AmortisationRateData([amortisation_rate, ...])
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AndersenBuffumParameters([...])
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Asset([provider_id, reference_date])
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AssetIdRicPair([id, ric])
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BondData([bond_id, close, contributor, ...])
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BondDataExternal([bond_identifier, ...])
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BondFuturesData([ask, bbg_code, bid, close, ...])
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BondInfo([business_day_convention, ...])
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BondIssuerCreditSpreadData([...])
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|
BondYieldCurve([currency, discount_factors, ...])
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BondYieldCurveError([currency, issuer_id, ...])
|
|
BondYieldCurveExternal([currency, ...])
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|
BondYieldCurveOverride([bond_issuer, ...])
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|
BorrowCurve([asset_name, discount_factors, ...])
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|
BorrowCurveData([identifier, ...])
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BorrowCurveOverride(asset_identifier, ...)
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|
CdsData([issuer_identifier, issuer_id, ...])
|
|
CmdtyFuturesData([ask, bid, close, ...])
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|
CmdtyVolSurface([benchmark_fwd_factors, ...])
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|
CmdtyVolSurfaceError([commodity_id, ...])
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|
Commodity([commodity_id, ...])
|
|
CommodityDescriptor([spot_fixing_end_date, ...])
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CommodityError([commodity_id, ...])
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CommodityForwardPoint([convenience_factor, ...])
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|
CommodityInfo([currency, exchange, id, ...])
|
|
ConvenienceYieldCurve([commodity_id, ...])
|
|
CorrelationData([correlation, date, provider_id])
|
|
CoveredCurrency([currency])
|
|
CoveredRateAsset([currency, id, name, type])
|
|
CoveredStock([id, identifier, ignore, notes])
|
|
CreditSwaptionVolCubeData([...])
|
|
CurveFittingOverride([currency, curve_name, ...])
|
|
DiscountCurve([currency, curve_name, ...])
|
|
DiscountCurveBump([rate_bumps, tenors, ...])
|
|
DiscountCurveDescriptor([currency, curve_name])
|
|
DiscountCurveError([currency, message, ...])
|
|
DiscountCurveOverride(currency, curve_name, ...)
|
|
DiscountCurveOverrideBase(currency, ...)
|
|
Dividend([asset_id, reference_date, ...])
|
|
DividendBump([shock_sizes, tenors, ...])
|
|
DividendIndexFixing([dividend_index_id, ...])
|
|
DividendIndexVolSurface([dividend_index_id, ...])
|
|
DividendPoint([all_in_rate, ...])
|
|
Dividends([all_in_rates, asset_ids, ...])
|
|
DividendsOverride([asset_identifier, ...])
|
|
EntityCustomData([issuer_identifier, ...])
|
|
EqVolIndexVolSurfaceBump([vol_bump, ...])
|
|
EqVolSurfaceBump([maturities, tenors, ...])
|
|
Equity([borrow_curve, dividends, fixings, ...])
|
|
EquityAssetError([asset_id, asset_ric, ...])
|
|
EquityBump([spot_bump, discount_curve_bump, ...])
|
|
EquityDescriptor([dividend_end_date, ...])
|
|
EquityDividendCorrelationData([...])
|
|
EquityEquityCorrelationData([...])
|
|
EquityEquityCorrelationDescriptor([...])
|
|
EquityForwardPoint([all_in_rate, ...])
|
|
EquityFxCorrelationData([equity_identifier, ...])
|
|
EquityFxCorrelationDescriptor([...])
|
|
EquityIrCorrelationData([equity_identifier, ...])
|
|
EquityStockGraphSettings([date_format, ...])
|
|
EquityVolCurve([provider_id, asset_id, ...])
|
|
EquityVolGrid([provider_id, asset_id, ...])
|
|
EquityVolIndex([annualisation_factor, ...])
|
|
EquityVolIndexBump([equity_bump, ...])
|
|
EquityVolIndexError([eq_vol_index_id, ...])
|
|
EquityVolIndexSpreadCurveBump([maturities, ...])
|
|
EquityVolIndexVolSurface([eq_vol_index_id, ...])
|
|
EquityVolOfVarCurve([...])
|
Equity volatility-of-variance term curve used by analytic volatility swaps. |
EquityVolSurface([asset_name, ...])
|
|
EquityVolSurfaceError([asset_id, asset_ric, ...])
|
|
EquityVolSurfaceParameters([atm_forward, ...])
|
|
EquityVolSurfacePoint([ask_vol, bid_vol, ...])
|
|
EquityVolSurfaceSpline([asset_name, ...])
|
|
EquityVolSurfaceSvi([asset_name, ...])
|
|
EquityVolatilityTermStructure([expiries, ...])
|
|
EtfPremium([date, identifier, premium, ...])
|
|
Fixings([asset_id, dates, values])
|
|
ForwardRatePoint([day_count_fraction, ...])
|
|
FuturesData([ask, bid, close, currency, ...])
|
|
FxCross([domestic_discount_curve, ...])
|
|
FxCrossDescriptor([fixing_end_date, ...])
|
|
FxCrossError([fx_cross_id, message, ...])
|
|
FxData([close, date, fixing_type, fx_pair, ...])
|
|
FxForwardPoint([date, ...])
|
|
FxIrCorrelationData([fx_pair, ...])
|
|
FxStockGraphSettings([date_format, ...])
|
|
FxVolGrid([fx_pair, reference_date, tenors, ...])
|
|
FxVolSurface([benchmark_fwd_factors, ...])
|
|
FxVolSurfaceError([fx_cross_id, message, ...])
|
|
FxVolSurfaceParameters([atm_forward, ...])
|
|
FxVolSurfacePoint([ask_vol, bid_vol, ...])
|
|
FxVolatilityTermStructure([expiries, ...])
|
|
IndexComponentData([date, index_identifier, ...])
|
|
InstrumentIdentifierType(value)
|
An enumeration. |
LocalVolatilityArbitrageType(value)
|
An enumeration. |
LocalVolatilityDetails([arbitrage_types, ...])
|
|
MarketData([provider_id])
|
|
MarketDataError([message, reference_date])
|
|
MarketDataErrorSummary([...])
|
|
MarketDataForEnv([market_date, ric, ...])
|
|
MarketDataOverride([bond_prices, ...])
|
|
MarketDataType()
|
|
MktDataContainer([bond_yield_curve_map, ...])
|
|
MktDataContainerExternal([...])
|
|
OptionVolPoint([identifier, ask_vol, ...])
|
|
ProbabilityOfDefaultData([...])
|
|
RateAsset([business_day_convention, ...])
|
|
RateAssetError([message, rate_asset_id, ...])
|
|
RecoveryRateData([rate, reference_bond_id, ...])
|
|
RecoveryRateError([bond_id, issuer_id, ...])
|
|
StockData([close, currency, date, high, ...])
|
|
StockInfo([asset_ratio_against, ...])
|
|
SurvivalCurve([currency, debt_type, ...])
|
|
SurvivalCurveError([currency, debt_type, ...])
|
|
SurvivalCurveExternal([currency, debt_type, ...])
|
|
SwaptionVolCube([alphas, ...])
|
|
SwaptionVolCubeError([message, ...])
|
|
VolCurve([provider_id, maturities, ...])
|
|
VolCurvePoint([atmf_vol, call_vol, expiry, ...])
|
|
VolGrid([provider_id, reference_date, ...])
|
|
VolSurfaceSpotModelDefinition([asset, ...])
|
Beta-adjusted ATMF spot model inputs for an equity volatility index. |
VolatilityData([date, strike_type, strikes, ...])
|
|
VolatilitySurfaceSvi([...])
|
|
YieldCurvePoint([expiry, maturity, rate])
|
|