Toggle navigation sidebar
Toggle in-page Table of Contents
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
.rst
.pdf
Strategy components
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