Ascot([asset_swap_spread, bond_identifier, ...])
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Bond([bond_identifier, par_value, ...])
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BondByCode([code, identifier])
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BondFuture([bond_issuer, ...])
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BondFutureByCode([code, identifier, ...])
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BondOption([identifier, option_claim_type, ...])
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CDS([business_day_convention, calendar, ...])
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Cash([currency, expiration_date, ...])
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CmdtyFuture([currency, exchange, ...])
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CmdtyFutureByCode([code, identifier, ...])
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CmdtyOption([option_claim_type, currency, ...])
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CodeSpecified([code, identifier])
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Contract([identifier])
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ConvertibleBond([asset_currency, ...])
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ConvertibleBondByCode([code, identifier])
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ConvertibleBondModelParams([time_step_size, ...])
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CreditIndex([identifier, ...])
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CreditIndexByCode([code, ...])
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CreditIndexSwaption([identifier, ...])
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DateCouponMap([date, coupon])
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EqAccumulator([identifier, ...])
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EqAutocallableWorstOfOption([identifier, ...])
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EqAutocallableWorstOfOptionModelParams([...])
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EqBarrierMA([identifier, calendar_name, ...])
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EqBasketOption([identifier, ...])
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EqBasketOptionModelParams([pricing_method, ...])
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EqBestOfOption([identifier, calendar, ...])
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EqConditionalCorridorVarianceSwap([...])
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EqCorrelationSwap([identifier, currency, ...])
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EqCorridorVarianceSwap([identifier, ...])
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EqCorridorVolVarSwapBase([identifier, ...])
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EqCorridorVolatilitySwap([identifier, ...])
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EqDivDualDigitalOption([currency, ...])
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Dividend option conditional on a separate equity's level at expiry. |
EqDividendFuture([currency, ...])
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EqDividendFutureByCode([code, identifier, ...])
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EqDividendOption([currency, ...])
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EqDividendSwap([currency, expiration_date, ...])
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EqDividendSwapKnockout([barrier, ...])
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EqDoubleKnockin([identifier, underlyer, ...])
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EqDoubleKnockout([identifier, underlyer, ...])
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EqFVA([identifier, underlyer, currency, ...])
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EqFVASwaption([identifier, underlyer, ...])
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EqFuture([currency, expiration_date, ...])
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EqFutureByCode([code, identifier, traded_price])
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EqGeometricVarianceSwap([identifier, ...])
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EqIRDualDigitalOption([currency, ...])
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Equity option conditional on an interest-rate swap fixing at expiry. |
EqKnockin([identifier, underlyer, ...])
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EqKnockout([identifier, underlyer, ...])
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EqOption([calendar, option_claim_type, ...])
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EqOptionAmerican([calendar, ...])
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EqOutperformanceOption([identifier, ...])
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EqStock([code, identifier])
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EqSwap([applied_tax_rate, ...])
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EqTarn([identifier, ...])
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EqVarianceSwap([annualisation_factor, ...])
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EqVarianceSwapModelParams([...])
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EqVolIndexFuture([currency, ...])
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EqVolIndexFutureByCode([code, identifier])
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EqVolIndexOption([identifier, ...])
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EqVolatilityKnockoutOption([identifier, ...])
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EqVolatilitySwap([annualisation_factor, ...])
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EqVolatilitySwapBase([annualisation_factor, ...])
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FullySpecified([currency, expiration_date, ...])
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FxAccumulator([identifier, fx_pair, ...])
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FxBarrierMA([identifier, fx_pairs, ...])
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FxBasketFuture([identifier, fx_pairs, ...])
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FxBasketOption([identifier, ...])
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FxCorrelationSwap([identifier, fx_pairs, ...])
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FxDoubleKnockin([barrier_end_date, ...])
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FxDoubleKnockout([barrier_end_date, ...])
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FxFVA([identifier, fx_pair, currency, ...])
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FxForward([expiration_date, fx_pair, ...])
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FxFuture([expiration_date, fx_pair, ...])
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FxFutureByCode([code, identifier, traded_price])
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FxKnockin([barrier, barrier_end_date, ...])
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FxKnockout([barrier, barrier_end_date, ...])
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FxOption([option_claim_type, currency, ...])
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FxOptionAmerican([claim_type, currency, ...])
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FxTarn([business_day_convention, ...])
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FxVarianceSwap([identifier, ...])
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FxVarianceSwapBase([identifier, ...])
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FxVolatilitySwap([identifier, ...])
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IBond([identifier])
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IBondByCode([identifier])
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IEqContract([identifier])
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IRCapFloor([ir_claim_type, currency, ...])
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IRCapFloorBase([ir_claim_type, currency, ...])
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IRCapFloorCMS([ir_claim_type, ...])
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IRFuture([currency, day_count_fraction, ...])
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IRFutureByCode([code, identifier, traded_price])
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IRLeg([averaging_method, averaging_methods, ...])
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IRLegFixed([business_day_convention, ...])
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IRLegFloating([currency, effective_date, ...])
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IROption([identifier, ir_future, currency, ...])
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IRSwap([currency, expiration_date, ...])
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IRSwaption([claim_type, currency, ...])
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Margin([currency, expiration_date, identifier])
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PositionEffect([contract, quantity])
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PricingModelManager([...])
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Repo([identifier, currency, start_date, ...])
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TradableData([as_of_date, contract, ...])
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TradablesType()
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Tranche([tranche_id, attachment, ...])
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