- Introduction
- Concepts and Design
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SESSION LAYER
- About the Session Layer
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Session
- Session object
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Session object methods
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Session.Platform
- Definition object
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Definition methods
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Session.Desktop
- Definition object
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Definition methods
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Session.Container
- Definition object
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Definition methods
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Functions
- Session events
- Session event codes
- Session states
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CONTENT LAYER
- About the Content Layer
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Fundamental and Reference
- About Fundamental and Reference
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Definition
- Definition object
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Definition methods
- RowHeaders
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Historical Pricing
- About Historical Pricing
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Events
- About Events
- Definition object
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Definition methods
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Summaries
- About Summaries
- Definition object
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Definition methods
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TimeSeries
- Definition object
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Definition methods
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Stream
- Stream object
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Stream methods
- StreamEvents
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Historical Pricing Metadata
- About Historical Pricing Metadata
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Metadata Global
- Definition object
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Definition methods
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Metadata Instrument
- Definition object
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Definition methods
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Metadata Partialbar
- Definition object
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Definition methods
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Metadata Viewlist
- Definition object
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Definition methods
- Event Types
- Adjustments
- Market Sessions
- Timestamp Labels
- Time Series Types
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News
- About News
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News Headlines
- Definition object
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Definition methods
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News Story
- Definition object
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Definition methods
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Pricing
- About Pricing
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Pricing.Definition
- Definition object
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Definition methods
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Pricing.Stream
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Pricing.Chain
- About Pricing.Chain
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Pricing.Chain.Definition
- Definition object
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Definition methods
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Pricing.Chain.Stream
- Stream object
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Stream methods
- Pricing.Chain.Events
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Search
- About Search
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Search.Definition
- Definition object
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Definition methods
- Search View
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SymbolConversion
- About SymbolConversion
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Definition
- Definition object
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Definition methods
- Asset Class
- Asset State
- Country Code
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IPA
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FinancialContracts
- About FinancialContracts
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Definition
- Definition object
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Definition methods
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Bond
- Bond.Definition object
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Bond.Definition methods
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Interfaces & Enumerations
- PricingParameters
- CreditSpreadType
- InflationMode
- QuotationMode
- QuoteFallbackLogic
- VolatilityTermStructureType
- VolatilityType
- ProjectedIndexCalculationMethod
- RedemptionDateType
- BenchmarkYieldSelectionMode
- Rounding
- AmortizationFrequency
- AmortizationItemDefinition
- AmortizationType
- IndexAverageMethod
- IndexCompoundingMethod
- IndexObservationMethod
- RoundingType
- YieldType
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BondFuture
- BondFuture.Definition object
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BondFuture.Definition methods
- BondFuture.UnderlyingContract
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CapFloor
- CapFloor.Definition object
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CapFloor.Definition methods
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Interfaces & Enumerations
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CDS
- CDS.Definition object
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CDS.Definition methods
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Interfaces & Enumerations
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FxCross
- FxCross.Definition object
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FxCross.Definition methods
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Interfaces & Enumerations
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IRSwap
- IRSwap.Definition object
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IRSwap.Definition methods
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Interfaces & Enumerations
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Option
- Option.Definition object
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Option.Definition methods
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Interfaces & Enumerations
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Repo
- Repo.Definition object
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Repo.Definition methods
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Interfaces & Enumerations
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
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Interfaces & Enumerations
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TermDeposit
- TermDeposit.Definition object
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TermDeposit.Definition methods
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Interfaces & Enumerations
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Curves
- About Curves
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ForwardCurve
- ForwardCurve.Definition object
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ForwardCurve.Definition methods
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Interfaces & Enumerations
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ForwardCurves
- ForwardCurves.Definition object
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ForwardCurves.Definition methods
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ZcCurve
- ZcCurve.Definition object
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ZcCurve.Definition methods
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Interfaces & Enumerations
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ZcCurves
- ZcCurves.Definition object
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ZcCurves.Definition methods
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ZcCurveDefinition
- ZcCurveDefinition.Definition object
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ZcCurveDefinition.Definition methods
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ZcCurveDefinitions
- ZcCurveDefinitions.Definition object
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ZcCurveDefinitions.Definition methods
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Interfaces & Enumerations
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Surfaces
- About Surfaces
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Surfaces.Definition
- Surfaces.Definition object
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Surfaces.Definition methods
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Cap
- Cap.Definition object
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Cap.Definition methods
- CalculationParams
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Eti
- Eti.Definition object
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Eti.Definition methods
- CalculationParams
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Fx
- Fx.Definition object
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Fx.Definition methods
- CalculationParams
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
- CalculationParams
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Interfaces & Enumerations
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DatesAndCalendars
- About Dates And Calendars
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AddPeriods
- AddPeriods.Definition object
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AddPeriods.Definition methods
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AddPeriods.Definitions
- Definitions object
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Definitions methods
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CountPeriods
- CountPeriods.Definition object
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CountPeriods.Definition methods
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CountPeriods.Definitions
- Definitions object
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Definitions methods
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DateSchedule
- About DateSchedule
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DateSchedule.Definition
- Definition object
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Definition methods
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Holidays
- Holidays.Definition object
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Holidays.Definition methods
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Holidays.Definitions
- Definitions object
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Definitions methods
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IsWorkingDay
- IsWorkingDay.Definition object
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IsWorkingDay.Definition methods
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IsWorkingDay.Definitions
- Definitions object
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Definitions methods
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Interfaces & Enumerations
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- Content Response
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DELIVERY LAYER
- About the Delivery Layer
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Endpoint Request
- About EndpointRequest
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EndpointRequest.Definition
- Definition object
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Definition methods
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OMM streams
- About OMM streams
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OMMStream.Definition
- Definition object
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Definition methods
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OMMStream
- OmmStream object
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OMMStream methods
- OMMStream events
- OMMStream states
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RDP streams
- About RDP streams
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RDPStream.Definition
- Definition object
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Definition methods
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RDPStream
- RDPStream object
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RDPStream methods
- RDPStream events
- RDPStream response state
- RDPStream states
Built with Pandora
EndOfMonthConvention
EndOfMonthConvention for Dates and Calendars:
| Name | Value |
|---|---|
| EndOfMonthConvention.Last | 'Last' |
| EndOfMonthConvention.Same | 'Same' |
| EndOfMonthConvention.Last28 | 'Last28' |
| EndOfMonthConvention.Same28 | 'Same28' |
15 words (0:05 mins)