- Introduction
- Concepts and Design
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CONFIGURATION
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SESSION LAYER
- About the Session Layer
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Session
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session.Definition
- Definition
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Definition methods
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session.desktop.Definition
- Definition
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Definition methods
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session.platform.Definition
- Definition
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Definition methods
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Functions
- Callback functions
- Session event codes
- Session states
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ACCESS LAYER
- About the Access Layer
- Configuration
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Dates and calendars
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News
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Functions
- open_session
- close_session
- get_data
- get_history
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open_pricing_stream
- open_pricing_stream
- PricingStream
- PricingRecorder
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PricingStream methods
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PricingRecorder methods
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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
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Definition methods
- RowHeaders
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Historical Pricing
- About Historical Pricing
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Events
- About Events
- Definition
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Definition methods
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Summaries
- About Summaries
- Definition
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Definition methods
- Historical pricing event types
- Historical pricing adjustments
- Historical pricing market session
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News
- About news
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News headlines
- About news headlines
- Definition
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Definition methods
- Response
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News stories
- About news stories
- Definition
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Definition methods
- Response
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Top news
- About top news
- Definition
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Definition methods
- Response
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hierarchy
- Definition
- TopNewsId
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Definition methods
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Online reports
- About online reports
- Definition
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Definition methods
- Response
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hierarchy
- Definition
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Definition methods
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Images
- About images
- Definition
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Definition methods
- Response
- News SortOrder
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Pricing
- About pricing
- Definition
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Definition methods
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pricing stream methods
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pricing.chain
- About pricing.chain
- Definition
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Definition methods
- Pricing stream states
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IPA FinancialContracts
- About financial contracts
- Definition
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Bond
- About bond
- Definition
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Definition methods
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Interfaces & Enumerations
- PricingParameters
- RoundingParameters
- BenchmarkYieldSelectionMode
- BusinessDayConvention
- DayCountBasis
- AdjustInterestToPaymentDate
- AmortizationFrequency
- AmortizationItem
- AmortizationType
- Direction
- Frequency
- IndexCompoundingMethod
- InterestType
- StubRule
- PaymentRollConvention
- PriceSide
- ProjectedIndexCalculationMethod
- RedemptionDateType
- Rounding
- RoundingType
- YieldType
- QuoteFallbackLogic
- CreditSpreadType
- DividendType
- VolatilityTermStructureType
- VolatilityType
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Cap Floor
- About cap_floor
- Definition
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Definition methods
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Interfaces & Enumerations
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CDS
- About cds
- Definition
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Definition methods
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Interfaces & Enumerations
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Fx Cross
- About FX Cross
- Definition
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Definition methods
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Interfaces & Enumerations
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IR Swap
- About Swap
- Definition
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Definition methods
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Interfaces & Enumerations
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Option
- About option
- Definition
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Definition methods
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Interfaces & Enumerations
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Repo
- About repo
- Definition
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Definition methods
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Interfaces & Enumerations
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Swaption
- About swaption
- Definition
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Definition methods
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Interfaces & Enumerations
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Term Deposit
- About term deposit
- termDeposit.Definition
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Definition methods
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Interfaces & Enumerations
- Response
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IPA Curves
- About curves
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Forward Curves
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ZcCurves
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IPA Surfaces
- About Surface
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Cap
- About cap
- Definition
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Definition methods
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Interfaces & Enumerations
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Eti
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Fx
- About fx
- Definition
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Interfaces & Enumerations
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Swaption
- Definitions
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Interfaces & Enumerations
- Response
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Search
- About search
- Definition
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Definition methods
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SearchViews
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SymbolConversion
- About SymbolConversion
- Definition
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Definition methods
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Interfaces & Enumerations
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Estimates
- About Estimates
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Estimates actual values for reported annual periods
- Definition
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Definition methods
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Estimates actual values for reported interim periods
- Definition
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Definition methods
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Estimates actual values for KPI Measures for reported annual periods
- Definition
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Definition methods
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Estimates actual values for KPI Measures for reported interim periods
- Definition
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Definition methods
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Annual estimates summary data for periodic estimates measures
- Definition
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Definition methods
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Interim estimates summary data for periodic estimates measures
- Definition
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Definition methods
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Estimates monthly historical snapshot value for last 12 months for all annual period estimates measures
- Definition
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Definition methods
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Estimates monthly historical snapshot value for last 12 months for all interim period estimates measures
- Definition
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Definition methods
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Estimates monthly historical snapshot value for non-periodic estimates measures for the last 12 months
- Definition
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Definition methods
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Estimates monthly historical snapshot value for recommendations for the last 12 months
- Definition
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Definition methods
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Estimates summary values for KPI measures for annual periods
- Definition
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Definition methods
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Estimates summary values for KPI measures for interim periods
- Definition
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Definition methods
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Estimates monthly historical snapshot value for all KPI measures for the last 12 months
- Definition
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Definition methods
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ESG
- About ESG
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Definition
- Definition
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Definition methods
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full_scores
- Definition
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Definition methods
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basic_overview
- Definition
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Definition methods
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standard_measures
- Definition
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esg.standard_measures.Definition methods
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standard_scores
- Definition
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Definition methods
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universe
- Definition
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Definition methods
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bulk
- Definition
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Definition methods
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PackageManager
- PackageManager
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PackageManager methods
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Custom Instruments
- About Custom Instruments
- Definition
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Definition methods
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Events
- Definition
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Definition methods
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Summaries
- Definition
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Definition methods
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Manage methods
- Response
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DELIVERY LAYER
- About the Delivery Layer
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Endpoint request
- About endpoint_request
- Definition
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Definition methods
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Interfaces & Enumerations
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OMM stream
- About OMM stream
- Definition
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Definition methods
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RDP stream
- About RDP stream
- Definition
-
Definition methods
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CFS
- About CFS
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CFS buckets
- About CFS buckets
- Definition
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Definition methods
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CFS packages
- About CFS packages
- Definition
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Definition methods
- Response
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CFS files
- About CFS files
- Definition
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Definition methods
- Response
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CFS file-sets
- About CFS file_sets
- Definition
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Definition methods
- Response
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CFS file downloader
- About CFS file downloader
- Definition
-
Definition methods
Built with Pandora
StubRule
StubRule for coupon roll dates are aligned on the maturity or the issue date.
| Name | Value |
|---|---|
| ISSUE | "Issue" |
| LONG_FIRST_FULL | "LongFirstFull" |
| MATURITY | "Maturity" |
| SHORT_FIRST_FULL | "ShortFirstFull" |
| SHORT_FIRST_PRO_RATA | "ShortFirstProRata" |
| SHORT_LAST_PRO_RATA | "ShortLastProRata" |
28 words (0:09 mins)