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Platform API reference
Asset classes
Fixed income
Instruments
GovernmentBond
InflationGovernmentBond
InterestRateSwap
OISSwap
CrossCurrencySwap
AssetSwap
BrazilOffshoreSwap
Strategies
RollingBondStrategy
RollingSwapStrategy
RollingAssetSwap
RollingCurveSteepenerBonds
RollingCurveSteepenerSwaps
RollingButterflyBonds
RollingButterflySwaps
RollingAssetSwapStrategy
RollingCurveSteepenerBondsStrategy
RollingCurveSteepenerSwapsStrategy
RollingButterflyBondsStrategy
RollingButterflySwapsStrategy
Utilities
BondGroup
GovernmentBondRepo
GovernmentBondSwap
InterestRateSwapGroup
OISSwapGroup
CrossCurrencySwapGroup
SingleBondStrategy
Butterfly
CurveSteepener
ButterflySwaps
CurveSteepenerSwaps
ButterflyBonds
CurveSteepenerBonds
BRLSwapUtils
Default strategies
Equities
Instruments
SingleStock
SingleStockTotalReturnSwapInstrument
SingleStockSwap
ExchangeTradedFund
EquityIndex
MarketCapWeightedIndex
Strategies
ReinvestmentStrategy
EquityFactorBasket
Utilities
Universe
UniverseFilterTs
UniverseGenerator
StrategySingleStockFilter
StrategySingleStockFilterTs
SingleStockFilter
FirmLevelSingleStockFilter
SIGMaster
LiquidityIndicators
EquityGroup
FactorExposures
EquityUniverseFilter
Default strategies
Volatility
Instruments
CommodityFutureOption
EquityIndexOption
CommodityFutureOTCDigitalOption
CommodityFutureOTCOption
EquityIndexOTCDigitalOption
EquityIndexOTCOption
VolatilityIndexOTCDigitalOption
VolatilityIndexOTCOption
FXOTCDigitalOption
FXOTCOption
Swaption
OISSwaption
VarianceSwap
Strategies
DeltaHedgingStrategy
DynamicMultiOptionsStrategy
DynamicMultiSwaptionsStrategy
DynamicOptionsStrategy
DynamicSwaptionsStrategy
RatesSignalStrategy
RatesStrategy
RatesBasketStrategy
RatesStrategyMixin
RollingOptionsStrategyBase
RollingOption
RollingSwaption
RollingVarianceSwap
RollingOptionStrategy
RollingSwaptionStrategy
RollingVarianceSwapStrategy
Straddle
RollingStraddleOptionStrategy
Strangle
RollingStrangleOptionStrategy
RollingButterflyOptionsStrategy
RollingSpreadOptionsStrategy
SwaptionStraddle
SwaptionStrangle
Utilities
CommodityOTCOptionsGroup
EquityIndexOTCOptionsGroup
ETFOTCOptionsGroup
FXOTCOptionsGroup
VolatilityIndexOTCOptionsGroup
FXVolSurfaceIterator
StrikeValues
SwaptionGroup
OISSwaptionGroup
VarianceSwapReplicator
VarianceSwapCurveGroup
VarianceSwapSurfaceGroup
Default strategies
Futures
Instruments
BondFuture
CommodityFuture
CryptocurrencyFuture
EquityIndexFuture
FXFuture
InterestRateFuture
VolatilityIndexFuture
Strategies
RollingFutureStrategy
RollingFutureFXHedged
RollingFutureFXHedgedStrategy
DynamicRollingFuture
DynamicRollingFutureStrategy
Utilities
FuturesContractGroup
RFPriceIndex
Default strategies
Commodities
Instruments
LMECashForward
LMEForward
LME3MForward
LMEFuture
LMESpreadContract
Strategies
RollingLMEFutureStrategy
RollingLMEFutureFXHedged
RollingLMEFutureFXHedgedStrategy
Utilities
LMEForwardCurve
LMEUtils
Default strategies
FX
Instruments
FXForward
Strategies
RollingFXForwardStrategy
RollingForward
FXForwardHedgingStrategy
DynamicRollingFXForwardStrategy
Utilities
FXMarket
ExternalFXMarket
FXCurveMarket
FXCross
ForwardPointMarket
FXForwardGroup
Default strategies
Credit
Instruments
CreditIndex
Strategies
RollingCreditIndexStrategy
Utilities
CreditIndexGroup
CreditUtils
Default strategies
General strategies
Strategies
BasketStrategy
CashBasketStrategy
DailyStrategy
DynamicStrategy
FeeStrategy
FlexibleBasket
IntradayMomentum
IntradaySignalStrategy
PeriodicIntradayStrategy
RollingStructureBasket
RollingStructureBasketStrategy
SignalStrategy
SizeVaryingBasketStrategy
StopLossStrategy
StopStrategy
StopTrigger
Strategy
StrategyPiecewise
StrategyPiecewiseDirectly
TakeProfitStrategy
TotalReturnSwapStrategy
TradeWrappers
VWAPStrategy
Default strategies
Utilities
Stop strategies triggers
Index fixings
Fix
ForecastFix
ForecastFixGroup
FXFix
FXFixGroup
FXForwardPoints
FXVolatilityFix
InterestRateFix
InterestRateFixGroup
IntradayFix
MacroEconomicFix
MacroEconomicFixGroup
SyntheticFXFix
Data
BasketConfig
ContractGroup
CustomDataset
CustomDatasetGroup
EconomicSeries
Symbology
Utilities
Instruments
Cash
CashIndex
DefaultUniverses
Margin
TotalReturnSwap
TradableCSVIndex
TradableIndex
TradableTSIndex
IntradayInstrument
Objects
Schedules
RollSchedule
Schedule
ScheduleDaily
ScheduleDateSeries
ScheduleEveryDay
ScheduleFrequencies
ScheduleFrequenciesWithIntraday
ScheduleIntersection
ScheduleIntraday
SchedulePeriodic
SchedulePiecewise
ScheduleSeries
ScheduleStub
StrategySchedule
Rolling schedule methods
Calendars
AuctionCalendar
BusinessDayConvention
CustomCalendar
EconomicCalendar
HolidayCalendar
ModifiedHolidayCalendar
Calendar utilities
Configuration
Default strategies
Strategy components
Wrappers
AnalyticsWrapper
CurvePlotWrapper
InspectWrapper
PlotWrapper
PositionsWrapper
Trades
TradingManager
PaperTradeInterface
TradeInterface
TradePricer
Signals
Signal
Signal functions
Core functions
Rebalancing functions
Threshold functions
Momentum functions
Allocation functions
Analytics
Analytics report
PerformanceReport
AlphaReport
View
Black Littermann
Technical indicators
Performance metrics
Calendar metrics
Risk metrics
Simulation models
Widgets
InteractivePortfolioOptimizer
LiveViewWidget
StrategyPerformanceWidget
StrategyWidget
Optimization
OptimizationProblem
Optimizer
PortfolioOptimizer
WalkForwardGridOptimizer
Services
Strategy service
ObjectService
PersistedStrategy
StrategyKeyHelper
StrategyService
StrategyServiceInterface
StrategyServiceNoop
StrategyServiceProxy
StrategyStream
Scalability toolkit
Index
A
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B
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C
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D
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E
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F
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G
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H
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I
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J
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K
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L
|
M
|
N
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O
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P
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Q
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R
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S
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T
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U
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V
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W
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X
|
Y
|
Z
A
accrued_interest() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
accrued_interests() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
action_datetimes() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
active_contract() (sigtech.framework.instruments.futures.FuturesContractGroup method)
activity_fields (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
add_fx_spot_trade() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
add_holidays (sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
add_margin_cleanup() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
add_method() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
add_position_target() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
adjusted_activity_history_cached() (sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap 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.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
adjusted_price_history_cached() (sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap 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.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
adjustment_factors_full() (sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
adjustments() (sigtech.framework.instruments.fixes.MacroEconomicFix method)
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)
after_build_func() (sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
after_history_func() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
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.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
all_data_dates (sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.swaption.Swaption property)
all_data_dates() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
all_data_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
all_reference_datetimes() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
allocation_eq() (sigtech.framework.strategies.basket_config.BasketConfig static method)
allocation_function (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
allocation_function_name (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
allocation_kwargs (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
allowed_clean_sparse_fields (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix 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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
amazon_equity_rs() (in module sigtech.framework.default_strategy_objects.single_stock_strategies)
analyst_estimate_series() (sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
analytics (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy 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)
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.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
approximate_holidays() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries 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.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix 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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
assets (sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
AssetSwap (class in sigtech.framework.strategies.structure_basket_strategies)
asw_spread() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
asw_spreads() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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)
automatic_closeout (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
AVAILABLE_ALLOCATION_FUNCTIONS (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy 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.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
available_data_providers() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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)
available_plots() (sigtech.framework.experimental.analytics.alpha_report.alpha_report.AlphaReport class method)
AVAILABLE_REBALANCE_FREQS (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
available_rolling_rules() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture static method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy static method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy static method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy static method)
AVAILABLE_STRIKE_VALUES (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
AVAILABLE_THRESHOLD_FUNCTIONS (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
average_true_range() (in module sigtech.framework.signal.library.technical_indicators)
B
back_adjusted (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
barrier (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
barrier_type (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
base_calendar_name (sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
base_name (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix 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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
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.ExchangeTradedFund static method)
(sigtech.framework.instruments.equities.SingleStock static method)
(sigtech.framework.instruments.equities.SingleStockSwap static method)
batch_load_ctd() (sigtech.framework.instruments.futures.BondFuture static method)
bbg_ticker (sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
bbg_unique_id (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
bd_schedule() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(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_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy 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.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
bond_field_series() (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
bond_info() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
BondFuture (class in sigtech.framework.instruments.futures)
BondGroup (class in sigtech.framework.instruments.bonds)
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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
build_calendar() (in module sigtech.framework.infra.calendar.dates)
build_rolling_table() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
build_weight_df() (sigtech.framework.indices.rf_price_index.RFPriceIndex method)
built (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
bump_execution_delay (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy 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.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.schedules.schedule.ScheduleFrequencies class method)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
business_days_count() (sigtech.framework.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar 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_direction (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
ButterflyBonds (class in sigtech.framework.strategies.structure_basket_strategies)
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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
cache_name (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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_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.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
calculate_forward_rate_batch() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
calculate_matrices() (sigtech.framework.analytics.optimization.optimizer.Optimizer method)
(sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method)
calculate_metrics() (sigtech.framework.experimental.ui.strategy_performance_viewer.StrategyPerformanceWidget method)
calculate_optimized_weights() (sigtech.framework.analytics.optimization.optimizer.Optimizer method)
(sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method)
calculate_optimized_weights_with_fit() (sigtech.framework.analytics.optimization.optimizer.Optimizer method)
(sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
calculation_end_dt() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
calculation_end_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
calculation_start_date() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
calculation_start_dt() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
calculation_start_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
calendar_days (sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
calendar_schedule() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.schedules.schedule.ScheduleStub method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
calendar_ttm() (in module sigtech.framework.infra.calendar.dates)
call_strike (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
carry_roll_down() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket 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)
(sigtech.framework.instruments.cash.Margin static method)
cash_rebalance_threshold (sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
cash_register() (in module sigtech.framework.default_strategy_objects.cash_indices)
cash_settled (sigtech.framework.instruments.ois_swaption.OISSwaptionGroup attribute)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.swaption.SwaptionGroup 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
CashBasketStrategy (class in sigtech.framework.strategies.basket_strategies)
cashflow_dict() (sigtech.framework.instruments.trs_otc.SingleStockTotalReturnSwapInstrument method)
cashflows() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap 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)
cd_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures)
cdx_5y() (in module sigtech.framework.default_strategy_objects.credit_index_strategies)
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.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
class_short_name (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
clean() (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter method)
clean_up_foreign_cash() (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
clean_up_margins() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
cleanup() (sigtech.framework.instruments.sig_master.UniverseGenerator method)
clear_cache() (sigtech.framework.infra.analytics.fx.cross.FXCross method)
clear_cached_data() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
clear_caches() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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_object() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
clone_strategy() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps 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_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
close_out_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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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)
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)
combined_holidays() (in module sigtech.framework.infra.calendar.dates)
combined_spread_market_impact() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method)
CommodityFuture (class in sigtech.framework.instruments.futures)
CommodityFutureOption (class in sigtech.framework.instruments.options)
CommodityFutureOTCDigitalOption (class in sigtech.framework.instruments.digital_options)
CommodityFutureOTCOption (class in sigtech.framework.instruments.options)
CommodityOTCOptionsGroup (class in sigtech.framework.instruments.option_groups)
company (sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
company_id (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
company_internal_id (sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
COMPANY_INTERNAL_ID (sigtech.framework.instruments.sig_master.SIGMaster attribute)
company_name (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
company_primary_keys (sigtech.framework.instruments.sig_master.SIGMaster attribute)
compare_inputs() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
compliance() (sigtech.framework.equities.universe.FirmLevelSingleStockFilter method)
(sigtech.framework.equities.universe.StrategySingleStockFilter method)
(sigtech.framework.equities.universe.UniverseFilterTs method)
composite_bbg_ticker (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
composite_us_bbg_ticker (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
compute_dependencies() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
ConfigError
configured_env() (in module sigtech.framework.config.settings)
ConfiguredEnvironment (class in sigtech.framework.config.config)
constituent_names (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy 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.CommodityFutureOption class method)
(sigtech.framework.instruments.options.EquityIndexOption 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.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
contract_code_refining() (sigtech.framework.instruments.futures.FuturesContractGroup static method)
contract_expiry_code() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture 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.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
contract_month_codes (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.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
contract_size (sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(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.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
contract_ticker (sigtech.framework.instruments.bonds.BondGroup attribute)
contract_tickers() (sigtech.framework.instruments.fixes.ForecastFixGroup method)
contract_units (sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption 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_dtypes() (sigtech.framework.indices.cash_index.CashIndex static method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex static method)
(sigtech.framework.indices.tradable_index.IntradayInstrument static method)
(sigtech.framework.indices.tradable_index.TradableCSVIndex static method)
(sigtech.framework.indices.tradable_index.TradableIndex static method)
(sigtech.framework.indices.tradable_index.TradableTSIndex static method)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar static method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar static method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar static method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar static method)
(sigtech.framework.instruments.base.ContractGroup static method)
(sigtech.framework.instruments.bonds.BondGroup static method)
(sigtech.framework.instruments.bonds.GovernmentBond static method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo static method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap static method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond static method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap static method)
(sigtech.framework.instruments.cash.Cash static method)
(sigtech.framework.instruments.cash.Margin static method)
(sigtech.framework.instruments.credit_index.CreditIndex static method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup static method)
(sigtech.framework.instruments.custom_dataset.CustomDataset static method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup static method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption static method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption static method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption static method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption static method)
(sigtech.framework.instruments.economic_series.EconomicSeries static method)
(sigtech.framework.instruments.equities.EquityGroup static method)
(sigtech.framework.instruments.equities.ExchangeTradedFund static method)
(sigtech.framework.instruments.equities.SingleStock static method)
(sigtech.framework.instruments.equities.SingleStockSwap static method)
(sigtech.framework.instruments.equities.Universe static method)
(sigtech.framework.instruments.fixes.Fix static method)
(sigtech.framework.instruments.fixes.ForecastFix static method)
(sigtech.framework.instruments.fixes.ForecastFixGroup static method)
(sigtech.framework.instruments.fixes.FXFix static method)
(sigtech.framework.instruments.fixes.FXFixGroup static method)
(sigtech.framework.instruments.fixes.FXForwardPoints static method)
(sigtech.framework.instruments.fixes.FXVolatilityFix static method)
(sigtech.framework.instruments.fixes.InterestRateFix static method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup static method)
(sigtech.framework.instruments.fixes.IntradayFix static method)
(sigtech.framework.instruments.fixes.MacroEconomicFix static method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup static method)
(sigtech.framework.instruments.futures.BondFuture static method)
(sigtech.framework.instruments.futures.CommodityFuture static method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture static method)
(sigtech.framework.instruments.futures.EquityIndexFuture static method)
(sigtech.framework.instruments.futures.FuturesContractGroup static method)
(sigtech.framework.instruments.futures.FXFuture static method)
(sigtech.framework.instruments.futures.InterestRateFuture static method)
(sigtech.framework.instruments.futures.RollingForward static method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture static method)
(sigtech.framework.instruments.fx_otc.FXForward static method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup static method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix static method)
(sigtech.framework.instruments.indices.EquityIndex static method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex static method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap static method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup static method)
(sigtech.framework.instruments.lme_otc.LME3MForward static method)
(sigtech.framework.instruments.lme_otc.LMECashForward static method)
(sigtech.framework.instruments.lme_otc.LMEForward static method)
(sigtech.framework.instruments.lme_otc.LMEFuture static method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract static method)
(sigtech.framework.instruments.ois_swap.OISSwap static method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup static method)
(sigtech.framework.instruments.ois_swaption.OISSwaption static method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup static method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup static method)
(sigtech.framework.instruments.options.CommodityFutureOption static method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption static method)
(sigtech.framework.instruments.options.EquityIndexOption static method)
(sigtech.framework.instruments.options.EquityIndexOTCOption static method)
(sigtech.framework.instruments.options.FXOTCOption static method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption static method)
(sigtech.framework.instruments.sig_master.SIGMaster static method)
(sigtech.framework.instruments.swaption.Swaption static method)
(sigtech.framework.instruments.swaption.SwaptionGroup static method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap static method)
(sigtech.framework.instruments.variance_swap.VarianceSwap static method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup static method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator static method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup static method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap static method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup static method)
(sigtech.framework.signal.signal_object.Signal static method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy static method)
(sigtech.framework.signal.signal_strategy.SignalStrategy static method)
(sigtech.framework.strategies.basket_config.BasketConfig static method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy static method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy static method)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket static method)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy static method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy static method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture static method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy static method)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy static method)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket static method)
(sigtech.framework.strategies.fee_strategy.FeeStrategy static method)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy static method)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum static method)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin static method)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy static method)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy static method)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy static method)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy static method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy static method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy static method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy static method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.Straddle static method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle static method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase static method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption static method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle static method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle static method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap static method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy static method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy static method)
(sigtech.framework.strategies.stop_strategy.StopStrategy static method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy static method)
(sigtech.framework.strategies.strategy.DailyStrategy static method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy static method)
(sigtech.framework.strategies.strategy.Strategy static method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise static method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly static method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap static method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly static method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener static method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy static method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy static method)
convert_long_short_weight (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
convert_maturity_tenor_to_date() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup 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.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
corporate_actions_override (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds 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.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
coupon_dates() (sigtech.framework.instruments.credit_index.CreditIndex method)
coupon_frequency (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
coupon_payment_dates() (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
coupon_type (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
covariance_df() (sigtech.framework.analytics.optimization.optimizer.Optimizer method)
(sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method)
covariance_estimator() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method)
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.SingleStockTotalReturnSwapInstrument 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.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.credit_index.CreditIndexGroup attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.ForecastFixGroup attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.swaption.SwaptionGroup attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
currency_labelling_method() (in module sigtech.framework.strategies.analytics.label)
currency_multiplier (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
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.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
current_next_data_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries 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.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
current_previous_data_date() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
current_previous_data_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries 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.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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.DynamicRollingFXForwardStrategy 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.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
custom_roll_override (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
custom_roll_table (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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)
cvar() (in module sigtech.framework.analytics.math.var)
cvar_sizing() (in module sigtech.framework.strategies.constants)
czk() (in module sigtech.framework.default_strategy_objects.cash_indices)
D
dag_cpus (sigtech.framework.config.config.ConfiguredEnvironment property)
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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
data_dates() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
data_df() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
data_dict() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
data_format (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix 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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
data_point (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix 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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
data_source_all (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup attribute)
(sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup attribute)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup attribute)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup attribute)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup attribute)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup attribute)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
data_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
data_type (sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
data_validation() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
database (sigtech.framework.instruments.economic_series.EconomicSeries 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)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.ScheduleSeries 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.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.fixes.InterestRateFixGroup attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
day_count() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
day_of_month() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
days_to_settle (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
DB_ENV (sigtech.framework.config.settings.EnvironmentConfig attribute)
db_history_end_date (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex attribute)
db_sector (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
db_ticker (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
decision_dt_from_execution_dt() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
decision_start_date (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
decision_time_input (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
decision_timezone_input (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
deep_clone() (sigtech.framework.signal.signal_object.Signal method)
default_config() (sigtech.framework.config.settings.EnvironmentConfig class method)
default_data_point (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.analytics.fx.fx_market.ExternalFXMarket property)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket property)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket property)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
delivery_date() (sigtech.framework.instruments.lme_otc.LMEUtils static method)
delivery_dt() (sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
delivery_kwargs() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
delivery_side() (sigtech.framework.instruments.lme_otc.LMESpreadContract method)
delivery_spot_date() (sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture 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.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.analytics.fx.cross.FXCross method)
(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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
(sigtech.framework.schedules.strategy.StrategySchedule method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
dependency_type (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
description (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
(sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.custom_dataset.CustomDataset attribute)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFix attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwap attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(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.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swap.OISSwapGroup attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
direct_entry (sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
direction (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
direction_id_long() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
direction_id_short() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
directional_equal_weighted() (in module sigtech.framework.signal.library.allocation)
dirty_fields (sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
discount_curve (sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup 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.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
discount_factor() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
discount_factor_batch() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
discrete_dividend (sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
display() (sigtech.framework.experimental.ui.live_view_widget.LiveViewWidget method)
(sigtech.framework.experimental.ui.strategy_performance_viewer.StrategyPerformanceWidget 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)
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)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
dividend_withholding_tax (sigtech.framework.instruments.equities.EquityGroup attribute)
dividend_withholding_tax_ts() (sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
dollar_delta() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
dollar_gamma() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
dollar_greeks() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
dollar_vega() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption 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.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.futures.FuturesContractGroup property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(sigtech.framework.instruments.ois_swap.OISSwapGroup 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.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
dv01() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
dv01_exposure (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
dv01_series() (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
dv01s() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
dynamic_config (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
ec_curncy_front() (in module sigtech.framework.default_strategy_objects.rolling_futures)
EconomicCalendar (class in sigtech.framework.infra.calendar.calendar)
EconomicSeries (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)
emb_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies)
enable_tracking (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
end_date (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
end_date() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
end_dt (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
END_OF_MONTH (sigtech.framework.schedules.schedule.ScheduleFrequencies attribute)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday 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.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
entry_transaction_type (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute)
env (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
env_date_change() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
env_get() (in module sigtech.framework.config.settings)
(sigtech.framework.config.config.ConfiguredEnvironment method)
ENV_TYPE (sigtech.framework.config.settings.EnvironmentConfig attribute)
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.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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)
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)
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.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap 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.StrategyPerformanceWidget 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.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
ex_div_dates() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
excess_return_history() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method)
excess_return_series() (in module sigtech.framework.analytics.performance.metrics)
exchange() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
exchange_close (sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture 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.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.EquityGroup attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.lme_otc.LMEUtils attribute)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup attribute)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
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)
(sigtech.framework.instruments.equities.SingleStockSwap property)
ExchangeTradedFund (class in sigtech.framework.instruments.equities)
excluded_diagnostics (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
execution_datetime (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption 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.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
execution_dt_from_date() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
execution_dt_from_datetime() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
execution_time (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
execution_time_input (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
execution_timezone_input (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
execution_tzinfo (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
exercise_type (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
expanded_slice() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
expanded_slice_t() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
expanded_timeline() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
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.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
expiry_day (sigtech.framework.instruments.futures.FuturesContractGroup attribute)
expiry_dt (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
exposure_rebalance_threshold (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy 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.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
extra_holidays (sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
extra_rebalance_dates (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy 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_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)
fair_rate() (sigtech.framework.instruments.ir_otc.InterestRateSwap method)
fair_rate_df() (sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup class method)
fair_strike() (sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract 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)
(sigtech.framework.instruments.ois_swap.OISSwapGroup 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)
filter() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_as_of() (sigtech.framework.instruments.sig_master.SIGMaster method)
filter_company() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_exchange_tickers() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_fungible() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_history() (sigtech.framework.equities.universe.FirmLevelSingleStockFilter method)
(sigtech.framework.equities.universe.SingleStockFilter method)
(sigtech.framework.equities.universe.StrategySingleStockFilter method)
filter_isna() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_like() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_notna() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_operating_mic() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_primary_fungible() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_primary_tradable() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_startswith() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_to_last_pit_record() (sigtech.framework.instruments.sig_master.SIGMaster method)
filter_tradable() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filter_tradable_active() (sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.sig_master.UniverseGenerator method)
filtered_universe() (sigtech.framework.equities.universe.FirmLevelSingleStockFilter method)
(sigtech.framework.equities.universe.SingleStockFilter method)
(sigtech.framework.equities.universe.StrategySingleStockFilter 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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_calendar_day() (sigtech.framework.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
first_contract (sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
first_coupon_date (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
first_data_date() (sigtech.framework.instruments.futures.FuturesContractGroup method)
first_delivery_date (sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
first_delivery_dt() (sigtech.framework.instruments.lme_otc.LMESpreadContract method)
first_delivery_notice_date (sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
first_delivery_notice_date_calculated() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
first_delivery_notice_date_stored (sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
first_entry_date (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
first_holiday() (sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar 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.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
first_trade_date (sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture 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_commission() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method)
fixed_contracts (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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)
fixed_frequency (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
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_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)
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.cash.Margin 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.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(sigtech.framework.instruments.ois_swap.OISSwapGroup 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)
FOLLOWING (sigtech.framework.infra.calendar.business_calendar.BusinessDayConvention attribute)
forbid_settlement (sigtech.framework.instruments.fx_otc.FXForward attribute)
force_target_quantity (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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)
forward_premium (sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
forward_price() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.lme_otc.LMEForwardCurve method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
forward_prices() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
forward_ticker() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
ForwardPointMarket (class in sigtech.framework.infra.analytics.fx.fx_market)
fractional_delta_threshold (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
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.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
from_contract() (sigtech.framework.instruments.bonds.BondGroup class method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup 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.futures.FuturesContractGroup static method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup static method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup class method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup static method)
from_currency() (sigtech.framework.indices.cash_index.CashIndex static method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup class method)
(sigtech.framework.instruments.swaption.SwaptionGroup class method)
from_dictionary() (sigtech.framework.indices.cash_index.CashIndex class method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex class method)
(sigtech.framework.indices.tradable_index.IntradayInstrument class method)
(sigtech.framework.indices.tradable_index.TradableCSVIndex class method)
(sigtech.framework.indices.tradable_index.TradableIndex class method)
(sigtech.framework.indices.tradable_index.TradableTSIndex class method)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar class method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar class method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar class method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar class method)
(sigtech.framework.instruments.base.ContractGroup class method)
(sigtech.framework.instruments.bonds.BondGroup class method)
(sigtech.framework.instruments.bonds.GovernmentBond class method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo class method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap class method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond class method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap class method)
(sigtech.framework.instruments.cash.Cash class method)
(sigtech.framework.instruments.cash.Margin class method)
(sigtech.framework.instruments.credit_index.CreditIndex class method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup class method)
(sigtech.framework.instruments.custom_dataset.CustomDataset class method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup class method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption class method)
(sigtech.framework.instruments.economic_series.EconomicSeries class method)
(sigtech.framework.instruments.equities.EquityGroup class method)
(sigtech.framework.instruments.equities.ExchangeTradedFund class method)
(sigtech.framework.instruments.equities.SingleStock class method)
(sigtech.framework.instruments.equities.SingleStockSwap class method)
(sigtech.framework.instruments.equities.Universe class method)
(sigtech.framework.instruments.fixes.Fix class method)
(sigtech.framework.instruments.fixes.ForecastFix class method)
(sigtech.framework.instruments.fixes.ForecastFixGroup class method)
(sigtech.framework.instruments.fixes.FXFix class method)
(sigtech.framework.instruments.fixes.FXFixGroup class method)
(sigtech.framework.instruments.fixes.FXForwardPoints class method)
(sigtech.framework.instruments.fixes.FXVolatilityFix class method)
(sigtech.framework.instruments.fixes.InterestRateFix class method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup class method)
(sigtech.framework.instruments.fixes.IntradayFix class method)
(sigtech.framework.instruments.fixes.MacroEconomicFix class method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup class method)
(sigtech.framework.instruments.futures.BondFuture class method)
(sigtech.framework.instruments.futures.CommodityFuture class method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture class method)
(sigtech.framework.instruments.futures.EquityIndexFuture class method)
(sigtech.framework.instruments.futures.FuturesContractGroup class method)
(sigtech.framework.instruments.futures.FXFuture class method)
(sigtech.framework.instruments.futures.InterestRateFuture class method)
(sigtech.framework.instruments.futures.RollingForward class method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture class method)
(sigtech.framework.instruments.fx_otc.FXForward class method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup class method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix class method)
(sigtech.framework.instruments.indices.EquityIndex class method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex class method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap class method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method)
(sigtech.framework.instruments.lme_otc.LME3MForward class method)
(sigtech.framework.instruments.lme_otc.LMECashForward class method)
(sigtech.framework.instruments.lme_otc.LMEForward class method)
(sigtech.framework.instruments.lme_otc.LMEFuture class method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract class method)
(sigtech.framework.instruments.ois_swap.OISSwap class method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup class method)
(sigtech.framework.instruments.ois_swaption.OISSwaption class method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup class method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup class method)
(sigtech.framework.instruments.options.CommodityFutureOption class method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption class method)
(sigtech.framework.instruments.options.EquityIndexOption class method)
(sigtech.framework.instruments.options.EquityIndexOTCOption class method)
(sigtech.framework.instruments.options.FXOTCOption class method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption class method)
(sigtech.framework.instruments.sig_master.SIGMaster class method)
(sigtech.framework.instruments.swaption.Swaption class method)
(sigtech.framework.instruments.swaption.SwaptionGroup class method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap class method)
(sigtech.framework.instruments.variance_swap.VarianceSwap class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup class method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap class method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup class method)
(sigtech.framework.signal.signal_object.Signal class method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy class method)
(sigtech.framework.signal.signal_strategy.SignalStrategy class method)
(sigtech.framework.strategies.basket_config.BasketConfig class method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy class method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy class method)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket class method)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy class method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy class method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture class method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy class method)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy class method)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket class method)
(sigtech.framework.strategies.fee_strategy.FeeStrategy class method)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy class method)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum class method)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin class method)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy class method)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy class method)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy class method)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy class method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy class method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy class method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy class method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.Straddle class method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle class method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase class method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption class method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle class method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle class method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap class method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy class method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy class method)
(sigtech.framework.strategies.stop_strategy.StopStrategy class method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy class method)
(sigtech.framework.strategies.strategy.DailyStrategy class method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy class method)
(sigtech.framework.strategies.strategy.Strategy class method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise class method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly class method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap class method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly class method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener class method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy class method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.SIGMaster method)
from_parquet() (sigtech.framework.instruments.sig_master.SIGMaster 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.CommodityOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup class method)
front_generic_ticker (sigtech.framework.instruments.futures.FuturesContractGroup attribute)
front_offset (sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
front_offset_from_expiry (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
ftls_equity_rs() (in module sigtech.framework.default_strategy_objects.etf_reinvestment_strategies)
full_adjusted_activity_history (sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
full_adjusted_price_history (sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
full_allocation() (sigtech.framework.strategies.basket_config.BasketConfig method)
function (sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
function_name (sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
fundamental_fields (sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.indices.EquityIndex property)
fundamental_series() (sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.indices.EquityIndex method)
fundamentals() (sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.indices.EquityIndex method)
fungible (sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
fungible_id (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
fungible_internal_id (sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
FUNGIBLE_INTERNAL_ID (sigtech.framework.instruments.sig_master.SIGMaster attribute)
fungible_primary_keys (sigtech.framework.instruments.sig_master.SIGMaster attribute)
fut_val_pt() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
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)
futvalpt_raw (sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture 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_curve_name() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
fx_forward() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method)
fx_forward_convention() (sigtech.framework.infra.analytics.fx.fx_market.ExternalFXMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket static method)
fx_forward_date() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
fx_forward_delta_cutoff() (sigtech.framework.infra.analytics.fx.fx_market.ExternalFXMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket static 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_holiday_calendar_and_fixing_delay() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
fx_pair_in_canonical_order() (sigtech.framework.infra.analytics.fx.cross.FXCross static method)
fx_schedule() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
fx_spot_date() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
fx_spot_date_inverse() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket 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)
FXMarket (class in sigtech.framework.infra.analytics.fx.fx_market)
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.ExternalFXMarket method)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method)
generate_forward_dates() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
generate_fwd_forward_dates() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket 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)
generic_contracts() (sigtech.framework.instruments.futures.FuturesContractGroup 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.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup 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.ExternalFXMarket method)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket static method)
get_bond_repo() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
get_bond_swap() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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_company_ids() (sigtech.framework.instruments.sig_master.SIGMaster 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)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
get_exceptions (sigtech.framework.strategies.trade_wrappers.StopTrigger property)
(sigtech.framework.strategies.trade_wrappers.TradeWrappers property)
get_exposure_weight() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy method)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket method)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy method)
(sigtech.framework.strategies.components.positions_wrapper.PositionsWrapper method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
get_extra_fx_dependencies() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
get_first_contract_with_data() (sigtech.framework.schedules.roll_schedules.factory.RollSchedule static method)
get_for_trade() (sigtech.framework.strategies.stop_strategy.StopLossStrategy class method)
(sigtech.framework.strategies.stop_strategy.StopStrategy class method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy class method)
get_forwards() (sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.swaption.Swaption method)
get_full_universe() (sigtech.framework.instruments.equities.Universe method)
get_fungible_ids() (sigtech.framework.instruments.sig_master.SIGMaster 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.ois_swap.OISSwapGroup static method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup class method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup static method)
(sigtech.framework.instruments.swaption.SwaptionGroup class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup static method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup static method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup static method)
get_groups() (in module sigtech.framework.infra.objects.factory)
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_market_impact_clip_size() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
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.indices.cash_index.CashIndex class method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex class method)
(sigtech.framework.indices.tradable_index.IntradayInstrument class method)
(sigtech.framework.indices.tradable_index.TradableCSVIndex class method)
(sigtech.framework.indices.tradable_index.TradableIndex class method)
(sigtech.framework.indices.tradable_index.TradableTSIndex class method)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar class method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar class method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar class method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar class method)
(sigtech.framework.instruments.base.ContractGroup class method)
(sigtech.framework.instruments.bonds.BondGroup class method)
(sigtech.framework.instruments.bonds.GovernmentBond class method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo class method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap class method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond class method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap class method)
(sigtech.framework.instruments.cash.Cash class method)
(sigtech.framework.instruments.cash.Margin class method)
(sigtech.framework.instruments.credit_index.CreditIndex class method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup class method)
(sigtech.framework.instruments.custom_dataset.CustomDataset class method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption class method)
(sigtech.framework.instruments.economic_series.EconomicSeries class method)
(sigtech.framework.instruments.equities.EquityGroup class method)
(sigtech.framework.instruments.equities.ExchangeTradedFund class method)
(sigtech.framework.instruments.equities.SingleStock class method)
(sigtech.framework.instruments.equities.SingleStockSwap class method)
(sigtech.framework.instruments.equities.Universe class method)
(sigtech.framework.instruments.fixes.Fix class method)
(sigtech.framework.instruments.fixes.ForecastFix class method)
(sigtech.framework.instruments.fixes.ForecastFixGroup class method)
(sigtech.framework.instruments.fixes.FXFix class method)
(sigtech.framework.instruments.fixes.FXFixGroup class method)
(sigtech.framework.instruments.fixes.FXForwardPoints class method)
(sigtech.framework.instruments.fixes.FXVolatilityFix class method)
(sigtech.framework.instruments.fixes.InterestRateFix class method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup class method)
(sigtech.framework.instruments.fixes.IntradayFix class method)
(sigtech.framework.instruments.fixes.MacroEconomicFix class method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup class method)
(sigtech.framework.instruments.futures.BondFuture class method)
(sigtech.framework.instruments.futures.CommodityFuture class method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture class method)
(sigtech.framework.instruments.futures.EquityIndexFuture class method)
(sigtech.framework.instruments.futures.FuturesContractGroup class method)
(sigtech.framework.instruments.futures.FXFuture class method)
(sigtech.framework.instruments.futures.InterestRateFuture class method)
(sigtech.framework.instruments.futures.RollingForward class method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture class method)
(sigtech.framework.instruments.fx_otc.FXForward class method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup class method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix class method)
(sigtech.framework.instruments.indices.EquityIndex class method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex class method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap class method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup class method)
(sigtech.framework.instruments.lme_otc.LME3MForward class method)
(sigtech.framework.instruments.lme_otc.LMECashForward class method)
(sigtech.framework.instruments.lme_otc.LMEForward class method)
(sigtech.framework.instruments.lme_otc.LMEFuture class method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract class method)
(sigtech.framework.instruments.ois_swap.OISSwap class method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup class method)
(sigtech.framework.instruments.ois_swaption.OISSwaption class method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup class method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup class method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup class method)
(sigtech.framework.instruments.options.CommodityFutureOption class method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption class method)
(sigtech.framework.instruments.options.EquityIndexOption class method)
(sigtech.framework.instruments.options.EquityIndexOTCOption class method)
(sigtech.framework.instruments.options.FXOTCOption class method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption class method)
(sigtech.framework.instruments.sig_master.SIGMaster class method)
(sigtech.framework.instruments.swaption.Swaption class method)
(sigtech.framework.instruments.swaption.SwaptionGroup class method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap class method)
(sigtech.framework.instruments.variance_swap.VarianceSwap class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup class method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap class method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup class method)
(sigtech.framework.signal.signal_object.Signal class method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy class method)
(sigtech.framework.signal.signal_strategy.SignalStrategy class method)
(sigtech.framework.strategies.basket_config.BasketConfig class method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy class method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy class method)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket class method)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy class method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy class method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture class method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy class method)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy class method)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket class method)
(sigtech.framework.strategies.fee_strategy.FeeStrategy class method)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy class method)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum class method)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy class method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin class method)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy class method)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy class method)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy class method)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged class method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy class method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy class method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy class method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy class method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy class method)
(sigtech.framework.strategies.rolling_options_baskets.Straddle class method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle class method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase class method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption class method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy class method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle class method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle class method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap class method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy class method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy class method)
(sigtech.framework.strategies.stop_strategy.StopStrategy class method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy class method)
(sigtech.framework.strategies.strategy.DailyStrategy class method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy class method)
(sigtech.framework.strategies.strategy.Strategy class method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise class method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly class method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap class method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly class method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener class method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket class method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy class method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy class method)
get_next_forward_maturity() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket 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.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
get_option_dependencies() (sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
get_option_group_dependencies() (sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
get_option_metrics() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup 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)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy method)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy method)
get_replicating_basket() (sigtech.framework.instruments.variance_swap.VarianceSwap method)
get_rf_price_index() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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_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.DynamicRollingFXForwardStrategy method)
(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)
(sigtech.framework.instruments.equities.SingleStockSwap method)
get_swap_group() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method)
get_swaption() (sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
get_tc_model() (sigtech.framework.transaction_cost.transaction_cost.TradePricer class method)
get_tradable_ids() (sigtech.framework.instruments.sig_master.SIGMaster 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.SIGMaster method)
get_usual_bond_currency() (sigtech.framework.instruments.bonds.BondGroup method)
get_value() (in module sigtech.framework.config.settings)
(sigtech.framework.infra.analytics.fx.cross.FXCross method)
get_vol_surface() (sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
get_vol_surface_series() (sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
get_weight() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
greek_fields (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
greeks() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
group (sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
group() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
group_name (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.custom_dataset.CustomDataset attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
group_names (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
groups (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
gx_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures)
H
handle_split() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
has_preloaded_history() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
hedge_schedule() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
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.SIGMaster 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)
HISTORY (sigtech.framework.analytics.performance.performance_report.View attribute)
history() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
HISTORY_CCY (sigtech.framework.analytics.performance.performance_report.View attribute)
history_daily_strikes() (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
history_dates() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_dates_actual() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_dates_eventual() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_df() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_end_date (sigtech.framework.instruments.fixes.FXFixGroup attribute)
history_end_date() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_end_date_actual() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_end_date_eventual() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_end_timestamp() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_fields (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
(sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup attribute)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup attribute)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
history_limits() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
history_schedule() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.schedules.schedule.ScheduleStub method)
(sigtech.framework.schedules.strategy.StrategySchedule method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_start (sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
history_start_date() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
history_start_timestamp() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
holiday_calendar (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
holiday_data() (sigtech.framework.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar 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.infra.calendar.calendar.ModifiedHolidayCalendar 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.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(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.futures.FuturesContractGroup property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute)
(sigtech.framework.schedules.strategy.StrategySchedule property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
holidays() (sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap 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.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.StrategyPerformanceWidget method)
html_report() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
identity() (in module sigtech.framework.signal.library.allocation)
IDENTITY() (sigtech.framework.signal.library.allocation.StandardAllocationFunctions method)
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)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday 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.ExternalFXMarket method)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket method)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket method)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
implied_depo_batch() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
implied_roll_yield() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
implied_roll_yield_offset() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
implied_spot_price() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
implied_vol() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
include_option_strategy (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
include_trading_costs (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
index (sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.credit_index.CreditIndex 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_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)
inflation_scale() (sigtech.framework.instruments.bonds.InflationGovernmentBond method)
InflationGovernmentBond (class in sigtech.framework.instruments.bonds)
info() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
info_column_descriptions() (sigtech.framework.instruments.sig_master.SIGMaster 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.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
InitialisedError
input_dict (sigtech.framework.strategies.basket_config.BasketConfig attribute)
input_parameters (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
inr() (in module sigtech.framework.default_strategy_objects.cash_indices)
insert() (sigtech.framework.signal.signal_object.Signal method)
inspect (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
InspectWrapper (class in sigtech.framework.strategies.components.inspect_wrapper)
instance() (sigtech.framework.infra.analytics.fx.fx_market.ExternalFXMarket class method)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket class method)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket class method)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket class method)
(sigtech.framework.schedules.trading_manager.TradingManager static method)
instant_sizing (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
instrument_class_name() (in module sigtech.framework.infra.objects.factory)
instrument_execution_dt_from_datetime() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
instrument_id (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
INSTRUMENT_ID (sigtech.framework.infra.data_adapter.identifier.Symbology attribute)
instrument_id (sigtech.framework.instruments.base.ContractGroup attribute)
(sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.credit_index.CreditIndexGroup attribute)
(sigtech.framework.instruments.custom_dataset.CustomDataset attribute)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.equities.EquityGroup attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.ForecastFixGroup attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXFixGroup attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFixGroup attribute)
(sigtech.framework.instruments.fixes.IntradayFix attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFix attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwap attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(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.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swap.OISSwapGroup attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup attribute)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.sig_master.SIGMaster attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.swaption.SwaptionGroup attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_config.BasketConfig attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
instrument_mapping (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
instrument_name (sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
instrument_name_from_margin() (sigtech.framework.instruments.cash.Margin static method)
instrument_type (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
int_acc_date (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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)
(sigtech.framework.instruments.cash.Margin 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)
InterestRateSwapGroup (class in sigtech.framework.instruments.ir_otc)
internal() (sigtech.framework.equities.universe.FirmLevelSingleStockFilter method)
(sigtech.framework.equities.universe.StrategySingleStockFilter method)
(sigtech.framework.equities.universe.UniverseFilterTs method)
internal_id (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
intersecting_business_days (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
intraday_end_time (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
intraday_history() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
intraday_history_df() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
intraday_history_dt() (sigtech.framework.indices.tradable_index.IntradayInstrument method)
intraday_history_fields (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup attribute)
(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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
intraday_price_volume() (sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy method)
intraday_start_time (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
intraday_times (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.fixes.IntradayFix attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.sig_master.SIGMaster attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
intraday_timezone (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
intraday_trading_sessions() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
intraday_turnover() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method)
intraday_tz_str (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.fixes.IntradayFix attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.sig_master.SIGMaster attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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_swap() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method)
ir_swap_instrument() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method)
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.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
is_cash() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_dag_compute (sigtech.framework.config.config.ConfiguredEnvironment property)
is_data_date() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
is_data_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
is_exchange_traded() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_expandable() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_flipped() (sigtech.framework.infra.analytics.fx.cross.FXCross class method)
is_foreign_premium() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
is_forward_deliverable() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
is_fx_cross_name() (sigtech.framework.instruments.fixes.FXFix static method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix 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.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
is_imm_maturity (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
is_initialised() (in module sigtech.framework.config.settings)
is_margin() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_margin_accountable() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_mds (sigtech.framework.config.config.ConfiguredEnvironment property)
is_notional_exposure_calc_needed() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_ois (sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
is_option() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_otc() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_primary (sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
is_signal_strategy() (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy method)
is_strategy() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
is_trading_date() (sigtech.framework.schedules.trading_manager.TradingManager method)
is_unmapped (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
issue_date (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
issue_name (sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
issuer (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.equities.EquityGroup attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
isworkday() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method)
item_product_type (sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup 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.ir_otc.InterestRateSwapGroup attribute)
(sigtech.framework.instruments.ois_swap.OISSwapGroup 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.DynamicRollingFuture attribute)
(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_data_date_offset (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
last_delivery_date (sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
last_delivery_dt() (sigtech.framework.instruments.lme_otc.LMESpreadContract method)
last_non_delivery_dt() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
last_possible_trade_dt() (sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
last_proper_trade_date() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
last_trading_date (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption 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)
leverage (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
liquid_date (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
liquid_start_date() (sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap 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_options_greeks() (in module sigtech.framework.config.settings)
live_supported (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
LMEForwardCurve (class in sigtech.framework.instruments.lme_otc)
LMEFuture (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.StrategyWidget method)
LoadEnvironmentError
log (sigtech.framework.config.config.ConfiguredEnvironment attribute)
log_level (sigtech.framework.config.settings.EnvironmentConfig attribute)
long_currency (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
long_hkd() (in module sigtech.framework.default_strategy_objects.cash_indices)
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.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap 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)
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.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
maturity (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.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
maturity_date (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator 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.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
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.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
MetricsError
MIC (sigtech.framework.infra.data_adapter.identifier.Symbology attribute)
microsoft_equity_rs() (in module sigtech.framework.default_strategy_objects.single_stock_strategies)
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)
model_method (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
model_priced_option() (sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
modified_duration() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
modified_durations() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar 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)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday 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.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
mw_comdty_f_0() (in module sigtech.framework.default_strategy_objects.rolling_futures)
mx_generator_name (sigtech.framework.instruments.ir_otc.InterestRateSwap property)
myr() (in module sigtech.framework.default_strategy_objects.cash_indices)
N
name (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trade_wrappers.StopTrigger property)
(sigtech.framework.strategies.trade_wrappers.TradeWrappers property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
name_from_contract() (sigtech.framework.instruments.bonds.BondGroup class method)
(sigtech.framework.instruments.fixes.ForecastFixGroup class method)
(sigtech.framework.instruments.futures.FuturesContractGroup static method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup static method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup 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_holidays (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
net_dividend_override (sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute)
net_target_quantity (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
netted_trade_price() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
next_available_contract() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
next_business_day() (in module sigtech.framework.infra.calendar.dates)
next_cashflow() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
next_contract() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
next_data_date() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
next_data_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
next_imm_date() (sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy static method)
next_roll_date() (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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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.RollingVarianceSwap attribute)
(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)
NotInitialisedError
notional (sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap 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.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
open_datetime() (sigtech.framework.schedules.trading_manager.TradingManager method)
open_time() (sigtech.framework.schedules.trading_manager.TradingManager method)
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.DynamicMultiOptionsStrategy method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy method)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
option_group (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap 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.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
option_metrics() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
option_name() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
option_position_greeks() (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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
option_strategy_name (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
option_type (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
OPTIONMETRICS (sigtech.framework.infra.data_adapter.identifier.Symbology attribute)
order_class() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
order_rounding (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
order_transform (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
order_type (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy 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)
otc_fields_to_persist (sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.fx_otc.FXForward 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)
otr_series() (sigtech.framework.instruments.bonds.BondGroup method)
otr_series_tenors() (sigtech.framework.instruments.bonds.BondGroup method)
output_option_execution_diagnostics() (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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
output_option_position_diagnostics() (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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.fx_otc.FXForward 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)
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.ois_swaption.OISSwaption method)
(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.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
payment_date (sigtech.framework.instruments.fx_otc.FXForward 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)
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)
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)
playback_date (sigtech.framework.config.settings.EnvironmentConfig attribute)
pln() (in module sigtech.framework.default_strategy_objects.cash_indices)
plot (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
portfolio_greeks() (sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
portfolio_table() (sigtech.framework.strategies.components.plot_wrapper.PlotWrapper 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.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
position_value_series() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method)
positions (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
positions_to_units_multiplier() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
prev_contract() (sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
prev_reference_date() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
prev_reference_datetime() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.ScheduleSeries 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.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
previous_data_date() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
previous_data_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries 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.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.fixes.IntradayFix attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.sig_master.SIGMaster attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
price_history_length() (sigtech.framework.equities.universe.StrategySingleStockFilter method)
(sigtech.framework.equities.universe.UniverseFilterTs method)
price_listed_as_model (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
price_series() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
pricing_overrides (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
primary_bbg_ticker (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
primary_key (sigtech.framework.instruments.sig_master.SIGMaster attribute)
primary_us_bbg_ticker (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
prime_field (sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup attribute)
prime_history_field (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup attribute)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup attribute)
(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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
prime_intraday_history_field (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup attribute)
(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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
print_add_trade_kwargs() (sigtech.framework.instruments.bonds.GovernmentBond class method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo class method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap class method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond class method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap class method)
(sigtech.framework.instruments.credit_index.CreditIndex class method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption class method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption class method)
(sigtech.framework.instruments.equities.ExchangeTradedFund class method)
(sigtech.framework.instruments.equities.SingleStock class method)
(sigtech.framework.instruments.equities.SingleStockSwap class method)
(sigtech.framework.instruments.futures.BondFuture class method)
(sigtech.framework.instruments.futures.CommodityFuture class method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture class method)
(sigtech.framework.instruments.futures.EquityIndexFuture class method)
(sigtech.framework.instruments.futures.FXFuture class method)
(sigtech.framework.instruments.futures.InterestRateFuture class method)
(sigtech.framework.instruments.futures.RollingForward class method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture class method)
(sigtech.framework.instruments.fx_otc.FXForward class method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap class method)
(sigtech.framework.instruments.lme_otc.LME3MForward class method)
(sigtech.framework.instruments.lme_otc.LMECashForward class method)
(sigtech.framework.instruments.lme_otc.LMEForward class method)
(sigtech.framework.instruments.lme_otc.LMEFuture class method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract class method)
(sigtech.framework.instruments.ois_swap.OISSwap class method)
(sigtech.framework.instruments.ois_swaption.OISSwaption class method)
(sigtech.framework.instruments.options.CommodityFutureOption class method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption class method)
(sigtech.framework.instruments.options.EquityIndexOption class method)
(sigtech.framework.instruments.options.EquityIndexOTCOption class method)
(sigtech.framework.instruments.options.FXOTCOption class method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption class method)
(sigtech.framework.instruments.swaption.Swaption class method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap class method)
(sigtech.framework.instruments.variance_swap.VarianceSwap class method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator class method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap class method)
print_code() (sigtech.framework.signal.signal_object.Signal method)
print_dependencies() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
print_output (sigtech.framework.instruments.sig_master.SIGMaster property)
print_tickers() (sigtech.framework.instruments.lme_otc.LMEUtils static method)
process_step() (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
product_type (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
product_type() (in module sigtech.framework.infra.objects.register)
proforma_ticker (sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
pt_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures)
publication_delay (sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
publication_delay() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
push_aum() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
push_contract_sizing() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
push_live_orders() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
push_live_positions() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
push_model_orders() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
push_model_positions() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
push_process() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
put() (sigtech.framework.services.strategy_service.service.ObjectService method)
put_strike (sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
pv01_exposure() (sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(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.InterestRateSwap method)
(sigtech.framework.instruments.ois_swap.OISSwap 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.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
quantity_type (sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
query_instrument_names() (sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
query_instruments() (sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
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.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
ramp_up_period_end (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
range() (sigtech.framework.infra.calendar.business_calendar.CustomCalendar method)
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)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
read_config_from_db (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
realign_history() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
realized_roll_yield() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
realized_roll_yield_full() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
rebalance() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket method)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum method)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
rebalance_bdc (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute)
rebalance_dates (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
rebalance_frequency (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy 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.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute)
rebalance_offset_sticky_end (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy attribute)
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.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
recover_prior_fit() (sigtech.framework.analytics.optimization.factor_exposure.FactorExposures method)
redemption_amount (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
reduce_bond_histories (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
reduce_bond_history (sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute)
reference_datetime() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
reference_datetimes() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries 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.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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.constants)
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)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy 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)
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)
retrieve_historic_order_states() (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
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)
risk_reversal() (sigtech.framework.infra.analytics.fx.fx_vol_surface_iterator.FXVolSurfaceIterator method)
roll_adjusted_yield() (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
roll_dates (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
roll_down() (sigtech.framework.instruments.fx_otc.FXForward method)
ROLL_OFFSET (sigtech.framework.infra.analytics.fx.fx_market.ExternalFXMarket attribute)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket attribute)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket attribute)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket attribute)
roll_offset (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy 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)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy 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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
roll_rules_to_contracts() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
roll_table_end_date() (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(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.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy 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.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
rolling_schedule() (sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket 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.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
rolling_underlying_return() (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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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)
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.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
rounded_units() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.DynamicRollingFuture attribute)
(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.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
run_with_future_check (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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)
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.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
schedule_information() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket 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.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex attribute)
schedule_stub() (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)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket method)
(sigtech.framework.instruments.bonds.GovernmentBond static method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo static method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap static method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond static method)
(sigtech.framework.instruments.brazil_swap.BRLSwapUtils static method)
(sigtech.framework.instruments.credit_index.CreditUtils class 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)
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.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
sec_master_id (sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
seconds() (sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
sector (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.base.ContractGroup property)
(sigtech.framework.instruments.bonds.BondGroup property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup property)
(sigtech.framework.instruments.custom_dataset.CustomDataset property)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix property)
(sigtech.framework.instruments.fixes.ForecastFixGroup property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.fixes.FXFixGroup property)
(sigtech.framework.instruments.fixes.FXForwardPoints property)
(sigtech.framework.instruments.fixes.FXVolatilityFix property)
(sigtech.framework.instruments.fixes.InterestRateFix property)
(sigtech.framework.instruments.fixes.InterestRateFixGroup property)
(sigtech.framework.instruments.fixes.IntradayFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFix property)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_config.BasketConfig property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
sector() (sigtech.framework.equities.universe.StrategySingleStockFilter method)
(sigtech.framework.equities.universe.UniverseFilterTs method)
sector_data() (sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
SEDOL (sigtech.framework.infra.data_adapter.identifier.Symbology attribute)
sek() (in module sigtech.framework.default_strategy_objects.cash_indices)
sentry_manager (sigtech.framework.config.config.ConfiguredEnvironment property)
series (sigtech.framework.instruments.credit_index.CreditIndex attribute)
series_name (sigtech.framework.instruments.economic_series.EconomicSeries attribute)
series_number (sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
series_start_date() (sigtech.framework.instruments.credit_index.CreditUtils class method)
session_data() (sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup 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.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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.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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
set_value() (in module sigtech.framework.config.settings)
set_weight_from_initial_cash (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
set_weight_from_sizing_quantity (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
settlement_date() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
settlement_dates() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.trs_otc.SingleStockTotalReturnSwapInstrument method)
settlement_days (sigtech.framework.instruments.ois_swap.OISSwap attribute)
settlement_object() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
settlement_ticker (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
settlement_time (sigtech.framework.instruments.futures.FuturesContractGroup property)
settlement_time_stored (sigtech.framework.instruments.futures.FuturesContractGroup attribute)
settlement_type (sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
settlement_value() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator 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.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
SHARADAR_PERMATICKER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute)
SHARADAR_TICKER (sigtech.framework.infra.data_adapter.identifier.Symbology attribute)
sharpe_ratio() (in module sigtech.framework.analytics.performance.metrics)
short_span (sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
short_version() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
show_filter_values() (sigtech.framework.instruments.sig_master.SIGMaster method)
show_filters() (sigtech.framework.instruments.sig_master.SIGMaster method)
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.SIGMaster property)
sig_name_labelling_method() (in module sigtech.framework.strategies.analytics.label)
SIGMaster (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.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
signal_input (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
signal_name (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy 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)
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_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
size_date_from_date() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
size_date_from_decision_dt() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
size_dt_from_date() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
size_dt_from_decision_dt() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
size_from_first_roll_trade (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
size_time (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
size_time_input (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
size_timezone_input (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
size_type (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
size_tzinfo (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
SizeVaryingBasketStrategy (class in sigtech.framework.strategies.basket_strategies)
sizing_price() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
slice() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.indices.cash_index.CashIndex static method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex static method)
(sigtech.framework.indices.tradable_index.IntradayInstrument static method)
(sigtech.framework.indices.tradable_index.TradableCSVIndex static method)
(sigtech.framework.indices.tradable_index.TradableIndex static method)
(sigtech.framework.indices.tradable_index.TradableTSIndex static method)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar static method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar static method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar static method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar static method)
(sigtech.framework.instruments.base.ContractGroup static method)
(sigtech.framework.instruments.bonds.BondGroup static method)
(sigtech.framework.instruments.bonds.GovernmentBond static method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo static method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap static method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond static method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap static method)
(sigtech.framework.instruments.cash.Cash static method)
(sigtech.framework.instruments.cash.Margin static method)
(sigtech.framework.instruments.credit_index.CreditIndex static method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup static method)
(sigtech.framework.instruments.custom_dataset.CustomDataset static method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup static method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption static method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption static method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption static method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption static method)
(sigtech.framework.instruments.economic_series.EconomicSeries static method)
(sigtech.framework.instruments.equities.EquityGroup static method)
(sigtech.framework.instruments.equities.ExchangeTradedFund static method)
(sigtech.framework.instruments.equities.SingleStock static method)
(sigtech.framework.instruments.equities.SingleStockSwap static method)
(sigtech.framework.instruments.equities.Universe static method)
(sigtech.framework.instruments.fixes.Fix static method)
(sigtech.framework.instruments.fixes.ForecastFix static method)
(sigtech.framework.instruments.fixes.ForecastFixGroup static method)
(sigtech.framework.instruments.fixes.FXFix static method)
(sigtech.framework.instruments.fixes.FXFixGroup static method)
(sigtech.framework.instruments.fixes.FXForwardPoints static method)
(sigtech.framework.instruments.fixes.FXVolatilityFix static method)
(sigtech.framework.instruments.fixes.InterestRateFix static method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup static method)
(sigtech.framework.instruments.fixes.IntradayFix static method)
(sigtech.framework.instruments.fixes.MacroEconomicFix static method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup static method)
(sigtech.framework.instruments.futures.BondFuture static method)
(sigtech.framework.instruments.futures.CommodityFuture static method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture static method)
(sigtech.framework.instruments.futures.EquityIndexFuture static method)
(sigtech.framework.instruments.futures.FuturesContractGroup static method)
(sigtech.framework.instruments.futures.FXFuture static method)
(sigtech.framework.instruments.futures.InterestRateFuture static method)
(sigtech.framework.instruments.futures.RollingForward static method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture static method)
(sigtech.framework.instruments.fx_otc.FXForward static method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup static method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix static method)
(sigtech.framework.instruments.indices.EquityIndex static method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex static method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap static method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup static method)
(sigtech.framework.instruments.lme_otc.LME3MForward static method)
(sigtech.framework.instruments.lme_otc.LMECashForward static method)
(sigtech.framework.instruments.lme_otc.LMEForward static method)
(sigtech.framework.instruments.lme_otc.LMEFuture static method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract static method)
(sigtech.framework.instruments.ois_swap.OISSwap static method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup static method)
(sigtech.framework.instruments.ois_swaption.OISSwaption static method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup static method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup static method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup static method)
(sigtech.framework.instruments.options.CommodityFutureOption static method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption static method)
(sigtech.framework.instruments.options.EquityIndexOption static method)
(sigtech.framework.instruments.options.EquityIndexOTCOption static method)
(sigtech.framework.instruments.options.FXOTCOption static method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption static method)
(sigtech.framework.instruments.sig_master.SIGMaster static method)
(sigtech.framework.instruments.swaption.Swaption static method)
(sigtech.framework.instruments.swaption.SwaptionGroup static method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap static method)
(sigtech.framework.instruments.variance_swap.VarianceSwap static method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup static method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator static method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup static method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap static method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup static method)
(sigtech.framework.signal.signal_object.Signal static method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy static method)
(sigtech.framework.signal.signal_strategy.SignalStrategy static method)
(sigtech.framework.strategies.basket_config.BasketConfig static method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy static method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy static method)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket static method)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy static method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy static method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture static method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy static method)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy static method)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket static method)
(sigtech.framework.strategies.fee_strategy.FeeStrategy static method)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy static method)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum static method)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy static method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin static method)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy static method)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy static method)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy static method)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged static method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy static method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy static method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy static method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy static method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy static method)
(sigtech.framework.strategies.rolling_options_baskets.Straddle static method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle static method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase static method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption static method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy static method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle static method)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle static method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap static method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy static method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy static method)
(sigtech.framework.strategies.stop_strategy.StopStrategy static method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy static method)
(sigtech.framework.strategies.strategy.DailyStrategy static method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy static method)
(sigtech.framework.strategies.strategy.Strategy static method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise static method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly static method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap static method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly static method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener static method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket static method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy static method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy 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.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
spot_ticker() (sigtech.framework.infra.analytics.fx.fx_market.ExternalFXMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.ForwardPointMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.FXCurveMarket static method)
(sigtech.framework.infra.analytics.fx.fx_market.FXMarket static method)
spot_value() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
spot_values() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
spread (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwap attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
spread_direction (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption 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.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
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)
st_index_front() (in module sigtech.framework.default_strategy_objects.rolling_futures)
standard_fixings_object_name() (sigtech.framework.instruments.ois_swap.OISSwapGroup static method)
StandardAllocationFunctions (class in sigtech.framework.signal.library.allocation)
StandardThresholdFunctions (class in sigtech.framework.signal.library.threshold_fns)
starmine_fields (sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
starmine_history() (sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
start() (sigtech.framework.services.strategy_service.proxy.StrategyServiceProxy method)
(sigtech.framework.strategies.runner.strategy_stream.StrategyStream method)
start_date (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.fx_otc.FXForward 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
start_date() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
start_dt (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
START_OF_MONTH (sigtech.framework.schedules.schedule.ScheduleFrequencies attribute)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday attribute)
start_time (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
start_ts() (sigtech.framework.schedules.schedule.Schedule method)
(sigtech.framework.schedules.schedule.ScheduleDaily method)
(sigtech.framework.schedules.schedule.ScheduleDateSeries method)
(sigtech.framework.schedules.schedule.ScheduleEveryDay method)
(sigtech.framework.schedules.schedule.ScheduleIntersection method)
(sigtech.framework.schedules.schedule.ScheduleIntraday method)
(sigtech.framework.schedules.schedule.SchedulePeriodic method)
(sigtech.framework.schedules.schedule.SchedulePiecewise method)
(sigtech.framework.schedules.schedule.ScheduleSeries method)
starting_currency() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
static_data() (sigtech.framework.instruments.credit_index.CreditUtils class method)
static_size (sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(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.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
store_signal_diagnoistics() (sigtech.framework.signal.signal_object.Signal method)
Straddle (class in sigtech.framework.strategies.rolling_options_baskets)
Strangle (class in sigtech.framework.strategies.rolling_options_baskets)
Strategy (class in sigtech.framework.strategies.strategy)
strategy (sigtech.framework.services.strategy_service.service.PersistedStrategy attribute)
strategy_dt_list() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
strategy_extension() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
strategy_frequency (sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
strategy_holidays (sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
strategy_initialization() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
strategy_label (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
strategy_name (sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
strategy_order_execution_dt_from_datetime() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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_sizing_quantity (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
strategy_status (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
strategy_timeline (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
strategy_variations() (sigtech.framework.analytics.optimization.walk_forward_optimizer.WalkForwardGridOptimizer method)
strategy_weights (sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
StrategyKeyHelper (class in sigtech.framework.services.strategy_service.service)
StrategyPerformanceWidget (class in sigtech.framework.experimental.ui.strategy_performance_viewer)
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.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(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.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle attribute)
strike_1 (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute)
strike_2 (sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy attribute)
strike_3 (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.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
strike_from_price() (sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
strike_override (sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
strike_rounding (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
strike_type (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
subs_reds_data (sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
suggested_next_run_time() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
summary() (in module sigtech.framework.analytics.performance.metrics)
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)
supplementary_fields (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar property)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar property)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar property)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.economic_series.EconomicSeries property)
(sigtech.framework.instruments.equities.EquityGroup attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.equities.Universe property)
(sigtech.framework.instruments.fixes.Fix property)
(sigtech.framework.instruments.fixes.ForecastFix 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.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.indices.EquityIndex property)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.sig_master.SIGMaster property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_object.Signal property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
supported_indices() (sigtech.framework.instruments.credit_index.CreditUtils class method)
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.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
swap_past_flows() (sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ois_swap.OISSwap 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)
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.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
Swaption (class in sigtech.framework.instruments.swaption)
swaption_group (sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
swaption_metrics() (sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.swaption.Swaption method)
swaption_type (sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy attribute)
SwaptionGroup (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)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
t0_option_selection (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
t_cost_register() (in module sigtech.framework.config.settings)
TakeProfitStrategy (class in sigtech.framework.strategies.stop_strategy)
target_maturity_weekday (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
target_quantity (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
target_type (sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
TAS_EQUIVALENCE_DICT (sigtech.framework.instruments.futures.FuturesContractGroup attribute)
tax_withholding (sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy attribute)
tenor (sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwap attribute)
(sigtech.framework.instruments.ois_swap.OISSwap 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)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
tenor() (sigtech.framework.instruments.fixes.InterestRateFix method)
tenor_long (sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
tenor_medium (sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
tenor_offset (sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy property)
tenor_short (sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
test_solvers() (sigtech.framework.analytics.optimization.portfolio_optimizer.PortfolioOptimizer method)
textual_representation() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
thb() (in module sigtech.framework.default_strategy_objects.cash_indices)
threshold_function (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
threshold_function_name (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
threshold_kwargs (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
thursdays() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
tick_size (sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
ticker (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_object.Signal attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
timeseries (sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
timestamp_column (sigtech.framework.instruments.sig_master.SIGMaster attribute)
timezone (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.futures.FuturesContractGroup property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(sigtech.framework.instruments.ois_swap.OISSwapGroup 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.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.SIGMaster method)
to_pandas_data_model_view() (sigtech.framework.instruments.sig_master.SIGMaster method)
to_pandas_point_in_time_view() (sigtech.framework.instruments.sig_master.SIGMaster method)
to_pandas_trading_view() (sigtech.framework.instruments.sig_master.SIGMaster method)
to_single_stock() (sigtech.framework.instruments.sig_master.SIGMaster method)
tombstone_column (sigtech.framework.instruments.sig_master.SIGMaster attribute)
tombstone_value (sigtech.framework.instruments.sig_master.SIGMaster attribute)
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.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
total_return_valuation_history() (sigtech.framework.strategies.components.analytics_wrapper.AnalyticsWrapper method)
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.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
TRADABLE_INTERNAL_ID (sigtech.framework.instruments.sig_master.SIGMaster 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)
TradableTSIndex (class in sigtech.framework.indices.tradable_index)
trade_date (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.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy 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_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.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy 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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
trade_name (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
trade_price() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
(sigtech.framework.transaction_cost.transaction_cost.TradePricer method)
trade_price_adjustment() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
trade_price_adjustment_add() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
trade_price_adjustment_multiply() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
trade_price_ask() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
trade_price_bid() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
trade_price_override() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
trade_price_store (sigtech.framework.config.config.ConfiguredEnvironment property)
trade_schedule() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.schedules.schedule.ScheduleStub method)
(sigtech.framework.schedules.strategy.StrategySchedule method)
(sigtech.framework.schedules.trading_manager.TradingManager method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
TradeInterface (class in sigtech.framework.strategies.runner.trade_interface)
TradePricer (class in sigtech.framework.transaction_cost.transaction_cost)
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_decision_time (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
TRADING_ECONOMICS (sigtech.framework.infra.data_adapter.identifier.Symbology attribute)
trading_holidays (sigtech.framework.schedules.trading_manager.TradingManager property)
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_pct_loss_trigger() (in module sigtech.framework.strategies.stop_strategy)
trailing_pct_profit_trigger() (in module sigtech.framework.strategies.stop_strategy)
transaction_history_df (sigtech.framework.strategies.runner.trade_interface.PaperTradeInterface property)
transaction_type (sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
transpose_dataframe() (sigtech.framework.indices.rf_price_index.RFPriceIndex method)
TRBC_COLUMNS (sigtech.framework.equities.equity_universe_filter.EquityUniverseFilter attribute)
trbc_history() (sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
trbc_vals() (sigtech.framework.equities.universe.StrategySingleStockFilter method)
trbc_vals_on_date() (sigtech.framework.equities.universe.StrategySingleStockFilter method)
tree() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy method)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket method)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy method)
(sigtech.framework.strategies.components.plot_wrapper.PlotWrapper method)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
tree_df() (sigtech.framework.strategies.components.inspect_wrapper.InspectWrapper method)
tree_slice() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
tree_timeline() (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
trigger_level (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
TRIGGER_METHOD (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
trigger_method (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
TRIGGER_METHOD (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_method (sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
trigger_params (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy 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_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)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday 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)
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.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.fx_otc.FXForward 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.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup attribute)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption 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.VarianceSwapSurfaceGroup attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
underlying_asset_description (sigtech.framework.instruments.futures.FuturesContractGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
underlying_fields (sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
underlying_fixing_delay (sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex attribute)
underlying_forward_price() (sigtech.framework.instruments.indices.EquityIndex method)
underlying_forward_prices() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
underlying_history() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption 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_spot_date() (sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
underlying_ticker (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.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
underlying_type() (sigtech.framework.instruments.trs_otc.SingleStockTotalReturnSwapInstrument 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.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
units_to_positions() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.PaperTradeInterface method)
(sigtech.framework.strategies.runner.trade_interface.TradeInterface method)
upper_strike_fraction (sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap 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.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap 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_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_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.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
use_first_entry_date (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle 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)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
use_generic_pricing_engine (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
use_history_schedule (sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FuturesContractGroup attribute)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
use_holdings_for_hedge_ccy (sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
use_long_cash (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
use_price_factor (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
(sigtech.framework.instruments.bonds.GovernmentBond attribute)
(sigtech.framework.instruments.bonds.GovernmentBondRepo attribute)
(sigtech.framework.instruments.bonds.GovernmentBondSwap attribute)
(sigtech.framework.instruments.bonds.InflationGovernmentBond attribute)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap attribute)
(sigtech.framework.instruments.cash.Cash attribute)
(sigtech.framework.instruments.cash.Margin attribute)
(sigtech.framework.instruments.credit_index.CreditIndex attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.economic_series.EconomicSeries attribute)
(sigtech.framework.instruments.equities.ExchangeTradedFund attribute)
(sigtech.framework.instruments.equities.SingleStock attribute)
(sigtech.framework.instruments.equities.SingleStockSwap attribute)
(sigtech.framework.instruments.equities.Universe attribute)
(sigtech.framework.instruments.fixes.Fix attribute)
(sigtech.framework.instruments.fixes.ForecastFix attribute)
(sigtech.framework.instruments.fixes.FXFix attribute)
(sigtech.framework.instruments.fixes.FXForwardPoints attribute)
(sigtech.framework.instruments.fixes.FXVolatilityFix attribute)
(sigtech.framework.instruments.fixes.InterestRateFix attribute)
(sigtech.framework.instruments.fixes.IntradayFix attribute)
(sigtech.framework.instruments.fixes.MacroEconomicFix attribute)
(sigtech.framework.instruments.futures.BondFuture attribute)
(sigtech.framework.instruments.futures.CommodityFuture attribute)
(sigtech.framework.instruments.futures.CryptocurrencyFuture attribute)
(sigtech.framework.instruments.futures.EquityIndexFuture attribute)
(sigtech.framework.instruments.futures.FXFuture attribute)
(sigtech.framework.instruments.futures.InterestRateFuture attribute)
(sigtech.framework.instruments.futures.RollingForward attribute)
(sigtech.framework.instruments.futures.VolatilityIndexFuture attribute)
(sigtech.framework.instruments.fx_otc.FXForward attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix attribute)
(sigtech.framework.instruments.indices.EquityIndex attribute)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex 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.LMEForward attribute)
(sigtech.framework.instruments.lme_otc.LMEFuture attribute)
(sigtech.framework.instruments.lme_otc.LMESpreadContract attribute)
(sigtech.framework.instruments.ois_swap.OISSwap attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption attribute)
(sigtech.framework.instruments.options.CommodityFutureOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
(sigtech.framework.instruments.sig_master.SIGMaster attribute)
(sigtech.framework.instruments.swaption.Swaption attribute)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwap attribute)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator attribute)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
use_quick_approximation (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
use_signal_for_rebalance_dates (sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy 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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.base.ContractGroup method)
(sigtech.framework.instruments.bonds.BondGroup method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.credit_index.CreditIndexGroup method)
(sigtech.framework.instruments.custom_dataset.CustomDataset method)
(sigtech.framework.instruments.custom_dataset.CustomDatasetGroup method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.EquityGroup method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix method)
(sigtech.framework.instruments.fixes.ForecastFix method)
(sigtech.framework.instruments.fixes.ForecastFixGroup method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.fixes.FXFixGroup method)
(sigtech.framework.instruments.fixes.FXForwardPoints method)
(sigtech.framework.instruments.fixes.FXVolatilityFix method)
(sigtech.framework.instruments.fixes.InterestRateFix method)
(sigtech.framework.instruments.fixes.InterestRateFixGroup method)
(sigtech.framework.instruments.fixes.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFixGroup method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FuturesContractGroup method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.FXForwardGroup method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swap.OISSwapGroup method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.swaption.SwaptionGroup method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapCurveGroup method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.variance_swap.VarianceSwapSurfaceGroup method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup method)
(sigtech.framework.signal.signal_object.Signal method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_config.BasketConfig method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategyMixin 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
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_dt() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.schedules.schedule.ScheduleStub method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
valuation_lag (sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
valuation_point() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
valuation_price() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
valuation_price_base() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.fixes.FXFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
valuation_price_history() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
valuation_price_series() (sigtech.framework.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
valuation_time (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.BondGroup attribute)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.credit_index.CreditIndexGroup attribute)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.FXForwardGroup attribute)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.ir_otc.InterestRateSwapGroup attribute)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swap.OISSwapGroup attribute)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwapGroup attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy property)
valuation_time_input (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
valuation_timezone_input (sigtech.framework.indices.cash_index.CashIndex attribute)
(sigtech.framework.indices.rf_price_index.RFPriceIndex attribute)
(sigtech.framework.indices.tradable_index.IntradayInstrument attribute)
(sigtech.framework.indices.tradable_index.TradableCSVIndex attribute)
(sigtech.framework.indices.tradable_index.TradableIndex attribute)
(sigtech.framework.indices.tradable_index.TradableTSIndex attribute)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy attribute)
(sigtech.framework.signal.signal_strategy.SignalStrategy attribute)
(sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture attribute)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy attribute)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy attribute)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket attribute)
(sigtech.framework.strategies.fee_strategy.FeeStrategy attribute)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy attribute)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum attribute)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged attribute)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy attribute)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicMultiOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.DynamicOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingButterflyOptionsStrategy attribute)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption 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_options_baskets.Straddle attribute)
(sigtech.framework.strategies.rolling_options_baskets.Strangle attribute)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase attribute)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy attribute)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy attribute)
(sigtech.framework.strategies.stop_strategy.StopStrategy attribute)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy attribute)
(sigtech.framework.strategies.strategy.DailyStrategy attribute)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy attribute)
(sigtech.framework.strategies.strategy.Strategy attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise attribute)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly attribute)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy attribute)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy attribute)
valuation_tzinfo (sigtech.framework.indices.cash_index.CashIndex property)
(sigtech.framework.indices.rf_price_index.RFPriceIndex property)
(sigtech.framework.indices.tradable_index.IntradayInstrument property)
(sigtech.framework.indices.tradable_index.TradableCSVIndex property)
(sigtech.framework.indices.tradable_index.TradableIndex property)
(sigtech.framework.indices.tradable_index.TradableTSIndex property)
(sigtech.framework.instruments.bonds.GovernmentBond property)
(sigtech.framework.instruments.bonds.GovernmentBondRepo property)
(sigtech.framework.instruments.bonds.GovernmentBondSwap property)
(sigtech.framework.instruments.bonds.InflationGovernmentBond property)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap property)
(sigtech.framework.instruments.cash.Cash property)
(sigtech.framework.instruments.cash.Margin property)
(sigtech.framework.instruments.credit_index.CreditIndex property)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption property)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption property)
(sigtech.framework.instruments.equities.ExchangeTradedFund property)
(sigtech.framework.instruments.equities.SingleStock property)
(sigtech.framework.instruments.equities.SingleStockSwap property)
(sigtech.framework.instruments.fixes.FXFix property)
(sigtech.framework.instruments.futures.BondFuture property)
(sigtech.framework.instruments.futures.CommodityFuture property)
(sigtech.framework.instruments.futures.CryptocurrencyFuture property)
(sigtech.framework.instruments.futures.EquityIndexFuture property)
(sigtech.framework.instruments.futures.FXFuture property)
(sigtech.framework.instruments.futures.InterestRateFuture property)
(sigtech.framework.instruments.futures.RollingForward property)
(sigtech.framework.instruments.futures.VolatilityIndexFuture property)
(sigtech.framework.instruments.fx_otc.FXForward property)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix property)
(sigtech.framework.instruments.ir_otc.InterestRateSwap property)
(sigtech.framework.instruments.lme_otc.LME3MForward property)
(sigtech.framework.instruments.lme_otc.LMECashForward property)
(sigtech.framework.instruments.lme_otc.LMEForward property)
(sigtech.framework.instruments.lme_otc.LMEFuture property)
(sigtech.framework.instruments.lme_otc.LMESpreadContract property)
(sigtech.framework.instruments.ois_swap.OISSwap property)
(sigtech.framework.instruments.ois_swaption.OISSwaption property)
(sigtech.framework.instruments.ois_swaption.OISSwaptionGroup property)
(sigtech.framework.instruments.option_groups.CommodityOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup property)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup property)
(sigtech.framework.instruments.options.CommodityFutureOption property)
(sigtech.framework.instruments.options.CommodityFutureOTCOption property)
(sigtech.framework.instruments.options.EquityIndexOption property)
(sigtech.framework.instruments.options.EquityIndexOTCOption property)
(sigtech.framework.instruments.options.FXOTCOption property)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption property)
(sigtech.framework.instruments.swaption.Swaption property)
(sigtech.framework.instruments.swaption.SwaptionGroup property)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwap property)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap property)
(sigtech.framework.schedules.schedule.ScheduleStub property)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy property)
(sigtech.framework.signal.signal_strategy.SignalStrategy property)
(sigtech.framework.strategies.basket_strategies.BasketStrategy property)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy property)
(sigtech.framework.strategies.basket_strategies.FlexibleBasket property)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy property)
(sigtech.framework.strategies.delta_hedging_strategy.DeltaHedgingStrategy property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFuture property)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy property)
(sigtech.framework.strategies.dynamic_strategy.DynamicStrategy property)
(sigtech.framework.strategies.equity_factor_basket.EquityFactorBasket property)
(sigtech.framework.strategies.fee_strategy.FeeStrategy property)
(sigtech.framework.strategies.fx_forward_hedging_strategy.FXForwardHedgingStrategy property)
(sigtech.framework.strategies.intraday_mean_reversion.IntradayMomentum property)
(sigtech.framework.strategies.intraday_mean_reversion.VWAPStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy property)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy property)
(sigtech.framework.strategies.reinvestment_strategy.ReinvestmentStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.RollingBondStrategy property)
(sigtech.framework.strategies.rolling_bond_strategy.SingleBondStrategy property)
(sigtech.framework.strategies.rolling_credit_index_strategy.RollingCreditIndexStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged property)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy property)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy property)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy 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_baskets.RollingButterflyOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOption property)
(sigtech.framework.strategies.rolling_options_baskets.RollingOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingSpreadOptionsStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStraddleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.RollingStrangleOptionStrategy property)
(sigtech.framework.strategies.rolling_options_baskets.Straddle property)
(sigtech.framework.strategies.rolling_options_baskets.Strangle property)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase property)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption property)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaptionStrategy property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStraddle property)
(sigtech.framework.strategies.rolling_swaption_baskets.SwaptionStrangle property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap property)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy property)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy property)
(sigtech.framework.strategies.stop_strategy.StopStrategy property)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy property)
(sigtech.framework.strategies.strategy.DailyStrategy property)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy property)
(sigtech.framework.strategies.strategy.Strategy property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise property)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly property)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap property)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps property)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket property)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy property)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy 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)
var_portfolio_sizing() (in module sigtech.framework.strategies.constants)
var_sizing() (in module sigtech.framework.strategies.constants)
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)
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)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator property)
vega_scaled (sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwap attribute)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy attribute)
vega_transaction_market_impact() (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption 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.CommodityOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.EquityIndexOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.ETFOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
(sigtech.framework.instruments.option_groups.VolatilityIndexOTCOptionsGroup method)
vol_from_strike() (sigtech.framework.instruments.option_groups.FXOTCOptionsGroup method)
vol_surface_from_db (sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption attribute)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption attribute)
(sigtech.framework.instruments.options.CommodityFutureOTCOption attribute)
(sigtech.framework.instruments.options.EquityIndexOTCOption attribute)
(sigtech.framework.instruments.options.FXOTCOption attribute)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption attribute)
vol_surfaces() (sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.swaption.Swaption method)
volatility_target (sigtech.framework.strategies.basket_strategies.FlexibleBasket attribute)
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)
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.indices.cash_index.CashIndex method)
(sigtech.framework.indices.rf_price_index.RFPriceIndex method)
(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.infra.calendar.calendar.AuctionCalendar method)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar method)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar method)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar method)
(sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
(sigtech.framework.instruments.brazil_swap.BrazilOffshoreSwap method)
(sigtech.framework.instruments.cash.Cash method)
(sigtech.framework.instruments.cash.Margin method)
(sigtech.framework.instruments.credit_index.CreditIndex method)
(sigtech.framework.instruments.digital_options.CommodityFutureOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.FXOTCDigitalOption method)
(sigtech.framework.instruments.digital_options.VolatilityIndexOTCDigitalOption method)
(sigtech.framework.instruments.economic_series.EconomicSeries method)
(sigtech.framework.instruments.equities.ExchangeTradedFund method)
(sigtech.framework.instruments.equities.SingleStock method)
(sigtech.framework.instruments.equities.SingleStockSwap method)
(sigtech.framework.instruments.equities.Universe method)
(sigtech.framework.instruments.fixes.Fix 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.IntradayFix method)
(sigtech.framework.instruments.fixes.MacroEconomicFix method)
(sigtech.framework.instruments.futures.BondFuture method)
(sigtech.framework.instruments.futures.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.RollingForward method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
(sigtech.framework.instruments.fx_otc.FXForward method)
(sigtech.framework.instruments.fx_otc.SyntheticFXFix method)
(sigtech.framework.instruments.indices.EquityIndex method)
(sigtech.framework.instruments.indices.MarketCapWeightedIndex method)
(sigtech.framework.instruments.ir_otc.InterestRateSwap method)
(sigtech.framework.instruments.lme_otc.LME3MForward method)
(sigtech.framework.instruments.lme_otc.LMECashForward method)
(sigtech.framework.instruments.lme_otc.LMEForward method)
(sigtech.framework.instruments.lme_otc.LMEFuture method)
(sigtech.framework.instruments.lme_otc.LMESpreadContract method)
(sigtech.framework.instruments.ois_swap.OISSwap method)
(sigtech.framework.instruments.ois_swaption.OISSwaption method)
(sigtech.framework.instruments.options.CommodityFutureOption method)
(sigtech.framework.instruments.options.CommodityFutureOTCOption method)
(sigtech.framework.instruments.options.EquityIndexOption method)
(sigtech.framework.instruments.options.EquityIndexOTCOption method)
(sigtech.framework.instruments.options.FXOTCOption method)
(sigtech.framework.instruments.options.VolatilityIndexOTCOption method)
(sigtech.framework.instruments.sig_master.SIGMaster method)
(sigtech.framework.instruments.swaption.Swaption method)
(sigtech.framework.instruments.trs_otc.TotalReturnSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwap method)
(sigtech.framework.instruments.variance_swap.VarianceSwapReplicator method)
(sigtech.framework.instruments.xccy_swap.CrossCurrencySwap method)
(sigtech.framework.signal.signal_strategy.IntradaySignalStrategy method)
(sigtech.framework.signal.signal_strategy.SignalStrategy method)
(sigtech.framework.strategies.basket_strategies.BasketStrategy method)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy 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_rolling_future.DynamicRollingFuture method)
(sigtech.framework.strategies.dynamic_rolling_future.DynamicRollingFutureStrategy 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.rates_strategy_mixin.RatesBasketStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesSignalStrategy method)
(sigtech.framework.strategies.rates_strategy_mixin.RatesStrategy 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.RollingFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedged method)
(sigtech.framework.strategies.rolling_future_fx_hedged.RollingLMEFutureFXHedgedStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingFutureStrategy method)
(sigtech.framework.strategies.rolling_future_strategy.RollingLMEFutureStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.DynamicRollingFXForwardStrategy method)
(sigtech.framework.strategies.rolling_fx_forward_strategy.RollingFXForwardStrategy method)
(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.RollingOption 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_baskets.Straddle method)
(sigtech.framework.strategies.rolling_options_baskets.Strangle method)
(sigtech.framework.strategies.rolling_options_strategy_base.RollingOptionsStrategyBase method)
(sigtech.framework.strategies.rolling_swap_strategy.RollingSwapStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicMultiSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.DynamicSwaptionsStrategy method)
(sigtech.framework.strategies.rolling_swaption_baskets.RollingSwaption 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.RollingVarianceSwap method)
(sigtech.framework.strategies.rolling_variance_swap.RollingVarianceSwapStrategy method)
(sigtech.framework.strategies.stop_strategy.StopLossStrategy method)
(sigtech.framework.strategies.stop_strategy.StopStrategy method)
(sigtech.framework.strategies.stop_strategy.TakeProfitStrategy method)
(sigtech.framework.strategies.strategy.DailyStrategy method)
(sigtech.framework.strategies.strategy.PeriodicIntradayStrategy method)
(sigtech.framework.strategies.strategy.Strategy method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewise method)
(sigtech.framework.strategies.strategy_piecewise.StrategyPiecewiseDirectly method)
(sigtech.framework.strategies.structure_basket_strategies.AssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps method)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwapsStrategy method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasket method)
(sigtech.framework.strategies.structure_basket_strategies.RollingStructureBasketStrategy method)
(sigtech.framework.strategies.trs_strategy.TotalReturnSwapStrategy method)
WalkForwardGridOptimizer (class in sigtech.framework.analytics.optimization.walk_forward_optimizer)
wednesdays() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
weekend (sigtech.framework.infra.calendar.calendar.AuctionCalendar attribute)
(sigtech.framework.infra.calendar.calendar.EconomicCalendar attribute)
(sigtech.framework.infra.calendar.calendar.HolidayCalendar attribute)
(sigtech.framework.infra.calendar.calendar.ModifiedHolidayCalendar attribute)
weeks() (sigtech.framework.schedules.schedule.ScheduleFrequencies class method)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday class method)
weights (sigtech.framework.strategies.basket_strategies.BasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.CashBasketStrategy attribute)
(sigtech.framework.strategies.basket_strategies.SizeVaryingBasketStrategy attribute)
(sigtech.framework.strategies.rates_strategy_mixin.RatesBasketStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.Butterfly attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.ButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepener attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.CurveSteepenerSwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflyBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwaps attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingButterflySwapsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBonds attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerBondsStrategy attribute)
(sigtech.framework.strategies.structure_basket_strategies.RollingCurveSteepenerSwaps 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)
xover_5y() (in module sigtech.framework.default_strategy_objects.credit_index_strategies)
xover_5y_short() (in module sigtech.framework.default_strategy_objects.credit_index_strategies)
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)
(sigtech.framework.schedules.schedule.ScheduleFrequenciesWithIntraday 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.structure_basket_strategies.RollingAssetSwap method)
(sigtech.framework.strategies.structure_basket_strategies.RollingAssetSwapStrategy 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.CommodityFuture method)
(sigtech.framework.instruments.futures.CryptocurrencyFuture method)
(sigtech.framework.instruments.futures.EquityIndexFuture method)
(sigtech.framework.instruments.futures.FXFuture method)
(sigtech.framework.instruments.futures.InterestRateFuture method)
(sigtech.framework.instruments.futures.VolatilityIndexFuture method)
yield_transaction_type() (sigtech.framework.transaction_cost.transaction_cost.TradePricer method)
ytm() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
ytms() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond 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.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
z_spreads() (sigtech.framework.instruments.bonds.GovernmentBond method)
(sigtech.framework.instruments.bonds.GovernmentBondRepo method)
(sigtech.framework.instruments.bonds.GovernmentBondSwap method)
(sigtech.framework.instruments.bonds.InflationGovernmentBond method)
zar() (in module sigtech.framework.default_strategy_objects.cash_indices)