Index A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z A ABSOLUTE (sigtech.framework.analytics.optimization.optimization_problem.MetricTypes attribute) accrued_interest() (sigtech.framework.instruments.bonds.BondBase method) accrued_interests() (sigtech.framework.instruments.bonds.BondBase method) action_datetimes() (sigtech.framework.strategies.strategy.Strategy method) ACTION_PTS (sigtech.framework.strategies.strategy.StrategyDatetimes attribute) active_contract() (sigtech.framework.instruments.futures.FuturesContractGroup method) activity_fields (sigtech.framework.instruments.base.TradableInstrument attribute) (sigtech.framework.instruments.futures.Future attribute) ad_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) add() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) add_break_point() (sigtech.framework.strategies.strategy.Strategy method) add_business_months() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) add_constraints() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) add_contract() (sigtech.framework.instruments.futures.FuturesContractGroup method) add_cross_score() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) add_custom_history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) add_factor_exposure_method() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) add_factor_exposures() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) add_fx_exposure_via_forwards (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute) add_fx_spot_trade() (sigtech.framework.strategies.strategy.Strategy method) add_holidays (sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute) add_margin_cleanup() (sigtech.framework.strategies.strategy.Strategy method) add_method() (sigtech.framework.strategies.strategy.Strategy method) add_metric() (sigtech.framework.experimental.analytics.alpha_report.alpha_report.AlphaReport method) add_model() (sigtech.framework.transaction_cost.transaction_cost.TradePricer class method) add_position_directly() (sigtech.framework.strategies.strategy.Strategy method) add_position_target() (sigtech.framework.strategies.strategy.Strategy method) add_raw_factor_labels() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) add_raw_factor_timeseries() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) add_regression_factors() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) add_relative() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar class method) add_step() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) add_trade() (sigtech.framework.strategies.strategy.Strategy method) add_view() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) add_views() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) add_wrapper() (sigtech.framework.strategies.trade_wrappers.StopTrigger method) (sigtech.framework.strategies.trade_wrappers.TradeWrappers method) addbusdays() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) additional_dependencies (sigtech.framework.signal.signal_object.Signal attribute) additional_initial_holdings (sigtech.framework.strategies.strategy.Strategy attribute) addworkdays() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) adjust() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) adjusted_activity_history() (sigtech.framework.instruments.equities.EquityInstrument method) adjusted_activity_history_cached() (sigtech.framework.instruments.equities.EquityInstrument method) adjusted_delivery_dt() (sigtech.framework.schedules.trading_manager.TradingManager method) adjusted_notice_dt() (sigtech.framework.schedules.trading_manager.TradingManager method) adjusted_price_history() (sigtech.framework.instruments.equities.EquityInstrument method) adjusted_price_history_cached() (sigtech.framework.instruments.equities.EquityInstrument method) adjusted_sharpe_ratio() (in module sigtech.framework.analytics.performance.metrics) adjusted_trade_schedule() (sigtech.framework.schedules.trading_manager.TradingManager method) adjustment_factors() (sigtech.framework.instruments.equities.EquityInstrument method) adjustment_factors_full() (sigtech.framework.instruments.equities.EquityInstrument method) adjustments() (sigtech.framework.instruments.fixes.MacroEconomicFix method) admin_id (sigtech.framework.instruments.funds.Fund attribute) admin_nav_offset (sigtech.framework.instruments.funds.Fund attribute) admin_net_activity() (sigtech.framework.instruments.funds.Fund method) admin_net_activity_days (sigtech.framework.instruments.funds.Fund attribute) administrator (sigtech.framework.instruments.funds.Fund attribute) (sigtech.framework.instruments.funds.FundGroup attribute) adv() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) adv_on_date() (sigtech.framework.equities.universe.StrategySingleStockFilter method) adx() (in module sigtech.framework.signal.library.technical_indicators) aed() (in module sigtech.framework.default_strategy_objects.cash_indices) agg_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) aggregation_type (sigtech.framework.instruments.economic_series.EconomicSeries attribute) ai_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) alias (sigtech.framework.instruments.base.Instrument property) (sigtech.framework.instruments.equities.SingleStock property) ALL (sigtech.framework.instruments.fixes.RevisionVersions attribute) all_data_dates (sigtech.framework.instruments.swaption.Swaption property) all_data_dates() (sigtech.framework.schedules.schedule.ScheduleBase method) all_data_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) all_reference_datetimes() (sigtech.framework.schedules.schedule.ScheduleBase method) allocation_eq() (sigtech.framework.strategies.basket_config.BasketConfig static method) allocation_function (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) allocation_function_name (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) allocation_kwargs (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) allow_roll_adjustments (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) allowed_clean_sparse_fields (sigtech.framework.instruments.base.HistoricalFrameworkObject property) alphabet_equity_rs() (in module sigtech.framework.default_strategy_objects.single_stock_strategies) AlphaReport (class in sigtech.framework.experimental.analytics.alpha_report.alpha_report) ALTERNATIVE (sigtech.framework.analytics.optimization.optimization_problem.TermTypes attribute) amazon_equity_rs() (in module sigtech.framework.default_strategy_objects.single_stock_strategies) analyst_estimate_series() (sigtech.framework.instruments.equities.EquityInstrument method) AnalystGroup (class in sigtech.framework.instruments.indices) AnalystIndex (class in sigtech.framework.instruments.indices) analytics (sigtech.framework.strategies.strategy.Strategy property) AnalyticsWrapper (class in sigtech.framework.strategies.components.analytics_wrapper) ann01_series() (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy method) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method) annualised_return() (in module sigtech.framework.analytics.performance.metrics) apple_equity_rs() (in module sigtech.framework.default_strategy_objects.single_stock_strategies) apple_equity_rs_short() (in module sigtech.framework.default_strategy_objects.single_stock_strategies) applicable_net_activity() (sigtech.framework.instruments.funds.Fund method) apply() (sigtech.framework.instruments.sig_master.UniverseGenerator method) apply_filter() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) approx_return() (sigtech.framework.signal.signal_strategy.SignalStrategy method) approximate_holidays() (sigtech.framework.schedules.schedule.ScheduleBase method) approximate_rounding_impact() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) approximate_rounding_summary() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) args (sigtech.framework.signal.signal_object.Signal attribute) arrange_views() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) as_timeseries() (sigtech.framework.strategies.basket_config.BasketConfig method) asofdate (sigtech.framework.config.config.ConfiguredEnvironment property) asofdate() (in module sigtech.framework.config.settings) asofdatetime (sigtech.framework.config.config.ConfiguredEnvironment property) asofdatetime() (in module sigtech.framework.config.settings) asset (sigtech.framework.instruments.futures.FuturesContractGroup property) (sigtech.framework.instruments.futures.RollingForward attribute) asset_class_labelling_method() (in module sigtech.framework.strategies.analytics.label) asset_description (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) assets (sigtech.framework.strategies.intraday_mean_reversion.CLSVWAPStrategy property) (sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute) AssetSwap (class in sigtech.framework.strategies.structure_basket_strategies) asw_spread() (sigtech.framework.instruments.bonds.BondBase method) asw_spreads() (sigtech.framework.instruments.bonds.BondBase method) atm_from_type() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) atm_percentage_offset() (sigtech.framework.strategies.rolling_options_strategy_base.StrikeValues class method) atm_vols_for_tenor() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator method) AuctionCalendar (class in sigtech.framework.infra.calendar.calendar) aud() (in module sigtech.framework.default_strategy_objects.cash_indices) aud_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) aud_10y_short() (in module sigtech.framework.default_strategy_objects.rolling_swaps) aud_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) aud_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) aum (sigtech.framework.instruments.funds.Fund property) (sigtech.framework.instruments.funds.FundShareClass property) automatic_closeout (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) AVAILABLE_ALLOCATION_FUNCTIONS (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) AVAILABLE_COV_ESTIMATORS (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures attribute) available_currencies() (sigtech.framework.indices.cash_index.CashIndex static method) available_data_points (sigtech.framework.instruments.base.ContractGroup property) (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.bonds.BondBase property) (sigtech.framework.instruments.fixes.FXFix property) (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.fx_otc.SyntheticFXFix property) (sigtech.framework.instruments.option_groups.VolsurfaceBasedGroup property) (sigtech.framework.instruments.options.FXOTCOption property) (sigtech.framework.instruments.options.OTCOption property) (sigtech.framework.instruments.quote.SwapQuoteGroup property) (sigtech.framework.instruments.swaption.Swaption property) (sigtech.framework.instruments.swaption.SwaptionGroupBase property) available_data_providers() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) AVAILABLE_FACTOR_TO_WEIGHT_FUNCTIONS (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) available_fields() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) available_frequencies() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) available_history_fields (sigtech.framework.instruments.bonds.BondBase property) available_maturity() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) AVAILABLE_MODELS (sigtech.framework.transaction_cost.transaction_cost.TradePricer attribute) available_options() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup method) available_plots() (sigtech.framework.experimental.analytics.alpha_report.alpha_report.AlphaReport class method) AVAILABLE_REBALANCE_FREQS (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute) available_rolling_rules() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy static method) AVAILABLE_STRIKE_VALUES (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute) AVAILABLE_THRESHOLD_FUNCTIONS (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) average_true_range() (in module sigtech.framework.signal.library.technical_indicators) B back_adjusted (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) back_adjustment_type (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) backtest_nav_strategy_name (sigtech.framework.instruments.funds.FundShareClass property) backtest_start_date() (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.funds.FundShareClass method) barrier (sigtech.framework.instruments.options.OTCOption attribute) barrier_type (sigtech.framework.instruments.digital_options.DigitalOptionBase attribute) (sigtech.framework.instruments.options.OTCOption attribute) base_calendar_name (sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute) base_name (sigtech.framework.instruments.base.HistoricalFrameworkObject property) BaseCalendar (class in sigtech.framework.infra.calendar.calendar) BaseTotalReturnSwapInstrument (class in sigtech.framework.instruments.trs_otc) basket() (in module sigtech.framework.strategies.basket_strategies) basket_creation_kwargs (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute) basket_creation_method (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute) BasketConfig (class in sigtech.framework.strategies.basket_config) BasketStrategy (class in sigtech.framework.strategies.basket_strategies) batch_load() (sigtech.framework.instruments.equities.EquityInstrument static method) batch_load_ctd() (sigtech.framework.instruments.futures.BondFuture static method) bbg_ticker (sigtech.framework.instruments.base.TradableInstrument property) bbg_unique_id (sigtech.framework.instruments.equities.EquityInstrument attribute) bd_schedule() (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase method) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) benchmark_metrics() (in module sigtech.framework.analytics.performance.metrics) BENCHMARK_TABLE (sigtech.framework.analytics.performance.performance_report.View attribute) BHLPS (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) bil_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) bil_equity_rs_short() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) blended_returns() (in module sigtech.framework.analytics.math.black_littermann) blended_weights() (in module sigtech.framework.analytics.math.black_littermann) BLOOMBERG_COMPOSITE_GLOBAL_ID (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) BLOOMBERG_COMPOSITE_TICKER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) BLOOMBERG_EXCHANGE_TICKER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) BLOOMBERG_GLOBAL_ID (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) BLOOMBERG_TICKER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) bnd_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) bndx_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) bo_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) bo_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) boll() (in module sigtech.framework.signal.library.technical_indicators) bond_dependency() (sigtech.framework.instruments.bonds.BondBase method) bond_field_series() (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) BOND_FINANCING_TICKER_MAP (sigtech.framework.instruments.trs_otc.BondTotalReturnSwapInstrument attribute) bond_info() (sigtech.framework.instruments.bonds.BondBase method) bond_name (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute) bond_px() (sigtech.framework.instruments.bonds.BondBase method) BondBase (class in sigtech.framework.instruments.bonds) BondCurveIndex (class in sigtech.framework.instruments.indices) BondFuture (class in sigtech.framework.instruments.futures) BondFutureOption (class in sigtech.framework.instruments.options) BondGroup (class in sigtech.framework.instruments.bonds) BondIndex (class in sigtech.framework.instruments.indices) BondTotalReturnSwapInstrument (class in sigtech.framework.instruments.trs_otc) bool_df (sigtech.framework.equities.universe.UniverseFilterTs property) bootstrap() (in module sigtech.framework.infra.data_adapter.simulations.models) borrow_cost_ts (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) bottom_cash_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) bottom_positions_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) bottom_trades_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) bottom_trades_pnl_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) bp_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) bp_curncy_front_short() (in module sigtech.framework.default_strategy_objects.rolling_futures) BrazilOffshoreSwap (class in sigtech.framework.instruments.brazil_swap) brl() (in module sigtech.framework.default_strategy_objects.cash_indices) brl_swap() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) brl_swap_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) BRLSwapUtils (class in sigtech.framework.instruments.brazil_swap) build() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.strategies.strategy.Strategy method) build_calendar() (in module sigtech.framework.infra.calendar.dates) build_rolling_table() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) build_weight_df() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy static method) built (sigtech.framework.strategies.strategy.Strategy property) bump_execution_delay (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) busdaycount() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) business_day_convention (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) business_days() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.calendar.calendar.BaseCalendar method) (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) business_days_count() (sigtech.framework.infra.calendar.calendar.BaseCalendar method) business_days_ts() (in module sigtech.framework.infra.calendar.dates) BusinessDayConvention (class in sigtech.framework.infra.calendar.business_calendar) Butterfly (class in sigtech.framework.strategies.structure_basket_strategies) butterfly() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator method) butterfly_direction (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) ButterflyBonds (class in sigtech.framework.strategies.structure_basket_strategies) ButterflyOptionsStrategy (class in sigtech.framework.strategies.options_baskets) ButterflySwaps (class in sigtech.framework.strategies.structure_basket_strategies) C c_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) c_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) c_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) ca_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) ca_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) cache_history (sigtech.framework.signal.signal_object.Signal attribute) cache_history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) cache_name (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) cache_strategy() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.StrategyService method) cad() (in module sigtech.framework.default_strategy_objects.cash_indices) cad_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) cad_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) cad_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) cad_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) cal_tenor() (sigtech.framework.instruments.fixes.InterestRateFix method) calc_adj_offset() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy static method) calc_dates() (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method) calc_history() (in module sigtech.framework.infra.mu.__init__) calc_remote() (in module sigtech.framework.infra.mu.__init__) calc_type (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.bonds.BondGroup attribute) calculate_forward_rate() (sigtech.framework.infra.analytics.fx.fx_market.ExternalFXMarket method) (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) calculate_forward_rate_batch() (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) calculate_matrices() (sigtech.framework.analytics.optimization.optimizer.Optimizer method) calculate_metrics() (sigtech.framework.experimental.ui.strategy_performance_viewer.StrategyWidget method) calculate_optimized_weights() (sigtech.framework.analytics.optimization.optimizer.Optimizer method) calculate_optimized_weights_with_fit() (sigtech.framework.analytics.optimization.optimizer.Optimizer method) calculate_rolling_table() (sigtech.framework.schedules.roll_schedules.factory.RollSchedule method) calculate_signal() (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum method) (sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy method) calculate_underlying_history() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) calculate_weights() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) calculation_end_date() (sigtech.framework.schedules.schedule.ScheduleBase method) calculation_end_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) calculation_start_date() (sigtech.framework.indices.cash_index.CashIndex method) (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.schedules.schedule.ScheduleBase method) (sigtech.framework.strategies.strategy.Strategy method) calculation_start_dt() (sigtech.framework.strategies.strategy.Strategy method) calculation_start_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) Calendar (class in sigtech.framework.infra.calendar.calendar) calendar (sigtech.framework.instruments.funds.Fund attribute) (sigtech.framework.instruments.funds.FundShareClass property) calendar_days (sigtech.framework.infra.calendar.calendar.BaseCalendar property) calendar_schedule() (sigtech.framework.indices.tradable_index.IntradayInstrument method) (sigtech.framework.indices.tradable_index.TradableCSVIndex method) (sigtech.framework.indices.tradable_index.TradableIndex method) (sigtech.framework.indices.tradable_index.TradableTSIndex method) (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.base.TradableInstrument method) (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.cash.Cash method) (sigtech.framework.instruments.equities.ExchangeTradedFund method) (sigtech.framework.instruments.fixes.Fix method) (sigtech.framework.instruments.fixes.IntradayFix method) (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.funds.FundShareClass method) (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.index_swap.IndexSwap method) (sigtech.framework.instruments.indices.Index method) (sigtech.framework.instruments.otc_instrument.OTCInstrument method) (sigtech.framework.instruments.trs_otc.TotalReturnSwap method) (sigtech.framework.schedules.schedule.ScheduleStub method) (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy method) calendar_ttm() (in module sigtech.framework.infra.calendar.dates) call_strike (sigtech.framework.strategies.options_baskets.StrangleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy attribute) CAP_WEIGHTED (sigtech.framework.strategies.equity_factor_basket.StandardFactorToWeightFunctions attribute) CapWeightedFactorToWeight (class in sigtech.framework.strategies.equity_factor_basket) carry_roll_down() (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.ir_otc.InterestRateSwap method) (sigtech.framework.instruments.ois_swap.OISSwap method) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method) Cash (class in sigtech.framework.instruments.cash) cash_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) cash_name_from_currency() (sigtech.framework.instruments.cash.Cash static method) cash_rebalance_threshold (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute) cash_register() (in module sigtech.framework.default_strategy_objects.cash_indices) cash_series() (sigtech.framework.instruments.funds.FundShareClass method) cash_settled (sigtech.framework.instruments.option_groups.OptionGroup attribute) (sigtech.framework.instruments.swaption.SwaptionGroupBase attribute) cash_settled_with_swap_rate (sigtech.framework.instruments.ois_swaption.OISSwaption attribute) (sigtech.framework.instruments.swaption.Swaption attribute) CASH_SWEEP_PRIORITY (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute) cash_turnover() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) cash_value_series() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) cash_weight_remaining() (sigtech.framework.strategies.strategy.Strategy method) CashBasketStrategy (class in sigtech.framework.strategies.basket_strategies) cashflow_dict() (sigtech.framework.instruments.trs_otc.BaseTotalReturnSwapInstrument method) cashflows() (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.bonds.InflationGovernmentBond method) (sigtech.framework.instruments.trs_otc.TotalReturnSwap method) CashIndex (class in sigtech.framework.indices.cash_index) cc_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) cc_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) ccy_crosses (sigtech.framework.strategies.intraday_mean_reversion.CLSVWAPStrategy attribute) cd_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) cf_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) CFTC (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) cftc_data() (sigtech.framework.instruments.futures.FuturesContractGroup method) CHAIN_RIC (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) change_env_date() (sigtech.framework.config.config.ConfiguredEnvironment method) check_all_signal_inputs() (sigtech.framework.signal.signal_object.Signal method) check_futures_valid() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) check_signal_parameters() (sigtech.framework.signal.signal_object.Signal method) check_trade_dt() (sigtech.framework.schedules.trading_manager.TradingManager method) chf() (in module sigtech.framework.default_strategy_objects.cash_indices) chf_cf_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) chf_es_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) chf_gx_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) chf_nh_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) chf_nk_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) chf_pt_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) chf_z_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) cir_process() (in module sigtech.framework.infra.data_adapter.simulations.models) cl_comdty_dec() (in module sigtech.framework.default_strategy_objects.rolling_futures) cl_comdty_energy() (in module sigtech.framework.default_strategy_objects.rolling_futures) cl_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) cl_comdty_rici() (in module sigtech.framework.default_strategy_objects.rolling_futures) class_name (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) class_short_name (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) clean() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) clean_up_foreign_cash() (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method) clean_up_margins() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) cleanup() (sigtech.framework.instruments.sig_master.UniverseGenerator method) clear_cache() (sigtech.framework.infra.analytics.fx.cross.FXCross method) clear_cached_data() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) clear_caches() (sigtech.framework.strategies.strategy.Strategy method) clear_calc_history() (sigtech.framework.signal.signal_object.Signal method) clear_history() (sigtech.framework.signal.signal_object.Signal method) clear_optimizer_setting() (sigtech.framework.analytics.optimization.optimization_problem.OptimizationProblem method) clear_steps() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) clone() (sigtech.framework.signal.signal_object.Signal method) clone_from_sigmaster() (sigtech.framework.instruments.sig_master.SIGMasterPOPO static method) clone_object() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) (sigtech.framework.strategies.strategy.Strategy method) (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy method) clone_strategy() (sigtech.framework.strategies.strategy.Strategy method) (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy method) close_datetime() (sigtech.framework.schedules.trading_manager.TradingManager method) close_out() (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method) (sigtech.framework.strategies.stop_strategy.StopStrategy method) (sigtech.framework.strategies.structure_basket_strategies.StructureBasketBase method) close_out_at_roll (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute) close_out_options() (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) close_time() (sigtech.framework.schedules.trading_manager.TradingManager method) closest_weekday() (in module sigtech.framework.infra.calendar.dates) cls() (in module sigtech.framework.infra.objects.register) CLSVWAPStrategy (class in sigtech.framework.strategies.intraday_mean_reversion) cn_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) cny() (in module sigtech.framework.default_strategy_objects.cash_indices) co_comdty_3m() (in module sigtech.framework.default_strategy_objects.rolling_options) co_comdty_dec() (in module sigtech.framework.default_strategy_objects.rolling_futures) co_comdty_energy() (in module sigtech.framework.default_strategy_objects.rolling_futures) co_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) co_comdty_f_0_short() (in module sigtech.framework.default_strategy_objects.rolling_futures) combine_factors() (sigtech.framework.strategies.equity_factor_basket.FactorToWeightBaseClass static method) combined_holidays() (in module sigtech.framework.infra.calendar.dates) combined_spread_market_impact() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) CommodityComdty (class in sigtech.framework.instruments.indices) CommodityFuture (class in sigtech.framework.instruments.futures) CommodityFutureListedAsOTCOption (class in sigtech.framework.instruments.options) CommodityFutureOption (class in sigtech.framework.instruments.options) CommodityFutureOTCDigitalOption (class in sigtech.framework.instruments.digital_options) CommodityFutureOTCOption (class in sigtech.framework.instruments.options) CommodityIndex (class in sigtech.framework.instruments.indices) CommodityOTCOptionsGroup (class in sigtech.framework.instruments.option_groups) CommodityRollingForward (class in sigtech.framework.instruments.futures) common_currency_fields (sigtech.framework.instruments.funds.FundShareClass attribute) company (sigtech.framework.instruments.equities.SingleStock property) company_id (sigtech.framework.instruments.equities.EquityInstrument attribute) company_internal_id (sigtech.framework.instruments.equities.SingleStock attribute) COMPANY_INTERNAL_ID (sigtech.framework.instruments.sig_master.SIGMasterBase attribute) company_name (sigtech.framework.instruments.equities.EquityInstrument attribute) company_primary_keys (sigtech.framework.instruments.sig_master.SIGMaster attribute) compare_inputs() (sigtech.framework.strategies.strategy.Strategy method) compliance() (sigtech.framework.equities.universe.FirmLevelSingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) composite_bbg_ticker (sigtech.framework.instruments.equities.EquityInstrument attribute) composite_us_bbg_ticker (sigtech.framework.instruments.equities.EquityInstrument attribute) compute_dependencies() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) config (sigtech.framework.config.config.ConfiguredEnvironment property) config_handle (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) config_hash() (sigtech.framework.config.config.ConfiguredEnvironment method) configured_env() (in module sigtech.framework.config.settings) ConfiguredEnvironment (class in sigtech.framework.config.config) constituent_names (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) constituents (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) constituents() (sigtech.framework.instruments.indices.EquityIndex method) (sigtech.framework.instruments.indices.MarketCapWeightedIndex method) constituents_dict() (sigtech.framework.instruments.indices.EquityIndex method) (sigtech.framework.instruments.indices.MarketCapWeightedIndex method) construct_name() (sigtech.framework.instruments.options.ExchangeTradedOption class method) construct_replicating_basket_strategy() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) continent_labelling_method() (in module sigtech.framework.strategies.analytics.label) contract (sigtech.framework.instruments.fixes.IntradayFix attribute) contract_class_name() (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method) contract_code (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.instruments.futures.Future attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.futures.FutureSpreadContract attribute) (sigtech.framework.instruments.futures.RollingForward attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) contract_code_refining() (sigtech.framework.instruments.futures.FuturesContractGroup static method) contract_expiry_code() (sigtech.framework.instruments.futures.Future method) contract_fixed_trade_cost (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.futures.RollingForward attribute) contract_instruments() (sigtech.framework.instruments.fixes.ForecastFixGroup method) (sigtech.framework.instruments.futures.FuturesContractGroup method) contract_list() (sigtech.framework.instruments.futures.FuturesContractGroup method) contract_month_code (sigtech.framework.instruments.futures.Future property) contract_month_codes (sigtech.framework.instruments.futures.FuturesContractGroup attribute) contract_month_codes_default (sigtech.framework.instruments.futures.FuturesContractGroup attribute) CONTRACT_MONTH_CODES_DICT (sigtech.framework.instruments.futures.FuturesContractGroup attribute) contract_month_codes_exceptions (sigtech.framework.instruments.futures.FuturesContractGroup attribute) CONTRACT_MONTH_CODES_LIST (sigtech.framework.instruments.futures.FuturesContractGroup attribute) contract_name (sigtech.framework.instruments.bonds.GovernmentBondRepo attribute) (sigtech.framework.instruments.bonds.GovernmentBondSwap attribute) (sigtech.framework.instruments.equities.SingleStockSwap attribute) contract_name_from_year_month() (sigtech.framework.instruments.futures.FuturesContractGroup method) contract_name_from_year_month_code() (sigtech.framework.instruments.futures.FuturesContractGroup method) contract_names() (sigtech.framework.instruments.fixes.ForecastFixGroup method) (sigtech.framework.instruments.futures.FuturesContractGroup method) contract_offset (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) contract_sector (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup property) (sigtech.framework.instruments.futures.CommodityRollingForward property) (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) contract_size (sigtech.framework.instruments.equities.SingleStock property) (sigtech.framework.instruments.futures.Future attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.futures.RollingForward attribute) (sigtech.framework.instruments.lme_otc.LMEOTCInstrument attribute) (sigtech.framework.instruments.option_groups.OptionGroup attribute) (sigtech.framework.instruments.options.ExchangeTradedOption attribute) contract_ticker (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup property) contract_tickers() (sigtech.framework.instruments.fixes.ForecastFixGroup method) contract_units (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.options.ExchangeTradedOption attribute) ContractGroup (class in sigtech.framework.instruments.base) contracts (sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property) contracts_series() (sigtech.framework.instruments.futures.FuturesContractGroup method) convert() (sigtech.framework.infra.analytics.fx.cross.FXCross method) convert_at_d() (sigtech.framework.infra.analytics.fx.cross.FXCross method) convert_at_dt() (sigtech.framework.infra.analytics.fx.cross.FXCross method) convert_delta() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) convert_long_short_weight (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) convert_maturity_tenor_to_date() (sigtech.framework.instruments.option_groups.OptionGroup method) convert_maturity_tenor_to_delivery_date() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) convertible_fields (sigtech.framework.instruments.futures.BondFuture attribute) COPP_CLARK (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) copy() (sigtech.framework.analytics.optimization.optimization_problem.OptimizationProblem method) (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) corporate_actions() (sigtech.framework.instruments.equities.EquityInstrument method) corporate_actions_override (sigtech.framework.instruments.equities.EquityInstrument attribute) corporate_actions_take_up_voluntary (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) cost_multiplier (sigtech.framework.indices.tradable_index.IntradayInstrument attribute) (sigtech.framework.indices.tradable_index.TradableIndex attribute) (sigtech.framework.indices.tradable_index.TradableTSIndex attribute) count_business_days() (in module sigtech.framework.infra.calendar.dates) country (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.bonds.GovernmentBond attribute) (sigtech.framework.instruments.equities.EquityInstrument attribute) (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) country_code (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) country_code_labelling_method() (in module sigtech.framework.strategies.analytics.label) country_labelling_method() (in module sigtech.framework.strategies.analytics.label) coupon (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) coupon_dates() (sigtech.framework.instruments.credit_index.CreditIndex method) coupon_frequency (sigtech.framework.instruments.bonds.BondBase attribute) coupon_payment_dates() (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method) coupon_type (sigtech.framework.instruments.bonds.BondBase attribute) covariance_df() (sigtech.framework.analytics.optimization.optimizer.Optimizer method) covariance_estimator() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) CovEstimators (class in sigtech.framework.analytics.optimization.factor_exposure) cpty_group (sigtech.framework.strategies.intraday_mean_reversion.CLSVWAPStrategy attribute) create() (sigtech.framework.config.settings.EnvironmentConfig class method) (sigtech.framework.services.strategy_service.service.PersistedStrategy class method) create_cash_index() (in module sigtech.framework.default_strategy_objects.cash_indices) create_lme_forward() (sigtech.framework.instruments.lme_otc.LMEUtils static method) create_operator_signal() (sigtech.framework.signal.signal_object.Signal method) create_rolling_lme_strategies() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) create_schedule() (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy method) create_strategy_and_cache() (in module sigtech.framework.services.strategy_service.service) create_trs_instrument() (sigtech.framework.instruments.trs_otc.BaseTotalReturnSwapInstrument static method) credit_index() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) CreditIndex (class in sigtech.framework.instruments.credit_index) CreditIndexGroup (class in sigtech.framework.instruments.credit_index) CreditUtils (class in sigtech.framework.instruments.credit_index) CrossCurrencySwap (class in sigtech.framework.instruments.xccy_swap) CrossCurrencySwapGroup (class in sigtech.framework.instruments.xccy_swap) CryptocurrencyFuture (class in sigtech.framework.instruments.futures) CSI (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) CSI_NUMBER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) csv_file_name (sigtech.framework.indices.tradable_index.TradableCSVIndex attribute) ct_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) ct_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) ct_comdty_mcq_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) ct_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) ctd() (sigtech.framework.instruments.futures.BondFuture method) ctd_allowed_fields (sigtech.framework.instruments.futures.BondFuture attribute) ctd_data() (sigtech.framework.instruments.futures.BondFuture method) ctd_default_field (sigtech.framework.instruments.futures.BondFuture attribute) ctd_series (sigtech.framework.instruments.futures.BondFuture property) currency (sigtech.framework.instruments.base.Instrument attribute) (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute) (sigtech.framework.instruments.credit_index.CreditIndex attribute) (sigtech.framework.instruments.credit_index.CreditIndexGroup attribute) (sigtech.framework.instruments.equities.EquityInstrument attribute) (sigtech.framework.instruments.fixes.Fix attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.funds.Fund attribute) (sigtech.framework.instruments.funds.FundShareClass attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.index_forward.IndexForward attribute) (sigtech.framework.instruments.indices.Index attribute) (sigtech.framework.instruments.lme_otc.LMEOTCInstrument attribute) (sigtech.framework.instruments.options.FXOTCOption attribute) (sigtech.framework.instruments.quote.Quote attribute) (sigtech.framework.instruments.quote.SwapQuoteGroup attribute) (sigtech.framework.instruments.swaption.SwaptionGroupBase attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.OptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.StraddleOptionStrategy attribute) (sigtech.framework.strategies.options_baskets.StrangleOptionStrategy attribute) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy attribute) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute) currency_labelling_method() (in module sigtech.framework.strategies.analytics.label) currency_multiplier (sigtech.framework.instruments.equities.EquityInstrument attribute) currency_to_proforma_strategies() (sigtech.framework.instruments.funds.Fund method) current_live_orders (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface property) (sigtech.framework.strategies.runner.trade_interface.TradeInterface property) current_model_orders (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface property) (sigtech.framework.strategies.runner.trade_interface.TradeInterface property) current_next_business_day() (in module sigtech.framework.infra.calendar.dates) current_next_data_date() (sigtech.framework.schedules.schedule.ScheduleBase method) current_next_data_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) current_next_trading_date() (sigtech.framework.schedules.trading_manager.TradingManager method) current_previous_business_day() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.calendar.calendar.BaseCalendar method) current_previous_data_date() (sigtech.framework.schedules.schedule.ScheduleBase method) current_previous_data_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) current_previous_trading_date() (sigtech.framework.schedules.trading_manager.TradingManager method) curve_plots (sigtech.framework.instruments.futures.FuturesContractGroup property) CurvePlotWrapper (class in sigtech.framework.strategies.components.curve_plot_wrapper) curves_series() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup static method) CurveSteepener (class in sigtech.framework.strategies.structure_basket_strategies) CurveSteepenerBonds (class in sigtech.framework.strategies.structure_basket_strategies) CurveSteepenerSwaps (class in sigtech.framework.strategies.structure_basket_strategies) CUSIP (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) cusip (sigtech.framework.instruments.equities.EquityInstrument attribute) custom_dataset() (in module sigtech.framework.instruments.custom_dataset) custom_hedge_dates (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) custom_hedge_exposure (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) custom_roll_dates (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute) custom_roll_offset (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute) custom_roll_override (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) custom_roll_table (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) CustomCalendar (class in sigtech.framework.infra.calendar.business_calendar) CustomDataset (class in sigtech.framework.instruments.custom_dataset) CustomDatasetGroup (class in sigtech.framework.instruments.custom_dataset) CustomView (class in sigtech.framework.analytics.performance.performance_report) cvar() (in module sigtech.framework.analytics.math.var) czk() (in module sigtech.framework.default_strategy_objects.cash_indices) D dag_cpus (sigtech.framework.config.config.ConfiguredEnvironment property) daily_fees() (sigtech.framework.instruments.funds.FundShareClass method) daily_fx_forward_dependencies() (sigtech.framework.instruments.fx_otc.FXForward static method) DailyStrategy (class in sigtech.framework.strategies.strategy) data() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) data_asof_datetime (sigtech.framework.config.config.ConfiguredEnvironment property) data_available() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) data_dates() (sigtech.framework.schedules.schedule.ScheduleBase method) data_df() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.custom_dataset.CustomDataset method) (sigtech.framework.instruments.economic_series.EconomicSeries method) (sigtech.framework.instruments.fixes.MacroEconomicFix method) (sigtech.framework.instruments.indices.MarketCapWeightedIndex method) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method) data_format (sigtech.framework.instruments.base.HistoricalFrameworkObject property) data_point (sigtech.framework.indices.tradable_index.IntradayInstrument property) (sigtech.framework.infra.calendar.calendar.BaseCalendar attribute) (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.fixes.FXVolatilityFix property) (sigtech.framework.instruments.fixes.IntradayFix property) (sigtech.framework.instruments.funds.Fund property) (sigtech.framework.instruments.options.ExchangeTradedOption property) (sigtech.framework.instruments.variance_swap.VarianceSwap property) (sigtech.framework.instruments.variance_swap.VarianceSwapGroupBase property) (sigtech.framework.signal.signal_object.Signal property) data_point_from_time() (sigtech.framework.schedules.trading_manager.TradingManager method) data_point_from_time_daily() (sigtech.framework.schedules.trading_manager.TradingManager method) data_provider (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) data_service (sigtech.framework.config.config.ConfiguredEnvironment property) data_source (sigtech.framework.instruments.base.ContractGroup property) (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.quote.SwapQuoteGroup property) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) (sigtech.framework.signal.signal_object.Signal property) data_source_all (sigtech.framework.instruments.base.ContractGroup attribute) (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.custom_dataset.CustomDataset property) (sigtech.framework.instruments.economic_series.EconomicSeries property) (sigtech.framework.instruments.equities.Universe property) (sigtech.framework.instruments.fixes.FXFix property) (sigtech.framework.instruments.fixes.FXForwardPoints property) (sigtech.framework.instruments.fixes.FXVolatilityFix property) (sigtech.framework.instruments.fixes.InterestRateFix property) (sigtech.framework.instruments.fixes.IntradayFix property) (sigtech.framework.instruments.fixes.MacroEconomicFix property) (sigtech.framework.instruments.funds.FundShareClass property) (sigtech.framework.instruments.indices.Index property) (sigtech.framework.signal.signal_object.Signal attribute) data_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) data_type (sigtech.framework.instruments.economic_series.EconomicSeries attribute) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute) data_validation() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.indices.Index method) database (sigtech.framework.instruments.economic_series.EconomicSeries attribute) (sigtech.framework.instruments.economic_series.EconomicSeriesDatabaseGroup attribute) dataframe_service() (sigtech.framework.config.config.ConfiguredEnvironment method) DATASTREAM2 (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) date_dcf() (in module sigtech.framework.infra.calendar.dates) date_dcf_series() (in module sigtech.framework.infra.calendar.dates) date_increment() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.schedules.schedule.Schedule method) DATE_MONTH (in module sigtech.framework.infra.calendar.dates) DATE_QUARTER (in module sigtech.framework.infra.calendar.dates) date_to_datetime() (in module sigtech.framework.utils.numeric_utils) date_to_midnight_datetime() (in module sigtech.framework.utils.numeric_utils) DATE_WEEK (in module sigtech.framework.infra.calendar.dates) DATE_YEAR (in module sigtech.framework.infra.calendar.dates) datetime_from_date_and_time() (sigtech.framework.schedules.trading_manager.TradingManager method) datetime_to_date() (in module sigtech.framework.utils.numeric_utils) day_count (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) (sigtech.framework.instruments.ois_swap.OISSwap attribute) day_count() (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) (sigtech.framework.instruments.fixes.InterestRateFix method) day_of_month() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) days_to_settle (sigtech.framework.instruments.bonds.BondBase attribute) db_history_end_date (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.equities.EquityInstrument attribute) (sigtech.framework.instruments.equities.Universe attribute) (sigtech.framework.instruments.fixes.Fix attribute) (sigtech.framework.instruments.funds.Fund attribute) (sigtech.framework.instruments.funds.FundShareClass attribute) (sigtech.framework.instruments.indices.AnalystIndex attribute) (sigtech.framework.instruments.indices.Index attribute) db_sector (sigtech.framework.instruments.base.Instrument attribute) (sigtech.framework.instruments.equities.Universe attribute) (sigtech.framework.instruments.fixes.Fix attribute) (sigtech.framework.instruments.funds.Fund attribute) (sigtech.framework.instruments.indices.Index attribute) (sigtech.framework.signal.signal_object.Signal attribute) dbc_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) de_init() (in module sigtech.framework.config.sig_settings) dead_instrument (sigtech.framework.instruments.fx_otc.FXForward attribute) decision_dt_from_date() (sigtech.framework.strategies.strategy.DailyStrategy method) decision_dt_from_execution_dt() (sigtech.framework.strategies.strategy.DailyStrategy method) decision_start_date (sigtech.framework.strategies.strategy.DailyStrategy property) decision_time_input (sigtech.framework.strategies.strategy.DailyStrategy attribute) decision_timezone_input (sigtech.framework.strategies.strategy.DailyStrategy attribute) deep_clone() (sigtech.framework.signal.signal_object.Signal method) DEFAULT() (sigtech.framework.strategies.equity_factor_basket.StandardFactorToWeightFunctions method) default_config() (sigtech.framework.config.settings.EnvironmentConfig class method) default_data_point (sigtech.framework.instruments.base.ContractGroup property) (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.fixes.FXFix property) (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.option_groups.VolsurfaceBasedGroup property) (sigtech.framework.instruments.options.OTCOption property) (sigtech.framework.instruments.quote.SwapQuoteGroup property) (sigtech.framework.instruments.swaption.Swaption property) (sigtech.framework.instruments.swaption.SwaptionGroupBase property) DEFAULT_FACTOR_TS_METHODS (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures attribute) default_factors_to_weight_function() (in module sigtech.framework.strategies.equity_factor_basket) default_fx_digital_option() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) default_fx_fwd() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) default_fx_option() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) default_fx_spot() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) default_sizing_method (sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin attribute) (sigtech.framework.strategies.strategy.Strategy attribute) default_strategy_objects_df() (in module sigtech.framework.default_strategy_objects.utils) default_symbology (sigtech.framework.config.config.ConfiguredEnvironment property) (sigtech.framework.config.settings.EnvironmentConfig attribute) default_threshold_function() (in module sigtech.framework.signal.signal_rebalancing) default_views() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) DEFAULTS_PATH (sigtech.framework.instruments.credit_index.CreditUtils attribute) DefaultUniverses (class in sigtech.framework.experimental.default_universes.default_universes) defined_on_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) deflated_sharpe_ratio() (in module sigtech.framework.analytics.performance.metrics) deflated_sharpe_ratio_raw() (in module sigtech.framework.analytics.performance.metrics) delete() (sigtech.framework.services.strategy_service.service.ObjectService method) delist_date (sigtech.framework.instruments.equities.EquityInstrument attribute) deliverable (sigtech.framework.instruments.fx_otc.FXForward attribute) delivery_date (sigtech.framework.instruments.lme_otc.LME3MForward attribute) (sigtech.framework.instruments.lme_otc.LMECashForward attribute) (sigtech.framework.instruments.lme_otc.LMEForward attribute) (sigtech.framework.instruments.lme_otc.LMEOTCInstrument attribute) delivery_date() (sigtech.framework.instruments.lme_otc.LMEUtils static method) delivery_dt() (sigtech.framework.instruments.lme_otc.LMEForwardBase method) delivery_kwargs() (sigtech.framework.schedules.schedule.Schedule method) delivery_side() (sigtech.framework.instruments.lme_otc.LMESpreadContract method) delivery_spot_date() (sigtech.framework.instruments.lme_otc.LMEForwardBase method) delivery_strike() (sigtech.framework.instruments.lme_otc.LMESpreadContract method) delivery_time (sigtech.framework.schedules.schedule.SchedulePiecewise property) delta_forward_type (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute) delta_multiplier (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) delta_spot_type (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute) delta_strike (sigtech.framework.instruments.options.OptionBase attribute) delta_threshold (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) delta_vol_from_strike() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) DeltaHedgingStrategy (class in sigtech.framework.strategies.delta_hedging_strategy) dependencies() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.analytics.fx.cross.FXCross method) (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) (sigtech.framework.schedules.schedule.ScheduleBase method) (sigtech.framework.schedules.strategy.StrategySchedule method) dependency_type (sigtech.framework.instruments.cash.Cash property) (sigtech.framework.instruments.lme_otc.LMEFuture property) (sigtech.framework.instruments.lme_otc.LMESpreadContract property) (sigtech.framework.instruments.options.OTCOption property) (sigtech.framework.instruments.otc_instrument.OTCInstrument property) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) (sigtech.framework.signal.signal_object.Signal property) description (sigtech.framework.infra.calendar.calendar.BaseCalendar attribute) (sigtech.framework.instruments.base.Exchange attribute) (sigtech.framework.instruments.base.TradableInstrument attribute) (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.custom_dataset.CustomDataset attribute) (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute) (sigtech.framework.instruments.economic_series.EconomicSeries attribute) (sigtech.framework.instruments.economic_series.EconomicSeriesDatabaseGroup attribute) (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) (sigtech.framework.instruments.fixes.MacroEconomicFixGroup attribute) (sigtech.framework.instruments.indices.AnalystGroup attribute) (sigtech.framework.instruments.indices.Index attribute) (sigtech.framework.instruments.indices.IndexGroup attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup attribute) (sigtech.framework.instruments.quote.Quote attribute) destroy_env() (in module sigtech.framework.config.settings) details() (in module sigtech.framework.config.settings) diff_additions() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) diff_deletions() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) DigitalOptionBase (class in sigtech.framework.instruments.digital_options) direct_entry (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy attribute) direction (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.indices.tradable_index.TradableTSIndex attribute) (sigtech.framework.strategies.strategy.Strategy attribute) direction_id_long() (sigtech.framework.strategies.strategy.Strategy method) direction_id_short() (sigtech.framework.strategies.strategy.Strategy method) directional_equal_weighted() (in module sigtech.framework.signal.library.allocation) dirty_fields (sigtech.framework.instruments.bonds.BondBase property) discount_curve (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute) discount_curve() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) discount_curve_obj (sigtech.framework.instruments.futures.FuturesContractGroup property) (sigtech.framework.instruments.indices.EquityIndex property) discount_curves() (sigtech.framework.instruments.futures.FuturesContractGroup method) (sigtech.framework.instruments.indices.EquityIndex method) (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OTCOptionGroup method) (sigtech.framework.instruments.swaption.SwaptionGroupBase method) discount_factor() (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) discount_factor_batch() (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) discounting_curve_name() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) discrete_dividend (sigtech.framework.instruments.index_forward.IndexForward attribute) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute) (sigtech.framework.instruments.options.EquityIndexOTCOption attribute) display() (sigtech.framework.experimental.ui.live_view_widget.LiveViewWidget method) (sigtech.framework.experimental.ui.strategy_performance_viewer.StrategyWidget method) display_fields_data() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) display_holdings() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) display_run_details() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) display_sizing_calculation() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) display_tz (sigtech.framework.config.config.ConfiguredEnvironment property) distribution_fee (sigtech.framework.instruments.funds.FundShareClass attribute) dividend_curve_name (sigtech.framework.instruments.indices.EquityIndex property) dividend_curve_obj (sigtech.framework.instruments.indices.EquityIndex property) dividend_curves (sigtech.framework.instruments.indices.EquityIndex property) dividend_curves() (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) dividend_withholding_tax (sigtech.framework.instruments.equities.EquityGroup attribute) dividend_withholding_tax_ts() (sigtech.framework.instruments.equities.EquityGroup method) (sigtech.framework.instruments.equities.EquityInstrument method) dkk() (in module sigtech.framework.default_strategy_objects.cash_indices) dollar_delta() (sigtech.framework.instruments.options.OptionBase method) dollar_gamma() (sigtech.framework.instruments.options.OptionBase method) dollar_greeks() (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.instruments.swaption.Swaption method) dollar_vega() (sigtech.framework.instruments.options.OptionBase method) DRAWDOWN_PLOT (sigtech.framework.analytics.performance.performance_report.View attribute) DRAWDOWN_PLOT_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) drawdown_series() (in module sigtech.framework.analytics.performance.metrics) du_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) due_time (sigtech.framework.instruments.base.Exchange attribute) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.credit_index.CreditIndexGroup attribute) (sigtech.framework.instruments.economic_series.EconomicSeries property) (sigtech.framework.instruments.equities.EquityGroup attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) (sigtech.framework.instruments.fixes.MacroEconomicFix property) (sigtech.framework.instruments.funds.FundGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup property) (sigtech.framework.instruments.fx_otc.FXForwardGroup attribute) (sigtech.framework.instruments.index_forward.IndexForwardGroup attribute) (sigtech.framework.instruments.indices.AnalystGroup attribute) (sigtech.framework.instruments.indices.IndexGroup attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute) due_time() (sigtech.framework.instruments.fixes.ForecastFix method) (sigtech.framework.instruments.fixes.FXFix method) (sigtech.framework.instruments.fixes.FXForwardPoints method) (sigtech.framework.instruments.fixes.FXVolatilityFix method) (sigtech.framework.instruments.fixes.InterestRateFix method) (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.indices.Index method) dv01() (sigtech.framework.instruments.bonds.BondBase method) dv01_exposure (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) dv01_series() (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy method) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method) dv01s() (sigtech.framework.instruments.bonds.BondBase method) dynamic_config (sigtech.framework.strategies.strategy.Strategy property) DynamicMultiOptionsStrategy (class in sigtech.framework.strategies.rolling_options_baskets) DynamicMultiSwaptionsStrategy (class in sigtech.framework.strategies.rolling_swaption_baskets) DynamicOptionsStrategy (class in sigtech.framework.strategies.rolling_options_baskets) DynamicRollingFuture (class in sigtech.framework.strategies.dynamic_rolling_future) DynamicRollingFutureStrategy (class in sigtech.framework.strategies.dynamic_rolling_future) DynamicRollingFXForwardStrategy (class in sigtech.framework.strategies.rolling_fx_forward_strategy) DynamicStrategy (class in sigtech.framework.strategies.dynamic_strategy) DynamicSwaptionsStrategy (class in sigtech.framework.strategies.rolling_swaption_baskets) E earliest_start_date() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) (sigtech.framework.strategies.strategy.Strategy method) (sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method) ec_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) EconomicCalendar (class in sigtech.framework.infra.calendar.calendar) EconomicIndex (class in sigtech.framework.instruments.indices) EconomicSeries (class in sigtech.framework.instruments.economic_series) EconomicSeriesDatabaseGroup (class in sigtech.framework.instruments.economic_series) ed_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) ed_comdty_front_pi() (in module sigtech.framework.default_strategy_objects.rolling_futures_price_index) EDI_LOCAL_CODE (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) EDI_SCEXHID (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) eem_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) effective_admin_net_activity() (sigtech.framework.instruments.funds.Fund method) effective_trading_aum() (sigtech.framework.instruments.funds.Fund method) emb_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) EMPIRICAL (sigtech.framework.analytics.optimization.factor_exposure.CovEstimators attribute) enable_tracking (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy attribute) end_date (sigtech.framework.instruments.options.OTCOption attribute) (sigtech.framework.instruments.swaption.Swaption attribute) (sigtech.framework.signal.signal_object.Signal attribute) end_date() (sigtech.framework.schedules.schedule.ScheduleBase method) end_dt (sigtech.framework.signal.signal_object.Signal attribute) END_OF_MONTH (sigtech.framework.schedules.schedule.ScheduleFrequencies attribute) end_of_month() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.calendar.business_calendar.CustomCalendar class method) end_time (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute) end_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) entity (sigtech.framework.instruments.funds.FundShareClass attribute) entry_transaction_type (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) env (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) env_date_change() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) env_get() (in module sigtech.framework.config.settings) (sigtech.framework.config.config.ConfiguredEnvironment method) ENVIRONMENT (sigtech.framework.config.config.ConfiguredEnvironment attribute) environment (sigtech.framework.config.config.ConfiguredEnvironment property) EnvironmentConfig (class in sigtech.framework.config.settings) eo_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) eq_identifier (sigtech.framework.instruments.equities.EquityInstrument attribute) EQUAL_SIGNAL() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) equal_signal_driven() (in module sigtech.framework.signal.library.allocation) equally_weighted() (in module sigtech.framework.signal.library.allocation) equilibrium_returns() (in module sigtech.framework.analytics.math.black_littermann) equity_index_options_discount_imply() (in module sigtech.framework.config.settings) equity_index_options_discount_override_suffix() (in module sigtech.framework.config.settings) equity_index_options_div_yield_stored() (in module sigtech.framework.config.settings) equity_index_options_use_spot_from_surface() (in module sigtech.framework.config.settings) equity_sector_labelling_method() (in module sigtech.framework.strategies.analytics.label) EquityFactorBasket (class in sigtech.framework.strategies.equity_factor_basket) EquityGroup (class in sigtech.framework.instruments.equities) EquityIndex (class in sigtech.framework.instruments.indices) EquityIndexFuture (class in sigtech.framework.instruments.futures) EquityIndexListedAsOTCOption (class in sigtech.framework.instruments.options) EquityIndexOption (class in sigtech.framework.instruments.options) EquityIndexOTCDigitalOption (class in sigtech.framework.instruments.digital_options) EquityIndexOTCOption (class in sigtech.framework.instruments.options) EquityIndexOTCOptionsGroup (class in sigtech.framework.instruments.option_groups) EquityInstrument (class in sigtech.framework.instruments.equities) EquityUniverseFilter (class in sigtech.framework.equities.equity_universe_filter) es_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) es_index_front_excess_exc_tcost() (in module sigtech.framework.default_strategy_objects.rolling_futures) es_index_front_short() (in module sigtech.framework.default_strategy_objects.rolling_futures) estimate_summaries() (sigtech.framework.instruments.equities.EquityInstrument method) ETFOTCOptionsGroup (class in sigtech.framework.instruments.option_groups) eur() (in module sigtech.framework.default_strategy_objects.cash_indices) eur_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) eur_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) eur_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) eur_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) eur_es_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) eur_nh_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) eur_nk_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) eur_pt_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) eur_swaption_6mx5y_3m() (in module sigtech.framework.default_strategy_objects.rolling_swaptions) eur_z_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) eurusd_3m_delta() (in module sigtech.framework.default_strategy_objects.rolling_options) eurusd_3m_delta_short() (in module sigtech.framework.default_strategy_objects.rolling_options) evaluate_positions() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) evaluate_stats() (sigtech.framework.experimental.ui.strategy_performance_viewer.StrategyWidget method) evaluate_trades() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) ewma() (in module sigtech.framework.signal.library.momentum) (sigtech.framework.signal.signal_object.Signal method) ewma_cross() (in module sigtech.framework.signal.library.momentum) ewma_cross1() (in module sigtech.framework.signal.library.momentum) ex_coupon_date() (sigtech.framework.instruments.credit_index.CreditIndex method) ex_div_date() (sigtech.framework.instruments.bonds.BondBase method) ex_div_dates() (sigtech.framework.instruments.bonds.BondBase method) excess_return_history() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) excess_return_series() (in module sigtech.framework.analytics.performance.metrics) Exchange (class in sigtech.framework.instruments.base) exchange() (sigtech.framework.instruments.base.TradableInstrument method) (sigtech.framework.instruments.equities.EquityGroup method) (sigtech.framework.instruments.futures.FuturesContractGroup method) (sigtech.framework.instruments.option_groups.OptionGroup method) (sigtech.framework.instruments.swaption.SwaptionGroupBase method) (sigtech.framework.instruments.variance_swap.VarianceSwap method) (sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method) (sigtech.framework.instruments.variance_swap.VarianceSwapGroupBase method) (sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method) exchange_close (sigtech.framework.instruments.base.Exchange attribute) (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.futures.FuturesContractGroup property) exchange_close_on_day() (sigtech.framework.instruments.futures.FuturesContractGroup method) exchange_close_stored (sigtech.framework.instruments.futures.FuturesContractGroup attribute) exchange_code (sigtech.framework.instruments.base.Exchange attribute) (sigtech.framework.instruments.base.TradableInstrument property) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.equities.EquityGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.index_swap.IndexSwap property) (sigtech.framework.instruments.lme_otc.LMEUtils attribute) (sigtech.framework.instruments.option_groups.OptionGroup attribute) (sigtech.framework.instruments.otc_instrument.OTCInstrument property) (sigtech.framework.instruments.swaption.SwaptionGroupBase attribute) exchange_open (sigtech.framework.instruments.base.Exchange attribute) exchange_open() (sigtech.framework.instruments.futures.FuturesContractGroup method) exchange_open_on_day() (sigtech.framework.instruments.futures.FuturesContractGroup method) exchange_open_stored (sigtech.framework.instruments.futures.FuturesContractGroup attribute) exchange_product_symbol (sigtech.framework.instruments.futures.FuturesContractGroup attribute) exchange_ticker (sigtech.framework.instruments.equities.SingleStock property) ExchangeTradedFund (class in sigtech.framework.instruments.equities) ExchangeTradedOption (class in sigtech.framework.instruments.options) ExchangeTradedOptionGroup (class in sigtech.framework.instruments.option_groups) exclude_stocks() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) excluded_diagnostics (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) execution_books (sigtech.framework.instruments.funds.Fund attribute) execution_datetime (sigtech.framework.instruments.fx_otc.FXForward attribute) (sigtech.framework.instruments.index_forward.IndexForward attribute) (sigtech.framework.instruments.options.OTCOption attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) execution_delay (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute) (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute) execution_dt_from_date() (sigtech.framework.strategies.strategy.Strategy method) execution_dt_from_datetime() (sigtech.framework.strategies.strategy.Strategy method) execution_id (sigtech.framework.instruments.funds.Fund attribute) EXECUTION_PTS (sigtech.framework.strategies.strategy.StrategyDatetimes attribute) execution_time (sigtech.framework.strategies.strategy.DailyStrategy property) execution_time_input (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.strategy.DailyStrategy attribute) execution_timezone_input (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.strategy.DailyStrategy attribute) execution_tzinfo (sigtech.framework.strategies.strategy.DailyStrategy property) exercise_type (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup attribute) (sigtech.framework.instruments.options.ExchangeTradedOption attribute) (sigtech.framework.instruments.options.OptionBase attribute) (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.OptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.StraddleOptionStrategy attribute) (sigtech.framework.strategies.options_baskets.StrangleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy attribute) exists() (in module sigtech.framework.infra.objects.factory) (sigtech.framework.services.strategy_service.service.ObjectService method) exit_positions() (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum method) expanded_section_slice() (sigtech.framework.strategies.strategy.Strategy method) expanded_slice() (sigtech.framework.strategies.strategy.Strategy method) expanded_slice_t() (sigtech.framework.strategies.strategy.Strategy method) expanded_timeline() (sigtech.framework.strategies.strategy.Strategy method) expanding_hp() (in module sigtech.framework.signal.library.momentum) expanding_l1() (in module sigtech.framework.signal.library.momentum) expanding_l1diff() (in module sigtech.framework.signal.library.momentum) expanding_percentile() (in module sigtech.framework.signal.library.core) expiry (sigtech.framework.instruments.swaption.Swaption attribute) expiry_adjust_by_cd (sigtech.framework.instruments.futures.FuturesContractGroup attribute) expiry_adjust_start (sigtech.framework.instruments.futures.FuturesContractGroup attribute) expiry_adjust_start_bdc (sigtech.framework.instruments.futures.FuturesContractGroup attribute) expiry_bdc (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.futures.RollingForward attribute) expiry_date (sigtech.framework.instruments.base.Instrument property) (sigtech.framework.instruments.bonds.BondBase property) (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property) (sigtech.framework.instruments.credit_index.CreditIndex property) (sigtech.framework.instruments.equities.EquityInstrument property) (sigtech.framework.instruments.fixes.ForecastFix property) (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.lme_otc.LMEForwardBase property) (sigtech.framework.instruments.lme_otc.LMESpreadContract property) (sigtech.framework.instruments.options.OptionBase property) (sigtech.framework.instruments.swaption.Swaption property) (sigtech.framework.instruments.variance_swap.VarianceSwap property) expiry_date_calculated() (in module sigtech.framework.instruments.utils) (sigtech.framework.instruments.futures.FuturesContractGroup method) expiry_date_calculated_from_ticker() (in module sigtech.framework.instruments.utils) expiry_date_stored (sigtech.framework.instruments.futures.Future attribute) (sigtech.framework.instruments.futures.FutureSpreadContract attribute) expiry_day (sigtech.framework.instruments.futures.FuturesContractGroup attribute) expiry_dt (sigtech.framework.instruments.base.Instrument property) expiry_month_offset (sigtech.framework.instruments.futures.FuturesContractGroup attribute) expiry_offset (sigtech.framework.instruments.futures.FuturesContractGroup attribute) expiry_week_n (sigtech.framework.instruments.futures.FuturesContractGroup attribute) explode_initial_data() (sigtech.framework.signal.signal_object.Signal method) EXPOSURE (sigtech.framework.analytics.optimization.optimization_problem.TermTypes attribute) exposure() (sigtech.framework.instruments.options.FXOTCOption method) (sigtech.framework.instruments.options.OptionBase method) exposure_rebalance_threshold (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute) external_analytics_bridge (sigtech.framework.config.config.ConfiguredEnvironment property) ExternalFXMarket (class in sigtech.framework.infra.analytics.fx.fx_market) extra_fields (sigtech.framework.instruments.bonds.BondBase property) extra_holidays (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase attribute) extra_rebalance_dates (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) F facebook_equity_rs() (in module sigtech.framework.default_strategy_objects.single_stock_strategies) factor_covariance() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) factor_exposure_generator (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) factor_exposures_on_date() (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket method) FACTOR_WEIGHTED() (sigtech.framework.strategies.equity_factor_basket.StandardFactorToWeightFunctions method) factor_weighted_factors_to_weight_function() (in module sigtech.framework.strategies.equity_factor_basket) FactorExposures (class in sigtech.framework.analytics.optimization.factor_exposure) factors_to_weight_function (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) factors_to_weight_function_name (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) factors_to_weight_kwargs (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) FactorToWeightBaseClass (class in sigtech.framework.strategies.equity_factor_basket) fair_forward_prices() (sigtech.framework.instruments.index_forward.IndexForward method) fair_rate() (sigtech.framework.instruments.ir_otc.InterestRateSwap method) (sigtech.framework.instruments.ois_swap.OISSwap method) fair_rate_df() (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method) fair_strike() (sigtech.framework.instruments.lme_otc.LMEOTCInstrument method) (sigtech.framework.instruments.trs_otc.TotalReturnSwap static method) fair_swap_rate() (sigtech.framework.instruments.ir_otc.InterestRateSwap class method) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method) fee (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) fee_daycount (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) fee_rebalance_frequency (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) FeeStrategy (class in sigtech.framework.strategies.fee_strategy) fields (sigtech.framework.instruments.custom_dataset.CustomDataset property) (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute) (sigtech.framework.instruments.economic_series.EconomicSeriesDatabaseGroup property) (sigtech.framework.instruments.indices.AnalystIndex attribute) filter() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_as_of() (sigtech.framework.instruments.sig_master.SIGMasterBase method) filter_company() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_exchange_tickers() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_fungible() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_history() (sigtech.framework.equities.universe.SingleStockFilter method) filter_isna() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_like() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_notna() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_operating_mic() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_primary_fungible() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_primary_tradable() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_startswith() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_to_last_pit_record() (sigtech.framework.instruments.sig_master.SIGMasterBase method) filter_tradable() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filter_tradable_active() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.instruments.sig_master.UniverseGenerator method) filtered_universe() (sigtech.framework.equities.universe.SingleStockFilter method) filtered_universe_ts() (sigtech.framework.equities.universe.StrategySingleStockFilterTs method) (sigtech.framework.equities.universe.UniverseFilterTs method) final_trade_out (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) finalize_for_comparison() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) FINANCIAL_CALENDAR (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) financing_spread (sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute) financing_ticker (sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute) FirmLevelSingleStockFilter (class in sigtech.framework.equities.universe) FIRST (sigtech.framework.instruments.fixes.RevisionVersions attribute) first_calendar_day() (sigtech.framework.infra.calendar.calendar.BaseCalendar method) first_contract (sigtech.framework.instruments.bonds.BondGroup property) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_coupon_date (sigtech.framework.instruments.bonds.BondBase attribute) first_data_date() (sigtech.framework.instruments.futures.FuturesContractGroup method) first_delivery_date (sigtech.framework.instruments.futures.Future attribute) first_delivery_dt() (sigtech.framework.instruments.lme_otc.LMESpreadContract method) first_delivery_notice_date (sigtech.framework.instruments.futures.Future property) first_delivery_notice_date_calculated() (sigtech.framework.instruments.futures.Future method) first_delivery_notice_date_stored (sigtech.framework.instruments.futures.Future attribute) first_entry_date (sigtech.framework.strategies.strategy.DailyStrategy property) (sigtech.framework.strategies.strategy.Strategy property) first_holiday() (sigtech.framework.infra.calendar.calendar.HolidayCalendar method) first_notice_adjust_start (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_notice_adjust_start_bdc (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_notice_day (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_notice_day_adjust_by_cd (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_notice_day_bdc (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_notice_day_offset (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_notice_month_offset (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_notice_week_n (sigtech.framework.instruments.futures.FuturesContractGroup attribute) first_settle_date (sigtech.framework.instruments.bonds.BondBase attribute) first_trade_date (sigtech.framework.instruments.futures.Future attribute) fit() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) fit_cir_process() (in module sigtech.framework.infra.data_adapter.simulations.models) Fix (class in sigtech.framework.instruments.fixes) fix_data_point (sigtech.framework.instruments.fixes.IntradayFix attribute) fixed_abs_loss_trigger() (in module sigtech.framework.strategies.stop_strategy) fixed_abs_profit_trigger() (in module sigtech.framework.strategies.stop_strategy) fixed_abs_range_trigger() (in module sigtech.framework.strategies.stop_strategy) fixed_capital (sigtech.framework.instruments.funds.Fund property) (sigtech.framework.instruments.funds.FundShareClass attribute) fixed_capital_allocations (sigtech.framework.instruments.funds.FundShareClass attribute) fixed_capital_track_strategy (sigtech.framework.instruments.funds.Fund property) (sigtech.framework.instruments.funds.FundShareClass attribute) fixed_commission() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fixed_contracts (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) fixed_cost() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fixed_cost_intraday() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fixed_cost_taken_from_attr() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fixed_cost_transaction_type() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fixed_day_count (sigtech.framework.instruments.ir_otc.InterestRateSwap property) (sigtech.framework.instruments.quote.SwapQuote attribute) fixed_frequency (sigtech.framework.instruments.quote.SwapQuote attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) fixed_frequency() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) fixed_fut_val_pt (sigtech.framework.instruments.futures.BondFuture attribute) (sigtech.framework.instruments.futures.InterestRateFuture attribute) fixed_pct_loss_trigger() (in module sigtech.framework.strategies.stop_strategy) fixed_pct_profit_trigger() (in module sigtech.framework.strategies.stop_strategy) fixed_pct_range_trigger() (in module sigtech.framework.strategies.stop_strategy) fixed_rate (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwap attribute) (sigtech.framework.instruments.ois_swap.OISSwap attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) fixed_relative_cost() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fixes_index_name() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) fixes_index_name_override() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) fixing_date() (sigtech.framework.instruments.ir_otc.InterestRateSwap method) (sigtech.framework.instruments.ois_swap.OISSwap method) fixing_delay (sigtech.framework.indices.cash_index.CashIndex attribute) (sigtech.framework.instruments.cash.Cash attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) fixing_delay() (sigtech.framework.instruments.fixes.InterestRateFix method) fixing_source (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.fixes.ForecastFix attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) (sigtech.framework.instruments.fixes.MacroEconomicFixGroup attribute) (sigtech.framework.instruments.fx_otc.FXForwardGroup attribute) (sigtech.framework.instruments.index_forward.IndexForwardGroup attribute) (sigtech.framework.instruments.indices.AnalystGroup attribute) (sigtech.framework.instruments.indices.Index attribute) (sigtech.framework.instruments.indices.IndexGroup attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute) fixing_sources (sigtech.framework.instruments.fixes.FXFix attribute) (sigtech.framework.instruments.fixes.FXForwardPoints attribute) (sigtech.framework.instruments.fixes.FXVolatilityFix attribute) (sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute) fixing_value_dates() (sigtech.framework.instruments.fixes.InterestRateFix method) FlexibleBasket (class in sigtech.framework.strategies.basket_strategies) float_day_count (sigtech.framework.instruments.ir_otc.InterestRateSwap property) (sigtech.framework.instruments.quote.SwapQuote attribute) float_frequency (sigtech.framework.instruments.quote.SwapQuote attribute) float_frequency() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) FOLLOWING (sigtech.framework.infra.calendar.business_calendar.BusinessDayConvention attribute) forbid_settlement (sigtech.framework.instruments.fx_otc.FXForward attribute) force_target_quantity (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) forecast_curves() (sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method) (sigtech.framework.instruments.swaption.SwaptionGroup method) ForecastFix (class in sigtech.framework.instruments.fixes) ForecastFixGroup (class in sigtech.framework.instruments.fixes) forecasting_curve_name() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) forward_premium (sigtech.framework.instruments.swaption.Swaption attribute) forward_price() (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.lme_otc.LMEForwardCurve method) (sigtech.framework.instruments.option_groups.OTCOptionGroup method) forward_prices() (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OTCOptionGroup method) forward_start_months (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) forward_tenor (sigtech.framework.instruments.lme_otc.LMESpreadContract attribute) (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute) (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute) ForwardPointMarket (class in sigtech.framework.infra.analytics.fx.fx_market) FR (sigtech.framework.infra.calendar.business_calendar.Weekday attribute) fractional_delta_threshold (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) FrameworkObject (class in sigtech.framework.internal.infra.objects.core.framework_object) FREQUENCIES (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter attribute) frequencies() (sigtech.framework.instruments.fixes.MacroEconomicFix method) frequency (sigtech.framework.instruments.economic_series.EconomicSeries attribute) (sigtech.framework.instruments.indices.Index attribute) (sigtech.framework.instruments.ois_swap.OISSwap attribute) (sigtech.framework.schedules.schedule.ScheduleIntraday property) frequency() (in module sigtech.framework.analytics.performance.metrics) fridays() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) from_contract() (sigtech.framework.instruments.base.Exchange class method) (sigtech.framework.instruments.bonds.BondGroup class method) (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup class method) (sigtech.framework.instruments.economic_series.EconomicSeriesDatabaseGroup class method) (sigtech.framework.instruments.fixes.ForecastFixGroup class method) (sigtech.framework.instruments.fixes.FXFixGroup class method) (sigtech.framework.instruments.fixes.InterestRateFixGroup class method) (sigtech.framework.instruments.fixes.MacroEconomicFixGroup class method) (sigtech.framework.instruments.funds.FundGroup class method) (sigtech.framework.instruments.futures.FuturesContractGroup static method) (sigtech.framework.instruments.fx_otc.FXForwardGroup static method) (sigtech.framework.instruments.index_forward.IndexForwardGroup static method) (sigtech.framework.instruments.indices.AnalystGroup class method) (sigtech.framework.instruments.indices.IndexGroup class method) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup class method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup static method) from_currency() (sigtech.framework.indices.cash_index.CashIndex static method) (sigtech.framework.instruments.quote.SwapQuoteGroup class method) (sigtech.framework.instruments.swaption.SwaptionGroupBase class method) from_dictionary() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject class method) from_index_family() (sigtech.framework.instruments.credit_index.CreditIndexGroup class method) from_issuer() (sigtech.framework.instruments.equities.EquityGroup class method) from_pandas() (sigtech.framework.instruments.sig_master.SIGMasterBase method) from_parquet() (sigtech.framework.instruments.sig_master.SIGMasterBase method) from_schedules() (sigtech.framework.schedules.schedule.ScheduleIntersection class method) from_ts() (in module sigtech.framework.signal.library.core) from_underlying() (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup class method) (sigtech.framework.instruments.option_groups.OTCOptionGroup class method) front_generic_ticker (sigtech.framework.instruments.futures.FuturesContractGroup attribute) front_offset (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) front_offset_from_expiry (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) ftls_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) full_adjusted_activity_history (sigtech.framework.instruments.equities.EquityInstrument property) full_adjusted_price_history (sigtech.framework.instruments.equities.EquityInstrument property) full_allocation() (sigtech.framework.strategies.basket_config.BasketConfig method) function (sigtech.framework.signal.signal_object.Signal attribute) (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute) function_name (sigtech.framework.signal.signal_object.Signal attribute) (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute) Fund (class in sigtech.framework.instruments.funds) fund (sigtech.framework.instruments.funds.FundShareClass attribute) fund_obj (sigtech.framework.instruments.funds.FundShareClass property) fund_share_description (sigtech.framework.instruments.funds.FundShareClass attribute) fundamental_fields (sigtech.framework.instruments.equities.EquityInstrument property) (sigtech.framework.instruments.indices.EquityIndex property) fundamental_series() (sigtech.framework.instruments.equities.EquityInstrument method) (sigtech.framework.instruments.indices.EquityIndex method) fundamentals() (sigtech.framework.instruments.equities.EquityInstrument method) (sigtech.framework.instruments.indices.EquityIndex method) FundGroup (class in sigtech.framework.instruments.funds) FundShareClass (class in sigtech.framework.instruments.funds) fungible (sigtech.framework.instruments.equities.SingleStock property) fungible_id (sigtech.framework.instruments.equities.EquityInstrument attribute) fungible_internal_id (sigtech.framework.instruments.equities.SingleStock attribute) FUNGIBLE_INTERNAL_ID (sigtech.framework.instruments.sig_master.SIGMasterBase attribute) fungible_primary_keys (sigtech.framework.instruments.sig_master.SIGMaster attribute) fut_val_pt() (sigtech.framework.instruments.futures.BondFuture method) (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.futures.InterestRateFuture method) Future (class in sigtech.framework.instruments.futures) future_contract_year() (in module sigtech.framework.instruments.utils) (sigtech.framework.instruments.futures.FuturesContractGroup static method) future_ticker (sigtech.framework.instruments.lme_otc.LMEFuture attribute) (sigtech.framework.instruments.lme_otc.LMESpreadContract attribute) futures_group (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute) futures_t_cost() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) FuturesContractGroup (class in sigtech.framework.instruments.futures) FutureSpreadContract (class in sigtech.framework.instruments.futures) FutureSpreadContractGroup (class in sigtech.framework.instruments.futures) futvalpt_raw (sigtech.framework.instruments.futures.Future attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) fv_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) fv_comdty_prev_month() (in module sigtech.framework.default_strategy_objects.rolling_futures) fwd_dv01() (sigtech.framework.instruments.futures.BondFuture method) fwd_yield() (sigtech.framework.instruments.futures.BondFuture method) fx_cross (sigtech.framework.config.config.ConfiguredEnvironment property) fx_forward() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fx_forward_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fx_forward_strike() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) fx_fwd_percentage_offset() (sigtech.framework.strategies.rolling_options_strategy_base.StrikeValues class method) fx_fwd_points() (in module sigtech.framework.config.settings) fx_pair_in_canonical_order() (sigtech.framework.infra.analytics.fx.cross.FXCross static method) fx_schedule() (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method) fx_spot_percentage_offset() (sigtech.framework.strategies.rolling_options_strategy_base.StrikeValues class method) FXCross (class in sigtech.framework.infra.analytics.fx.cross) FXCurveMarket (class in sigtech.framework.infra.analytics.fx.fx_market) fxe_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) FXFix (class in sigtech.framework.instruments.fixes) FXFixGroup (class in sigtech.framework.instruments.fixes) FXForward (class in sigtech.framework.instruments.fx_otc) FXForwardGroup (class in sigtech.framework.instruments.fx_otc) FXForwardHedgingStrategy (class in sigtech.framework.strategies.fx_forward_hedging_strategy) FXForwardPoints (class in sigtech.framework.instruments.fixes) FXFuture (class in sigtech.framework.instruments.futures) FXImpliedIndex (class in sigtech.framework.instruments.indices) FXIndex (class in sigtech.framework.instruments.indices) FXMarket (class in sigtech.framework.infra.analytics.fx.fx_market) FXOTC (class in sigtech.framework.instruments.fx_otc) FXOTCDigitalOption (class in sigtech.framework.instruments.digital_options) FXOTCOption (class in sigtech.framework.instruments.options) FXOTCOptionsGroup (class in sigtech.framework.instruments.option_groups) FXVolatilityFix (class in sigtech.framework.instruments.fixes) FXVolSurfaceIterator (class in sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator) G g_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) g_comdty_prev_month() (in module sigtech.framework.default_strategy_objects.rolling_futures) gbp() (in module sigtech.framework.default_strategy_objects.cash_indices) gbp_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) gbp_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) gbp_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) gbp_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) gbp_cf_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) gbp_es_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) gbp_gx_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) gbp_la_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) gbp_nh_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) gbp_nk_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) gbp_pt_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) gbpusd_3m_delta() (in module sigtech.framework.default_strategy_objects.rolling_options) gc_comdty_3m() (in module sigtech.framework.default_strategy_objects.rolling_options) gc_comdty_pre_roll() (in module sigtech.framework.default_strategy_objects.rolling_futures) gc_comdty_rici() (in module sigtech.framework.default_strategy_objects.rolling_futures) generate_data_for_fx_curve_override() (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) generate_key() (sigtech.framework.services.strategy_service.service.StrategyKeyHelper static method) generate_live_orders() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method) (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) generate_roll_dates() (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy method) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) generate_strategy_piecewise() (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method) generated_fixed_capital_aum() (sigtech.framework.instruments.funds.FundShareClass method) generic_contracts() (sigtech.framework.instruments.futures.FuturesContractGroup method) generic_invent_ticker() (sigtech.framework.instruments.options.ListedAsOTCOptionBase static method) geography (sigtech.framework.instruments.economic_series.EconomicSeries attribute) geometric_average_return() (in module sigtech.framework.analytics.performance.metrics) get() (in module sigtech.framework.infra.objects.factory) (sigtech.framework.services.strategy_service.service.ObjectService method) (sigtech.framework.strategies.basket_config.BasketConfig method) get_adapter() (sigtech.framework.config.config.ConfiguredEnvironment method) get_additional_data() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) get_all_available_surfaces_names() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator static method) get_all_available_tenors() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator static method) get_all_margin_str_ids() (sigtech.framework.instruments.cash.Margin static method) get_atm_vol() (sigtech.framework.instruments.swaption.SwaptionGroupBase method) get_attrs() (sigtech.framework.config.settings.EnvironmentConfig class method) get_available_data_points() (sigtech.framework.infra.analytics.fx.cross.FXCross method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) get_bond_repo() (sigtech.framework.instruments.bonds.GovernmentBond method) get_bond_swap() (sigtech.framework.instruments.bonds.GovernmentBond method) get_bond_yield_curve() (sigtech.framework.instruments.bonds.BondGroup method) get_bottom_level_positions() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) get_calendar() (sigtech.framework.instruments.ir_otc.InterestRateSwap static method) get_cash_valuation() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) get_cash_value() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) get_cdi_history() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) get_clip_size_for_quantity() (sigtech.framework.instruments.futures.Future method) get_company_ids() (sigtech.framework.instruments.sig_master.SIGMasterBase method) get_contract_list() (sigtech.framework.instruments.fixes.ForecastFixGroup method) (sigtech.framework.instruments.futures.FuturesContractGroup method) get_current_quantity() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) get_data_point() (sigtech.framework.schedules.trading_manager.TradingManager method) get_default_data_point() (sigtech.framework.schedules.trading_manager.TradingManager method) get_dependents() (sigtech.framework.signal.signal_object.Signal method) get_differences() (sigtech.framework.instruments.equities.Universe method) get_environment() (in module sigtech.framework.config.settings) get_etf() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) get_exact_business_dates() (sigtech.framework.schedules.schedule.Schedule method) get_exceptions (sigtech.framework.strategies.trade_wrappers.TradeWrappers property) get_exposure_weight() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) (sigtech.framework.strategies.strategy.Strategy method) get_extra_fx_dependencies() (sigtech.framework.instruments.option_groups.OTCOptionGroup method) get_first_contract_with_data() (sigtech.framework.schedules.roll_schedules.factory.RollSchedule static method) get_first_valid_series_contract() (sigtech.framework.instruments.futures.FuturesContractGroup method) (sigtech.framework.schedules.roll_schedules.factory.RollSchedule static method) get_for_trade() (sigtech.framework.strategies.stop_strategy.StopStrategy class method) get_forwards() (sigtech.framework.instruments.swaption.Swaption method) get_full_universe() (sigtech.framework.instruments.equities.Universe method) get_fungible_ids() (sigtech.framework.instruments.sig_master.SIGMasterBase method) get_future_bottom_level_positions() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) get_future_curve() (sigtech.framework.instruments.futures.FuturesContractGroup method) get_future_instrument_units() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) get_future_positions() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) get_group() (sigtech.framework.instruments.credit_index.CreditIndexGroup static method) (sigtech.framework.instruments.index_forward.IndexForwardGroup static method) (sigtech.framework.instruments.ois_swap.OISSwapGroup static method) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup static method) (sigtech.framework.instruments.swaption.SwaptionGroupBase class method) (sigtech.framework.instruments.variance_swap.VarianceSwapGroupBase static method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup static method) get_groups() (in module sigtech.framework.infra.objects.factory) get_handle() (sigtech.framework.instruments.base.MultiDimensionalObjectBase method) get_hedging_instrument() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy class method) get_historic_curve() (sigtech.framework.instruments.futures.FuturesContractGroup method) get_holidays() (sigtech.framework.schedules.schedule.SchedulePeriodic method) get_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) get_instrument_units() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) get_instruments() (in module sigtech.framework.infra.objects.factory) get_keys_by_prefix() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.StrategyService method) get_label() (in module sigtech.framework.strategies.analytics.label) get_liquidity_df() (in module sigtech.framework.instruments.equities) get_many() (in module sigtech.framework.infra.objects.factory) get_many_with_history() (in module sigtech.framework.infra.objects.factory) get_maturity() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) get_month_end_dates() (in module sigtech.framework.infra.calendar.dates) get_most_liquid_stock() (in module sigtech.framework.instruments.equities) get_names() (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method) (sigtech.framework.instruments.economic_series.EconomicSeriesDatabaseGroup method) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject class method) get_nearest_strike() (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup method) get_object_run() (in module sigtech.framework.strategies.runner.metaflow.decorators.strategy_job) get_offshore_swap() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) get_offshore_swap_rate_history() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) get_onshore_swap_rate_history() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) get_option() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup method) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OptionGroup method) (sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method) get_option_dependencies() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OptionGroup method) (sigtech.framework.instruments.swaption.SwaptionGroupBase method) (sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method) get_option_group_dependencies() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup method) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.VolsurfaceBasedGroup method) (sigtech.framework.instruments.swaption.SwaptionGroup method) (sigtech.framework.instruments.swaption.SwaptionGroupBase method) (sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method) get_option_metrics() (sigtech.framework.instruments.option_groups.OTCOptionGroup method) get_plot_data() (sigtech.framework.experimental.analytics.alpha_report.alpha_report.AlphaReport method) get_presentation_performance_table() (in module sigtech.framework.analytics.performance.performance_calendars) get_price_curve() (sigtech.framework.instruments.futures.FuturesContractGroup method) get_rebalance_dates() (sigtech.framework.strategies.basket_strategies.BasketStrategy method) get_replicating_basket() (sigtech.framework.instruments.variance_swap.VarianceSwap method) get_rf_price_index() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) get_rolling_future_strategy() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) get_schema() (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method) get_series() (sigtech.framework.infra.analytics.fx.cross.FXCross method) (sigtech.framework.instruments.custom_dataset.CustomDataset method) (sigtech.framework.instruments.economic_series.EconomicSeries method) get_share_class() (sigtech.framework.instruments.funds.Fund method) get_single_stock_strategy() (in module sigtech.framework.strategies.reinvestment_strategy) get_source_value() (sigtech.framework.analytics.optimization.optimization_problem.OptimizationProblem method) get_spot_delta() (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method) get_strategy_by_key() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.StrategyService method) get_strategy_by_name() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.StrategyService method) get_strike() (sigtech.framework.instruments.fx_otc.FXForward method) get_swap() (sigtech.framework.instruments.equities.ExchangeTradedFund method) (sigtech.framework.instruments.equities.SingleStock method) get_swap_group() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) get_swaption() (sigtech.framework.instruments.swaption.SwaptionGroupBase method) get_tc_model() (sigtech.framework.transaction_cost.transaction_cost.TradePricer class method) get_tradable_ids() (sigtech.framework.instruments.sig_master.SIGMasterBase method) get_underlying_data() (sigtech.framework.signal.signal_object.Signal method) get_underlying_names() (sigtech.framework.signal.signal_object.Signal method) get_universe() (sigtech.framework.instruments.equities.Universe method) get_universe_generator() (sigtech.framework.instruments.sig_master.SIGMasterBase method) get_usual_bond_currency() (sigtech.framework.instruments.bonds.BondGroup method) get_valuation_data_point_and_source() (sigtech.framework.instruments.base.Instrument method) get_value() (in module sigtech.framework.config.settings) (sigtech.framework.infra.analytics.fx.cross.FXCross method) get_vol_surface() (sigtech.framework.instruments.option_groups.VolsurfaceBasedGroup method) get_vol_surface_series() (sigtech.framework.instruments.option_groups.VolsurfaceBasedGroup method) get_weight() (sigtech.framework.strategies.strategy.Strategy method) get_zero_coupon_prices() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) gld_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) go_live() (sigtech.framework.config.config.ConfiguredEnvironment method) GovernmentBond (class in sigtech.framework.instruments.bonds) GovernmentBondRepo (class in sigtech.framework.instruments.bonds) GovernmentBondSwap (class in sigtech.framework.instruments.bonds) GRAPHICAL_LASSO (sigtech.framework.analytics.optimization.factor_exposure.CovEstimators attribute) greek_fields (sigtech.framework.instruments.options.EquityIndexOption property) (sigtech.framework.instruments.options.ExchangeTradedOption property) (sigtech.framework.instruments.options.OptionBase property) (sigtech.framework.instruments.options.OTCOption property) (sigtech.framework.instruments.swaption.Swaption property) (sigtech.framework.instruments.variance_swap.VarianceSwap property) greek_neutral_nav_scale (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) greeks() (sigtech.framework.instruments.digital_options.DigitalOptionBase method) (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.instruments.options.OTCOption method) (sigtech.framework.instruments.swaption.Swaption method) (sigtech.framework.instruments.variance_swap.VarianceSwap method) (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) group() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.custom_dataset.CustomDataset method) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method) group_by_type() (sigtech.framework.instruments.base.Exchange method) group_name (sigtech.framework.instruments.base.MultiDimensionalObjectBase attribute) (sigtech.framework.instruments.base.TradableInstrument attribute) (sigtech.framework.instruments.custom_dataset.CustomDataset attribute) (sigtech.framework.instruments.economic_series.EconomicSeries attribute) (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) (sigtech.framework.instruments.futures.Future attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.futures.FutureSpreadContract attribute) (sigtech.framework.instruments.quote.SwapQuote attribute) (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.OptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.StraddleOptionStrategy attribute) (sigtech.framework.strategies.options_baskets.StrangleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute) group_names (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute) groups (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase property) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property) gx_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) H handle_split() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) has_preloaded_history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.signal.signal_object.Signal method) HAVER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) hc_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) hedge_option_delta() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) hedge_rebalance_threshold (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) hedging_frequency (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) hedging_instrument_type (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) hedging_schedule() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) hedging_tenor (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) help() (sigtech.framework.instruments.sig_master.SIGMasterBase method) hg_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) hi_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) historic_positions() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) historical_var() (in module sigtech.framework.analytics.math.var) HistoricalFrameworkObject (class in sigtech.framework.instruments.base) HISTORY (sigtech.framework.analytics.performance.performance_report.View attribute) history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.economic_series.EconomicSeries method) (sigtech.framework.instruments.fixes.MacroEconomicFix method) (sigtech.framework.instruments.sig_master.SIGMaster method) (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.signal.signal_object.Signal method) (sigtech.framework.strategies.strategy.Strategy method) HISTORY_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) history_daily_strikes() (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method) history_dates() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_dates_actual() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_dates_eventual() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_df() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.fixes.MacroEconomicFix method) history_end_date (sigtech.framework.instruments.fixes.FXFixGroup attribute) history_end_date() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_end_date_actual() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_end_date_eventual() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.strategies.stop_strategy.StopStrategy method) history_end_timestamp() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_fields (sigtech.framework.infra.calendar.calendar.BaseCalendar attribute) (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.fx_otc.FXForwardGroup attribute) (sigtech.framework.instruments.index_forward.IndexForwardGroup attribute) (sigtech.framework.signal.signal_object.Signal property) history_limits() (sigtech.framework.instruments.bonds.BondBase method) history_schedule() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.schedules.schedule.ScheduleStub method) (sigtech.framework.schedules.strategy.StrategySchedule method) history_start (sigtech.framework.instruments.swaption.Swaption attribute) (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) history_start_date() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_start_timestamp() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) history_strike_base() (sigtech.framework.instruments.index_swap.IndexSwap static method) hkd() (in module sigtech.framework.default_strategy_objects.cash_indices) ho_comdty_dec() (in module sigtech.framework.default_strategy_objects.rolling_futures) ho_comdty_energy() (in module sigtech.framework.default_strategy_objects.rolling_futures) ho_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) ho_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) HOLDING_CHG_PTS (sigtech.framework.strategies.strategy.StrategyDatetimes attribute) holiday_calendar (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) holiday_data() (sigtech.framework.infra.calendar.calendar.BaseCalendar method) HolidayCalendar (class in sigtech.framework.infra.calendar.calendar) holidays (sigtech.framework.infra.calendar.calendar.AuctionCalendar property) (sigtech.framework.infra.calendar.calendar.EconomicCalendar property) (sigtech.framework.infra.calendar.calendar.HolidayCalendar property) (sigtech.framework.instruments.base.Exchange attribute) (sigtech.framework.instruments.base.MultiDimensionalObjectBase property) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property) (sigtech.framework.instruments.credit_index.CreditIndex property) (sigtech.framework.instruments.credit_index.CreditIndexGroup attribute) (sigtech.framework.instruments.equities.EquityGroup property) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) (sigtech.framework.instruments.funds.FundGroup attribute) (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.futures.FuturesContractGroup property) (sigtech.framework.instruments.fx_otc.FXForwardGroup attribute) (sigtech.framework.instruments.index_forward.IndexForwardGroup attribute) (sigtech.framework.instruments.indices.AnalystGroup attribute) (sigtech.framework.instruments.indices.IndexGroup attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwapBase property) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute) (sigtech.framework.instruments.lme_otc.LMEOTCInstrument property) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup attribute) (sigtech.framework.instruments.option_groups.OptionGroup property) (sigtech.framework.instruments.options.OptionBase property) (sigtech.framework.instruments.swaption.Swaption property) (sigtech.framework.instruments.swaption.SwaptionGroupBase property) (sigtech.framework.instruments.variance_swap.VarianceSwap property) (sigtech.framework.instruments.variance_swap.VarianceSwapGroupBase property) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute) (sigtech.framework.schedules.strategy.StrategySchedule property) (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase property) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase property) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property) (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property) holidays() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) (sigtech.framework.instruments.economic_series.EconomicSeries method) (sigtech.framework.instruments.equities.EquityInstrument method) (sigtech.framework.instruments.fixes.ForecastFix method) (sigtech.framework.instruments.fixes.FXFix method) (sigtech.framework.instruments.fixes.FXForwardPoints method) (sigtech.framework.instruments.fixes.FXVolatilityFix method) (sigtech.framework.instruments.fixes.InterestRateFix method) (sigtech.framework.instruments.fixes.MacroEconomicFix method) (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.indices.Index method) (sigtech.framework.instruments.lme_otc.LMEUtils static method) holidays_stored (sigtech.framework.instruments.futures.FuturesContractGroup attribute) hours() (sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method) hpfilter() (in module sigtech.framework.signal.library.momentum) html_code() (sigtech.framework.experimental.ui.strategy_performance_viewer.StrategyWidget method) html_report() (sigtech.framework.strategies.strategy.Strategy method) huf() (in module sigtech.framework.default_strategy_objects.cash_indices) hyg_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) I ICE (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) ICE_SUPER_DERIVATIVES (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) identifier (sigtech.framework.config.config.ConfiguredEnvironment property) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) identity() (in module sigtech.framework.signal.library.allocation) IDENTITY() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) idr() (in module sigtech.framework.default_strategy_objects.cash_indices) iefa_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) IGNORE() (sigtech.framework.signal.library.threshold_fns.StandardThresholdFunctions method) ignore_future_notional_reset (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) ih_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) ij_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) ils() (in module sigtech.framework.default_strategy_objects.cash_indices) IMM (sigtech.framework.schedules.schedule.ScheduleFrequencies attribute) imm_code() (in module sigtech.framework.infra.calendar.dates) imm_date() (in module sigtech.framework.infra.calendar.dates) implied_depo() (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) implied_depo_batch() (sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method) (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method) implied_roll_yield() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) implied_roll_yield_offset() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) implied_spot_price() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) implied_vol() (sigtech.framework.instruments.options.ListedAsOTCOptionBase method) (sigtech.framework.instruments.options.OTCOption method) imply_vol_from_price (sigtech.framework.instruments.options.ListedAsOTCOptionBase attribute) include_option_strategy (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) include_trading_costs (sigtech.framework.strategies.strategy.Strategy attribute) Index (class in sigtech.framework.instruments.indices) index (sigtech.framework.instruments.bonds.InflationGovernmentBond attribute) (sigtech.framework.instruments.credit_index.CreditIndex attribute) (sigtech.framework.instruments.index_swap.IndexSwap attribute) (sigtech.framework.instruments.ois_swap.OISSwap attribute) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) index_base_value (sigtech.framework.instruments.bonds.InflationGovernmentBond attribute) index_defaults() (sigtech.framework.instruments.credit_index.CreditUtils class method) index_family (sigtech.framework.instruments.credit_index.CreditIndexGroup attribute) index_fixing_lag() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) index_forward() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) index_forward_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) index_interpolation (sigtech.framework.instruments.bonds.InflationGovernmentBond attribute) IndexForward (class in sigtech.framework.instruments.index_forward) IndexForwardGroup (class in sigtech.framework.instruments.index_forward) IndexGroup (class in sigtech.framework.instruments.indices) IndexSwap (class in sigtech.framework.instruments.index_swap) inflation_scale() (sigtech.framework.instruments.bonds.InflationGovernmentBond method) InflationGovernmentBond (class in sigtech.framework.instruments.bonds) info() (sigtech.framework.instruments.sig_master.SIGMasterBase method) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) info_column_descriptions() (sigtech.framework.instruments.sig_master.SIGMasterBase method) init() (in module sigtech.framework.config.sig_settings) (sigtech.framework.config.settings.EnvironmentConfig class method) init_logging() (sigtech.framework.config.settings.EnvironmentConfig class method) initial_cash (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.StructureBasketBase attribute) initial_notional (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute) initial_shares (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) initial_units (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) input_dict (sigtech.framework.strategies.basket_config.BasketConfig attribute) inr() (in module sigtech.framework.default_strategy_objects.cash_indices) insert() (sigtech.framework.signal.signal_object.Signal method) inspect (sigtech.framework.strategies.strategy.Strategy property) InspectWrapper (class in sigtech.framework.strategies.components.inspect_wrapper) instance() (sigtech.framework.schedules.trading_manager.TradingManager static method) instant_sizing (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) institutional_share_classes() (sigtech.framework.instruments.funds.Fund method) Instrument (class in sigtech.framework.instruments.base) instrument (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) instrument_class_name() (in module sigtech.framework.infra.objects.factory) instrument_execution_dt_from_datetime() (sigtech.framework.strategies.strategy.Strategy method) INSTRUMENT_ID (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) instrument_id (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject attribute) instrument_mapping (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) instrument_name (sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute) (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) instrument_name_from_margin() (sigtech.framework.instruments.cash.Margin static method) instrument_type (sigtech.framework.instruments.base.TradableInstrument property) int_acc_date (sigtech.framework.instruments.bonds.BondBase attribute) interactive_report() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) (sigtech.framework.experimental.analytics.alpha_report.alpha_report.AlphaReport method) InteractivePortfolioOptimizer (class in sigtech.framework.ui.portfolio_optimizer) interest_rate_fix (sigtech.framework.indices.cash_index.CashIndex attribute) (sigtech.framework.instruments.cash.Cash attribute) interest_rate_index (sigtech.framework.instruments.quote.SwapQuote attribute) InterestRateFix (class in sigtech.framework.instruments.fixes) InterestRateFixGroup (class in sigtech.framework.instruments.fixes) InterestRateFuture (class in sigtech.framework.instruments.futures) InterestRateSwap (class in sigtech.framework.instruments.ir_otc) InterestRateSwapBase (class in sigtech.framework.instruments.ir_otc) InterestRateSwapGroup (class in sigtech.framework.instruments.ir_otc) internal() (sigtech.framework.equities.universe.FirmLevelSingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) internal_id (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) internal_ids (sigtech.framework.instruments.sig_master.SIGMaster attribute) internal_ids_company_index (sigtech.framework.instruments.sig_master.SIGMaster attribute) internal_ids_fungible_index (sigtech.framework.instruments.sig_master.SIGMaster attribute) internal_ids_tradable_index (sigtech.framework.instruments.sig_master.SIGMaster attribute) InternalFund (class in sigtech.framework.instruments.funds) interpolation_type (sigtech.framework.instruments.base.MultiDimensionalObjectBase attribute) intersecting_business_days (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) intraday_end_time (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) intraday_history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.signal.signal_object.Signal method) intraday_history_df() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) intraday_history_dt() (sigtech.framework.indices.tradable_index.IntradayInstrument method) intraday_history_fields (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.strategies.strategy.Strategy property) intraday_price_volume() (sigtech.framework.strategies.intraday_mean_reversion.CLSVWAPStrategy method) (sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy method) intraday_start_time (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) intraday_times (sigtech.framework.instruments.base.HistoricalFrameworkObject attribute) intraday_timezone (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) intraday_trading_sessions() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) intraday_turnover() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) intraday_tz_str (sigtech.framework.instruments.base.HistoricalFrameworkObject attribute) IntradayFix (class in sigtech.framework.instruments.fixes) IntradayInstrument (class in sigtech.framework.indices.tradable_index) IntradayMomentum (class in sigtech.framework.strategies.intraday_mean_reversion) IntradaySignalStrategy (class in sigtech.framework.signal.signal_strategy) invent_ticker() (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method) ir_nav_return_series() (sigtech.framework.instruments.funds.FundShareClass method) ir_nav_series_rebased() (sigtech.framework.instruments.funds.FundShareClass method) ir_swap() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) ir_swap_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) IRSwapMarket (class in sigtech.framework.instruments.ir_otc) is_active (sigtech.framework.services.strategy_service.service.ObjectService property) (sigtech.framework.services.strategy_service.service.StrategyService property) is_business_day() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.calendar.calendar.BaseCalendar method) is_cash() (sigtech.framework.instruments.base.Instrument method) is_dag_compute (sigtech.framework.config.config.ConfiguredEnvironment property) is_data_date() (sigtech.framework.schedules.schedule.ScheduleBase method) is_data_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) is_exchange_traded() (sigtech.framework.instruments.base.Instrument method) is_expandable() (sigtech.framework.instruments.base.Instrument method) is_flipped() (sigtech.framework.infra.analytics.fx.cross.FXCross class method) is_foreign_premium() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) is_fx_cross_name() (sigtech.framework.instruments.fixes.FXFix static method) is_fx_forward_curve_name() (sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket static method) is_hedge (sigtech.framework.instruments.fx_otc.FXForward attribute) is_holiday() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.calendar.calendar.BaseCalendar method) is_imm_maturity (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) is_initialised() (in module sigtech.framework.config.settings) is_margin() (sigtech.framework.instruments.base.Instrument method) is_margin_accountable() (sigtech.framework.instruments.base.Instrument method) is_notional_exposure_calc_needed() (sigtech.framework.instruments.base.Instrument method) is_ois (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) is_option() (sigtech.framework.instruments.base.Instrument method) (sigtech.framework.instruments.variance_swap.VarianceSwap method) is_otc() (sigtech.framework.instruments.base.Instrument method) is_primary (sigtech.framework.instruments.equities.SingleStock attribute) is_remote_process (sigtech.framework.config.config.ConfiguredEnvironment property) is_repo (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) is_signal_strategy() (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy method) is_strategy() (sigtech.framework.instruments.base.Instrument method) is_strategy_job (sigtech.framework.config.config.ConfiguredEnvironment property) is_swap (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) is_tas (sigtech.framework.instruments.futures.FuturesContractGroup attribute) is_total_return() (sigtech.framework.strategies.strategy.Strategy method) is_trading_date() (sigtech.framework.schedules.trading_manager.TradingManager method) is_unmapped (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) isbusday() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) isda_rate_definition (sigtech.framework.instruments.fixes.InterestRateFix attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) isholiday() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) ISIN (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) isin (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.equities.EquityInstrument attribute) (sigtech.framework.instruments.funds.FundShareClass attribute) issue_date (sigtech.framework.instruments.bonds.BondBase attribute) issue_name (sigtech.framework.instruments.equities.SingleStock attribute) issuer (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.equities.EquityGroup attribute) (sigtech.framework.instruments.equities.EquityInstrument attribute) (sigtech.framework.instruments.equities.Universe attribute) isworkday() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) item_product_type (sigtech.framework.instruments.base.Exchange attribute) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute) (sigtech.framework.instruments.economic_series.EconomicSeriesDatabaseGroup attribute) (sigtech.framework.instruments.equities.EquityGroup attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) (sigtech.framework.instruments.fixes.MacroEconomicFixGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.futures.FutureSpreadContract attribute) (sigtech.framework.instruments.futures.FutureSpreadContractGroup attribute) (sigtech.framework.instruments.indices.AnalystGroup attribute) (sigtech.framework.instruments.indices.IndexGroup attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup attribute) (sigtech.framework.instruments.option_groups.OptionGroup attribute) (sigtech.framework.instruments.quote.SwapQuoteGroup attribute) iterate_bottom_cash() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) iterate_bottom_instruments() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) iterate_cash_positions() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) iterate_instruments() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) iterate_surfaces() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator method) iwm_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) J jb_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) jpy() (in module sigtech.framework.default_strategy_objects.cash_indices) jpy_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) jpy_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) jpy_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) jpy_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) jpy_cf_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) jpy_es_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) jpy_gx_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) jpy_pt_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) jpy_z_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) jy_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) K kc_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) kdj() (in module sigtech.framework.signal.library.technical_indicators) kdj_plot() (in module sigtech.framework.signal.library.technical_indicators) keys() (sigtech.framework.services.strategy_service.service.ObjectService method) kill() (sigtech.framework.experimental.ui.live_view_widget.LiveViewWidget method) km_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) krw() (in module sigtech.framework.default_strategy_objects.cash_indices) kw_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) kw_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) kw_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) kwargs (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute) L l1filter() (in module sigtech.framework.signal.library.momentum) la_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) la_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) la_lme_comdty_f_0_short() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) LAST (sigtech.framework.instruments.fixes.RevisionVersions attribute) last_data_date_offset (sigtech.framework.instruments.options.OptionBase attribute) (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) last_delivery_date (sigtech.framework.instruments.futures.Future attribute) last_delivery_dt() (sigtech.framework.instruments.lme_otc.LMESpreadContract method) last_non_delivery_dt() (sigtech.framework.instruments.futures.Future method) last_possible_trade_dt() (sigtech.framework.instruments.lme_otc.LMEForwardBase method) (sigtech.framework.instruments.lme_otc.LMESpreadContract method) last_proper_trade_date() (sigtech.framework.instruments.bonds.BondBase method) last_trading_date (sigtech.framework.instruments.options.OptionBase attribute) lc_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) lc_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) lc_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) lead_share_class (sigtech.framework.instruments.funds.Fund attribute) lead_share_class_obj() (sigtech.framework.instruments.funds.Fund method) LEDOIT_WOLF (sigtech.framework.analytics.optimization.factor_exposure.CovEstimators attribute) leverage (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) lh_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) lh_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) lh_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) libor_instrument_name (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) libor_spread (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) limit_period (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) LINEAR (sigtech.framework.analytics.optimization.optimization_problem.MetricTypes attribute) liquid_date (sigtech.framework.instruments.equities.EquityInstrument attribute) liquid_start_date() (sigtech.framework.instruments.equities.EquityInstrument method) (sigtech.framework.instruments.equities.ExchangeTradedFund method) LiquidityIndicators (class in sigtech.framework.equities.liquidity_indicators) list() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) list_keys() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.ObjectService method) (sigtech.framework.services.strategy_service.service.StrategyService method) list_labels() (in module sigtech.framework.strategies.analytics.label) list_strategies() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.StrategyService method) list_surfaces() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator method) listed_index_options_greeks() (in module sigtech.framework.config.settings) listed_name (sigtech.framework.instruments.options.ListedAsOTCOptionBase attribute) listed_option (sigtech.framework.instruments.options.ListedAsOTCOptionBase property) listed_options_greeks() (in module sigtech.framework.config.settings) ListedAsOTCOptionBase (class in sigtech.framework.instruments.options) live_supported (sigtech.framework.instruments.fixes.FXFix property) (sigtech.framework.instruments.futures.FuturesContractGroup property) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) LiveViewWidget (class in sigtech.framework.experimental.ui.live_view_widget) lk_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) ll_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) ll_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) LME3MForward (class in sigtech.framework.instruments.lme_otc) lme_otc() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) lme_otc_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) lme_otc_strike() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) LMECashForward (class in sigtech.framework.instruments.lme_otc) LMEForward (class in sigtech.framework.instruments.lme_otc) LMEForwardBase (class in sigtech.framework.instruments.lme_otc) LMEForwardCurve (class in sigtech.framework.instruments.lme_otc) LMEFuture (class in sigtech.framework.instruments.lme_otc) LMEOTCInstrument (class in sigtech.framework.instruments.lme_otc) LMESpreadContract (class in sigtech.framework.instruments.lme_otc) LMEUtils (class in sigtech.framework.instruments.lme_otc) ln_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) load_snapshot() (sigtech.framework.config.config.ConfiguredEnvironment static method) load_visualisation() (sigtech.framework.experimental.ui.strategy_performance_viewer.PlatformStrategyWidget method) log (sigtech.framework.config.config.ConfiguredEnvironment attribute) log_level (sigtech.framework.config.settings.EnvironmentConfig attribute) long_currency (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute) long_hkd() (in module sigtech.framework.default_strategy_objects.cash_indices) long_name (sigtech.framework.instruments.funds.Fund attribute) long_short() (in module sigtech.framework.signal.library.allocation) long_short_dollar_neutral() (in module sigtech.framework.signal.library.allocation) LONG_SHORT_DOLLAR_NEUTRAL() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) long_span (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute) long_zar() (in module sigtech.framework.default_strategy_objects.cash_indices) lower_strike_fraction (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) lp_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) lp_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) lqd_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) lt_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) lx_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) lx_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) ly_lme_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_lme_futures) M m_a_targets() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) ma() (in module sigtech.framework.signal.library.momentum) (sigtech.framework.signal.signal_object.Signal method) ma_cross() (in module sigtech.framework.signal.library.momentum) macd() (in module sigtech.framework.signal.library.momentum) (in module sigtech.framework.signal.library.technical_indicators) (sigtech.framework.signal.signal_object.Signal method) macd_plot() (in module sigtech.framework.signal.library.technical_indicators) macro() (sigtech.framework.instruments.fixes.MacroEconomicFix method) MacroEconomicFix (class in sigtech.framework.instruments.fixes) MacroEconomicFixGroup (class in sigtech.framework.instruments.fixes) management_fee (sigtech.framework.instruments.funds.FundShareClass attribute) management_fee_series() (sigtech.framework.instruments.funds.FundShareClass method) map_broker_to_orders() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method) (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) map_order_to_broker() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method) (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) map_underliers() (sigtech.framework.signal.signal_object.Signal method) mar_ratio() (in module sigtech.framework.analytics.performance.metrics) Margin (class in sigtech.framework.instruments.cash) margin_name_from_instrument() (sigtech.framework.instruments.cash.Margin static method) market_cap() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) market_date_column (sigtech.framework.instruments.sig_master.SIGMaster attribute) market_impact (sigtech.framework.instruments.equities.EquityInstrument attribute) (sigtech.framework.instruments.equities.ExchangeTradedFund attribute) (sigtech.framework.instruments.futures.FuturesContractGroup property) market_impact_for_group() (in module sigtech.framework.transaction_cost.data.market_impact.market_impact) market_impact_square_root() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) MarketCapWeightedIndex (class in sigtech.framework.instruments.indices) matching_swap() (sigtech.framework.instruments.bonds.BondBase method) maturity (sigtech.framework.instruments.index_swap.IndexSwap attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwap property) (sigtech.framework.instruments.ois_swap.OISSwap property) (sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute) maturity_date (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute) (sigtech.framework.instruments.options.OptionBase attribute) (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) maturity_from_month() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) maturity_from_tenor() (sigtech.framework.instruments.ir_otc.InterestRateSwap static method) (sigtech.framework.instruments.ois_swap.OISSwap method) (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method) MAX (sigtech.framework.analytics.optimization.optimization_problem.MetricTypes attribute) max_absolute_delta (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) mes_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) meta (sigtech.framework.services.strategy_service.service.PersistedStrategy attribute) metadata (sigtech.framework.instruments.custom_dataset.CustomDataset attribute) metric (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) (sigtech.framework.instruments.fixes.MacroEconomicFixGroup attribute) metrics() (sigtech.framework.instruments.digital_options.DigitalOptionBase method) (sigtech.framework.instruments.fixes.MacroEconomicFix method) (sigtech.framework.instruments.options.FXOTCOption method) (sigtech.framework.instruments.options.ListedAsOTCOptionBase method) (sigtech.framework.instruments.options.OTCOption method) (sigtech.framework.instruments.swaption.Swaption method) (sigtech.framework.instruments.variance_swap.VarianceSwap method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method) (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) MetricTypes (class in sigtech.framework.analytics.optimization.optimization_problem) MIC (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) microsoft_equity_rs() (in module sigtech.framework.default_strategy_objects.single_stock_strategies) MIN (sigtech.framework.analytics.optimization.optimization_problem.MetricTypes attribute) min_lookback (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) minutes() (sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method) mna_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) MO (sigtech.framework.infra.calendar.business_calendar.Weekday attribute) model_method (sigtech.framework.instruments.options.OTCOption attribute) model_output() (sigtech.framework.instruments.funds.Fund method) model_output_historical() (sigtech.framework.instruments.funds.Fund method) model_output_historical_orders() (sigtech.framework.instruments.funds.Fund method) model_output_historical_positions() (sigtech.framework.instruments.funds.Fund method) model_output_historical_target_positions() (sigtech.framework.instruments.funds.Fund method) model_output_marked_orders() (sigtech.framework.instruments.funds.Fund method) model_output_marked_positions() (sigtech.framework.instruments.funds.Fund method) model_output_marked_target_positions() (sigtech.framework.instruments.funds.Fund method) model_priced_option() (sigtech.framework.instruments.options.CommodityFutureOption method) (sigtech.framework.instruments.options.EquityIndexOption method) model_strategy_runs() (sigtech.framework.instruments.funds.Fund method) modified_duration() (sigtech.framework.instruments.bonds.BondBase method) modified_durations() (sigtech.framework.instruments.bonds.BondBase method) MODIFIEDFOLLOWING (sigtech.framework.infra.calendar.business_calendar.BusinessDayConvention attribute) ModifiedHolidayCalendar (class in sigtech.framework.infra.calendar.calendar) MODIFIEDPRECEDING (sigtech.framework.infra.calendar.business_calendar.BusinessDayConvention attribute) modify_calendar() (sigtech.framework.infra.calendar.calendar.HolidayCalendar method) module sigtech.framework.analytics.math.black_littermann sigtech.framework.analytics.performance.metrics sigtech.framework.config.config sigtech.framework.config.settings sigtech.framework.config.sig_settings sigtech.framework.default_strategy_objects.basket_strategies sigtech.framework.default_strategy_objects.cash_indices sigtech.framework.default_strategy_objects.credit_index_strategies sigtech.framework.default_strategy_objects.etf_reinvestment_strategies sigtech.framework.default_strategy_objects.rolling_bonds sigtech.framework.default_strategy_objects.rolling_futures sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged sigtech.framework.default_strategy_objects.rolling_futures_price_index sigtech.framework.default_strategy_objects.rolling_fx_forwards sigtech.framework.default_strategy_objects.rolling_lme_futures sigtech.framework.default_strategy_objects.rolling_options sigtech.framework.default_strategy_objects.rolling_swaps sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged sigtech.framework.default_strategy_objects.rolling_swaptions sigtech.framework.default_strategy_objects.single_stock_strategies sigtech.framework.default_strategy_objects.strategy_piecewise sigtech.framework.infra.calendar.dates sigtech.framework.infra.data_adapter.simulations.models sigtech.framework.infra.mu.__init__ sigtech.framework.infra.objects.factory sigtech.framework.infra.objects.register sigtech.framework.schedules.roll_schedules.methods sigtech.framework.signal.library.allocation sigtech.framework.signal.library.core sigtech.framework.signal.library.momentum sigtech.framework.signal.library.technical_indicators sigtech.framework.signal.library.threshold_fns sigtech.framework.signal.signal_rebalancing sigtech.framework.strategies.analytics.label sigtech.framework.utils.numeric_utils mondays() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) month_code() (sigtech.framework.instruments.futures.FuturesContractGroup static method) month_codes_for_year() (sigtech.framework.instruments.futures.FuturesContractGroup method) month_end_offset (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) month_number() (sigtech.framework.instruments.futures.FuturesContractGroup static method) monthly_returns() (in module sigtech.framework.analytics.performance.metrics) monthly_roll_days (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) MONTHLY_STATS (sigtech.framework.analytics.performance.performance_report.View attribute) MONTHLY_STATS_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) MONTHLY_STATS_HEATMAP (sigtech.framework.analytics.performance.performance_report.View attribute) MONTHLY_STATS_HEATMAP_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) months() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) MultiContractGroup (class in sigtech.framework.instruments.multi_contract_group) MultiDimensionalObjectBase (class in sigtech.framework.instruments.base) mw_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) mx_generator_name (sigtech.framework.instruments.ir_otc.InterestRateSwap property) mxn() (in module sigtech.framework.default_strategy_objects.cash_indices) myr() (in module sigtech.framework.default_strategy_objects.cash_indices) N name (sigtech.framework.instruments.custom_dataset.CustomDataset property) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) (sigtech.framework.strategies.trade_wrappers.TradeWrappers property) name_from_contract() (sigtech.framework.instruments.base.Exchange class method) (sigtech.framework.instruments.bonds.BondGroup class method) (sigtech.framework.instruments.fixes.ForecastFixGroup class method) (sigtech.framework.instruments.funds.FundGroup class method) (sigtech.framework.instruments.futures.FuturesContractGroup static method) (sigtech.framework.instruments.fx_otc.FXForwardGroup static method) (sigtech.framework.instruments.index_forward.IndexForwardGroup static method) (sigtech.framework.instruments.indices.AnalystGroup class method) (sigtech.framework.instruments.indices.IndexGroup class method) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup class method) (sigtech.framework.instruments.ois_swap.OISSwapGroup class method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup static method) name_from_currency() (sigtech.framework.indices.cash_index.CashIndex static method) name_from_issuer() (sigtech.framework.instruments.equities.EquityGroup class method) nav (sigtech.framework.instruments.funds.FundShareClass property) nav_holidays (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) net_dividend_override (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) net_target_quantity (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) netted_trade_price() (sigtech.framework.strategies.strategy.Strategy method) new_option_from_listed() (sigtech.framework.instruments.options.ListedAsOTCOptionBase class method) next_available_contract() (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.futures.FuturesContractGroup method) next_business_day() (in module sigtech.framework.infra.calendar.dates) next_cashflow() (sigtech.framework.instruments.bonds.BondBase method) next_contract() (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.futures.FuturesContractGroup method) next_data_date() (sigtech.framework.schedules.schedule.ScheduleBase method) next_data_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) next_imm_date() (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy static method) next_roll_date() (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) next_trading_date() (sigtech.framework.schedules.trading_manager.TradingManager method) ng_comdty_djubs() (in module sigtech.framework.default_strategy_objects.rolling_futures) ng_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) ng_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) nh_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) nk_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) nky_index_3m_delta() (in module sigtech.framework.default_strategy_objects.rolling_options) no_cost() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) no_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) nok() (in module sigtech.framework.default_strategy_objects.cash_indices) nominal_weight (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) non_business_days() (in module sigtech.framework.infra.calendar.dates) NONE_RULE (sigtech.framework.infra.calendar.business_calendar.BusinessDayConvention attribute) normal_distribution() (in module sigtech.framework.infra.data_adapter.simulations.models) NORMALIZE() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) normalize_long_short() (in module sigtech.framework.signal.library.allocation) NORMALIZE_LONG_SHORT() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) normalize_weights() (in module sigtech.framework.signal.library.allocation) (sigtech.framework.signal.signal_object.Signal method) normalize_weights_zero_filled() (in module sigtech.framework.signal.library.allocation) (sigtech.framework.signal.signal_object.Signal method) NORMALIZE_ZERO_FILLED() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) NOTIONAL (sigtech.framework.strategies.constants.TradeQuantityType attribute) notional (sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute) notional_target (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) nq_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) nth_day_in_month() (in module sigtech.framework.infra.calendar.dates) nth_week_day() (in module sigtech.framework.infra.calendar.dates) nv_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) nx_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) nzd() (in module sigtech.framework.default_strategy_objects.cash_indices) O object (sigtech.framework.config.config.ConfiguredEnvironment property) object_service() (sigtech.framework.config.config.ConfiguredEnvironment method) object_service_cache() (in module sigtech.framework.services.strategy_service.service) objective_function_values() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) ObjectService (class in sigtech.framework.services.strategy_service.service) observation_lag (sigtech.framework.instruments.bonds.InflationGovernmentBond attribute) oe_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) oi_adjusted_adjustment() (in module sigtech.framework.schedules.roll_schedules.methods) oi_adjusted_rolling_front() (in module sigtech.framework.schedules.roll_schedules.methods) oi_adjusted_rolling_monthly() (in module sigtech.framework.schedules.roll_schedules.methods) oi_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) ois_params (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) ois_swap() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) ois_swap_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) OISSwap (class in sigtech.framework.instruments.ois_swap) OISSwapGroup (class in sigtech.framework.instruments.ois_swap) OISSwaption (class in sigtech.framework.instruments.ois_swaption) OISSwaptionGroup (class in sigtech.framework.instruments.ois_swaption) on_the_run_series() (sigtech.framework.instruments.credit_index.CreditUtils class method) on_the_run_series_start_date() (sigtech.framework.instruments.credit_index.CreditUtils static method) one_sided_option_num (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) ongoing_fee (sigtech.framework.instruments.funds.Fund attribute) open_close_datetimes() (sigtech.framework.instruments.base.Exchange method) open_datetime() (sigtech.framework.schedules.trading_manager.TradingManager method) open_time() (sigtech.framework.schedules.trading_manager.TradingManager method) operation_fee (sigtech.framework.instruments.funds.FundShareClass attribute) OPERATORS (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter attribute) OptimizationProblem (class in sigtech.framework.analytics.optimization.optimization_problem) optimize() (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method) optimized_allocations() (in module sigtech.framework.signal.library.allocation) Optimizer (class in sigtech.framework.analytics.optimization.optimizer) OPTIMIZER() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) OPTION_DELTA_HEDGING_INSTRUMENTS (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) option_dependencies() (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy method) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) option_group (sigtech.framework.instruments.options.OptionBase attribute) (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup attribute) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) option_group_name (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) option_info() (sigtech.framework.instruments.options.OTCOption method) option_metrics() (sigtech.framework.instruments.options.OTCOption method) option_name() (sigtech.framework.instruments.option_groups.OTCOptionGroup method) option_position_greeks() (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) option_strategy (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) option_strategy_name (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) option_type (sigtech.framework.instruments.digital_options.DigitalOptionBase attribute) (sigtech.framework.instruments.options.OptionBase attribute) (sigtech.framework.instruments.swaption.Swaption attribute) (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.OptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute) option_underlying_dependencies() (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) OptionBase (class in sigtech.framework.instruments.options) OptionGroup (class in sigtech.framework.instruments.option_groups) OPTIONMETRICS (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) OptionsStrategy (class in sigtech.framework.strategies.options_baskets) OptionsStrategyBase (class in sigtech.framework.strategies.options_strategy_base) order_class() (sigtech.framework.instruments.base.Instrument method) order_rounding (sigtech.framework.instruments.base.Instrument property) order_transform (sigtech.framework.strategies.strategy.Strategy property) order_type (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute) (sigtech.framework.strategies.strategy.Strategy attribute) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute) orders_alive() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) original_kwargs (sigtech.framework.config.config.ConfiguredEnvironment property) OTCInstrument (class in sigtech.framework.instruments.otc_instrument) OTCInstrumentWithPeriodicFlows (class in sigtech.framework.instruments.otc_instrument) OTCOption (class in sigtech.framework.instruments.options) OTCOptionGroup (class in sigtech.framework.instruments.option_groups) OTCVolBasedBase (class in sigtech.framework.instruments.options) otr_series() (sigtech.framework.instruments.bonds.BondGroup method) otr_series_tenors() (sigtech.framework.instruments.bonds.BondGroup method) output_option_execution_diagnostics() (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) output_option_position_diagnostics() (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) outright_future() (sigtech.framework.instruments.lme_otc.LMEUtils static method) outright_future_name() (sigtech.framework.instruments.lme_otc.LMEUtils static method) over (sigtech.framework.instruments.fx_otc.FXOTC attribute) (sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute) (sigtech.framework.instruments.options.FXOTCOption attribute) OVERRIDE_DIRECTIONAL_EQUAL_WEIGHTS() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) OVERRIDE_EQUAL_WEIGHTS() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) OVERRIDE_STATIC_WEIGHTS() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) overrides (sigtech.framework.instruments.ir_otc.InterestRateSwap attribute) OVERRIDES_SHORT_NAMES (sigtech.framework.instruments.ir_otc.IRSwapMarket attribute) overview() (sigtech.framework.experimental.default_universes.default_universes.DefaultUniverses static method) P PaperTradeInterface (class in sigtech.framework.strategies.runner.trade_interface) par_rates() (sigtech.framework.instruments.swaption.Swaption method) parametric_cvar() (in module sigtech.framework.analytics.math.var) parametric_var() (in module sigtech.framework.analytics.math.var) params (sigtech.framework.signal.signal_object.Signal attribute) params_from_strategy() (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method) parse_increment() (in module sigtech.framework.infra.calendar.dates) parse_key() (sigtech.framework.services.strategy_service.service.StrategyKeyHelper static method) pay_currency (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) pay_daycount (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) pay_delay (sigtech.framework.instruments.ois_swap.OISSwap attribute) pay_fixes_index (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) pay_notional (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) pay_tenor (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) payer_strike (sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle attribute) payment_currency (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) payment_date (sigtech.framework.instruments.fx_otc.FXForward attribute) (sigtech.framework.instruments.index_forward.IndexForward attribute) percentile() (sigtech.framework.signal.signal_object.Signal method) percentile_score() (in module sigtech.framework.signal.library.core) performance() (sigtech.framework.strategies.components.plot_wrapper.PlotWrapper method) performance_calendar() (in module sigtech.framework.analytics.performance.performance_calendars) performance_df() (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method) performance_fee (sigtech.framework.instruments.funds.FundShareClass attribute) PerformanceReport (class in sigtech.framework.analytics.performance.performance_report) PeriodicIntradayStrategy (class in sigtech.framework.strategies.strategy) periods_per_year() (in module sigtech.framework.analytics.performance.metrics) PersistedStrategy (class in sigtech.framework.services.strategy_service.service) physical_cashflow() (sigtech.framework.instruments.ir_otc.InterestRateSwap method) piecewise_optimized_allocations_kwargs() (in module sigtech.framework.signal.library.allocation) PiecewiseStrategy (class in sigtech.framework.strategies.strategy_piecewise) pl_comdty_pre_roll() (in module sigtech.framework.default_strategy_objects.rolling_futures) pl_comdty_rici() (in module sigtech.framework.default_strategy_objects.rolling_futures) PlatformStrategyWidget (class in sigtech.framework.experimental.ui.strategy_performance_viewer) playback_date (sigtech.framework.config.settings.EnvironmentConfig attribute) pln() (in module sigtech.framework.default_strategy_objects.cash_indices) plot (sigtech.framework.strategies.strategy.Strategy property) plot_curve_on_dates() (sigtech.framework.strategies.components.curve_plot_wrapper.CurvePlotWrapper method) plot_end_on_curve_on_dates() (sigtech.framework.strategies.components.curve_plot_wrapper.CurvePlotWrapper method) plot_generic_tree() (in module sigtech.framework.ui.tree) plot_transaction_costs() (sigtech.framework.transaction_cost.transaction_cost.TradePricer static method) PlotWrapper (class in sigtech.framework.strategies.components.plot_wrapper) pnl_breakdown() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) pnl_explain() (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.instruments.swaption.Swaption method) (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) portfolio_greeks() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) portfolio_table() (sigtech.framework.strategies.components.plot_wrapper.PlotWrapper method) portfolio_table_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) portfolio_var() (in module sigtech.framework.analytics.math.var) portfolio_var_historical() (in module sigtech.framework.analytics.math.var) portfolio_var_parametric() (in module sigtech.framework.analytics.math.var) PortfolioOptimizer (class in sigtech.framework.analytics.optimization.portfolio_optimizer) position_type (sigtech.framework.instruments.base.TradableInstrument property) position_value_series() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) positions (sigtech.framework.strategies.strategy.Strategy property) POSITIONS_DF (sigtech.framework.analytics.performance.performance_report.View attribute) positions_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) positions_to_units() (sigtech.framework.instruments.base.Instrument method) positions_to_units_multiplier() (sigtech.framework.instruments.base.Instrument method) PositionsWrapper (class in sigtech.framework.strategies.components.positions_wrapper) prefer_custom() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_equal_risk_contribution() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_gross_leverage() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_inverse_vol_weighting() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_lower_cvar() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_lower_var() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_maximum_diversification() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_maximum_return() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_mean_variance() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_minimum_turnover() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_minimum_variance() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_net_leverage() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_signal() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_target_return() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_weights_l1_penalty() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) prefer_weights_l2_penalty() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) PRESENTATION_PERF_TABLE (sigtech.framework.analytics.performance.performance_report.View attribute) PRESENTATION_PERF_TABLE_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) prev_available_contract() (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.futures.FuturesContractGroup method) prev_contract() (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.futures.FuturesContractGroup method) prev_reference_date() (sigtech.framework.schedules.schedule.Schedule method) prev_reference_datetime() (sigtech.framework.schedules.schedule.Schedule method) PREVIOUS (sigtech.framework.infra.calendar.business_calendar.BusinessDayConvention attribute) previous_business_day() (in module sigtech.framework.infra.calendar.dates) (sigtech.framework.infra.calendar.calendar.BaseCalendar method) previous_data_date() (sigtech.framework.schedules.schedule.ScheduleBase method) previous_data_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) previous_trading_date() (sigtech.framework.schedules.trading_manager.TradingManager method) price() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) price_factor (sigtech.framework.instruments.base.HistoricalFrameworkObject attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) price_history_length() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) price_listed_as_model (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) price_series() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) pricing_overrides (sigtech.framework.instruments.options.OTCOption attribute) primary_bbg_ticker (sigtech.framework.instruments.equities.EquityInstrument attribute) primary_key (sigtech.framework.instruments.sig_master.SIGMaster attribute) primary_us_bbg_ticker (sigtech.framework.instruments.equities.EquityInstrument attribute) prime_field (sigtech.framework.instruments.custom_dataset.CustomDataset property) (sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute) prime_history_field (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.fx_otc.FXForwardGroup attribute) (sigtech.framework.instruments.index_forward.IndexForwardGroup attribute) (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup attribute) (sigtech.framework.signal.signal_object.Signal property) prime_intraday_history_field (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.strategies.strategy.Strategy property) print_add_trade_kwargs() (sigtech.framework.instruments.base.TradableInstrument class method) print_code() (sigtech.framework.signal.signal_object.Signal method) print_dependencies() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) print_output (sigtech.framework.instruments.sig_master.SIGMasterBase property) print_tickers() (sigtech.framework.instruments.lme_otc.LMEUtils static method) private_share_classes() (sigtech.framework.instruments.funds.Fund method) process_step() (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method) product_type (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) product_type() (in module sigtech.framework.infra.objects.register) proforma_obj() (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.funds.FundShareClass method) proforma_series() (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.funds.FundShareClass method) proformas (sigtech.framework.instruments.funds.Fund attribute) proxy_share_class() (sigtech.framework.instruments.funds.FundShareClass method) pt_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) public (sigtech.framework.instruments.funds.FundShareClass attribute) public_share_classes() (sigtech.framework.instruments.funds.Fund method) publication_delay (sigtech.framework.instruments.base.ContractGroup property) publication_delay() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) push_aum() (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) push_contract_sizing() (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) push_live_orders() (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) push_live_positions() (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) push_model_orders() (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) push_model_positions() (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) push_process() (sigtech.framework.strategies.strategy.Strategy method) put() (sigtech.framework.services.strategy_service.service.ObjectService method) put_strike (sigtech.framework.strategies.options_baskets.StrangleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy attribute) PV01 (sigtech.framework.strategies.constants.TradeQuantityType attribute) pv01_exposure() (sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin method) pv01_target (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) pv01_target_type (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) pv01_to_notional() (sigtech.framework.instruments.ir_otc.InterestRateSwapBase method) Q QADIRECT (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) qai_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) qc_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) qc_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) qqq_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) qs_comdty_dec() (in module sigtech.framework.default_strategy_objects.rolling_futures) qs_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) quant_bridge (sigtech.framework.config.config.ConfiguredEnvironment property) quantity (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) quantity_type (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) query_instrument_names() (sigtech.framework.instruments.base.ContractGroup method) query_instruments() (sigtech.framework.instruments.base.ContractGroup method) Quote (class in sigtech.framework.instruments.quote) qw_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) qw_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) R raise_error_if_cash_settled (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute) range() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method) range_trigger() (in module sigtech.framework.strategies.stop_strategy) RatesBasketStrategy (class in sigtech.framework.strategies.rates_strategy_mixin) RatesSignalStrategy (class in sigtech.framework.strategies.rates_strategy_mixin) RatesStrategy (class in sigtech.framework.strategies.rates_strategy_mixin) RatesStrategyMixin (class in sigtech.framework.strategies.rates_strategy_mixin) raw_otr_series (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) read_config_from_db (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) realign_history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.equities.EquityInstrument method) realized_roll_yield() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) realized_roll_yield_full() (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) rebalance() (sigtech.framework.signal.signal_strategy.SignalStrategy method) (sigtech.framework.strategies.intraday_mean_reversion.CLSVWAPStrategy method) (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum method) (sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy method) rebalance_bdc (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) rebalance_dates (sigtech.framework.signal.signal_strategy.SignalStrategy property) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) rebalance_frequency (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) rebalance_hedge_on_roll (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) rebalance_offset (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) rebalance_offset_sticky_end (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) rebase_series() (sigtech.framework.instruments.funds.FundShareClass method) receive_daycount (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) receive_fixes_index (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) receive_tenor (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) receiver_strike (sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle attribute) record_fx_trades (sigtech.framework.strategies.strategy.Strategy attribute) recover_prior_fit() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) redemption_amount (sigtech.framework.instruments.bonds.BondBase attribute) reds (sigtech.framework.instruments.funds.Fund property) (sigtech.framework.instruments.funds.FundShareClass property) reduce_bond_histories (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) reduce_bond_history (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) reference_datetime() (sigtech.framework.schedules.schedule.ScheduleBase method) reference_datetimes() (sigtech.framework.schedules.schedule.ScheduleBase method) reference_name (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute) REFINITIV (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) region_code (sigtech.framework.instruments.equities.EquityInstrument attribute) register_default_strategy() (in module sigtech.framework.default_strategy_objects.utils) register_labelling_method() (in module sigtech.framework.strategies.analytics.label) register_sizing_method() (in module sigtech.framework.strategies.sizing) reinvest_cash_dividends (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) reinvest_coupon (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) reinvest_dividends (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) reinvestment_dt_from_effective() (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy method) reinvestment_mode (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) reinvestment_strategy_overrides (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) ReinvestmentStrategy (class in sigtech.framework.strategies.reinvestment_strategy) relative_attribution() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) remote() (in module sigtech.framework.infra.mu.__init__) remove_holidays (sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute) remove_labelling_method() (in module sigtech.framework.strategies.analytics.label) remove_metric() (sigtech.framework.experimental.analytics.alpha_report.alpha_report.AlphaReport method) remove_strategy_by_key() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.StrategyService method) remove_strategy_by_name() (sigtech.framework.services.strategy_service.common.StrategyServiceInterface method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceNoop method) (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.services.strategy_service.service.StrategyService method) replace_ticker() (sigtech.framework.strategies.basket_config.BasketConfig method) replace_with() (sigtech.framework.signal.signal_object.Signal method) repo_source (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) report() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method) (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) (sigtech.framework.experimental.analytics.alpha_report.alpha_report.AlphaReport method) reporting_period (sigtech.framework.instruments.funds.FundShareClass attribute) require_active_share_upper_bound() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_custom() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_cvar() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_equal_risk_contribution() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_fully_invested() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_gross_leverage() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_inverse_vol_weighting() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_label_limits() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_limited_participation() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_limited_weights_turnover() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_long_only() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_long_short_neutral() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_maximum_diversification() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_maximum_return() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_mean_variance() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_minimum_turnover() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_minimum_variance() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_net_leverage() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_signal_tolerance() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_target_return() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_target_volatility() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_tracking_error_upper_bound() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_var() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_weight_limit() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_weights_l1_penalty() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) require_weights_l2_penalty() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) resample() (in module sigtech.framework.analytics.performance.metrics) resample_single() (in module sigtech.framework.analytics.performance.metrics) reset_instance() (sigtech.framework.schedules.trading_manager.TradingManager static method) reset_swap() (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy method) residual_covariance() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) retail_share_classes() (sigtech.framework.instruments.funds.Fund method) retrieve_historic_order_states() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method) (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) RevisionVersions (class in sigtech.framework.instruments.fixes) RFPriceIndex (class in sigtech.framework.indices.rf_price_index) RIC (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) rights_issues() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) risk_annualised_return() (in module sigtech.framework.analytics.performance.metrics) risk_excess_return_series() (in module sigtech.framework.analytics.performance.metrics) risk_ladder() (sigtech.framework.instruments.ir_otc.InterestRateSwap method) (sigtech.framework.instruments.ois_swap.OISSwap method) risk_matrix() (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) risk_reversal() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator method) risk_scenario() (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) roll_adjusted_yield() (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) roll_dates (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute) roll_down() (sigtech.framework.instruments.fx_otc.FXForward method) roll_offset (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy property) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase attribute) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) roll_offset_days (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) roll_offset_from_data_start (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) roll_on_calendar_days (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) roll_options() (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy method) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy method) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method) (sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy method) (sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle method) (sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle method) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method) roll_rules_to_contracts() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method) roll_table (sigtech.framework.indices.rf_price_index.RFPriceIndex property) roll_table_end_date() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method) roll_table_lookup() (in module sigtech.framework.schedules.roll_schedules.methods) rolling_3m_forward() (sigtech.framework.instruments.lme_otc.LMEUtils static method) rolling_approach (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) rolling_beta() (in module sigtech.framework.signal.library.core) rolling_beta_adjusted_return() (in module sigtech.framework.signal.library.core) rolling_custom() (in module sigtech.framework.schedules.roll_schedules.methods) rolling_dollar_vol() (sigtech.framework.equities.liquidity_indicators.LiquidityIndicators static method) rolling_exposures() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) rolling_frequencies (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) rolling_frequency_months (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) rolling_front() (in module sigtech.framework.schedules.roll_schedules.methods) rolling_monthly() (in module sigtech.framework.schedules.roll_schedules.methods) ROLLING_PLOTS (sigtech.framework.analytics.performance.performance_report.View attribute) ROLLING_PLOTS_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) rolling_prev_month() (in module sigtech.framework.schedules.roll_schedules.methods) rolling_rici() (in module sigtech.framework.schedules.roll_schedules.methods) ROLLING_RISK_SHARPE (sigtech.framework.analytics.performance.performance_report.View attribute) rolling_risk_sharpe() (in module sigtech.framework.analytics.performance.performance_calendars) ROLLING_RISK_VOL (sigtech.framework.analytics.performance.performance_report.View attribute) rolling_risk_volatility() (in module sigtech.framework.analytics.performance.performance_calendars) rolling_rule (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) rolling_schedule() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase method) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) (sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method) rolling_spread_contract() (sigtech.framework.instruments.lme_otc.LMEUtils static method) rolling_spread_contract_name() (sigtech.framework.instruments.lme_otc.LMEUtils static method) rolling_stat() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) rolling_table (sigtech.framework.indices.rf_price_index.RFPriceIndex property) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy property) (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy property) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy property) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase property) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property) (sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property) rolling_underlying_return() (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) RollingAssetSwap (class in sigtech.framework.strategies.structure_basket_strategies) RollingAssetSwapStrategy (class in sigtech.framework.strategies.structure_basket_strategies) RollingBondStrategy (class in sigtech.framework.strategies.rolling_bond_strategy) RollingButterflyBonds (class in sigtech.framework.strategies.structure_basket_strategies) RollingButterflyBondsStrategy (class in sigtech.framework.strategies.structure_basket_strategies) RollingButterflyOptionsStrategy (class in sigtech.framework.strategies.rolling_options_baskets) RollingButterflySwaps (class in sigtech.framework.strategies.structure_basket_strategies) RollingButterflySwapsStrategy (class in sigtech.framework.strategies.structure_basket_strategies) RollingCreditIndexStrategy (class in sigtech.framework.strategies.rolling_credit_index_strategy) RollingCurveSteepenerBonds (class in sigtech.framework.strategies.structure_basket_strategies) RollingCurveSteepenerBondsStrategy (class in sigtech.framework.strategies.structure_basket_strategies) RollingCurveSteepenerSwaps (class in sigtech.framework.strategies.structure_basket_strategies) RollingCurveSteepenerSwapsStrategy (class in sigtech.framework.strategies.structure_basket_strategies) RollingForward (class in sigtech.framework.instruments.futures) RollingFutureFXHedged (class in sigtech.framework.strategies.rolling_future_fx_hedged) RollingFutureFXHedgedStrategy (class in sigtech.framework.strategies.rolling_future_fx_hedged) RollingFutureStrategy (class in sigtech.framework.strategies.rolling_future_strategy) RollingFXForwardStrategy (class in sigtech.framework.strategies.rolling_fx_forward_strategy) RollingLMEFutureFXHedged (class in sigtech.framework.strategies.rolling_future_fx_hedged) RollingLMEFutureFXHedgedStrategy (class in sigtech.framework.strategies.rolling_future_fx_hedged) RollingLMEFutureStrategy (class in sigtech.framework.strategies.rolling_future_strategy) RollingOption (class in sigtech.framework.strategies.rolling_options_baskets) RollingOptionsStrategyBase (class in sigtech.framework.strategies.rolling_options_strategy_base) RollingOptionStrategy (class in sigtech.framework.strategies.rolling_options_baskets) RollingSpreadOptionsStrategy (class in sigtech.framework.strategies.rolling_options_baskets) RollingStraddleOptionStrategy (class in sigtech.framework.strategies.rolling_options_baskets) RollingStrangleOptionStrategy (class in sigtech.framework.strategies.rolling_options_baskets) RollingStrategyBase (class in sigtech.framework.strategies.rolling_strategy) RollingStructureBasket (class in sigtech.framework.strategies.structure_basket_strategies) RollingStructureBasketStrategy (class in sigtech.framework.strategies.structure_basket_strategies) RollingSwapStrategy (class in sigtech.framework.strategies.rolling_swap_strategy) RollingSwaption (class in sigtech.framework.strategies.rolling_swaption_baskets) RollingSwaptionStrategy (class in sigtech.framework.strategies.rolling_swaption_baskets) RollingVarianceSwap (class in sigtech.framework.strategies.rolling_variance_swap) RollingVarianceSwapStrategy (class in sigtech.framework.strategies.rolling_variance_swap) RollSchedule (class in sigtech.framework.schedules.roll_schedules.factory) round_to_strike() (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OptionGroup method) rounded_units() (sigtech.framework.instruments.base.Instrument method) (sigtech.framework.strategies.strategy.Strategy method) rs_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) rsi() (in module sigtech.framework.signal.library.momentum) rty_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) rule_list (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute) run_type (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) run_with_future_check (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) rx_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) S s_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) s_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) s_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) SA (sigtech.framework.infra.calendar.business_calendar.Weekday attribute) save_config() (sigtech.framework.config.config.ConfiguredEnvironment method) save_csv() (sigtech.framework.strategies.basket_config.BasketConfig method) save_snapshot() (sigtech.framework.config.config.ConfiguredEnvironment method) save_transaction_history() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method) (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) sb_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) sb_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) sb_comdty_mcq_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) sb_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) Schedule (class in sigtech.framework.schedules.schedule) schedule_builder() (sigtech.framework.instruments.fixes.MacroEconomicFix method) (sigtech.framework.instruments.indices.Index method) schedule_information() (sigtech.framework.indices.cash_index.CashIndex method) (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.signal.signal_strategy.SignalStrategy method) (sigtech.framework.strategies.basket_strategies.BasketStrategy method) (sigtech.framework.strategies.basket_strategies.FlexibleBasket method) (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy method) (sigtech.framework.strategies.fee_strategy.FeeStrategy method) (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy method) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy method) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase method) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) (sigtech.framework.strategies.stop_strategy.StopStrategy method) (sigtech.framework.strategies.strategy.Strategy method) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method) schedule_start (sigtech.framework.instruments.economic_series.EconomicSeries attribute) (sigtech.framework.instruments.fixes.IntradayFix attribute) (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) (sigtech.framework.instruments.indices.Index attribute) schedule_stub() (sigtech.framework.instruments.bonds.GovernmentBond static method) (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method) (sigtech.framework.instruments.credit_index.CreditUtils class method) (sigtech.framework.instruments.index_forward.IndexForward static method) (sigtech.framework.instruments.index_swap.IndexSwap method) (sigtech.framework.instruments.ir_otc.InterestRateSwap static method) (sigtech.framework.instruments.ois_swap.OISSwap static method) (sigtech.framework.instruments.variance_swap.VarianceSwap static method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap static method) schedule_stub_lme() (sigtech.framework.instruments.lme_otc.LMEUtils static method) ScheduleBase (class in sigtech.framework.schedules.schedule) ScheduleDaily (class in sigtech.framework.schedules.schedule) ScheduleDateSeries (class in sigtech.framework.schedules.schedule) ScheduleEveryDay (class in sigtech.framework.schedules.schedule) ScheduleFrequencies (class in sigtech.framework.schedules.schedule) ScheduleFrequenciesWithIntraday (class in sigtech.framework.schedules.schedule) ScheduleIntersection (class in sigtech.framework.schedules.schedule) ScheduleIntraday (class in sigtech.framework.schedules.schedule) SchedulePeriodic (class in sigtech.framework.schedules.schedule) SchedulePiecewise (class in sigtech.framework.schedules.schedule) ScheduleSeries (class in sigtech.framework.schedules.schedule) ScheduleStub (class in sigtech.framework.schedules.schedule) sdy_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) se_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) search_default_strategies() (in module sigtech.framework.default_strategy_objects.utils) sec_code (sigtech.framework.instruments.equities.EquityInstrument attribute) sec_master_id (sigtech.framework.instruments.equities.EquityInstrument attribute) seconds() (sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method) sector (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject property) sector() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) sector_data() (sigtech.framework.instruments.equities.SingleStock method) SEDOL (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) seed_calendar() (sigtech.framework.instruments.funds.FundShareClass method) seed_gap_dates() (sigtech.framework.instruments.funds.FundShareClass method) seed_points() (sigtech.framework.instruments.funds.FundShareClass method) seeded_share_classes() (sigtech.framework.instruments.funds.Fund method) seeded_share_classes_with_mgmt_fee() (sigtech.framework.instruments.funds.Fund method) sek() (in module sigtech.framework.default_strategy_objects.cash_indices) sentry_manager (sigtech.framework.config.config.ConfiguredEnvironment property) SERIES (sigtech.framework.analytics.optimization.optimization_problem.TermTypes attribute) series (sigtech.framework.instruments.credit_index.CreditIndex attribute) series_name (sigtech.framework.instruments.economic_series.EconomicSeries attribute) series_number (sigtech.framework.instruments.bonds.BondBase attribute) series_start_date() (sigtech.framework.instruments.credit_index.CreditUtils class method) session_data() (sigtech.framework.instruments.base.ContractGroup method) (sigtech.framework.instruments.base.Exchange method) (sigtech.framework.instruments.quote.SwapQuoteGroup method) session_data_parser() (in module sigtech.framework.utils.session_data) sessions_df() (in module sigtech.framework.utils.session_data) sessions_open_close() (in module sigtech.framework.utils.session_data) set_calendar() (sigtech.framework.signal.signal_object.Signal method) set_dag_cpus() (sigtech.framework.config.config.ConfiguredEnvironment method) set_global_trade_manager() (sigtech.framework.schedules.trading_manager.TradingManager static method) set_history_limits() (sigtech.framework.instruments.bonds.BondBase method) set_optimizer_bounds() (sigtech.framework.analytics.optimization.optimization_problem.OptimizationProblem method) set_optimizer_objective() (sigtech.framework.analytics.optimization.optimization_problem.OptimizationProblem method) set_option_positions() (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase method) set_plot_mode() (in module sigtech.framework.ui.matplotlib_style) set_positions() (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy method) set_preloaded_history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) set_shared_memory() (sigtech.framework.config.config.ConfiguredEnvironment method) set_source() (sigtech.framework.analytics.optimization.optimization_problem.OptimizationProblem method) set_sparse_history() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) set_value() (in module sigtech.framework.config.settings) set_weight_from_initial_cash (sigtech.framework.strategies.strategy.Strategy attribute) set_weight_from_sizing_quantity (sigtech.framework.strategies.strategy.Strategy attribute) settlement_date() (sigtech.framework.instruments.bonds.BondBase method) settlement_dates() (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.trs_otc.BaseTotalReturnSwapInstrument method) settlement_days (sigtech.framework.instruments.ois_swap.OISSwap attribute) settlement_object() (sigtech.framework.instruments.option_groups.OptionGroup method) settlement_ticker (sigtech.framework.instruments.option_groups.OptionGroup attribute) settlement_time (sigtech.framework.instruments.futures.FuturesContractGroup property) settlement_time_stored (sigtech.framework.instruments.futures.FuturesContractGroup attribute) settlement_type (sigtech.framework.instruments.bonds.BondBase property) (sigtech.framework.instruments.fx_otc.FXForward property) (sigtech.framework.instruments.index_forward.IndexForward property) (sigtech.framework.instruments.index_swap.IndexSwap property) (sigtech.framework.instruments.otc_instrument.OTCInstrument property) (sigtech.framework.instruments.trs_otc.TotalReturnSwap property) settlement_value() (sigtech.framework.instruments.index_forward.IndexForward method) (sigtech.framework.instruments.options.FXOTCOption method) (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.instruments.options.OTCOption method) (sigtech.framework.instruments.swaption.Swaption method) (sigtech.framework.instruments.variance_swap.VarianceSwap method) setup_metadata() (in module sigtech.framework.strategies.runner.metaflow.metadata) sf_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) sgd() (in module sigtech.framework.default_strategy_objects.cash_indices) shaken_timeline() (sigtech.framework.strategies.strategy.Strategy method) SHARADAR_PERMATICKER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) SHARADAR_TICKER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) share_class_group (sigtech.framework.instruments.funds.FundShareClass attribute) share_class_name (sigtech.framework.instruments.funds.FundShareClass attribute) share_class_obj_names() (sigtech.framework.instruments.funds.Fund method) share_class_objects() (sigtech.framework.instruments.funds.Fund method) share_class_type (sigtech.framework.instruments.funds.FundShareClass attribute) share_classes (sigtech.framework.instruments.funds.Fund attribute) share_currencies (sigtech.framework.instruments.funds.FundShareClass attribute) sharpe_ratio() (in module sigtech.framework.analytics.performance.metrics) short_span (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute) short_version() (sigtech.framework.strategies.strategy.Strategy method) show_filter_values() (sigtech.framework.instruments.sig_master.SIGMasterBase method) show_filters() (sigtech.framework.instruments.sig_master.SIGMasterBase method) SHRUNK_EMPIRICAL (sigtech.framework.analytics.optimization.factor_exposure.CovEstimators attribute) si_comdty_pre_roll() (in module sigtech.framework.default_strategy_objects.rolling_futures) SIG (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) sig_class_labelling_method() (in module sigtech.framework.strategies.analytics.label) sig_group_labelling_method() (in module sigtech.framework.strategies.analytics.label) sig_master() (sigtech.framework.config.config.ConfiguredEnvironment method) sig_master_dataframe (sigtech.framework.instruments.sig_master.SIGMasterBase property) sig_name_labelling_method() (in module sigtech.framework.strategies.analytics.label) SIGMaster (class in sigtech.framework.instruments.sig_master) SIGMasterBase (class in sigtech.framework.instruments.sig_master) SIGMasterPOPO (class in sigtech.framework.instruments.sig_master) sigmoid() (in module sigtech.framework.signal.library.momentum) (sigtech.framework.signal.signal_object.Signal method) Signal (class in sigtech.framework.signal.signal_object) SIGNAL_CHANGE() (sigtech.framework.signal.library.threshold_fns.StandardThresholdFunctions method) SIGNAL_CHANGE_AND_THRESHOLD_COMBINED() (sigtech.framework.signal.library.threshold_fns.StandardThresholdFunctions method) signal_change_and_threshold_combined_function() (in module sigtech.framework.signal.signal_rebalancing) signal_change_threshold_function() (in module sigtech.framework.signal.signal_rebalancing) signal_date_to_decision_dt() (sigtech.framework.signal.signal_strategy.SignalStrategy method) signal_input (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) signal_name (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) signal_strategy_allocation_kwargs() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) SIGNAL_THRESHOLD() (sigtech.framework.signal.library.threshold_fns.StandardThresholdFunctions method) signal_threshold_check() (in module sigtech.framework.signal.signal_rebalancing) signal_threshold_rebalance_dict() (in module sigtech.framework.signal.signal_rebalancing) SignalStrategy (class in sigtech.framework.signal.signal_strategy) sigtech.framework.analytics.math.black_littermann module sigtech.framework.analytics.performance.metrics module sigtech.framework.config.config module sigtech.framework.config.settings module sigtech.framework.config.sig_settings module sigtech.framework.default_strategy_objects.basket_strategies module sigtech.framework.default_strategy_objects.cash_indices module sigtech.framework.default_strategy_objects.credit_index_strategies module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies module sigtech.framework.default_strategy_objects.rolling_bonds module sigtech.framework.default_strategy_objects.rolling_futures module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged module sigtech.framework.default_strategy_objects.rolling_futures_price_index module sigtech.framework.default_strategy_objects.rolling_fx_forwards module sigtech.framework.default_strategy_objects.rolling_lme_futures module sigtech.framework.default_strategy_objects.rolling_options module sigtech.framework.default_strategy_objects.rolling_swaps module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged module sigtech.framework.default_strategy_objects.rolling_swaptions module sigtech.framework.default_strategy_objects.single_stock_strategies module sigtech.framework.default_strategy_objects.strategy_piecewise module sigtech.framework.infra.calendar.dates module sigtech.framework.infra.data_adapter.simulations.models module sigtech.framework.infra.mu.__init__ module sigtech.framework.infra.objects.factory module sigtech.framework.infra.objects.register module sigtech.framework.schedules.roll_schedules.methods module sigtech.framework.signal.library.allocation module sigtech.framework.signal.library.core module sigtech.framework.signal.library.momentum module sigtech.framework.signal.library.technical_indicators module sigtech.framework.signal.library.threshold_fns module sigtech.framework.signal.signal_rebalancing module sigtech.framework.strategies.analytics.label module sigtech.framework.utils.numeric_utils module simple_ma_signal() (in module sigtech.framework.signal.library.momentum) (sigtech.framework.signal.signal_object.Signal method) simulated_institutional_strategy_series() (sigtech.framework.instruments.funds.Fund method) simulated_retail_strategy_series() (sigtech.framework.instruments.funds.Fund method) simulated_strategy_series() (sigtech.framework.instruments.funds.Fund method) simulation_institutional_fee (sigtech.framework.instruments.funds.Fund attribute) simulation_institutional_strategies() (sigtech.framework.instruments.funds.Fund method) simulation_retail_fee (sigtech.framework.instruments.funds.Fund attribute) simulation_retail_strategies() (sigtech.framework.instruments.funds.Fund method) simulation_strategies() (sigtech.framework.instruments.funds.Fund method) SingleBondStrategy (class in sigtech.framework.strategies.rolling_bond_strategy) SingleStock (class in sigtech.framework.instruments.equities) SingleStockFilter (class in sigtech.framework.equities.universe) SingleStockSwap (class in sigtech.framework.instruments.equities) SingleStockTotalReturnSwapInstrument (class in sigtech.framework.instruments.trs_otc) size_at_execution (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute) size_date_from_date() (sigtech.framework.strategies.strategy.DailyStrategy method) size_date_from_decision_dt() (sigtech.framework.strategies.strategy.DailyStrategy method) size_dt_from_date() (sigtech.framework.strategies.strategy.DailyStrategy method) size_dt_from_decision_dt() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) (sigtech.framework.strategies.strategy.Strategy method) size_from_first_roll_trade (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) size_time (sigtech.framework.strategies.strategy.DailyStrategy property) size_time_input (sigtech.framework.strategies.strategy.DailyStrategy attribute) size_timezone_input (sigtech.framework.strategies.strategy.DailyStrategy attribute) size_type (sigtech.framework.instruments.base.TradableInstrument property) (sigtech.framework.instruments.bonds.BondBase property) (sigtech.framework.instruments.cash.Cash property) (sigtech.framework.instruments.index_swap.IndexSwap property) (sigtech.framework.instruments.otc_instrument.OTCInstrument property) (sigtech.framework.instruments.trs_otc.TotalReturnSwap property) size_tzinfo (sigtech.framework.strategies.strategy.DailyStrategy property) SizeVaryingBasketStrategy (class in sigtech.framework.strategies.basket_strategies) sizing_price() (sigtech.framework.instruments.base.Instrument method) (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.equities.EquityInstrument method) (sigtech.framework.instruments.futures.InterestRateFuture method) (sigtech.framework.instruments.lme_otc.LMEOTCInstrument method) slice() (sigtech.framework.strategies.strategy.Strategy method) slv_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) sm_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) sm_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) solved_weights() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) sort_key_static() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject static method) SPARSE_REBALANCING() (sigtech.framework.signal.library.threshold_fns.StandardThresholdFunctions method) sparse_threshold_function() (in module sigtech.framework.signal.library.threshold_fns) spinoff_receive_cash (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) split_strategy_orders() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) spot_contract() (sigtech.framework.instruments.lme_otc.LMEUtils static method) spot_date() (sigtech.framework.instruments.ir_otc.InterestRateSwap static method) (sigtech.framework.instruments.ois_swap.OISSwap static method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap static method) spot_dv01() (sigtech.framework.indices.rf_price_index.RFPriceIndex method) (sigtech.framework.instruments.futures.BondFuture method) (sigtech.framework.instruments.futures.InterestRateFuture method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) spot_dv01_dependencies() (sigtech.framework.instruments.futures.BondFuture method) (sigtech.framework.instruments.futures.InterestRateFuture method) spot_future_values() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup static method) spot_offset (sigtech.framework.instruments.lme_otc.LMEUtils attribute) spot_series() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup class method) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OptionGroup method) spot_value() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OTCOptionGroup method) spot_values() (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OTCOptionGroup method) spread (sigtech.framework.instruments.digital_options.DigitalOptionBase attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwap attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) spread_direction (sigtech.framework.instruments.digital_options.DigitalOptionBase attribute) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute) spread_from_mid() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) spread_from_mid_intraday() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) spread_from_mid_relative() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) spread_type (sigtech.framework.instruments.digital_options.DigitalOptionBase attribute) SpreadOptionsStrategy (class in sigtech.framework.strategies.options_baskets) spx_index_3m_delta() (in module sigtech.framework.default_strategy_objects.rolling_options) spx_index_3m_delta_hedged() (in module sigtech.framework.default_strategy_objects.rolling_options) spx_index_3m_delta_hedged_short() (in module sigtech.framework.default_strategy_objects.rolling_options) spy_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) SQUARE (sigtech.framework.analytics.optimization.optimization_problem.MetricTypes attribute) st_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) standard_fixings_object_name() (sigtech.framework.instruments.ir_otc.IRSwapMarket static method) (sigtech.framework.instruments.ois_swap.OISSwapGroup static method) StandardAllocationFunctions (class in sigtech.framework.signal.library.allocation) StandardFactorToWeightFunctions (class in sigtech.framework.strategies.equity_factor_basket) StandardThresholdFunctions (class in sigtech.framework.signal.library.threshold_fns) starmine_fields (sigtech.framework.instruments.equities.SingleStock property) starmine_history() (sigtech.framework.instruments.equities.SingleStock method) start() (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) (sigtech.framework.strategies.runner.strategy_stream.StrategyStream method) start_date (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute) (sigtech.framework.instruments.cash.Cash property) (sigtech.framework.instruments.fx_otc.FXForward attribute) (sigtech.framework.instruments.index_forward.IndexForward attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwap attribute) (sigtech.framework.instruments.lme_otc.LME3MForward attribute) (sigtech.framework.instruments.lme_otc.LMECashForward attribute) (sigtech.framework.instruments.lme_otc.LMEOTCInstrument attribute) (sigtech.framework.instruments.lme_otc.LMESpreadContract attribute) (sigtech.framework.instruments.ois_swap.OISSwap attribute) (sigtech.framework.instruments.options.OTCOption attribute) (sigtech.framework.instruments.swaption.Swaption attribute) (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) (sigtech.framework.signal.signal_object.Signal attribute) start_date() (sigtech.framework.schedules.schedule.ScheduleBase method) start_dt (sigtech.framework.signal.signal_object.Signal attribute) START_OF_MONTH (sigtech.framework.schedules.schedule.ScheduleFrequencies attribute) start_time (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute) start_ts() (sigtech.framework.schedules.schedule.ScheduleBase method) starting_currency() (sigtech.framework.strategies.strategy.Strategy method) static_data() (sigtech.framework.instruments.credit_index.CreditUtils class method) static_size (sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property) static_weighted() (in module sigtech.framework.signal.library.allocation) stats_df (sigtech.framework.analytics.performance.performance_report.PerformanceReport property) stats_display() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) stats_display_ccy() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) stop() (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method) stop_loss() (in module sigtech.framework.signal.library.allocation) STOP_LOSS() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) stop_trigger() (in module sigtech.framework.signal.library.allocation) STOP_TRIGGER() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) StopLossStrategy (class in sigtech.framework.strategies.stop_strategy) StopStrategy (class in sigtech.framework.strategies.stop_strategy) StopTrigger (class in sigtech.framework.strategies.trade_wrappers) store_prior_fit() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method) store_realized_weights (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) store_signal_diagnoistics() (sigtech.framework.signal.signal_object.Signal method) Straddle (class in sigtech.framework.strategies.rolling_options_baskets) StraddleOptionStrategy (class in sigtech.framework.strategies.options_baskets) Strangle (class in sigtech.framework.strategies.rolling_options_baskets) StrangleOptionStrategy (class in sigtech.framework.strategies.options_baskets) Strategy (class in sigtech.framework.strategies.strategy) strategy (sigtech.framework.services.strategy_service.service.PersistedStrategy attribute) (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) strategy_dt_list() (sigtech.framework.strategies.strategy.Strategy method) strategy_extension() (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method) (sigtech.framework.strategies.strategy.Strategy method) strategy_frequency (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute) strategy_holidays (sigtech.framework.instruments.indices.Index attribute) (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) strategy_initialization() (sigtech.framework.signal.signal_strategy.SignalStrategy method) (sigtech.framework.strategies.basket_strategies.BasketStrategy method) (sigtech.framework.strategies.basket_strategies.FlexibleBasket method) (sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy method) (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy method) (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket method) (sigtech.framework.strategies.fee_strategy.FeeStrategy method) (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy method) (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum method) (sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy method) (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy method) (sigtech.framework.strategies.options_baskets.OptionsStrategy method) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy method) (sigtech.framework.strategies.options_baskets.StraddleOptionStrategy method) (sigtech.framework.strategies.options_baskets.StrangleOptionStrategy method) (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy method) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy method) (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method) (sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method) (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method) (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) (sigtech.framework.strategies.rolling_strategy.RollingStrategyBase method) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) (sigtech.framework.strategies.stop_strategy.StopStrategy method) (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method) (sigtech.framework.strategies.strategy.Strategy method) (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy method) (sigtech.framework.strategies.structure_basket_strategies.AssetSwap method) (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method) strategy_name (sigtech.framework.instruments.funds.Fund attribute) (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) strategy_obj (sigtech.framework.instruments.funds.Fund property) strategy_order_execution_dt_from_datetime() (sigtech.framework.strategies.strategy.Strategy method) strategy_piecewise_ts() (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method) strategy_piecewise_usd_nk_index_to_nh_index() (in module sigtech.framework.default_strategy_objects.strategy_piecewise) strategy_piecewise_usd_nk_index_to_nh_index_short() (in module sigtech.framework.default_strategy_objects.strategy_piecewise) strategy_service() (sigtech.framework.config.config.ConfiguredEnvironment method) strategy_service_cache() (in module sigtech.framework.services.strategy_service.service) strategy_service_initialised (sigtech.framework.config.config.ConfiguredEnvironment property) strategy_timeline (sigtech.framework.strategies.strategy.Strategy property) strategy_variations() (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method) strategy_weights (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy attribute) StrategyDatetimes (class in sigtech.framework.strategies.strategy) StrategyIndex (class in sigtech.framework.instruments.indices) StrategyKeyHelper (class in sigtech.framework.services.strategy_service.service) StrategyPiecewise (class in sigtech.framework.strategies.strategy_piecewise) StrategyPiecewiseDirectly (class in sigtech.framework.strategies.strategy_piecewise) StrategySchedule (class in sigtech.framework.schedules.strategy) StrategyService (class in sigtech.framework.services.strategy_service.service) StrategyServiceInterface (class in sigtech.framework.services.strategy_service.common) StrategyServiceNoop (class in sigtech.framework.services.strategy_service.proxy) StrategyServiceProxy (class in sigtech.framework.services.strategy_service.proxy) StrategySingleStockFilter (class in sigtech.framework.equities.universe) StrategySingleStockFilterTs (class in sigtech.framework.equities.universe) StrategyStream (class in sigtech.framework.strategies.runner.strategy_stream) StrategyWidget (class in sigtech.framework.experimental.ui.strategy_performance_viewer) strike (sigtech.framework.instruments.fx_otc.FXForward attribute) (sigtech.framework.instruments.index_forward.IndexForward attribute) (sigtech.framework.instruments.index_swap.IndexSwap attribute) (sigtech.framework.instruments.lme_otc.LMEOTCInstrument attribute) (sigtech.framework.instruments.options.OptionBase attribute) (sigtech.framework.instruments.swaption.Swaption attribute) (sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute) (sigtech.framework.strategies.options_baskets.OptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.StraddleOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle attribute) strike_1 (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute) strike_2 (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute) strike_3 (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute) strike_from_delta() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) (sigtech.framework.instruments.option_groups.OptionGroup method) strike_from_price() (sigtech.framework.instruments.option_groups.OTCOptionGroup method) strike_override (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) strike_rounding (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute) (sigtech.framework.instruments.options.OTCOption attribute) strike_type (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) StrikeValues (class in sigtech.framework.strategies.rolling_options_strategy_base) structure_instruments() (sigtech.framework.strategies.structure_basket_strategies.AssetSwap method) (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method) (sigtech.framework.strategies.structure_basket_strategies.StructureBasketBase method) StructureBasketBase (class in sigtech.framework.strategies.structure_basket_strategies) SU (sigtech.framework.infra.calendar.business_calendar.Weekday attribute) subs (sigtech.framework.instruments.funds.Fund property) (sigtech.framework.instruments.funds.FundShareClass property) subs_reds_data (sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute) subscription_fee (sigtech.framework.instruments.funds.FundShareClass attribute) suggested_next_run_time() (sigtech.framework.strategies.strategy.DailyStrategy method) (sigtech.framework.strategies.strategy.Strategy method) summary() (in module sigtech.framework.analytics.performance.metrics) SUMMARY_MULTIPLE_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) summary_rolling_averages() (in module sigtech.framework.analytics.performance.metrics) SUMMARY_ROLLING_CCY_SERIES (sigtech.framework.analytics.performance.performance_report.View attribute) summary_rolling_ccy_series() (in module sigtech.framework.analytics.performance.metrics) SUMMARY_ROLLING_SERIES (sigtech.framework.analytics.performance.performance_report.View attribute) summary_rolling_series() (in module sigtech.framework.analytics.performance.metrics) SUMMARY_SINGLE (sigtech.framework.analytics.performance.performance_report.View attribute) summary_single() (in module sigtech.framework.analytics.performance.metrics) SUMMARY_SINGLE_CCY (sigtech.framework.analytics.performance.performance_report.View attribute) summary_single_ccy() (in module sigtech.framework.analytics.performance.metrics) summed_weighted_factors() (sigtech.framework.strategies.equity_factor_basket.FactorToWeightBaseClass static method) supplementary_fields (sigtech.framework.instruments.base.HistoricalFrameworkObject property) (sigtech.framework.instruments.equities.EquityGroup attribute) (sigtech.framework.signal.signal_object.Signal property) supported_indices() (sigtech.framework.instruments.credit_index.CreditUtils class method) SUPPORTED_OVERRIDES (sigtech.framework.instruments.ir_otc.IRSwapMarket attribute) surplus() (sigtech.framework.equities.universe.StrategySingleStockFilter method) (sigtech.framework.equities.universe.UniverseFilterTs method) swap_currency (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) swap_details() (sigtech.framework.instruments.ir_otc.InterestRateSwap method) (sigtech.framework.instruments.ois_swap.OISSwap method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method) swap_include_financing (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) swap_info_from_currency() (sigtech.framework.instruments.ir_otc.InterestRateSwap static method) swap_metrics() (sigtech.framework.instruments.variance_swap.VarianceSwap method) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method) swap_past_flows() (sigtech.framework.instruments.ir_otc.InterestRateSwapBase method) swap_pv01() (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) swap_pv01_series() (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) swap_rate() (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) swap_rate_series() (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method) swap_rate_shift_details() (sigtech.framework.instruments.ir_otc.InterestRateSwap method) (sigtech.framework.instruments.ois_swap.OISSwap method) swap_reset_frequency (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) swap_start_date (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute) swap_tenor (sigtech.framework.instruments.swaption.Swaption attribute) (sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle attribute) (sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle attribute) swap_trading_spread() (sigtech.framework.instruments.ir_otc.InterestRateSwap static method) swap_type (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) SwapCurrencyIndex (class in sigtech.framework.instruments.indices) SwapIndex (class in sigtech.framework.instruments.indices) SwapQuote (class in sigtech.framework.instruments.quote) SwapQuoteGroup (class in sigtech.framework.instruments.quote) Swaption (class in sigtech.framework.instruments.swaption) swaption_group (sigtech.framework.instruments.swaption.Swaption attribute) swaption_metrics() (sigtech.framework.instruments.swaption.Swaption method) swaption_type (sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy attribute) SwaptionGroup (class in sigtech.framework.instruments.swaption) SwaptionGroupBase (class in sigtech.framework.instruments.swaption) SwaptionStraddle (class in sigtech.framework.strategies.rolling_swaption_baskets) SwaptionStrangle (class in sigtech.framework.strategies.rolling_swaption_baskets) sx5e_index_3m_delta() (in module sigtech.framework.default_strategy_objects.rolling_options) Symbology (class in sigtech.framework.infra.data_adapter.identifier) synthetic_contracts (sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property) SyntheticFXFix (class in sigtech.framework.instruments.fx_otc) T t0_execution (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute) (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) t0_option_selection (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) t_cost_register() (in module sigtech.framework.config.settings) TakeProfitStrategy (class in sigtech.framework.strategies.stop_strategy) target_maturity_weekday (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) target_quantity (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) target_type (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) TAS_EQUIVALENCE_DICT (sigtech.framework.instruments.futures.FuturesContractGroup attribute) tax_withholding (sigtech.framework.instruments.bonds.BondBase attribute) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute) taxe_d_abo (sigtech.framework.instruments.funds.FundShareClass attribute) tenor (sigtech.framework.instruments.credit_index.CreditIndex attribute) (sigtech.framework.instruments.futures.RollingForward attribute) (sigtech.framework.instruments.indices.SwapIndex property) (sigtech.framework.instruments.ir_otc.InterestRateSwap attribute) (sigtech.framework.instruments.ois_swap.OISSwap attribute) (sigtech.framework.instruments.quote.SwapQuote attribute) (sigtech.framework.instruments.quote.ZeroCouponQuote attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute) (sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy attribute) (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute) tenor() (sigtech.framework.instruments.fixes.InterestRateFix method) tenor_long (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) tenor_medium (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) tenor_offset (sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy property) tenor_short (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) TermTypes (class in sigtech.framework.analytics.optimization.optimization_problem) test_solvers() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method) textual_representation() (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) TH (sigtech.framework.infra.calendar.business_calendar.Weekday attribute) thb() (in module sigtech.framework.default_strategy_objects.cash_indices) threshold_function (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) threshold_function_name (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) threshold_kwargs (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) thursdays() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) tick_size (sigtech.framework.instruments.futures.Future attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) (sigtech.framework.instruments.futures.RollingForward attribute) ticker (sigtech.framework.instruments.base.Instrument attribute) (sigtech.framework.instruments.equities.Universe attribute) (sigtech.framework.instruments.fixes.Fix attribute) (sigtech.framework.instruments.funds.Fund attribute) (sigtech.framework.instruments.funds.FundShareClass attribute) (sigtech.framework.instruments.indices.Index attribute) (sigtech.framework.signal.signal_object.Signal attribute) ticker_filter() (sigtech.framework.equities.universe.UniverseFilterTs method) ticker_stub() (sigtech.framework.instruments.fixes.ForecastFixGroup static method) ticker_to_year_month() (sigtech.framework.instruments.futures.FuturesContractGroup static method) TIME_VARYING() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) time_varying_weighted() (in module sigtech.framework.signal.library.allocation) timeline() (sigtech.framework.strategies.components.plot_wrapper.PlotWrapper method) timeline_data() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) timeline_holdings (sigtech.framework.strategies.strategy.Strategy property) timeseries (sigtech.framework.indices.tradable_index.TradableTSIndex attribute) timestamp_column (sigtech.framework.instruments.sig_master.SIGMaster attribute) timezone (sigtech.framework.instruments.base.Exchange attribute) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.credit_index.CreditIndexGroup attribute) (sigtech.framework.instruments.economic_series.EconomicSeries property) (sigtech.framework.instruments.equities.EquityGroup attribute) (sigtech.framework.instruments.fixes.ForecastFixGroup attribute) (sigtech.framework.instruments.fixes.FXFixGroup attribute) (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) (sigtech.framework.instruments.fixes.MacroEconomicFix property) (sigtech.framework.instruments.funds.FundGroup attribute) (sigtech.framework.instruments.futures.FuturesContractGroup property) (sigtech.framework.instruments.fx_otc.FXForwardGroup attribute) (sigtech.framework.instruments.index_forward.IndexForwardGroup attribute) (sigtech.framework.instruments.indices.AnalystGroup attribute) (sigtech.framework.instruments.indices.IndexGroup attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute) (sigtech.framework.instruments.multi_contract_group.MultiContractGroup attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute) (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute) timezone() (sigtech.framework.instruments.fixes.ForecastFix method) (sigtech.framework.instruments.fixes.FXFix method) (sigtech.framework.instruments.fixes.FXForwardPoints method) (sigtech.framework.instruments.fixes.FXVolatilityFix method) (sigtech.framework.instruments.fixes.InterestRateFix method) (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.indices.Index method) (sigtech.framework.instruments.lme_otc.LMEUtils static method) (sigtech.framework.schedules.trading_manager.TradingManager method) TIMEZONE_PRIORITY (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute) tip_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) to_pandas() (sigtech.framework.instruments.sig_master.SIGMasterBase method) to_pandas_data_model_view() (sigtech.framework.instruments.sig_master.SIGMasterBase method) to_pandas_point_in_time_view() (sigtech.framework.instruments.sig_master.SIGMasterBase method) to_pandas_trading_view() (sigtech.framework.instruments.sig_master.SIGMasterBase method) to_single_stock() (sigtech.framework.instruments.sig_master.SIGMasterBase method) tombstone_column (sigtech.framework.instruments.sig_master.SIGMaster attribute) tombstone_value (sigtech.framework.instruments.sig_master.SIGMaster attribute) TOP_ORDER_PTS (sigtech.framework.strategies.strategy.StrategyDatetimes attribute) TOP_POSITION_CHG_PTS (sigtech.framework.strategies.strategy.StrategyDatetimes attribute) total_annual_fees (sigtech.framework.instruments.funds.FundShareClass property) total_expenses (sigtech.framework.instruments.equities.ExchangeTradedFund attribute) total_expenses_series (sigtech.framework.instruments.equities.ExchangeTradedFund property) total_return (sigtech.framework.instruments.indices.EquityIndex attribute) (sigtech.framework.strategies.strategy.Strategy attribute) total_return_valuation_history() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) TotalReturnIndexTotalReturnSwapInstrument (class in sigtech.framework.instruments.trs_otc) TotalReturnSwap (class in sigtech.framework.instruments.trs_otc) TotalReturnSwapStrategy (class in sigtech.framework.strategies.trs_strategy) tp_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) tracking_frequency (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) tracking_threshold (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy attribute) TRADABLE_INTERNAL_ID (sigtech.framework.instruments.sig_master.SIGMasterBase attribute) tradable_primary_keys (sigtech.framework.instruments.sig_master.SIGMaster attribute) TradableCSVIndex (class in sigtech.framework.indices.tradable_index) TradableIndex (class in sigtech.framework.indices.tradable_index) TradableInstrument (class in sigtech.framework.instruments.base) TradableTSIndex (class in sigtech.framework.indices.tradable_index) trade_date (sigtech.framework.instruments.index_swap.IndexSwap attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwap attribute) (sigtech.framework.instruments.ois_swap.OISSwap attribute) (sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute) trade_delta() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) trade_delta_per_underlying() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) trade_delta_per_underlying_spot_start() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) trade_dictionary (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute) (sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute) (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute) trade_execution_dt_from_date() (sigtech.framework.schedules.trading_manager.TradingManager method) trade_execution_dt_from_datetime() (sigtech.framework.schedules.trading_manager.TradingManager method) trade_frequency (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute) trade_fx_delta() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) trade_fx_delta_with_rolling_fwd() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method) trade_group() (sigtech.framework.instruments.options.ListedAsOTCOptionBase method) (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.instruments.swaption.Swaption method) (sigtech.framework.instruments.variance_swap.VarianceSwap method) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) trade_line() (sigtech.framework.indices.tradable_index.TradableCSVIndex method) (sigtech.framework.indices.tradable_index.TradableIndex method) (sigtech.framework.indices.tradable_index.TradableTSIndex method) (sigtech.framework.instruments.base.TradableInstrument method) (sigtech.framework.instruments.cash.Cash method) (sigtech.framework.instruments.cash.Margin method) trade_name (sigtech.framework.instruments.base.Instrument property) trade_out (sigtech.framework.instruments.futures.FuturesContractGroup attribute) trade_out() (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy method) trade_out_end (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute) trade_price() (sigtech.framework.instruments.base.Instrument method) (sigtech.framework.strategies.strategy.Strategy method) (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) trade_price_adjustment() (sigtech.framework.instruments.base.Instrument method) trade_price_adjustment_add() (sigtech.framework.instruments.base.Instrument method) trade_price_adjustment_multiply() (sigtech.framework.instruments.base.Instrument method) trade_price_ask() (sigtech.framework.instruments.base.Instrument method) trade_price_bid() (sigtech.framework.instruments.base.Instrument method) trade_price_override() (sigtech.framework.strategies.strategy.Strategy method) trade_price_store (sigtech.framework.config.config.ConfiguredEnvironment property) trade_roll_schedule (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property) (sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property) (sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property) trade_schedule() (sigtech.framework.indices.tradable_index.IntradayInstrument method) (sigtech.framework.indices.tradable_index.TradableCSVIndex method) (sigtech.framework.indices.tradable_index.TradableIndex method) (sigtech.framework.indices.tradable_index.TradableTSIndex method) (sigtech.framework.instruments.base.HistoricalFrameworkObject method) (sigtech.framework.instruments.base.TradableInstrument method) (sigtech.framework.instruments.equities.ExchangeTradedFund method) (sigtech.framework.instruments.futures.Future method) (sigtech.framework.schedules.schedule.ScheduleStub method) (sigtech.framework.schedules.strategy.StrategySchedule method) (sigtech.framework.schedules.trading_manager.TradingManager method) (sigtech.framework.strategies.strategy_piecewise.PiecewiseStrategy method) trade_swap_format (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) trade_timings_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) trade_wrapper (sigtech.framework.strategies.strategy.Strategy attribute) TradeInterface (class in sigtech.framework.strategies.runner.trade_interface) TradePricer (class in sigtech.framework.transaction_cost.transaction_cost) TradeQuantityType (class in sigtech.framework.strategies.constants) trades_statistics() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) TRADES_STATS (sigtech.framework.analytics.performance.performance_report.View attribute) TradeWrappers (class in sigtech.framework.strategies.trade_wrappers) trading_calendar (sigtech.framework.instruments.funds.Fund property) (sigtech.framework.instruments.funds.FundShareClass property) TRADING_ECONOMICS (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) trading_holidays (sigtech.framework.schedules.trading_manager.TradingManager property) trading_schedule() (sigtech.framework.instruments.funds.Fund method) TradingManager (class in sigtech.framework.schedules.trading_manager) trailing_abs_loss_trigger() (in module sigtech.framework.strategies.stop_strategy) trailing_abs_profit_trigger() (in module sigtech.framework.strategies.stop_strategy) trailing_abs_range_trigger() (in module sigtech.framework.strategies.stop_strategy) trailing_pct_loss_trigger() (in module sigtech.framework.strategies.stop_strategy) trailing_pct_profit_trigger() (in module sigtech.framework.strategies.stop_strategy) trailing_pct_range_trigger() (in module sigtech.framework.strategies.stop_strategy) transaction_history_df (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface property) transaction_type (sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute) TRBC_COLUMNS (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter attribute) trbc_history() (sigtech.framework.instruments.equities.SingleStock method) trbc_vals() (sigtech.framework.equities.universe.StrategySingleStockFilter method) trbc_vals_on_date() (sigtech.framework.equities.universe.StrategySingleStockFilter method) tree() (sigtech.framework.strategies.components.plot_wrapper.PlotWrapper method) (sigtech.framework.strategies.strategy.Strategy method) tree_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) tree_slice() (sigtech.framework.strategies.strategy.Strategy method) tree_timeline() (sigtech.framework.strategies.strategy.Strategy method) trigger_level (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) TRIGGER_METHOD (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute) (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) trigger_method (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) TRIGGER_METHOD (sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute) trigger_params (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) trigger_type (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute) (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) (sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute) trl() (in module sigtech.framework.default_strategy_objects.cash_indices) truncate() (sigtech.framework.signal.signal_object.Signal method) TU (sigtech.framework.infra.calendar.business_calendar.Weekday attribute) tu_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) tu_comdty_prev_month() (in module sigtech.framework.default_strategy_objects.rolling_futures) tuesdays() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) TURNOVER (sigtech.framework.analytics.performance.performance_report.View attribute) turnover() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) turnover_fee (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) turnover_levels (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute) TURNOVER_STATS (sigtech.framework.analytics.performance.performance_report.View attribute) turnover_stats() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method) tw_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) twd() (in module sigtech.framework.default_strategy_objects.cash_indices) TWO_INSTRUMENT() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method) ty_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) ty_comdty_front_short() (in module sigtech.framework.default_strategy_objects.rolling_futures) ty_comdty_prev_month() (in module sigtech.framework.default_strategy_objects.rolling_futures) type (sigtech.framework.instruments.multi_contract_group.MultiContractGroup attribute) tzinfo() (sigtech.framework.schedules.trading_manager.TradingManager method) U ub_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) under (sigtech.framework.instruments.fx_otc.FXOTC attribute) (sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute) (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute) (sigtech.framework.instruments.options.FXOTCOption attribute) underliers (sigtech.framework.signal.signal_object.Signal attribute) underlyer (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) underlyer_type (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) underlying (sigtech.framework.indices.tradable_index.IntradayInstrument attribute) (sigtech.framework.indices.tradable_index.TradableIndex attribute) (sigtech.framework.instruments.cash.Margin attribute) (sigtech.framework.instruments.index_forward.IndexForward attribute) (sigtech.framework.instruments.option_groups.OptionGroup attribute) (sigtech.framework.instruments.options.FXOTCOption attribute) (sigtech.framework.instruments.options.OptionBase attribute) (sigtech.framework.instruments.swaption.Swaption property) (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup attribute) (sigtech.framework.instruments.variance_swap.VarianceSwapGroupBase attribute) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) underlying_asset_description (sigtech.framework.instruments.futures.FuturesContractGroup property) (sigtech.framework.instruments.option_groups.OptionGroup property) underlying_fields (sigtech.framework.instruments.options.ExchangeTradedOption property) underlying_fixing_delay (sigtech.framework.instruments.indices.EquityIndex attribute) (sigtech.framework.instruments.indices.Index attribute) underlying_forward_price() (sigtech.framework.instruments.indices.EquityIndex method) underlying_forward_prices() (sigtech.framework.instruments.indices.EquityIndex method) (sigtech.framework.instruments.options.CommodityFutureOTCOption method) (sigtech.framework.instruments.options.OTCOption method) underlying_history() (sigtech.framework.instruments.options.OTCOption method) underlying_index_ticker (sigtech.framework.instruments.equities.ExchangeTradedFund attribute) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) underlying_instrument (sigtech.framework.instruments.cash.Margin property) underlying_rolling_table (sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property) underlying_spot_date() (sigtech.framework.instruments.indices.Index method) underlying_ticker (sigtech.framework.instruments.lme_otc.LMEOTCInstrument attribute) underlying_type() (sigtech.framework.instruments.trs_otc.BaseTotalReturnSwapInstrument class method) unit (sigtech.framework.instruments.fixes.MacroEconomicFix attribute) unit_strike() (sigtech.framework.instruments.trs_otc.TotalReturnSwap method) unit_type (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin attribute) (sigtech.framework.strategies.strategy.Strategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) units_to_positions() (sigtech.framework.instruments.base.Instrument method) Universe (class in sigtech.framework.instruments.equities) universe (sigtech.framework.equities.universe.UniverseFilterTs property) universe() (sigtech.framework.experimental.default_universes.default_universes.DefaultUniverses method) universe_filter (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) universe_filters (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) universe_ids() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method) universe_mapping (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) UniverseFilterTs (class in sigtech.framework.equities.universe) UniverseGenerator (class in sigtech.framework.instruments.sig_master) universes (sigtech.framework.infra.analytics.fx.fx_market.FXMarket attribute) UNRESOLVED (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) update() (sigtech.framework.signal.signal_object.Signal method) update_allocation_for_date() (sigtech.framework.strategies.basket_config.BasketConfig method) update_strategy_nav() (sigtech.framework.strategies.runner.trade_interface.TradeInterface method) upper_strike_fraction (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) upsert_configured_environment_singleton() (in module sigtech.framework.config.settings) upside_downside_capture() (in module sigtech.framework.analytics.performance.metrics) us_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) us_comdty_prev_month() (in module sigtech.framework.default_strategy_objects.rolling_futures) us_ric (sigtech.framework.instruments.equities.EquityInstrument attribute) usage_counter() (in module sigtech.framework.config.settings) usage_counter_object() (in module sigtech.framework.config.settings) usd() (in module sigtech.framework.default_strategy_objects.cash_indices) usd_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) usd_10y_first_off_the_run() (in module sigtech.framework.default_strategy_objects.rolling_bonds) usd_10y_first_off_the_run_short() (in module sigtech.framework.default_strategy_objects.rolling_bonds) usd_10y_on_the_run() (in module sigtech.framework.default_strategy_objects.rolling_bonds) usd_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) usd_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) usd_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) usd_7y() (in module sigtech.framework.default_strategy_objects.rolling_swaps) usd_ai_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_aud_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_aud_10y_short() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_aud_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_aud_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_aud_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_ba_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_brl_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_ca_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_ca_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_cad_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_cad_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_cad_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_cad_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_cad_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_cf_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_chf_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_cl_co_equally_weighted_basket() (in module sigtech.framework.default_strategy_objects.basket_strategies) usd_cl_co_equally_weighted_basket_short() (in module sigtech.framework.default_strategy_objects.basket_strategies) usd_cn_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_dxy_cash_basket() (in module sigtech.framework.default_strategy_objects.basket_strategies) usd_eo_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_er_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_eur_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_eur_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_eur_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_eur_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_eur_3m_imm_short() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_eur_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_g_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_gbp_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_gbp_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_gbp_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_gbp_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_gbp_3m_imm_short() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_gbp_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_gx_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_hc_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_hi_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_ij_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_inr_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_ir_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_jb_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_jpy_10y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_jpy_2y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_jpy_30y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_jpy_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_jpy_5y() (in module sigtech.framework.default_strategy_objects.rolling_swaps_fx_hedged) usd_km_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_krw_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_l_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_management_fee_series() (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.funds.FundShareClass method) usd_mxn_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_nh_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_nk_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_nk_index_front_short() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_nok_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_nzd_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_oi_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_pln_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_pt_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_qc_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_qc_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_rs_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_rub_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_rx_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_sek_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_st_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_swaption_6mx5y_3m() (in module sigtech.framework.default_strategy_objects.rolling_swaptions) usd_swaption_6mx5y_3m_short() (in module sigtech.framework.default_strategy_objects.rolling_swaptions) usd_thb_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_tp_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_try_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usd_vg_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_vg_index_front_short() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_xm_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_xp_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_ytd_management_fee() (sigtech.framework.instruments.funds.Fund method) (sigtech.framework.instruments.funds.FundShareClass method) usd_z_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures_fx_hedged) usd_zar_3m_imm() (in module sigtech.framework.default_strategy_objects.rolling_fx_forwards) usdchf_3m_delta() (in module sigtech.framework.default_strategy_objects.rolling_options) usdjpy_3m_delta() (in module sigtech.framework.default_strategy_objects.rolling_options) use_db_for_short_version (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) use_first_entry_date (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) (sigtech.framework.strategies.options_strategy_base.OptionsStrategyBase attribute) use_forward_curve (sigtech.framework.instruments.index_forward.IndexForward attribute) use_generic_pricing_engine (sigtech.framework.instruments.options.CommodityFutureOTCOption attribute) (sigtech.framework.instruments.options.OTCOption attribute) use_history_schedule (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.futures.FuturesContractGroup attribute) use_holdings_for_hedge_ccy (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) use_notional_reset (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute) use_option_replication (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) use_price_factor (sigtech.framework.infra.calendar.calendar.BaseCalendar attribute) (sigtech.framework.instruments.base.HistoricalFrameworkObject attribute) (sigtech.framework.instruments.base.MultiDimensionalObjectBase attribute) use_quick_approximation (sigtech.framework.instruments.options.OTCOption attribute) use_signal_for_rebalance_dates (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute) (sigtech.framework.signal.signal_strategy.SignalStrategy attribute) use_strategy_cache (sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute) use_strategy_dates_for_exposure (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute) use_subs_reds_to_rebalance (sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute) use_substrats (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) uso_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) ux_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) V validate() (sigtech.framework.instruments.bonds.BondBase method) (sigtech.framework.instruments.futures.CommodityFuture method) (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.fx_otc.FXForward method) (sigtech.framework.instruments.ir_otc.InterestRateSwap method) (sigtech.framework.instruments.ois_swaption.OISSwaption method) (sigtech.framework.instruments.options.EquityIndexOTCOption method) (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject method) (sigtech.framework.strategies.options_baskets.ButterflyOptionsStrategy method) (sigtech.framework.strategies.options_baskets.OptionsStrategy method) (sigtech.framework.strategies.options_baskets.SpreadOptionsStrategy method) (sigtech.framework.strategies.options_baskets.StraddleOptionStrategy method) (sigtech.framework.strategies.options_baskets.StrangleOptionStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy method) (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy method) (sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method) validation_percentage_change (sigtech.framework.instruments.funds.FundGroup attribute) validation_tests (sigtech.framework.instruments.funds.FundGroup attribute) vals() (sigtech.framework.equities.universe.StrategySingleStockFilter method) vals_on_date() (sigtech.framework.equities.universe.StrategySingleStockFilter method) valuation() (sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method) valuation_dates() (sigtech.framework.instruments.funds.FundShareClass method) valuation_dt() (sigtech.framework.instruments.base.Instrument method) (sigtech.framework.instruments.fixes.FXFix method) (sigtech.framework.instruments.option_groups.OptionGroup method) (sigtech.framework.schedules.schedule.ScheduleStub method) valuation_lag (sigtech.framework.strategies.stop_strategy.StopStrategy attribute) valuation_point() (sigtech.framework.instruments.base.Instrument method) (sigtech.framework.instruments.cash.Cash method) valuation_price() (sigtech.framework.instruments.base.Instrument method) valuation_price_base() (sigtech.framework.instruments.base.Instrument method) (sigtech.framework.instruments.fixes.FXFix method) (sigtech.framework.strategies.strategy.Strategy method) valuation_price_history() (sigtech.framework.instruments.base.Instrument method) valuation_price_series() (sigtech.framework.instruments.base.Instrument method) VALUATION_PTS (sigtech.framework.strategies.strategy.StrategyDatetimes attribute) valuation_time (sigtech.framework.indices.cash_index.CashIndex property) (sigtech.framework.indices.tradable_index.TradableIndex property) (sigtech.framework.instruments.base.Instrument property) (sigtech.framework.instruments.base.TradableInstrument property) (sigtech.framework.instruments.bonds.BondBase property) (sigtech.framework.instruments.bonds.BondGroup attribute) (sigtech.framework.instruments.cash.Cash property) (sigtech.framework.instruments.credit_index.CreditIndexGroup attribute) (sigtech.framework.instruments.fixes.FXFix property) (sigtech.framework.instruments.futures.Future property) (sigtech.framework.instruments.fx_otc.FXForwardGroup attribute) (sigtech.framework.instruments.index_forward.IndexForwardGroup attribute) (sigtech.framework.instruments.index_swap.IndexSwap property) (sigtech.framework.instruments.indices.IndexGroup attribute) (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute) (sigtech.framework.instruments.option_groups.OptionGroup property) (sigtech.framework.instruments.otc_instrument.OTCInstrument property) (sigtech.framework.instruments.swaption.Swaption property) (sigtech.framework.instruments.swaption.SwaptionGroupBase property) (sigtech.framework.instruments.trs_otc.TotalReturnSwap property) (sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute) valuation_tzinfo (sigtech.framework.instruments.base.Instrument property) (sigtech.framework.instruments.fixes.FXFix property) (sigtech.framework.instruments.option_groups.OptionGroup property) (sigtech.framework.instruments.swaption.SwaptionGroupBase property) (sigtech.framework.schedules.schedule.ScheduleStub property) value_adjust_holidays (sigtech.framework.instruments.fixes.InterestRateFixGroup attribute) value_adjust_holidays() (sigtech.framework.instruments.fixes.InterestRateFix method) value_before_roll (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute) value_post_start (sigtech.framework.instruments.ir_otc.InterestRateSwap attribute) var() (in module sigtech.framework.analytics.math.var) VARIANCE (sigtech.framework.analytics.optimization.optimization_problem.MetricTypes attribute) (sigtech.framework.analytics.optimization.optimization_problem.TermTypes attribute) variance_curve (sigtech.framework.instruments.variance_swap.VarianceSwap attribute) (sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup attribute) variance_weighted_basket() (in module sigtech.framework.strategies.basket_strategies) VarianceSwap (class in sigtech.framework.instruments.variance_swap) VarianceSwapCurveGroup (class in sigtech.framework.instruments.variance_swap) VarianceSwapGroupBase (class in sigtech.framework.instruments.variance_swap) VarianceSwapReplicator (class in sigtech.framework.instruments.variance_swap) VarianceSwapSurfaceGroup (class in sigtech.framework.instruments.variance_swap) vea_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) vega_based() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) vega_based_positive() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) vega_notional (sigtech.framework.instruments.variance_swap.VarianceSwap property) vega_scaled (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute) vega_transaction_market_impact() (sigtech.framework.instruments.options.OptionBase method) (sigtech.framework.instruments.options.OTCOption method) veu_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) vg_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) View (class in sigtech.framework.analytics.performance.performance_report) views() (sigtech.framework.analytics.performance.performance_report.PerformanceReport method) vnq_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) vol() (in module sigtech.framework.signal.library.core) (sigtech.framework.signal.signal_object.Signal method) vol_from_delta_history() (sigtech.framework.instruments.option_groups.OTCOptionGroup method) vol_from_strike() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method) vol_surface_from_db (sigtech.framework.instruments.options.OTCOption attribute) vol_surfaces() (sigtech.framework.instruments.swaption.Swaption method) volatility_target (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute) VolatilityIndex (class in sigtech.framework.instruments.indices) VolatilityIndexFuture (class in sigtech.framework.instruments.futures) VolatilityIndexOTCDigitalOption (class in sigtech.framework.instruments.digital_options) VolatilityIndexOTCOption (class in sigtech.framework.instruments.options) VolatilityIndexOTCOptionsGroup (class in sigtech.framework.instruments.option_groups) VolsurfaceBasedGroup (class in sigtech.framework.instruments.option_groups) VS_PRICED_SUFFIX (sigtech.framework.instruments.option_groups.ExchangeTradedOptionGroup attribute) VWAPStrategy (class in sigtech.framework.strategies.intraday_mean_reversion) vwo_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) vxx_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) W w_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) w_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) w_comdty_seasonal() (in module sigtech.framework.default_strategy_objects.rolling_futures) wait_for_live_data() (sigtech.framework.instruments.base.HistoricalFrameworkObject method) WalkForwardGridOptimizer (class in sigtech.framework.analytics.optimization.walk_forward_optimizer) WE (sigtech.framework.infra.calendar.business_calendar.Weekday attribute) wednesdays() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) Weekday (class in sigtech.framework.infra.calendar.business_calendar) weekend (sigtech.framework.infra.calendar.calendar.BaseCalendar attribute) weeks() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method) WEIGHT (sigtech.framework.analytics.optimization.optimization_problem.TermTypes attribute) weights (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute) (sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute) (sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute) weights_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method) win_ratio_returns() (in module sigtech.framework.analytics.performance.metrics) withholding_tax_override (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute) wn_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) WORLDSCOPE (sigtech.framework.infra.data_adapter.identifier.Symbology attribute) wr() (in module sigtech.framework.signal.library.technical_indicators) X xbw_comdty_energy() (in module sigtech.framework.default_strategy_objects.rolling_futures) xbw_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures) xbw_comdty_long_carry() (in module sigtech.framework.default_strategy_objects.rolling_futures) xccy_swap() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) xccy_swap_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) xlb_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xlc_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xle_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xlf_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xli_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xlk_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xlp_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xlre_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xlu_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xlv_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xly_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies) xm_comdty_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) xp_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) xray_tolerance_mem_mb (sigtech.framework.config.config.ConfiguredEnvironment property) xray_tolerance_secs (sigtech.framework.config.config.ConfiguredEnvironment property) xu_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) Y year_to_dates() (in module sigtech.framework.analytics.performance.metrics) year_to_dates_single() (in module sigtech.framework.analytics.performance.metrics) YEARLY (sigtech.framework.schedules.schedule.ScheduleFrequencies attribute) yield_quoted (sigtech.framework.instruments.futures.FuturesContractGroup attribute) yield_quoted_bond_coupon (sigtech.framework.instruments.futures.BondFuture attribute) yield_quoted_bond_maturity (sigtech.framework.instruments.futures.BondFuture attribute) yield_series() (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method) (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy method) (sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method) yield_spread() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) yield_to_price() (sigtech.framework.instruments.futures.BondFuture method) (sigtech.framework.instruments.futures.Future method) (sigtech.framework.instruments.futures.InterestRateFuture method) yield_transaction_type() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method) YieldIndex (class in sigtech.framework.instruments.indices) ytm() (sigtech.framework.instruments.bonds.BondBase method) ytms() (sigtech.framework.instruments.bonds.BondBase method) Z z_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures) z_score() (in module sigtech.framework.signal.library.core) (sigtech.framework.signal.signal_object.Signal method) z_score_zero_mean() (in module sigtech.framework.signal.library.core) z_spread() (sigtech.framework.instruments.bonds.BondBase method) z_spreads() (sigtech.framework.instruments.bonds.BondBase method) zar() (in module sigtech.framework.default_strategy_objects.cash_indices) ZeroCouponCashDepositQuote (class in sigtech.framework.instruments.quote) ZeroCouponGovernmentBondQuote (class in sigtech.framework.instruments.quote) ZeroCouponQuote (class in sigtech.framework.instruments.quote)