (derivitec.core.client.DerivitecClient method) get_auth_details() (derivitec.core.client.DerivitecClient method) get_auth_details_from_site() (derivitec.core.client.DerivitecClient method) get_available_currency_isos() (derivitec.core.client.DerivitecClient method) get_available_risk_reports() (derivitec.core.client.DerivitecClient method) get_blackscholes_implied_vol() (derivitec.core.client.DerivitecClient method) get_bond_data() (derivitec.core.client.DerivitecClient method) get_bond_futures() (derivitec.core.client.DerivitecClient method) get_bond_futures_series() (derivitec.core.client.DerivitecClient method) get_bond_infos() (derivitec.core.client.DerivitecClient method) get_bond_yield_curve_maturity_buckets() (derivitec.core.client.DerivitecClient method) get_bond_yield_curves() (derivitec.core.client.DerivitecClient method) get_bonds() (derivitec.core.client.DerivitecClient method) get_borrow_curves() (derivitec.core.client.DerivitecClient method) get_borrow_curves_for_env() (derivitec.core.client.DerivitecClient method) get_calendars() (derivitec.core.client.DerivitecClient method) get_cash_flows() (derivitec.core.client.DerivitecClient method) get_cds_data() (derivitec.core.client.DerivitecClient method) get_cmdty_futures() (derivitec.core.client.DerivitecClient method) get_cmdty_futures_data() (derivitec.core.client.DerivitecClient method) get_cmdty_vol_surfaces() (derivitec.core.client.DerivitecClient method) get_commodities() (derivitec.core.client.DerivitecClient method) get_contracts_from_client_tradable_id() (derivitec.core.client.DerivitecClient method) get_contracts_from_portfolio() (derivitec.core.client.DerivitecClient method) get_contracts_from_tradable_ids() (derivitec.core.client.DerivitecClient method) get_convenience_yield() (derivitec.core.client.DerivitecClient method) get_convertible_bonds() (derivitec.core.client.DerivitecClient method) get_convertible_bonds_grid_pricer_details() (derivitec.core.client.DerivitecClient method) get_coupons() (derivitec.core.client.DerivitecClient method) get_credit_swaption_vol_cube_data() (derivitec.core.client.DerivitecClient method) get_crypto_coin_data() (derivitec.core.client.DerivitecClient method) get_date_coupon_map() (derivitec.core.client.DerivitecClient method) get_discount_curves() (derivitec.core.client.DerivitecClient method) get_discount_factors() (derivitec.core.client.DerivitecClient method) get_dividend_curve() (derivitec.core.client.DerivitecClient method) get_dividend_index_fixings() (derivitec.core.client.DerivitecClient method) get_dividend_index_vol_surfaces() (derivitec.core.client.DerivitecClient method) get_eq_futures() (derivitec.core.client.DerivitecClient method) get_eq_vol_of_var_curves() (derivitec.core.client.DerivitecClient method) get_equities() (derivitec.core.client.DerivitecClient method) get_equity_equity_correlation_data() (derivitec.core.client.DerivitecClient method) get_equity_forwards() (derivitec.core.client.DerivitecClient method) get_equity_fx_correlation_data() (derivitec.core.client.DerivitecClient method) get_equity_vol_grid() (derivitec.core.client.DerivitecClient method)

get_equity_vol_index_vol_surfaces() (derivitec.core.client.DerivitecClient method) get_equity_vol_index_vols() (derivitec.core.client.DerivitecClient method) get_equity_vol_surfaces() (derivitec.core.client.DerivitecClient method) get_equity_vol_surfaces_for_env() (derivitec.core.client.DerivitecClient method) get_equity_vols() (derivitec.core.client.DerivitecClient method) get_etf_premiums() (derivitec.core.client.DerivitecClient method) get_flattened_contracts_from_tradable_ids() (derivitec.core.client.DerivitecClient method) get_flattened_convertible_bonds() (derivitec.core.client.DerivitecClient method) get_forward() (derivitec.core.client.DerivitecClient method) get_fx_crosses() (derivitec.core.client.DerivitecClient method) get_fx_data() (derivitec.core.client.DerivitecClient method) get_fx_futures() (derivitec.core.client.DerivitecClient method) get_fx_vol_surfaces() (derivitec.core.client.DerivitecClient method) get_index_component_data() (derivitec.core.client.DerivitecClient method) get_index_component_data_for_env() (derivitec.core.client.DerivitecClient method) get_ir_bump_mkt_data() (derivitec.core.client.DerivitecClient method) get_ir_futures() (derivitec.core.client.DerivitecClient method) get_mkt_data() (derivitec.core.client.DerivitecClient method) get_pnl_report_infos() (derivitec.core.client.DerivitecClient method) get_pnl_report_meta_data() (derivitec.core.client.DerivitecClient method) get_pnl_reports_data_by_id() (derivitec.core.client.DerivitecClient method) get_portfolio_table() (derivitec.core.client.DerivitecClient method) get_pricing_details() (derivitec.core.client.DerivitecClient method) get_pricing_details_for_contracts() (derivitec.core.client.DerivitecClient method) get_projected_dividends_for_env() (derivitec.core.client.DerivitecClient method) get_report_data_by_id() (derivitec.core.client.DerivitecClient method) get_report_excel_export() (derivitec.core.client.DerivitecClient method) get_report_infos() (derivitec.core.client.DerivitecClient method) get_report_result() (derivitec.core.client.DerivitecClient method) get_risk_report_meta_data() (derivitec.core.client.DerivitecClient method) get_spider_rock_vol_data() (derivitec.core.client.DerivitecClient method) get_stock_data() (derivitec.core.client.DerivitecClient method) get_stock_info() (derivitec.core.client.DerivitecClient method) get_swaption_vol_cube_data() (derivitec.core.client.DerivitecClient method) get_time_series() (derivitec.core.client.DerivitecClient method) get_tradable_ids_from_contracts() (derivitec.core.client.DerivitecClient method) get_tradable_ids_from_portfolio() (derivitec.core.client.DerivitecClient method) get_transaction_table() (derivitec.core.client.DerivitecClient method) get_var_report_data_by_id() (derivitec.core.client.DerivitecClient method) get_var_report_infos() (derivitec.core.client.DerivitecClient method) get_var_report_status_by_id() (derivitec.core.client.DerivitecClient method) get_var_report_time_series_data_by_id() (derivitec.core.client.DerivitecClient method) get_var_reports_data_by_id() (derivitec.core.client.DerivitecClient method) get_vol() (derivitec.core.client.DerivitecClient method)

H

HistoricalScenario (class in derivitec.risk_engine.types)

I

IBond (class in derivitec.tradables.types) IBondByCode (class in derivitec.tradables.types) IEqContract (class in derivitec.tradables.types) IndexComponentData (class in derivitec.market_data.types) InstrumentIdentifierType (class in derivitec.market_data.types) IRCapFloor (class in derivitec.tradables.types) IRCapFloorBase (class in derivitec.tradables.types) IRCapFloorCMS (class in derivitec.tradables.types) IrDelta (class in derivitec.risk_engine.types) IRFuture (class in derivitec.tradables.types) IRFutureByCode (class in derivitec.tradables.types)

IrGamma (class in derivitec.risk_engine.types) IRLeg (class in derivitec.tradables.types) IRLegFixed (class in derivitec.tradables.types) IRLegFloating (class in derivitec.tradables.types) IROption (class in derivitec.tradables.types) IrParallelShock (class in derivitec.risk_engine.types) IRParallelShockScenario (class in derivitec.risk_engine.types) IrRiskMeasure (class in derivitec.risk_engine.types) IRShockScenario (class in derivitec.risk_engine.types) IRSwap (class in derivitec.tradables.types) IRSwaption (class in derivitec.tradables.types) IrVega (class in derivitec.risk_engine.types)

J

JumpToDefaultScenario (class in derivitec.risk_engine.types)

L

legacy_position_upload() (derivitec.core.client.DerivitecClient method) LocalVolatilityArbitrageType (class in derivitec.market_data.response) (class in derivitec.market_data.types)

LocalVolatilityDetails (class in derivitec.market_data.types) login_with_cognito() (derivitec.core.client.DerivitecClient method)

M

Margin (class in derivitec.tradables.types) MarketData (class in derivitec.market_data.types) MarketDataError (class in derivitec.market_data.types) MarketDataErrorSummary (class in derivitec.market_data.types) MarketDataForEnv (class in derivitec.market_data.types)

MarketDataOverride (class in derivitec.market_data.types) MarketDataType (class in derivitec.market_data.types) MktDataContainer (class in derivitec.market_data.types) MktDataContainerExternal (class in derivitec.market_data.types) MultiFilter (class in derivitec.reports.types) MultiFilterOperator (class in derivitec.reports.types)

N

Npv (class in derivitec.risk_engine.types)

O

OptionVolPoint (class in derivitec.market_data.types)

P

PnlReportData (class in derivitec.reports.types) PnlReportInfo (class in derivitec.reports.types) PnlReportMetaData (class in derivitec.reports.types) position_upload() (derivitec.core.client.DerivitecClient method) PositionEffect (class in derivitec.tradables.types)

price() (derivitec.core.client.DerivitecClient method) PriceHistory (class in derivitec.risk_engine.types) PricingDetail (class in derivitec.risk_engine.types) PricingModelManager (class in derivitec.tradables.types) ProbabilityOfDefaultData (class in derivitec.market_data.types)

R

RateAsset (class in derivitec.market_data.types) RateAssetError (class in derivitec.market_data.types) RecoveryRateData (class in derivitec.market_data.types) RecoveryRateError (class in derivitec.market_data.types) ReferenceVol (class in derivitec.risk_engine.types) Repo (class in derivitec.tradables.types) ReportData (class in derivitec.reports.types) ReportMetaData (class in derivitec.reports.types) ReportStatus (class in derivitec.reports.response) (class in derivitec.reports.types) ReportsType (class in derivitec.reports.types)

Rho (class in derivitec.risk_engine.types) RiskCalculationResult (class in derivitec.risk_engine.types) RiskEngineType (class in derivitec.risk_engine.types) RiskMeasure (class in derivitec.risk_engine.types) RiskReportData (class in derivitec.reports.types) RiskReportInfo (class in derivitec.reports.types) RiskReportMetaData (class in derivitec.reports.types) RiskResult (class in derivitec.risk_engine.types) RiskScenario (class in derivitec.risk_engine.types) run_report() (derivitec.core.client.DerivitecClient method) run_risk_report() (derivitec.core.client.DerivitecClient method) run_var_report() (derivitec.core.client.DerivitecClient method)

S

ScenarioImpact (class in derivitec.risk_engine.types) SignalrRiskReportResponse (class in derivitec.reports.types) SpotThetaModel (class in derivitec.risk_engine.types) StockData (class in derivitec.market_data.types) StockInfo (class in derivitec.market_data.types)

StringFilter (class in derivitec.reports.types) SurvivalCurve (class in derivitec.market_data.types) SurvivalCurveError (class in derivitec.market_data.types) SurvivalCurveExternal (class in derivitec.market_data.types) SwaptionVolCube (class in derivitec.market_data.types) SwaptionVolCubeError (class in derivitec.market_data.types)

T

Theta (class in derivitec.risk_engine.types) ThetaScenario (class in derivitec.risk_engine.types)

TradableData (class in derivitec.tradables.types) TradablesType (class in derivitec.tradables.types) Tranche (class in derivitec.tradables.types)

U

upload_amortisation_rates() (derivitec.core.client.DerivitecClient method) upload_bond_infos() (derivitec.core.client.DerivitecClient method) upload_bond_issuer_credit_spreads() (derivitec.core.client.DerivitecClient method) upload_bond_price_data() (derivitec.core.client.DerivitecClient method) upload_bond_yield_curves() (derivitec.core.client.DerivitecClient method) upload_borrow_curves() (derivitec.core.client.DerivitecClient method) upload_cmdty_futures_data() (derivitec.core.client.DerivitecClient method) upload_credit_swaption_vol_cube_data() (derivitec.core.client.DerivitecClient method) upload_discount_curves() (derivitec.core.client.DerivitecClient method) upload_dividend_index_fixings() (derivitec.core.client.DerivitecClient method) upload_dividend_index_vol_surfaces() (derivitec.core.client.DerivitecClient method) upload_entity_custom_data() (derivitec.core.client.DerivitecClient method) upload_eq_vol_of_var_curves() (derivitec.core.client.DerivitecClient method) upload_equity_dividend_correlation_data() (derivitec.core.client.DerivitecClient method) upload_equity_equity_correlation_data() (derivitec.core.client.DerivitecClient method)

upload_equity_fx_correlation_data() (derivitec.core.client.DerivitecClient method) upload_equity_ir_correlation_data() (derivitec.core.client.DerivitecClient method) upload_equity_vol_curves() (derivitec.core.client.DerivitecClient method) upload_equity_vol_grids() (derivitec.core.client.DerivitecClient method) upload_equity_vol_surfaces() (derivitec.core.client.DerivitecClient method) upload_etf_premiums() (derivitec.core.client.DerivitecClient method) upload_fx_ir_correlation_data() (derivitec.core.client.DerivitecClient method) upload_fx_vol_grids() (derivitec.core.client.DerivitecClient method) upload_index_component_data() (derivitec.core.client.DerivitecClient method) upload_probability_of_default() (derivitec.core.client.DerivitecClient method) upload_projected_dividends() (derivitec.core.client.DerivitecClient method) upload_rate_assets() (derivitec.core.client.DerivitecClient method) upload_recovery_rates() (derivitec.core.client.DerivitecClient method) upload_stock_data() (derivitec.core.client.DerivitecClient method) upload_survival_curves() (derivitec.core.client.DerivitecClient method) upload_vol_surface_spot_model_definitions() (derivitec.core.client.DerivitecClient method)

V

VarPositionInfo (class in derivitec.reports.types) VarReportData (class in derivitec.reports.types) VarReportInfo (class in derivitec.reports.types) VarResult (class in derivitec.risk_engine.types) VarStatistics (class in derivitec.risk_engine.types) VolatilityData (class in derivitec.market_data.types) VolatilitySurfaceSvi (class in derivitec.market_data.types)

VolCurve (class in derivitec.market_data.types) VolCurvePoint (class in derivitec.market_data.types) VolGrid (class in derivitec.market_data.types) VolShockFuncBetaAdj (class in derivitec.risk_engine.types) VolShockFuncShocksByStrike (class in derivitec.risk_engine.types) VolSurfaceSpotModelDefinition (class in derivitec.market_data.types) VolThetaModel (class in derivitec.risk_engine.types)

Y

YieldCurvePoint (class in derivitec.market_data.types)