_bond_contract.py
"""
:param instrument_type: str
:param instrument_definition: BondDefinition
:param pricing_parameters: BondPricingParameters
"""

_bond_definition.py
"""
:param instrument_tag: str
:param instrument_code: str
:param end_date: str
:param direction: Direction
:param interest_type: InterestType
:param notional_ccy: str
:param notional_amount: float
:param fixed_rate_percent: float
:param spread_bp: float
:param interest_payment_frequency: Frequency
:param interest_calculation_method: DayCountBasis
:param accrued_calculation_method: DayCountBasis
:param payment_business_day_convention: Convention
:param payment_roll_convention: PaymentRollConvention
:param index_reset_frequency: Frequency
:param index_fixing_lag: int
:param first_regular_payment_date: str
:param last_regular_payment_date: str
:param amortization_schedule: AmortizationItem
:param payment_business_days: str
:param adjust_interest_to_payment_date: AdjustInterestToPaymentDate
:param index_compounding_method: IndexCompoundingMethod
:param interest_payment_delay: int
:param stub_rule: StubRule
:param issue_date: str
:param first_accrual_date: str
:param index_fixing_ric: str
:param is_perpetual: bool
:param template: str
"""

_amortization_item.py
"""
:param start_date: str
:param end_date: str
:param amortization_frequency: AmortizationFrequency
:param amortization_type: AmortizationType
:param remaining_notional: float
:param amount: float
"""

_bond_pricing_parameters.py
"""
:param trade_date: str
:param benchmark_yield_selection_mode: BenchmarkYieldSelectionMode
:param fx_price_side: PriceSide
:param price_side: PriceSide
:param projected_index_calculation_method: ProjectedIndexCalculationMethod
:param quote_fallback_logic: QuoteFallbackLogic
:param redemption_date_type: RedemptionDateType
:param rounding_parameters: BondRoundingParameters
:param yield_type: YieldType
:param adjusted_clean_price: float
:param adjusted_dirty_price: float
:param adjusted_yield_percent: float
:param apply_tax_to_full_pricing: bool
:param asset_swap_spread_bp: float
:param benchmark_at_issue_price: float
:param benchmark_at_issue_ric: str
:param benchmark_at_issue_spread_bp: float
:param benchmark_at_issue_yield_percent: float
:param benchmark_at_redemption_price: float
:param benchmark_at_redemption_spread_bp: float
:param benchmark_at_redemption_yield_percent: float
:param cash_amount: float
:param clean_price: float
:param concession_fee: float
:param current_yield_percent: float
:param dirty_price: float
:param discount_margin_bp: float
:param discount_percent: float
:param edsf_benchmark_curve_yield_percent: float
:param edsf_spread_bp: float
:param efp_benchmark_price: float
:param efp_benchmark_ric: str
:param efp_benchmark_yield_percent: float
:param efp_spread_bp: float
:param gov_country_benchmark_curve_price: float
:param gov_country_benchmark_curve_yield_percent: float
:param gov_country_spread_bp: float
:param government_benchmark_curve_price: float
:param government_benchmark_curve_yield_percent: float
:param government_spread_bp: float
:param issuer_benchmark_curve_yield_percent: float
:param issuer_spread_bp: float
:param market_value_in_deal_ccy: float
:param market_value_in_report_ccy: float
:param net_price: float
:param neutral_yield_percent: float
:param ois_zc_benchmark_curve_yield_percent: float
:param ois_zc_spread_bp: float
:param option_adjusted_spread_bp: float
:param price: float
:param quoted_price: float
:param rating_benchmark_curve_yield_percent: float
:param rating_spread_bp: float
:param redemption_date: str
:param sector_rating_benchmark_curve_yield_percent: float
:param sector_rating_spread_bp: float
:param settlement_convention: str
:param simple_margin_bp: float
:param strip_yield_percent: float
:param swap_benchmark_curve_yield_percent: float
:param swap_spread_bp: float
:param tax_on_capital_gain_percent: float
:param tax_on_coupon_percent: float
:param tax_on_price_percent: float
:param tax_on_yield_percent: float
:param use_settlement_date_from_quote: bool
:param user_defined_benchmark_price: float
:param user_defined_benchmark_yield_percent: float
:param user_defined_spread_bp: float
:param valuation_date: str
:param yield_percent: float
:param z_spread_bp: float
"""

_bond_rounding_parameters.py
"""
:param accrued_rounding: Rounding
:param accrued_rounding_type: RoundingType
:param price_rounding: Rounding
:param price_rounding_type: RoundingType
:param spread_rounding: Rounding
:param spread_rounding_type: RoundingType
:param yield_rounding: Rounding
:param yield_rounding_type: RoundingType
"""

_cap_floor_contract.py
"""
:param instrument_type: str
:param instrument_definition: CapFloorDefinition
:param pricing_parameters: CapFloorPricingParameters
"""

_cap_floor_definition.py
"""
:param instrument_tag: str
:param start_date: str
:param end_date: str
:param tenor: str
:param notional_ccy: str
:param notional_amount: float
:param index_name: str
:param index_tenor: str
:param interest_payment_frequency: Frequency
:param interest_calculation_method: DayCountBasis
:param payment_business_day_convention: Convention
:param payment_roll_convention: PaymentRollConvention
:param index_reset_frequency: Frequency
:param index_reset_type: IndexResetType
:param index_fixing_lag: int
:param amortization_schedule: AmortizationItem
:param adjust_interest_to_payment_date: AdjustInterestToPaymentDate
:param stub_rule: StubRule
:param buy_sell: BuySell
:param cap_strike_percent: float
:param floor_strike_percent: float
:param index_fixing_ric: str
"""

_cap_floor_pricing_parameters.py
"""
:param index_convexity_adjustment_integration_method: IndexConvexityAdjustmentIntegrationMethod
:param index_convexity_adjustment_method: IndexConvexityAdjustmentMethod
:param market_value_in_deal_ccy: float
:param report_ccy: str
:param skip_first_cap_floorlet: bool
:param valuation_date: str
"""

_cds_contract.py
"""
:param instrument_type: str
:param instrument_definition: CdsDefinition
:param pricing_parameters: CdsPricingParameters
"""

_cds_definition.py
"""
:param instrument_tag: str
:param instrument_code: str
:param cds_convention: CdsConvention
:param trade_date: str
:param step_in_date: str
:param start_date: str
:param end_date: str
:param tenor: str
:param start_date_moving_convention: Convention
:param end_date_moving_convention: Convention
:param adjust_to_isda_end_date: bool
:param protection_leg: ProtectionLegDefinition
:param premium_leg: PremiumLegDefinition
:param accrued_begin_date: str
"""

_premium_leg_definition.py
"""
:param direction: Direction
:param notional_ccy: str
:param notional_amount: float
:param fixed_rate_percent: float
:param interest_payment_frequency: Frequency
:param interest_calculation_method: DayCountBasis
:param accrued_calculation_method: DayCountBasis
:param payment_business_day_convention: Convention
:param first_regular_payment_date: str
:param last_regular_payment_date: str
:param payment_business_days: str
:param stub_rule: StubRule
:param accrued_paid_on_default: bool
:param interest_payment_ccy: str
"""

_protection_leg_definition.py
"""
:param direction: Direction
:param notional_ccy: str
:param notional_amount: float
:param doc_clause: DocClause
:param seniority: Seniority
:param index_factor: float
:param index_series: int
:param recovery_rate: float
:param recovery_rate_percent: float
:param reference_entity: str
:param settlement_convention: str
"""

_cds_pricing_parameters.py
"""
:param cash_amount_in_deal_ccy: float
:param clean_price_percent: float
:param conventional_spread_bp: float
:param upfront_amount_in_deal_ccy: float
:param upfront_percent: float
:param valuation_date: str
"""

_eti_option_definition.py
"""
:param instrument_tag: str
:param instrument_code: str
:param end_date: str
:param asian_definition: EtiOptionFixingInfo
:param barrier_definition: EtiOptionBarrierDefinition
:param binary_definition: EtiOptionBinaryDefinition
:param buy_sell: BuySell
:param call_put: CallPut
:param cbbc_definition: EtiOptionCBBCDefinition
:param double_barriers_definition: EtiOptionDoubleBarriersDefinition
:param exercise_style: ExerciseStyle
:param underlying_definition: EtiUnderlyingDefinition
:param underlying_type: UnderlyingType
:param deal_contract: int
:param lot_size: float
:param strike: float
"""

_eti_option_fixing_info.py
"""
:param average_type: AverageType
:param fixing_frequency: FixingFrequency
:param average_so_far: float
:param fixing_calendar: str
:param fixing_end_date: str
:param fixing_start_date: str
:param include_holidays: bool
:param include_week_ends: bool
"""

_eti_option_barrier_definition.py
"""
:param barrier_style: BarrierStyle
:param in_or_out: InOrOut
:param up_or_down: UpOrDown
:param level: float
"""

_eti_option_binary_definition.py
"""
:param notional_amount: float
:param binary_type: BinaryType
:param up_or_down: UpOrDown
:param level: float
"""

_eti_option_cbbc_definition.py
"""
:param conversion_ratio: float
:param level: float
"""

_eti_option_double_barriers_definition.py
"""
:param barriers_definition: EtiOptionBarrierDefinition
"""

_eti_underlying_definition.py
"""
:param instrument_code: str
"""

_financial_contract.py
"""
:param instrument_type: str
"""

_fx_cross_contract.py
"""
:param instrument_type: str
:param instrument_definition: FxCrossDefinition
:param pricing_parameters: FxCrossPricingParameters
"""

_fx_cross_definition.py
"""
:param instrument_tag: str
:param legs: FxCrossLegDefinition
:param fx_cross_type: FxCrossType
:param fx_cross_code: str
:param ndf_fixing_settlement_ccy: str
:param reference_spot_rate: float
:param traded_cross_rate: float
:param traded_swap_points: float
"""

_fx_cross_leg_definition.py
"""
:param start_date: str
:param end_date: str
:param tenor: str
:param leg_tag: str
:param deal_ccy_buy_sell: BuySell
:param fx_leg_type: FxLegType
:param contra_amount: float
:param contra_ccy: str
:param deal_amount: float
:param deal_ccy: str
:param start_tenor: str
"""

_fx_cross_pricing_parameters.py
"""
:param deposit_ccy1: FxPoint
:param deposit_ccy2: FxPoint
:param fx_swap_calculation_method: FxSwapCalculationMethod
:param fx_swaps_ccy1: FxPoint
:param fx_swaps_ccy2: FxPoint
:param price_side: PriceSide
:param user_turn_dates: string
:param calc_end_from_fwd_start: bool
:param calc_end_from_pre_spot_start: bool
:param ignore_ref_ccy_holidays: bool
:param ignore_usd_holidays: bool
:param one_day_values: str
:param roll_over_time_policy: str
:param spread_margin_in_bp: float
:param turns_calibration: str
:param valuation_date: str
"""

_fx_point.py
"""
:param bid: float
:param ask: float
:param mid: float
:param status: Status
:param instrument: str
:param processing_information: str
:param spot_decimals: str
"""

_fx_option_definition.py
"""
:param instrument_tag: str
:param end_date: str
:param tenor: str
:param notional_ccy: str
:param notional_amount: float
:param asian_definition: FxOptionAverageInfo
:param barrier_definition: FxOptionBarrierDefinition
:param binary_definition: FxOptionBinaryDefinition
:param buy_sell: BuySell
:param call_put: CallPut
:param double_barrier_definition: FxOptionDoubleBarrierDefinition
:param double_binary_definition: FxOptionDoubleBinaryDefinition
:param dual_currency_definition: FxDualCurrencyDefinition
:param exercise_style: ExerciseStyle
:param forward_start_definition: FxOptionForwardStart
:param underlying_definition: FxUnderlyingDefinition
:param underlying_type: UnderlyingType
:param delivery_date: str
:param strike: float
"""

_fx_option_average_info.py
"""
:param average_type: AverageType
:param fixing_frequency: FixingFrequency
:param average_so_far: float
:param fixing_ric_source: str
:param fixing_start_date: str
:param include_holidays: bool
:param include_week_ends: bool
"""

_fx_option_barrier_definition.py
"""
:param barrier_mode: BarrierMode
:param in_or_out: InOrOut
:param up_or_down: UpOrDown
:param level: float
:param rebate_amount: float
:param window_end_date: str
:param window_start_date: str
"""

_fx_option_binary_definition.py
"""
:param binary_type: FxBinaryType
:param settlement_type: SettlementType
:param payout_amount: float
:param payout_ccy: str
:param trigger: float
"""

_fx_option_double_barrier_definition.py
"""
:param barrier_down: FxOptionDoubleBarrierInfo
:param barrier_mode: BarrierMode
:param barrier_up: FxOptionDoubleBarrierInfo
"""

_fx_option_double_barrier_info.py
"""
:param in_or_out: InOrOut
:param level: float
:param rebate_amount: float
"""

_fx_option_double_binary_definition.py
"""
:param double_binary_type: DoubleBinaryType
:param settlement_type: SettlementType
:param payout_amount: float
:param payout_ccy: str
:param trigger_down: float
:param trigger_up: float
"""

_fx_dual_currency_definition.py
"""
:param deposit_start_date: str
:param margin_percent: float
"""

_fx_option_forward_start.py
"""
:param forward_start_date: str
:param forward_start_tenor: str
:param strike_percent: float
"""

_fx_underlying_definition.py
"""
:param fx_cross_code: str
"""

_option_contract.py
"""
:param instrument_type: str
:param instrument_definition: OptionDefinition
:param pricing_parameters: OptionPricingParameters
"""

_option_definition.py
"""
:param instrument_tag: str
:param end_date: str
:param buy_sell: BuySell
:param call_put: CallPut
:param exercise_style: ExerciseStyle
:param underlying_type: UnderlyingType
:param strike: float
"""

_option_pricing_parameters.py
"""
:param atm_volatility_object: BidAskMid
:param butterfly10_d_object: BidAskMid
:param butterfly25_d_object: BidAskMid
:param domestic_deposit_rate_percent_object: BidAskMid
:param foreign_deposit_rate_percent_object: BidAskMid
:param forward_points_object: BidAskMid
:param fx_spot_object: BidAskMid
:param fx_swap_calculation_method: FxSwapCalculationMethod
:param implied_volatility_object: BidAskMid
:param interpolation_weight: InterpolationWeight
:param option_price_side: PriceSide
:param option_time_stamp: TimeStamp
:param payout_custom_dates: string
:param payout_scaling_interval: PayoutScaling
:param price_side: PriceSide
:param pricing_model_type: PricingModelType
:param risk_reversal10_d_object: BidAskMid
:param risk_reversal25_d_object: BidAskMid
:param underlying_price_side: PriceSide
:param underlying_time_stamp: TimeStamp
:param volatility_model: VolatilityModel
:param volatility_type: VolatilityType
:param compute_payout_chart: bool
:param compute_volatility_payout: bool
:param cutoff_time: str
:param cutoff_time_zone: str
:param market_value_in_deal_ccy: float
:param report_ccy_rate: float
:param risk_free_rate_percent: float
:param underlying_price: float
:param valuation_date: str
:param volatility_percent: float
"""

_bid_ask_mid.py
"""
:param bid: float
:param ask: float
:param mid: float
"""

_interpolation_weight.py
"""
:param days_list: DayWeight
:param holidays: float
:param week_days: float
:param week_ends: float
"""

_day_weight.py
"""
:param date: str
:param weight: float
"""

_payout_scaling.py
"""
:param maximum: float
:param minimum: float
"""

_repo_contract.py
"""
:param instrument_type: str
:param instrument_definition: RepoDefinition
:param pricing_parameters: RepoPricingParameters
"""

_repo_definition.py
"""
:param instrument_tag: str
:param start_date: str
:param end_date: str
:param tenor: str
:param day_count_basis: DayCountBasis
:param underlying_instruments: RepoUnderlyingContract
:param is_coupon_exchanged: bool
:param repo_rate_percent: float
"""

_repo_underlying_contract.py
"""
:param instrument_type: str
:param instrument_definition: BondDefinition
:param pricing_parameters: RepoUnderlyingPricingParameters
"""

_repo_underlying_pricing_parameters.py
"""
:param pricing_parameters_at_end: BondPricingParameters
:param pricing_parameters_at_start: BondPricingParameters
:param repo_parameters: RepoParameters
:param valuation_date: str
"""

_repo_parameters.py
"""
:param coupon_paid_at_horizon: bool
:param haircut_rate_percent: float
:param initial_margin_percent: float
"""

_repo_pricing_parameters.py
"""
:param repo_curve_type: RepoCurveType
:param valuation_date: str
"""

_reverse_convertible_contract.py
"""
:param instrument_type: str
:param instrument_definition: ReverseConvertibleInstrumentDefinition
:param pricing_parameters: ReverseConvertiblePricingParameters
"""

_reverse_convertible_instrument_definition.py
"""
:param instrument_tag: str
:param start_date: str
:param end_date: str
:param notional_amount: float
:param interest_payment_frequency: Frequency
:param underlyings: BasketItem
:param coupon_rate_percent: float
:param currency: str
:param floor_price_percent: float
"""

_basket_item.py
"""
:param instrument_code: str
:param currency: str
"""

_reverse_convertible_pricing_parameters.py
"""
:param cross_asset: CrossAsset
:param dupire_model: EquityDupireModel
:param funding_spread_method: FundingSpreadMethod
:param numeraire_type: NumeraireType
:param numerical_method: NumericalMethod
:param correlation_multiplier: float
:param discount_curve: str
:param discount_curve_foreign: str
:param force_decreasing_discount_factor: bool
:param funding_spread_in_bp: float
:param include_cash_flows_at_valuation_date: bool
:param reference_coefficient: float
:param use_basis_swap: bool
:param valuation_date: str
"""

_cross_asset.py
"""
:param funding_spread_method: FundingSpreadMethod
:param numeraire_type: NumeraireType
:param c_fs_at_pricing_date: bool
:param correlation_multiplier: float
:param d_f_dsc_construction: str
:param discount_curve: str
:param discount_curve_foreign: str
:param force_decreasing_discount_factor: bool
:param funding_spread_in_bp: float
:param include_cash_flows_at_valuation_date: bool
:param reference_coefficient: float
:param use_basis_swap: bool
"""

_equity_dupire_model.py
"""
:param dupire_model_parameters: EquityDupireModelParameters
"""

_equity_dupire_model_parameters.py
"""
:param calibration_strategy: CalibrationStrategy
:param dividend_extrapolation: DividendExtrapolation
:param dividend_type: DividendType
:param forward_compute_method: ForwardComputeMethod
:param forward_extrapolation: ForwardExtrapolation
:param input_forward_type: InputForwardType
:param interest_rate: array
:param local_volatility_method: LocalVolatilityMethod
:param option_type_for_implied_vol_surface: VolType
:param volatility_source: VolatilitySource
:param adjust_forwards: bool
:param apply_most_probable_path: bool
:param basis_strike: float
:param dividend_end_date: str
:param dividend_growth: float
:param dividend_start_date: str
:param forward_growth_coefficient: float
:param smooth_dividends: bool
:param smooth_vol_surface: bool
:param use_dividend: bool
:param use_historical_dividend: bool
:param volatility_bump: float
"""

_numerical_method.py
"""
:param american_monte_carlo_parameters: AmericanMonteCarloParameters
:param method: Method
:param pde_parameters: PdeParameters
"""

_american_monte_carlo_parameters.py
"""
:param american_monte_carlo_method: AmericanMonteCarloMethod
:param additional_points: int
:param all_the_time_points_per_year: int
:param iteration_number: int
"""

_pde_parameters.py
"""
:param pde_space_step_number: int
:param pde_standard_deviation: int
:param pde_time_step_number: int
"""

_swap_contract.py
"""
:param instrument_type: str
:param instrument_definition: SwapDefinition
:param pricing_parameters: SwapPricingParameters
"""

_swap_definition.py
"""
:param instrument_tag: str
:param instrument_code: str
:param trade_date: str
:param start_date: str
:param end_date: str
:param tenor: str
:param legs: SwapLegDefinition
:param is_non_deliverable: bool
:param settlement_ccy: str
:param template: str
"""

_swap_leg_definition.py
"""
:param instrument_tag: str
:param leg_tag: str
:param direction: Direction
:param interest_type: InterestType
:param notional_ccy: str
:param notional_amount: float
:param fixed_rate_percent: float
:param index_name: str
:param index_tenor: str
:param spread_bp: float
:param interest_payment_frequency: Frequency
:param interest_calculation_method: DayCountBasis
:param accrued_calculation_method: DayCountBasis
:param payment_business_day_convention: Convention
:param payment_roll_convention: PaymentRollConvention
:param index_reset_frequency: Frequency
:param index_reset_type: IndexResetType
:param index_fixing_lag: int
:param first_regular_payment_date: str
:param last_regular_payment_date: str
:param amortization_schedule: AmortizationItem
:param payment_business_days: str
:param notional_exchange: NotionalExchange
:param adjust_interest_to_payment_date: AdjustInterestToPaymentDate
:param index_compounding_method: IndexCompoundingMethod
:param interest_payment_delay: int
:param stub_rule: StubRule
:param index_fixing_ric: str
:param upfront_amount: float
"""

_swap_pricing_parameters.py
"""
:param index_convexity_adjustment_integration_method: IndexConvexityAdjustmentIntegrationMethod
:param index_convexity_adjustment_method: IndexConvexityAdjustmentMethod
:param discounting_ccy: str
:param discounting_tenor: str
:param market_value_in_deal_ccy: float
:param valuation_date: str
"""

_swaption_contract.py
"""
:param instrument_type: str
:param instrument_definition: SwaptionDefinition
:param pricing_parameters: SwaptionPricingParameters
"""

_swaption_definition.py
"""
:param instrument_tag: str
:param end_date: str
:param tenor: str
:param bermudan_swaption_definition: BermudanSwaptionDefinition
:param buy_sell: BuySell
:param call_put: CallPut
:param exercise_style: ExerciseStyle
:param settlement_type: SwaptionSettlementType
:param underlying_definition: SwapDefinition
:param strike_percent: float
"""

_bermudan_swaption_definition.py
"""
:param exercise_schedule: string
:param exercise_schedule_type: ExerciseScheduleType
:param notification_days: int
"""

_swaption_pricing_parameters.py
"""
:param market_data_rule: SwaptionMarketDataRule
:param market_value_in_deal_ccy: float
:param nb_iterations: int
:param valuation_date: str
"""

_swaption_market_data_rule.py
"""
:param discount: str
:param forward: str
"""

_term_deposit_contract.py
"""
:param instrument_type: str
:param instrument_definition: TermDepositDefinition
:param pricing_parameters: TermDepositPricingParameters
"""

_term_deposit_definition.py
"""
:param instrument_tag: str
:param instrument_code: str
:param start_date: str
:param end_date: str
:param tenor: str
:param notional_ccy: str
:param notional_amount: float
:param fixed_rate_percent: float
:param payment_business_day_convention: Convention
:param payment_roll_convention: PaymentRollConvention
:param year_basis: DayCountBasis
:param calendar: str
"""

_term_deposit_pricing_parameters.py
"""
:param price_side: PriceSide
:param income_tax_percent: float
:param valuation_date: str
"""

