Source code for gs_quant.target.common

"""
Copyright 2019 Goldman Sachs.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

  http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing,
software distributed under the License is distributed on an
"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
KIND, either express or implied.  See the License for the
specific language governing permissions and limitations
under the License.
"""

from gs_quant.base import *
import deprecation
import datetime
from typing import Dict, Optional, Tuple, Union
from dataclasses import dataclass, field
from dataclasses_json import LetterCase, config, dataclass_json
from enum import Enum


class AccrualConvention(EnumBase, Enum):    
    
    Adjusted = 'Adjusted'
    Unadjusted = 'Unadjusted'    


class AccumOrDecum(EnumBase, Enum):    
    
    Accum = 'Accum'
    Decum = 'Decum'
    Non_Standard = 'Non-Standard'    


class AccumulatorType(EnumBase, Enum):    
    
    Terminating = 'Terminating'
    Non_Terminating = 'Non-Terminating'    


class AggregationLevel(EnumBase, Enum):    
    
    """Aggregation Level"""

    Type = 'Type'
    Asset = 'Asset'
    Class = 'Class'
    Point = 'Point'    


[docs]class AssetClass(EnumBase, Enum): """Asset classification of security. Assets are classified into broad groups which exhibit similar characteristics and behave in a consistent way under different market conditions""" Cash = 'Cash' Commod = 'Commod' Credit = 'Credit' Cross_Asset = 'Cross Asset' Digital_Asset = 'Digital Asset' Econ = 'Econ' Equity = 'Equity' Fund = 'Fund' FX = 'FX' Mortgage = 'Mortgage' Rates = 'Rates' Repo = 'Repo' Loan = 'Loan' Social = 'Social' Cryptocurrency = 'Cryptocurrency'
class AssetStatsPeriod(EnumBase, Enum): """The period used to produce date range.""" _1y = '1y' _3y = '3y' _5y = '5y' _10y = '10y' class AssetStatsType(EnumBase, Enum): """Is it rolling, none etc.""" Rolling = 'Rolling' Calendar = 'Calendar' YTD = 'YTD' class AssetType(EnumBase, Enum): """Asset type differentiates the product categorization or contract type""" Access = 'Access' Accumulator = 'Accumulator' AccumulatorScheduleLeg = 'AccumulatorScheduleLeg' AssetSwapFxdFlt = 'AssetSwapFxdFlt' AssetSwapFxdFxd = 'AssetSwapFxdFxd' Any = 'Any' Autoroll = 'Autoroll' AveragePriceOption = 'AveragePriceOption' Basis = 'Basis' BasisSwap = 'BasisSwap' Benchmark = 'Benchmark' Benchmark_Rate = 'Benchmark Rate' Binary = 'Binary' Bond = 'Bond' Bond_Forward = 'Bond Forward' BondFuture = 'BondFuture' BondFutureOption = 'BondFutureOption' BondOption = 'BondOption' Calendar_Spread = 'Calendar Spread' Cap = 'Cap' Cash = 'Cash' Certificate = 'Certificate' CD = 'CD' Cliquet = 'Cliquet' CMSOption = 'CMSOption' CMSOptionStrip = 'CMSOptionStrip' CMSSpreadOption = 'CMSSpreadOption' CMSSpreadOptionStrip = 'CMSSpreadOptionStrip' Coin = 'Coin' Commodity = 'Commodity' CommodityReferencePrice = 'CommodityReferencePrice' CommodVarianceSwap = 'CommodVarianceSwap' CommodityPowerNode = 'CommodityPowerNode' CommodityPowerAggregatedNodes = 'CommodityPowerAggregatedNodes' CommodityEUNaturalGasHub = 'CommodityEUNaturalGasHub' CommodityNaturalGasHub = 'CommodityNaturalGasHub' Company = 'Company' Convertible = 'Convertible' CorrelationSwap = 'CorrelationSwap' CorrelationSwapLeg = 'CorrelationSwapLeg' Credit_Basket = 'Credit Basket' Cross = 'Cross' CSL = 'CSL' Currency = 'Currency' Custom_Basket = 'Custom Basket' Cryptocurrency = 'Cryptocurrency' Default_Swap = 'Default Swap' DiscreteLock = 'DiscreteLock' DoubleKnockout = 'DoubleKnockout' DoubleTouch = 'DoubleTouch' DualDoubleKnockout = 'DualDoubleKnockout' DualDoubleKnockoutLeg = 'DualDoubleKnockoutLeg' Economic = 'Economic' Endowment = 'Endowment' Equity_Basket = 'Equity Basket' EuropeanKnockout = 'EuropeanKnockout' ETF = 'ETF' ETN = 'ETN' Event = 'Event' FRA = 'FRA' FixedLeg = 'FixedLeg' Fixing = 'Fixing' FloatLeg = 'FloatLeg' Floor = 'Floor' Forward = 'Forward' Fund = 'Fund' Future = 'Future' FutureContract = 'FutureContract' FutureMarket = 'FutureMarket' FutureOption = 'FutureOption' FutureStrategy = 'FutureStrategy' FXForward = 'FXForward' Hedge_Fund = 'Hedge Fund' Index = 'Index' IndexOption = 'IndexOption' InflationSwap = 'InflationSwap' Inter_Commodity_Spread = 'Inter-Commodity Spread' InvoiceSpread = 'InvoiceSpread' Knockout = 'Knockout' MacroBasket = 'MacroBasket' Market_Location = 'Market Location' MLF = 'MLF' Multi_Asset_Allocation = 'Multi-Asset Allocation' MultiCrossBinary = 'MultiCrossBinary' MultiCrossBinaryLeg = 'MultiCrossBinaryLeg' MultiCrossDoubleBinary = 'MultiCrossDoubleBinary' MultiCrossDoubleBinaryLeg = 'MultiCrossDoubleBinaryLeg' MultiCrossDoubleTouch = 'MultiCrossDoubleTouch' MultiCrossDoubleTouchLeg = 'MultiCrossDoubleTouchLeg' Mutual_Fund = 'Mutual Fund' Native_Asset = 'Native Asset' Note = 'Note' OneTouch = 'OneTouch' Option = 'Option' OptionLeg = 'OptionLeg' OptionPeriod = 'OptionPeriod' OptionStrategy = 'OptionStrategy' Peer_Group = 'Peer Group' Pension_Fund = 'Pension Fund' Pivot = 'Pivot' PivotScheduleLeg = 'PivotScheduleLeg' Preferred_Stock = 'Preferred Stock' Physical = 'Physical' Precious_Metal = 'Precious Metal' Precious_Metal_Swap = 'Precious Metal Swap' Precious_Metal_RFQ = 'Precious Metal RFQ' Reference_Entity = 'Reference Entity' Research_Basket = 'Research Basket' Rate = 'Rate' Risk_Premia = 'Risk Premia' Roll = 'Roll' Securities_Lending_Loan = 'Securities Lending Loan' Share_Class = 'Share Class' Single_Stock = 'Single Stock' ShiftingBermForward = 'ShiftingBermForward' Swap = 'Swap' SwapLeg = 'SwapLeg' SwapStrategy = 'SwapStrategy' Swaption = 'Swaption' Synthetic = 'Synthetic' Systematic_Hedging = 'Systematic Hedging' Tarf = 'Tarf' TarfScheduleLeg = 'TarfScheduleLeg' Token = 'Token' VarianceSwap = 'VarianceSwap' VolatilitySwap = 'VolatilitySwap' VolVarSwap = 'VolVarSwap' WeatherIndex = 'WeatherIndex' WorstOf = 'WorstOf' WorstOfLeg = 'WorstOfLeg' WorstOfKO = 'WorstOfKO' WorstOfKOLeg = 'WorstOfKOLeg' XccySwap = 'XccySwap' XccySwapFixFix = 'XccySwapFixFix' XccySwapFixFlt = 'XccySwapFixFlt' XccySwapMTM = 'XccySwapMTM' SyntheticOETTerms = 'SyntheticOETTerms' SyntheticSchedule = 'SyntheticSchedule' SyntheticLeg = 'SyntheticLeg' class AswType(EnumBase, Enum): """Asset Swap Type""" Par = 'Par' Proceeds = 'Proceeds' class BasketAction(EnumBase, Enum): """Indicates what was the action taken on basket - create/edit/rebalance""" Create = 'Create' Edit = 'Edit' Rebalance = 'Rebalance' class BasketValuationSource(EnumBase, Enum): """The source of basket pricing""" GS = 'GS' BVAL = 'BVAL' CBBT = 'CBBT' class BestWorst(EnumBase, Enum): Best = 'Best' Worst = 'Worst' class BondStrikeType(EnumBase, Enum): """The type of the bond strike - price, yield etc""" Price = 'Price' Yield = 'Yield' class BusinessDayConvention(EnumBase, Enum): """Business Day Convention""" Following = 'Following' Modified_Following = 'Modified Following' Previous = 'Previous' Unadjusted = 'Unadjusted' class BuySell(EnumBase, Enum): """Buy or Sell side of contract""" Buy = 'Buy' Sell = 'Sell' class CDOptionType(EnumBase, Enum): """Credit Option Type""" Call = 'Call' Put = 'Put' Straddle = 'Straddle' Payer = 'Payer' Receiver = 'Receiver' Digital_Call = 'Digital Call' Digital_Put = 'Digital Put' class CommodMeanRule(EnumBase, Enum): """Commodity mean rule""" Do_Not_Remove = 'Do Not Remove' Remove_Calculated = 'Remove Calculated' Remove_Fixed = 'Remove Fixed' class CommodUnit(EnumBase, Enum): """A coding scheme value to identify the unit of measure (e.g. Therms) in which the undelryer is denominated.""" Lot = 'Lot' MegaWattHour = 'MegaWattHour' Metric_Ton = 'Metric Ton' Million_British_Thermal_Units = 'Million British Thermal Units' Oil_Barrel = 'Oil Barrel' Troy_Pound = 'Troy Pound' US_Gallon = 'US Gallon' class CommoditySector(EnumBase, Enum): """The sector of the commodity""" Base_metals = 'Base metals' Precious_metals = 'Precious metals' Energy = 'Energy' Agriculturals = 'Agriculturals' Power = 'Power' class CountryCode(EnumBase, Enum): """ISO Country code""" AU = 'AU' CX = 'CX' CC = 'CC' HM = 'HM' NF = 'NF' NZ = 'NZ' CK = 'CK' NU = 'NU' TK = 'TK' JP = 'JP' JN = 'JN' EU = 'EU' ER = 'ER' EZ = 'EZ' AT = 'AT' BE = 'BE' FI = 'FI' FR = 'FR' GF = 'GF' PF = 'PF' TF = 'TF' GP = 'GP' MQ = 'MQ' YT = 'YT' NC = 'NC' RE = 'RE' SH = 'SH' PM = 'PM' WF = 'WF' DE = 'DE' GE = 'GE' GR = 'GR' IE = 'IE' IT = 'IT' LU = 'LU' NL = 'NL' AW = 'AW' AN = 'AN' PT = 'PT' ES = 'ES' BY = 'BY' CH = 'CH' SE = 'SE' SW = 'SW' DK = 'DK' FO = 'FO' NO = 'NO' BV = 'BV' SJ = 'SJ' LI = 'LI' GB = 'GB' UK = 'UK' AI = 'AI' IO = 'IO' KY = 'KY' FK = 'FK' GI = 'GI' MS = 'MS' PN = 'PN' GS = 'GS' TC = 'TC' VG = 'VG' JE = 'JE' _02 = '02' US = 'US' AS = 'AS' GU = 'GU' MP = 'MP' PR = 'PR' UM = 'UM' VI = 'VI' CA = 'CA' AR = 'AR' BA = 'BA' BD = 'BD' BG = 'BG' BS = 'BS' BM = 'BM' BO = 'BO' BR = 'BR' CL = 'CL' CN = 'CN' CO = 'CO' CR = 'CR' CZ = 'CZ' DO = 'DO' EC = 'EC' EG = 'EG' GA = 'GA' GT = 'GT' HK = 'HK' HR = 'HR' HU = 'HU' IL = 'IL' IM = 'IM' IR = 'IR' IS = 'IS' JO = 'JO' KE = 'KE' KR = 'KR' KZ = 'KZ' LB = 'LB' LK = 'LK' LT = 'LT' MA = 'MA' MH = 'MH' ML = 'ML' MO = 'MO' MT = 'MT' MX = 'MX' MY = 'MY' NI = 'NI' OM = 'OM' PA = 'PA' PD = 'PD' PE = 'PE' PH = 'PH' PK = 'PK' PL = 'PL' QA = 'QA' RO = 'RO' RU = 'RU' SA = 'SA' SG = 'SG' SI = 'SI' SK = 'SK' SV = 'SV' TH = 'TH' TN = 'TN' TP = 'TP' TR = 'TR' TW = 'TW' UA = 'UA' UY = 'UY' VE = 'VE' VN = 'VN' ZA = 'ZA' BH = 'BH' EE = 'EE' GH = 'GH' ME = 'ME' RS = 'RS' ZM = 'ZM' ZW = 'ZW' TT = 'TT' AE = 'AE' KW = 'KW' BB = 'BB' LV = 'LV' GG = 'GG' CY = 'CY' CI = 'CI' MU = 'MU' PY = 'PY' HN = 'HN' BZ = 'BZ' NA = 'NA' FJ = 'FJ' BW = 'BW' DZ = 'DZ' MN = 'MN' SN = 'SN' TZ = 'TZ' AD = 'AD' AG = 'AG' AL = 'AL' AM = 'AM' AO = 'AO' AZ = 'AZ' BF = 'BF' BI = 'BI' BJ = 'BJ' BN = 'BN' BT = 'BT' CD = 'CD' CF = 'CF' CG = 'CG' CM = 'CM' CU = 'CU' CV = 'CV' CS = 'CS' DJ = 'DJ' DM = 'DM' EH = 'EH' ET = 'ET' FM = 'FM' GD = 'GD' GL = 'GL' GM = 'GM' GN = 'GN' GQ = 'GQ' GW = 'GW' GY = 'GY' HT = 'HT' ID = 'ID' IN = 'IN' IQ = 'IQ' JM = 'JM' KG = 'KG' KH = 'KH' KI = 'KI' KM = 'KM' KN = 'KN' KP = 'KP' LA = 'LA' LC = 'LC' LR = 'LR' LS = 'LS' LY = 'LY' MC = 'MC' MD = 'MD' MG = 'MG' MK = 'MK' MM = 'MM' MR = 'MR' MV = 'MV' MW = 'MW' MZ = 'MZ' NE = 'NE' NG = 'NG' NP = 'NP' NR = 'NR' PG = 'PG' PW = 'PW' RW = 'RW' SB = 'SB' SC = 'SC' SD = 'SD' SL = 'SL' SM = 'SM' SO = 'SO' SR = 'SR' ST = 'ST' SY = 'SY' SZ = 'SZ' TD = 'TD' TG = 'TG' TJ = 'TJ' TL = 'TL' TM = 'TM' TO = 'TO' TV = 'TV' UG = 'UG' UZ = 'UZ' VA = 'VA' VC = 'VC' VU = 'VU' WS = 'WS' YE = 'YE' class CreditOptionStrikeType(EnumBase, Enum): Spread_Adj = 'Spread Adj' Delta = 'Delta' class CreditOptionType(EnumBase, Enum): Payer = 'Payer' Receiver = 'Receiver' class Currency(EnumBase, Enum): """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" _ = '' ACU = 'ACU' ADP = 'ADP' AED = 'AED' AFA = 'AFA' ALL = 'ALL' AMD = 'AMD' ANG = 'ANG' AOA = 'AOA' AOK = 'AOK' AON = 'AON' ARA = 'ARA' ARS = 'ARS' ARZ = 'ARZ' ATS = 'ATS' AUD = 'AUD' AUZ = 'AUZ' AZM = 'AZM' AZN = 'AZN' B03 = 'B03' BAD = 'BAD' BAK = 'BAK' BAM = 'BAM' BBD = 'BBD' BDN = 'BDN' BDT = 'BDT' BEF = 'BEF' BGL = 'BGL' BGN = 'BGN' BHD = 'BHD' BIF = 'BIF' BMD = 'BMD' BND = 'BND' BOB = 'BOB' BR6 = 'BR6' BRE = 'BRE' BRF = 'BRF' BRL = 'BRL' BRR = 'BRR' BSD = 'BSD' BTC = 'BTC' BTN = 'BTN' BTR = 'BTR' BWP = 'BWP' BYR = 'BYR' BZD = 'BZD' C23 = 'C23' CAC = 'CAC' CAD = 'CAD' CAZ = 'CAZ' CCI = 'CCI' CDF = 'CDF' CFA = 'CFA' CHF = 'CHF' CHZ = 'CHZ' CLF = 'CLF' CLP = 'CLP' CLZ = 'CLZ' CNH = 'CNH' CNO = 'CNO' CNY = 'CNY' CNZ = 'CNZ' COP = 'COP' COZ = 'COZ' CPB = 'CPB' CPI = 'CPI' CRC = 'CRC' CUP = 'CUP' CVE = 'CVE' CYP = 'CYP' CZH = 'CZH' CZK = 'CZK' DAX = 'DAX' DEM = 'DEM' DIJ = 'DIJ' DJF = 'DJF' DKK = 'DKK' DOP = 'DOP' DZD = 'DZD' E51 = 'E51' E52 = 'E52' E53 = 'E53' E54 = 'E54' ECI = 'ECI' ECS = 'ECS' ECU = 'ECU' EEK = 'EEK' EF0 = 'EF0' EGP = 'EGP' ESP = 'ESP' ETB = 'ETB' ETH = 'ETH' EUR = 'EUR' EUZ = 'EUZ' F06 = 'F06' FED = 'FED' FIM = 'FIM' FJD = 'FJD' FKP = 'FKP' FRF = 'FRF' FT1 = 'FT1' GBP = 'GBP' GBZ = 'GBZ' GEK = 'GEK' GEL = 'GEL' GHC = 'GHC' GHS = 'GHS' GHY = 'GHY' GIP = 'GIP' GLD = 'GLD' GLR = 'GLR' GMD = 'GMD' GNF = 'GNF' GQE = 'GQE' GRD = 'GRD' GTQ = 'GTQ' GWP = 'GWP' GYD = 'GYD' HKB = 'HKB' HKD = 'HKD' HNL = 'HNL' HRK = 'HRK' HSI = 'HSI' HTG = 'HTG' HUF = 'HUF' IDB = 'IDB' IDO = 'IDO' IDR = 'IDR' IEP = 'IEP' IGP = 'IGP' ILS = 'ILS' INO = 'INO' INP = 'INP' INR = 'INR' IPA = 'IPA' IPX = 'IPX' IQD = 'IQD' IRR = 'IRR' IRS = 'IRS' ISI = 'ISI' ISK = 'ISK' ISO = 'ISO' ITL = 'ITL' J05 = 'J05' JMD = 'JMD' JNI = 'JNI' JOD = 'JOD' JPY = 'JPY' JPZ = 'JPZ' JZ9 = 'JZ9' KES = 'KES' KGS = 'KGS' KHR = 'KHR' KMF = 'KMF' KOR = 'KOR' KPW = 'KPW' KRW = 'KRW' KWD = 'KWD' KYD = 'KYD' KZT = 'KZT' LAK = 'LAK' LBA = 'LBA' LBP = 'LBP' LHY = 'LHY' LKR = 'LKR' LRD = 'LRD' LSL = 'LSL' LSM = 'LSM' LTL = 'LTL' LUF = 'LUF' LVL = 'LVL' LYD = 'LYD' MAD = 'MAD' MDL = 'MDL' MGF = 'MGF' MKD = 'MKD' MMK = 'MMK' MNT = 'MNT' MOP = 'MOP' MRO = 'MRO' MTL = 'MTL' MTP = 'MTP' MUR = 'MUR' MVR = 'MVR' MWK = 'MWK' MXB = 'MXB' MXN = 'MXN' MXP = 'MXP' MXW = 'MXW' MXZ = 'MXZ' MYO = 'MYO' MYR = 'MYR' MZM = 'MZM' MZN = 'MZN' NAD = 'NAD' ND3 = 'ND3' NGF = 'NGF' NGI = 'NGI' NGN = 'NGN' NIC = 'NIC' NIO = 'NIO' NLG = 'NLG' NOK = 'NOK' NOZ = 'NOZ' NPR = 'NPR' NZD = 'NZD' NZZ = 'NZZ' O08 = 'O08' OMR = 'OMR' PAB = 'PAB' PEI = 'PEI' PEN = 'PEN' PEZ = 'PEZ' PGK = 'PGK' PHP = 'PHP' PKR = 'PKR' PLN = 'PLN' PLZ = 'PLZ' PSI = 'PSI' PTE = 'PTE' PYG = 'PYG' QAR = 'QAR' R2K = 'R2K' ROL = 'ROL' RON = 'RON' RSD = 'RSD' RUB = 'RUB' RUF = 'RUF' RUR = 'RUR' RWF = 'RWF' SAR = 'SAR' SBD = 'SBD' SCR = 'SCR' SDP = 'SDP' SDR = 'SDR' SEK = 'SEK' SET = 'SET' SGD = 'SGD' SGS = 'SGS' SHP = 'SHP' SIL = 'SIL' SIT = 'SIT' SKK = 'SKK' SLL = 'SLL' SRG = 'SRG' SSI = 'SSI' STD = 'STD' SUR = 'SUR' SVC = 'SVC' SVT = 'SVT' SYP = 'SYP' SZL = 'SZL' T21 = 'T21' T51 = 'T51' T52 = 'T52' T53 = 'T53' T54 = 'T54' T55 = 'T55' T71 = 'T71' TE0 = 'TE0' TED = 'TED' TF9 = 'TF9' THB = 'THB' THO = 'THO' TMM = 'TMM' TND = 'TND' TNT = 'TNT' TOP = 'TOP' TPE = 'TPE' TPX = 'TPX' TRB = 'TRB' TRL = 'TRL' TRY = 'TRY' TRZ = 'TRZ' TTD = 'TTD' TWD = 'TWD' TZS = 'TZS' UAH = 'UAH' UCB = 'UCB' UDI = 'UDI' UFC = 'UFC' UFZ = 'UFZ' UGS = 'UGS' UGX = 'UGX' USB = 'USB' USD = 'USD' UVR = 'UVR' UYP = 'UYP' UYU = 'UYU' UZS = 'UZS' VAC = 'VAC' VEB = 'VEB' VEF = 'VEF' VES = 'VES' VND = 'VND' VUV = 'VUV' WST = 'WST' XAF = 'XAF' XAG = 'XAG' XAU = 'XAU' XPD = 'XPD' XPT = 'XPT' XCD = 'XCD' XDR = 'XDR' XEU = 'XEU' XOF = 'XOF' XPF = 'XPF' YDD = 'YDD' YER = 'YER' YUD = 'YUD' YUN = 'YUN' ZAL = 'ZAL' ZAR = 'ZAR' ZAZ = 'ZAZ' ZMK = 'ZMK' ZMW = 'ZMW' ZRN = 'ZRN' ZRZ = 'ZRZ' ZWD = 'ZWD' ZWL = 'ZWL' AUd = 'AUd' BWp = 'BWp' EUr = 'EUr' GBp = 'GBp' ILs = 'ILs' KWd = 'KWd' MWk = 'MWk' SGd = 'SGd' SZl = 'SZl' USd = 'USd' ZAr = 'ZAr' class CurrencyName(EnumBase, Enum): """Currency Names""" United_States_Dollar = 'United States Dollar' Australian_Dollar = 'Australian Dollar' Canadian_Dollar = 'Canadian Dollar' Swiss_Franc = 'Swiss Franc' Yuan_Renminbi_Hong_Kong = 'Yuan Renminbi (Hong Kong)' Czech_Republic_Koruna = 'Czech Republic Koruna' Euro = 'Euro' Pound_Sterling = 'Pound Sterling' Japanese_Yen = 'Japanese Yen' South_Korean_Won = 'South Korean Won' Malasyan_Ringgit = 'Malasyan Ringgit' Norwegian_Krone = 'Norwegian Krone' New_Zealand_Dollar = 'New Zealand Dollar' Polish_Zloty = 'Polish Zloty' Russian_Rouble = 'Russian Rouble' Swedish_Krona = 'Swedish Krona' South_African_Rand = 'South African Rand' Yuan_Renminbi_Onshore = 'Yuan Renminbi (Onshore)' class DayCountFraction(EnumBase, Enum): """Day Count Fraction""" ACT_OVER_360 = 'ACT/360' ACT_OVER_360_ISDA = 'ACT/360 ISDA' ACT_OVER_365_Fixed = 'ACT/365 (Fixed)' ACT_OVER_365_Fixed_ISDA = 'ACT/365 Fixed ISDA' ACT_OVER_365L_ISDA = 'ACT/365L ISDA' ACT_OVER_ACT_ISDA = 'ACT/ACT ISDA' ACT_OVER_ACT_ISMA = 'ACT/ACT ISMA' _30_OVER_360 = '30/360' _30E_OVER_360 = '30E/360' class FallbackType(EnumBase, Enum): """Different Rules for Libor Fallback""" RFR = 'RFR' LastFixing = 'LastFixing' class Field(EnumBase, Enum): """Field to be returned""" investmentRate = 'investmentRate' startingEmmaLegalEntityId = 'startingEmmaLegalEntityId' bvalMidPrice = 'bvalMidPrice' mdapiClass = 'mdapiClass' totalNotionalUSD = 'totalNotionalUSD' bidUnadjusted = 'bidUnadjusted' poRisk = 'poRisk' navTargetQuantity = 'navTargetQuantity' invertedCross = 'invertedCross' aggressiveFillsPercentage = 'aggressiveFillsPercentage' future10yrMarketCap = 'future10yrMarketCap' vehicleType = 'vehicleType' totalFatalitiesByState = 'totalFatalitiesByState' newActive = 'newActive' dailyRisk = 'dailyRisk' energy = 'energy' currentConstituentsNetDebtToEbitda = 'currentConstituentsNetDebtToEbitda' sunshineDailyForecast = 'sunshineDailyForecast' sentimentScore = 'sentimentScore' customerBuySell = 'customerBuySell' assetParametersUnderlierType = 'assetParametersUnderlierType' annualizedZCRate = 'annualizedZCRate' fxQuotedDeltaNoPremiumAdjustment = 'fxQuotedDeltaNoPremiumAdjustment' settlementRequested = 'settlementRequested' _0 = '0' _1 = '1' _2 = '2' _3 = '3' correlation = 'correlation' exposure = 'exposure' size = 'size' _4 = '4' _5 = '5' _6 = '6' _7 = '7' marketDataAsset = 'marketDataAsset' _8 = '8' _9 = '9' buy75cents = 'buy75cents' unadjustedHigh = 'unadjustedHigh' sourceImportance = 'sourceImportance' closingYield = 'closingYield' wind = 'wind' sc16 = 'sc16' sc15 = 'sc15' sc12 = 'sc12' sc11 = 'sc11' primaryVwapInLimitUnrealizedBps = 'primaryVwapInLimitUnrealizedBps' displayName = 'displayName' minutesToTrade100Pct = 'minutesToTrade100Pct' sc14 = 'sc14' cumulativeVolumeInShares = 'cumulativeVolumeInShares' sc13 = 'sc13' newFatalities = 'newFatalities' buy50bps = 'buy50bps' numStaffedBeds = 'numStaffedBeds' upfrontPayment = 'upfrontPayment' annualizedRMCTRisk = 'annualizedRMCTRisk' arrivalMidRealizedCash = 'arrivalMidRealizedCash' sc10 = 'sc10' lowLeverage = 'lowLeverage' sc05 = 'sc05' lastTradingDateRule = 'lastTradingDateRule' a = 'a' sc04 = 'sc04' manualPricingTrader = 'manualPricingTrader' b = 'b' sc07 = 'sc07' c = 'c' yieldToMaturity = 'yieldToMaturity' sc06 = 'sc06' address = 'address' sc01 = 'sc01' leg2PaymentFrequency = 'leg2PaymentFrequency' sc03 = 'sc03' sc02 = 'sc02' geographyName = 'geographyName' borrower = 'borrower' shareClassType = 'shareClassType' settlePrice = 'settlePrice' currentConstituentsDividendYield = 'currentConstituentsDividendYield' assetParametersPutAmount = 'assetParametersPutAmount' assetParametersUnderlier = 'assetParametersUnderlier' performanceContribution = 'performanceContribution' nextRebalanceDate = 'nextRebalanceDate' sc09 = 'sc09' assetClassificationsDigitalAssetClass = 'assetClassificationsDigitalAssetClass' mktClass = 'mktClass' sc08 = 'sc08' collateralization = 'collateralization' futureMonthU26 = 'futureMonthU26' fxCalcDelta = 'fxCalcDelta' futureMonthU25 = 'futureMonthU25' futureMonthU24 = 'futureMonthU24' futureMonthU23 = 'futureMonthU23' futureMonthU22 = 'futureMonthU22' statementId = 'statementId' futureMonthU21 = 'futureMonthU21' assetParametersSettlementDate = 'assetParametersSettlementDate' modifiedDuration = 'modifiedDuration' impliedRetailSellPctShares = 'impliedRetailSellPctShares' vol180d = 'vol180d' fxQuotedDelta = 'fxQuotedDelta' shortRatesContribution = 'shortRatesContribution' impliedNormalVolatility = 'impliedNormalVolatility' solarGeneration = 'solarGeneration' requestedSide = 'requestedSide' mtmPrice = 'mtmPrice' swapSpreadChange = 'swapSpreadChange' realizedArrivalPerformanceUSD = 'realizedArrivalPerformanceUSD' portfolioAssets = 'portfolioAssets' tcmCostHorizon3Hour = 'tcmCostHorizon3Hour' exchangeRate = 'exchangeRate' potentialBedCapInc = 'potentialBedCapInc' numberCovered = 'numberCovered' numberOfPositions = 'numberOfPositions' openUnadjusted = 'openUnadjusted' strikeTime = 'strikeTime' askPrice = 'askPrice' eventId = 'eventId' sectors = 'sectors' additionalPriceNotationType = 'additionalPriceNotationType' grossInvestmentQtd = 'grossInvestmentQtd' annualizedRisk = 'annualizedRisk' estimatedHoldingTimeShort = 'estimatedHoldingTimeShort' impliedRetailBuyShares = 'impliedRetailBuyShares' outrightBid = 'outrightBid' midcurvePremium = 'midcurvePremium' volumeComposite = 'volumeComposite' sharpeQtd = 'sharpeQtd' clearingExceptionOrExemptionIndicator = 'clearingExceptionOrExemptionIndicator' estimatedHoldingTimeLong = 'estimatedHoldingTimeLong' external = 'external' trackerName = 'trackerName' sell50cents = 'sell50cents' tradePrice = 'tradePrice' cleared = 'cleared' primeIdNumeric = 'primeIdNumeric' buy8bps = 'buy8bps' totalNotionalLocal = 'totalNotionalLocal' cid = 'cid' totalConfirmedSeniorHome = 'totalConfirmedSeniorHome' ctdFwdPrice = 'ctdFwdPrice' sinkFactor = 'sinkFactor' assetParametersNotionalAmountInOtherCurrency = 'assetParametersNotionalAmountInOtherCurrency' assetParametersPair = 'assetParametersPair' temperatureForecast = 'temperatureForecast' primaryAssetClass = 'primaryAssetClass' bidHigh = 'bidHigh' pnlQtd = 'pnlQtd' buy50cents = 'buy50cents' impliedRetailPctNotional = 'impliedRetailPctNotional' sell4bps = 'sell4bps' receiverDayCountFraction = 'receiverDayCountFraction' auctionClosePercentage = 'auctionClosePercentage' targetPrice = 'targetPrice' bosInBpsDescription = 'bosInBpsDescription' lowPrice = 'lowPrice' adv22DayPct = 'adv22DayPct' contractMonthLetters = 'contractMonthLetters' gateType = 'gateType' matchedMaturitySwapSpread12m = 'matchedMaturitySwapSpread12m' priceRangeInTicksLabel = 'priceRangeInTicksLabel' ticker = 'ticker' notionalUnit = 'notionalUnit' tcmCostHorizon1Day = 'tcmCostHorizon1Day' approval = 'approval' testMeasure = 'testMeasure' fwdSpreadMode = 'fwdSpreadMode' optionLockOutPeriod = 'optionLockOutPeriod' executionTime = 'executionTime' retailActivity = 'retailActivity' sourceValueForecast = 'sourceValueForecast' leg2Spread = 'leg2Spread' annualizedMCTRisk = 'annualizedMCTRisk' shortConvictionLarge = 'shortConvictionLarge' leg1FloatingRateIndex = 'leg1FloatingRateIndex' ccgName = 'ccgName' multiTags = 'multiTags' bidGSpread = 'bidGSpread' dollarExcessReturn = 'dollarExcessReturn' gsn = 'gsn' tradeEndDate = 'tradeEndDate' receiverRateOption = 'receiverRateOption' gss = 'gss' percentOfMediandv1m = 'percentOfMediandv1m' lendables = 'lendables' sell75cents = 'sell75cents' optionAdjustedSpread = 'optionAdjustedSpread' optionAdjustedSwapSpread = 'optionAdjustedSwapSpread' bosInTicksLabel = 'bosInTicksLabel' positionSourceId = 'positionSourceId' buy1bps = 'buy1bps' activeIDAtClient = 'activeIDAtClient' buy3point5bps = 'buy3point5bps' gsSustainRegion = 'gsSustainRegion' absoluteReturnWtd = 'absoluteReturnWtd' deploymentId = 'deploymentId' tradedActiveID = 'tradedActiveID' assetParametersSeniority = 'assetParametersSeniority' askSpread = 'askSpread' flow = 'flow' futureMonthH26 = 'futureMonthH26' loanRebate = 'loanRebate' futureMonthH25 = 'futureMonthH25' period = 'period' indexCreateSource = 'indexCreateSource' futureMonthH24 = 'futureMonthH24' futureMonthH23 = 'futureMonthH23' futureMonthH22 = 'futureMonthH22' futureMonthH21 = 'futureMonthH21' nonUsdOis = 'nonUsdOis' realTWIContribution = 'realTWIContribution' averageExposure = 'averageExposure' mktAsset = 'mktAsset' leg2IndexLocation = 'leg2IndexLocation' twapUnrealizedBps = 'twapUnrealizedBps' fwdEbookPointSpreadAllInMultBid = 'fwdEbookPointSpreadAllInMultBid' quantityUnitOfMeasure = 'quantityUnitOfMeasure' lastUpdatedMessage = 'lastUpdatedMessage' loanValue = 'loanValue' optionAdjustedOISSpread = 'optionAdjustedOISSpread' clientFwdSpreadMultiplier = 'clientFwdSpreadMultiplier' totalReturnPrice = 'totalReturnPrice' valueCurrency = 'valueCurrency' weightedPercentInModel = 'weightedPercentInModel' initLoanSpreadRequired = 'initLoanSpreadRequired' electionPeriod = 'electionPeriod' fundingAskPrice = 'fundingAskPrice' historicalBeta = 'historicalBeta' bondRiskPremiumIndex = 'bondRiskPremiumIndex' hitRateYtd = 'hitRateYtd' girGsdeerGsfeer = 'girGsdeerGsfeer' numUnits = 'numUnits' assetParametersReceiverFrequency = 'assetParametersReceiverFrequency' expenseRatioGrossBps = 'expenseRatioGrossBps' relativePayoffWtd = 'relativePayoffWtd' ctdPrice = 'ctdPrice' paceOfRollNow = 'paceOfRollNow' product = 'product' leg2ReturnType = 'leg2ReturnType' agentLenderFee = 'agentLenderFee' baseUSDFwdRevenue = 'baseUSDFwdRevenue' assetParametersTradeAs = 'assetParametersTradeAs' disseminationId = 'disseminationId' optionStrikePrice = 'optionStrikePrice' precipitationType = 'precipitationType' lowerBound = 'lowerBound' entity = 'entity' active1yrMarketCap = 'active1yrMarketCap' arrivalMidNormalized = 'arrivalMidNormalized' underlyingAsset2 = 'underlyingAsset2' underlyingAsset1 = 'underlyingAsset1' legalEntity = 'legalEntity' performanceFee = 'performanceFee' orderState = 'orderState' actualDataQuality = 'actualDataQuality' indexRatio = 'indexRatio' traderDescription = 'traderDescription' queueInLotsLabel = 'queueInLotsLabel' adv10DayPct = 'adv10DayPct' longConvictionMedium = 'longConvictionMedium' relativeHitRateWtd = 'relativeHitRateWtd' dailyTrackingError = 'dailyTrackingError' sell140cents = 'sell140cents' sell10bps = 'sell10bps' aggressiveOffsetFromLast = 'aggressiveOffsetFromLast' longitude = 'longitude' newIcu = 'newIcu' marketCap = 'marketCap' entryType = 'entryType' weightedAverageMid = 'weightedAverageMid' clusterRegion = 'clusterRegion' valoren = 'valoren' indexName = 'indexName' averageExecutionPrice = 'averageExecutionPrice' assetParametersNumberOfOptions = 'assetParametersNumberOfOptions' usdFwdRevenue = 'usdFwdRevenue' proceedsAssetOISSwapSpread1m = 'proceedsAssetOISSwapSpread1m' payoffWtd = 'payoffWtd' basis = 'basis' investmentRateTrend = 'investmentRateTrend' grossInvestmentMtd = 'grossInvestmentMtd' _200 = '200' hedgeId = 'hedgeId' _201 = '201' sharpeMtd = 'sharpeMtd' _202 = '202' _203 = '203' tcmCostHorizon8Day = 'tcmCostHorizon8Day' _204 = '204' residualVariance = 'residualVariance' _205 = '205' restrictInternalDerivedData = 'restrictInternalDerivedData' _206 = '206' _207 = '207' _208 = '208' adv5DayPct = 'adv5DayPct' _209 = '209' midpointFillsPercentage = 'midpointFillsPercentage' riskPackages = 'riskPackages' openInterest = 'openInterest' turnoverCompositeUnadjusted = 'turnoverCompositeUnadjusted' fwdPoints = 'fwdPoints' relativeReturnWtd = 'relativeReturnWtd' units = 'units' payerRateOption = 'payerRateOption' assetClassificationsRiskCountryName = 'assetClassificationsRiskCountryName' extMktPoint3 = 'extMktPoint3' _210 = '210' _211 = '211' matchedMaturitySwapSpread = 'matchedMaturitySwapSpread' _212 = '212' cityName = 'cityName' _213 = '213' hourlyBucket = 'hourlyBucket' _214 = '214' averageImpliedVolatility = 'averageImpliedVolatility' totalHospitalizedWithSymptoms = 'totalHospitalizedWithSymptoms' _215 = '215' _216 = '216' _217 = '217' daysOpenRealizedCash = 'daysOpenRealizedCash' _218 = '218' _219 = '219' adjustedHighPrice = 'adjustedHighPrice' proceedsAssetOISSwapSpread = 'proceedsAssetOISSwapSpread' m2RPrice = 'm2RPrice' extMktPoint1 = 'extMktPoint1' direction = 'direction' extMktPoint2 = 'extMktPoint2' subRegionCode = 'subRegionCode' assetParametersFixedRate = 'assetParametersFixedRate' tsdbSyncedSymbol = 'tsdbSyncedSymbol' factorProportionOfRisk = 'factorProportionOfRisk' isEstimatedReturn = 'isEstimatedReturn' valueForecast = 'valueForecast' totalIcu = 'totalIcu' positionSourceType = 'positionSourceType' previousCloseUnrealizedCash = 'previousCloseUnrealizedCash' minimumDenomination = 'minimumDenomination' assetParametersStrikePriceRelative = 'assetParametersStrikePriceRelative' futureValueNotional = 'futureValueNotional' participationRate = 'participationRate' obfr = 'obfr' _220 = '220' _221 = '221' _222 = '222' buy9point5bps = 'buy9point5bps' _223 = '223' specificReturn = 'specificReturn' _224 = '224' _225 = '225' optionLockPeriod = 'optionLockPeriod' _226 = '226' esMomentumPercentile = 'esMomentumPercentile' _227 = '227' _228 = '228' exchangeCurrency = 'exchangeCurrency' advPercentage = 'advPercentage' _229 = '229' leg1AveragingMethod = 'leg1AveragingMethod' activeIDLatest = 'activeIDLatest' turnoverComposite = 'turnoverComposite' forecastDate = 'forecastDate' internalIndexCalcRegion = 'internalIndexCalcRegion' positionType = 'positionType' subAssetClass = 'subAssetClass' shortInterest = 'shortInterest' referencePeriod = 'referencePeriod' adjustedVolume = 'adjustedVolume' underlyingAssetIdType = 'underlyingAssetIdType' ctdFwdYield = 'ctdFwdYield' assetParametersStart = 'assetParametersStart' secDB = 'secDB' memoryUsed = 'memoryUsed' bpeQualityStars = 'bpeQualityStars' leg = 'leg' _230 = '230' _231 = '231' _232 = '232' ctd = 'ctd' _233 = '233' _234 = '234' _235 = '235' _236 = '236' _237 = '237' _238 = '238' _239 = '239' intendedParticipationRate = 'intendedParticipationRate' leg1PaymentType = 'leg1PaymentType' tradingPnl = 'tradingPnl' collateralValueRequired = 'collateralValueRequired' buy45bps = 'buy45bps' freeFloatMarketCapRatio = 'freeFloatMarketCapRatio' priceToEarningsPositive = 'priceToEarningsPositive' outrightAsk = 'outrightAsk' assetParametersPayerCurrency = 'assetParametersPayerCurrency' forecast = 'forecast' forecastValue = 'forecastValue' meanDailyVolume5d = 'meanDailyVolume5d' _240 = '240' pnl = 'pnl' _241 = '241' _242 = '242' _243 = '243' factorZScore = 'factorZScore' volumeInLimit = 'volumeInLimit' _244 = '244' isTerritory = 'isTerritory' fwdEbookRiskDirClientSellUnder = 'fwdEbookRiskDirClientSellUnder' _245 = '245' meanDailyVolume22d = 'meanDailyVolume22d' leg2DeliveryPoint = 'leg2DeliveryPoint' _246 = '246' _247 = '247' _248 = '248' _249 = '249' tcmCostHorizon4Day = 'tcmCostHorizon4Day' styles = 'styles' shortName = 'shortName' resetFrequency1 = 'resetFrequency1' buy4bps = 'buy4bps' resetFrequency2 = 'resetFrequency2' currentConstituentsPriceToSales = 'currentConstituentsPriceToSales' otherPriceTerm = 'otherPriceTerm' bidGspread = 'bidGspread' tradedMktFwdPointsMid = 'tradedMktFwdPointsMid' openPrice = 'openPrice' rfqState = 'rfqState' psId = 'psId' hitRateMtd = 'hitRateMtd' _250 = '250' _251 = '251' _252 = '252' _253 = '253' fairVolatility = 'fairVolatility' _254 = '254' dollarCross = 'dollarCross' _255 = '255' portfolioType = 'portfolioType' _256 = '256' optionExpirationRule = 'optionExpirationRule' _257 = '257' _258 = '258' _259 = '259' currency = 'currency' clusterClass = 'clusterClass' sell50bps = 'sell50bps' futureMonthM21 = 'futureMonthM21' bidSize = 'bidSize' coordinateId = 'coordinateId' arrivalMid = 'arrivalMid' _260 = '260' _261 = '261' _262 = '262' marginalContributionToRiskPercent = 'marginalContributionToRiskPercent' _263 = '263' _264 = '264' assetParametersExchangeCurrency = 'assetParametersExchangeCurrency' candidateName = 'candidateName' positionDate = 'positionDate' impliedLognormalVolatility = 'impliedLognormalVolatility' vwapInLimitUnrealizedCash = 'vwapInLimitUnrealizedCash' ratingMoodys = 'ratingMoodys' futureMonthM26 = 'futureMonthM26' futureMonthM25 = 'futureMonthM25' futureMonthM24 = 'futureMonthM24' futureMonthM23 = 'futureMonthM23' developmentStatus = 'developmentStatus' futureMonthM22 = 'futureMonthM22' flowPct = 'flowPct' source = 'source' assetClassificationsCountryCode = 'assetClassificationsCountryCode' settleDrop = 'settleDrop' dataSetSubCategory = 'dataSetSubCategory' sell9point5bps = 'sell9point5bps' quantityBucket = 'quantityBucket' optionStyleSDR = 'optionStyleSDR' assetParametersIdentifier = 'assetParametersIdentifier' initialIndexLevel = 'initialIndexLevel' cvaDollarChargeAsk = 'cvaDollarChargeAsk' oeName = 'oeName' given = 'given' leg2DayCountConvention = 'leg2DayCountConvention' liquidityScoreSell = 'liquidityScoreSell' delistingDate = 'delistingDate' weight = 'weight' accruedInterest = 'accruedInterest' businessScope = 'businessScope' wtdDegreeDays = 'wtdDegreeDays' absoluteWeight = 'absoluteWeight' measure = 'measure' return30d = 'return30d' temperatureHourlyForecast = 'temperatureHourlyForecast' icebergTipRateType = 'icebergTipRateType' sharpeYtd = 'sharpeYtd' windSpeedForecast = 'windSpeedForecast' grossInvestmentYtd = 'grossInvestmentYtd' yieldPrice = 'yieldPrice' paymentFrequencyPeriodMultiplier2 = 'paymentFrequencyPeriodMultiplier2' paymentFrequencyPeriodMultiplier1 = 'paymentFrequencyPeriodMultiplier1' leg1TotalNotionalUnit = 'leg1TotalNotionalUnit' absoluteAttribution = 'absoluteAttribution' issuePrice = 'issuePrice' quantityCcy = 'quantityCcy' askHigh = 'askHigh' expectedDataQuality = 'expectedDataQuality' regionName = 'regionName' valueRevised = 'valueRevised' discretionUpperBound = 'discretionUpperBound' adjustedTradePrice = 'adjustedTradePrice' forecastTime = 'forecastTime' isoSubdivisionCodeAlpha2 = 'isoSubdivisionCodeAlpha2' ctdConversionFactor = 'ctdConversionFactor' impliedRetailNotionalw5kFilter = 'impliedRetailNotionalw5kFilter' proceedsAssetSwapSpread = 'proceedsAssetSwapSpread' isADR = 'isADR' issueDate = 'issueDate' serviceId = 'serviceId' yes = 'yes' gScore = 'gScore' impliedRetailNotionalw10kFilter = 'impliedRetailNotionalw10kFilter' marketValue = 'marketValue' entityId = 'entityId' notionalCurrency1 = 'notionalCurrency1' netDebtToEbitda = 'netDebtToEbitda' numUnitsUpper = 'numUnitsUpper' notionalCurrency2 = 'notionalCurrency2' inLimitParticipationRate = 'inLimitParticipationRate' spotMarketBid = 'spotMarketBid' pressureForecast = 'pressureForecast' paid = 'paid' fixedRate = 'fixedRate' short = 'short' time = 'time' buy4point5bps = 'buy4point5bps' sell30cents = 'sell30cents' eventEndDateTime = 'eventEndDateTime' leg1PaymentFrequency = 'leg1PaymentFrequency' cmId = 'cmId' taxonomy = 'taxonomy' buy45cents = 'buy45cents' measures = 'measures' seasonalAdjustment = 'seasonalAdjustment' clientDescription = 'clientDescription' assetParametersNotionalAmount = 'assetParametersNotionalAmount' currentConstituentsEarningsPerShare = 'currentConstituentsEarningsPerShare' rankWtd = 'rankWtd' underlyer = 'underlyer' createdTime = 'createdTime' return1yr = 'return1yr' matchingOrderFwdPointBid = 'matchingOrderFwdPointBid' identifier = 'identifier' priceUnit = 'priceUnit' tradeReportRefId = 'tradeReportRefId' subdivisionId = 'subdivisionId' primaryMarketVolume = 'primaryMarketVolume' unadjustedLow = 'unadjustedLow' buy160cents = 'buy160cents' portfolioId = 'portfolioId' zSpread = 'zSpread' floatingRateResetFrequencyPeriod2 = 'floatingRateResetFrequencyPeriod2' capFloorAtmFwdRate = 'capFloorAtmFwdRate' esPercentile = 'esPercentile' tdapi = 'tdapi' floatingRateResetFrequencyPeriod1 = 'floatingRateResetFrequencyPeriod1' locationCode = 'locationCode' yieldToConvention = 'yieldToConvention' rcic = 'rcic' nameRaw = 'nameRaw' simonAssetTags = 'simonAssetTags' hitRateQtd = 'hitRateQtd' primaryVolumeInLimit = 'primaryVolumeInLimit' precipitationDailyForecastPercent = 'precipitationDailyForecastPercent' aumEnd = 'aumEnd' mktFwdPointMid = 'mktFwdPointMid' premium = 'premium' low = 'low' crossGroup = 'crossGroup' reportRunTime = 'reportRunTime' fiveDayPriceChangeBps = 'fiveDayPriceChangeBps' holdings = 'holdings' precipitationDailyForecast = 'precipitationDailyForecast' fixedRecoveryCDSFinalPrice = 'fixedRecoveryCDSFinalPrice' priceMethod = 'priceMethod' assetParametersFixedRateFrequency = 'assetParametersFixedRateFrequency' oisXccy = 'oisXccy' clientFwdPointsBid = 'clientFwdPointsBid' daysOpen = 'daysOpen' buy110cents = 'buy110cents' highInterestCoverage = 'highInterestCoverage' averageSpreadBps = 'averageSpreadBps' buy55cents = 'buy55cents' assetParametersReceiverCurrency = 'assetParametersReceiverCurrency' underlyingAssetIdSDR = 'underlyingAssetIdSDR' futureMonthQ26 = 'futureMonthQ26' issueSize = 'issueSize' futureMonthQ25 = 'futureMonthQ25' futureMonthQ24 = 'futureMonthQ24' futureMonthQ23 = 'futureMonthQ23' futureMonthQ22 = 'futureMonthQ22' pendingLoanCount = 'pendingLoanCount' futureMonthQ21 = 'futureMonthQ21' priceSpotStopLossUnit = 'priceSpotStopLossUnit' priceRangeInTicksDescription = 'priceRangeInTicksDescription' tradeVolume = 'tradeVolume' primaryCountryRic = 'primaryCountryRic' chargeInBps = 'chargeInBps' optionExpirationFrequency = 'optionExpirationFrequency' assetParametersIndexVersion = 'assetParametersIndexVersion' assetParametersCommodityReferencePrice = 'assetParametersCommodityReferencePrice' isActive = 'isActive' useMachineLearning = 'useMachineLearning' growthScore = 'growthScore' bufferThreshold = 'bufferThreshold' buy120cents = 'buy120cents' matchedMaturitySwapRate = 'matchedMaturitySwapRate' underlyingAssetName = 'underlyingAssetName' primaryVwap = 'primaryVwap' exchangeTypeId = 'exchangeTypeId' basisSwapRate = 'basisSwapRate' exchangeCode = 'exchangeCode' group = 'group' assetParametersTerminationDate = 'assetParametersTerminationDate' estimatedSpread = 'estimatedSpread' yieldChangeOnDay = 'yieldChangeOnDay' created = 'created' autoTags = 'autoTags' tcmCost = 'tcmCost' sustainJapan = 'sustainJapan' historyStartDate = 'historyStartDate' bidSpread = 'bidSpread' usdQuantity = 'usdQuantity' currentConstituentsPriceToEarningsPositive = 'currentConstituentsPriceToEarningsPositive' percentageComplete = 'percentageComplete' marketSymbol = 'marketSymbol' hedgeTrackingError = 'hedgeTrackingError' assetParametersPutCurrency = 'assetParametersPutCurrency' termStatus = 'termStatus' windSpeedType = 'windSpeedType' strikePrice = 'strikePrice' lowInterestCoverage = 'lowInterestCoverage' parAssetSwapSpread12m = 'parAssetSwapSpread12m' tradeReportId = 'tradeReportId' adjustedOpenPrice = 'adjustedOpenPrice' countryId = 'countryId' point = 'point' pnlMtd = 'pnlMtd' totalReturns = 'totalReturns' lender = 'lender' annReturn1Year = 'annReturn1Year' ctdFwdDv01 = 'ctdFwdDv01' effYield7Day = 'effYield7Day' meetingDate = 'meetingDate' alias = 'alias' calendarSpreadMispricing = 'calendarSpreadMispricing' buy140cents = 'buy140cents' priceNotation2Type = 'priceNotation2Type' fundFocus = 'fundFocus' relativeStrike = 'relativeStrike' fwdEbookRiskDirClientBuyOver = 'fwdEbookRiskDirClientBuyOver' flagship = 'flagship' additionalPriceNotation = 'additionalPriceNotation' factorCategory = 'factorCategory' equityDelta = 'equityDelta' grossWeight = 'grossWeight' listed = 'listed' sell7bps = 'sell7bps' earningsRecordType = 'earningsRecordType' mean = 'mean' askYield = 'askYield' shockStyle = 'shockStyle' impliedRetailShares = 'impliedRetailShares' methodology = 'methodology' buy25cents = 'buy25cents' amountOutstanding = 'amountOutstanding' marketPnl = 'marketPnl' sustainAsiaExJapan = 'sustainAsiaExJapan' sell6point5bps = 'sell6point5bps' neighbourAssetId = 'neighbourAssetId' countIdeasYtd = 'countIdeasYtd' simonIntlAssetTags = 'simonIntlAssetTags' path = 'path' preferredRiskModel = 'preferredRiskModel' vwapUnrealizedCash = 'vwapUnrealizedCash' payoffMtd = 'payoffMtd' spread2 = 'spread2' bosInBpsLabel = 'bosInBpsLabel' spread1 = 'spread1' bosInBps = 'bosInBps' pointClass = 'pointClass' fxSpot = 'fxSpot' currentConstituentsPriceToBook = 'currentConstituentsPriceToBook' restrictNamedIndividuals = 'restrictNamedIndividuals' pricedBy = 'pricedBy' hedgeVolatility = 'hedgeVolatility' tags = 'tags' population = 'population' underlyingAssetId = 'underlyingAssetId' realLongRatesContribution = 'realLongRatesContribution' pctprices_return = 'pctprices_return' domain = 'domain' buy80cents = 'buy80cents' forwardTenor = 'forwardTenor' averagePrice = 'averagePrice' assetParametersTotalQuantity = 'assetParametersTotalQuantity' impliedRetailPctShares = 'impliedRetailPctShares' expectedUpdateTime = 'expectedUpdateTime' targetPriceRealizedBps = 'targetPriceRealizedBps' leg2FixedRate = 'leg2FixedRate' shareClassAssets = 'shareClassAssets' annuity = 'annuity' totalCount = 'totalCount' quoteType = 'quoteType' corporateActionStatus = 'corporateActionStatus' peggedTipSize = 'peggedTipSize' uid = 'uid' esPolicyPercentile = 'esPolicyPercentile' usdOis = 'usdOis' term = 'term' restrictInternalGsNtk = 'restrictInternalGsNtk' fairValueGapStandardDeviation = 'fairValueGapStandardDeviation' tcmCostParticipationRate100Pct = 'tcmCostParticipationRate100Pct' relativeUniverse = 'relativeUniverse' measureIdx = 'measureIdx' executedQuantity = 'executedQuantity' fredId = 'fredId' twiContribution = 'twiContribution' cloudCoverType = 'cloudCoverType' delisted = 'delisted' currentConstituentsPriceToCash = 'currentConstituentsPriceToCash' regionalFocus = 'regionalFocus' volumePrimary = 'volumePrimary' assetParametersPayerDesignatedMaturity = 'assetParametersPayerDesignatedMaturity' buy30cents = 'buy30cents' numLegs = 'numLegs' fundingBidPrice = 'fundingBidPrice' series = 'series' sell3bps = 'sell3bps' settlementPrice = 'settlementPrice' quarter = 'quarter' outrightMarketBid = 'outrightMarketBid' sell18bps = 'sell18bps' assetParametersFloatingRateOption = 'assetParametersFloatingRateOption' TRSAskPrice = 'TRSAskPrice' realizedVwapPerformanceBps = 'realizedVwapPerformanceBps' voteShare = 'voteShare' servicingCostShortPnl = 'servicingCostShortPnl' totalConfirmed = 'totalConfirmed' isLive = 'isLive' currentConstituentsEarningsPerSharePositive = 'currentConstituentsEarningsPerSharePositive' economicForecast = 'economicForecast' plotId = 'plotId' clusterDescription = 'clusterDescription' concentrationLimit = 'concentrationLimit' windSpeed = 'windSpeed' observationHour = 'observationHour' signal = 'signal' borrowerId = 'borrowerId' dataProduct = 'dataProduct' buy7point5bps = 'buy7point5bps' limitPrice = 'limitPrice' bmPrimeId = 'bmPrimeId' dataType = 'dataType' count = 'count' conviction = 'conviction' benchmarkMaturity = 'benchmarkMaturity' grossFlowNormalized = 'grossFlowNormalized' buy14bps = 'buy14bps' factorId = 'factorId' futureMonthV26 = 'futureMonthV26' stsFxCurrency = 'stsFxCurrency' futureMonthV25 = 'futureMonthV25' bidChange = 'bidChange' month = 'month' futureMonthV24 = 'futureMonthV24' investmentWtd = 'investmentWtd' futureMonthV23 = 'futureMonthV23' fixOrderRoutingRegion = 'fixOrderRoutingRegion' futureMonthV22 = 'futureMonthV22' futureMonthV21 = 'futureMonthV21' expiration = 'expiration' leg2ResetFrequency = 'leg2ResetFrequency' controversyScore = 'controversyScore' proceedAssetSwapSpread = 'proceedAssetSwapSpread' concentrationLevel = 'concentrationLevel' weightOfFaceValue = 'weightOfFaceValue' importance = 'importance' assetClassificationsGicsSector = 'assetClassificationsGicsSector' stsAssetName = 'stsAssetName' netExposureClassification = 'netExposureClassification' settlementMethod = 'settlementMethod' receiverDesignatedMaturity = 'receiverDesignatedMaturity' title = 'title' xRefTypeId = 'xRefTypeId' duration = 'duration' load = 'load' highLeverage = 'highLeverage' alpha = 'alpha' datasetId = 'datasetId' company = 'company' settlementFrequency = 'settlementFrequency' distAvg7Day = 'distAvg7Day' inRiskModel = 'inRiskModel' dailyNetShareholderFlowsPercent = 'dailyNetShareholderFlowsPercent' filledNotionalLocal = 'filledNotionalLocal' everHospitalized = 'everHospitalized' lastRebalanceApprovalId = 'lastRebalanceApprovalId' meetingNumber = 'meetingNumber' midGspread = 'midGspread' daysOpenUnrealizedBps = 'daysOpenUnrealizedBps' longLevel = 'longLevel' dataDescription = 'dataDescription' temperatureType = 'temperatureType' isSpecialDay = 'isSpecialDay' tradedUSDDiscountFactor = 'tradedUSDDiscountFactor' gsideid = 'gsideid' repoRate = 'repoRate' division = 'division' cloudCoverDailyForecast = 'cloudCoverDailyForecast' windSpeedDailyForecast = 'windSpeedDailyForecast' executionVenueType = 'executionVenueType' assetParametersFloatingRateDayCountFraction = 'assetParametersFloatingRateDayCountFraction' tradeAction = 'tradeAction' action = 'action' ctdYield = 'ctdYield' arrivalHaircutVwapNormalized = 'arrivalHaircutVwapNormalized' priceComponent = 'priceComponent' queueClockTimeDescription = 'queueClockTimeDescription' assetParametersReceiverDayCountFraction = 'assetParametersReceiverDayCountFraction' percentMidExecutionQuantity = 'percentMidExecutionQuantity' deltaStrike = 'deltaStrike' cloudCover = 'cloudCover' assetParametersNotionalCurrency = 'assetParametersNotionalCurrency' buy18bps = 'buy18bps' valueActual = 'valueActual' upi = 'upi' tradeRejectionReason = 'tradeRejectionReason' fixedRate1 = 'fixedRate1' collateralCurrency = 'collateralCurrency' originalCountry = 'originalCountry' fixedRate2 = 'fixedRate2' field = 'field' geographicFocus = 'geographicFocus' daysOpenRealizedBps = 'daysOpenRealizedBps' hedgeGroupId = 'hedgeGroupId' fxRiskPremiumIndex = 'fxRiskPremiumIndex' skew = 'skew' status = 'status' notionalCurrency = 'notionalCurrency' sustainEmergingMarkets = 'sustainEmergingMarkets' eventDateTime = 'eventDateTime' leg1DesignatedMaturity = 'leg1DesignatedMaturity' clientName = 'clientName' totalPrice = 'totalPrice' onBehalfOf = 'onBehalfOf' testType = 'testType' accruedInterestStandard = 'accruedInterestStandard' futureMonthZ26 = 'futureMonthZ26' futureMonthZ25 = 'futureMonthZ25' ccgCode = 'ccgCode' shortExposure = 'shortExposure' leg1FixedPaymentCurrency = 'leg1FixedPaymentCurrency' map = 'map' arrivalHaircutVwap = 'arrivalHaircutVwap' executionDays = 'executionDays' recallDueDate = 'recallDueDate' mktFwdSpreadMultiplier = 'mktFwdSpreadMultiplier' impliedRetailNotionalw2kFilter = 'impliedRetailNotionalw2kFilter' forward = 'forward' strike = 'strike' spreadLimit = 'spreadLimit' sopr = 'sopr' otherPaymentAmount = 'otherPaymentAmount' productScope = 'productScope' redemptionPeriod = 'redemptionPeriod' assetParametersIssuerType = 'assetParametersIssuerType' currency1 = 'currency1' currency2 = 'currency2' previousCloseRealizedBps = 'previousCloseRealizedBps' daysSinceReported = 'daysSinceReported' eventStatus = 'eventStatus' vwapInLimit = 'vwapInLimit' fwdDuration = 'fwdDuration' _return = 'return' isPairBasket = 'isPairBasket' notionalAmount = 'notionalAmount' optionPremiumAmount = 'optionPremiumAmount' payOrReceive = 'payOrReceive' impliedRetailSellPctNotional = 'impliedRetailSellPctNotional' totalSevere = 'totalSevere' unexecutedNotionalUSD = 'unexecutedNotionalUSD' expectedResidualPercentage = 'expectedResidualPercentage' maturityDate = 'maturityDate' traceAdvSell = 'traceAdvSell' eventName = 'eventName' addressLine2 = 'addressLine2' indicationOfOtherPriceAffectingTerm = 'indicationOfOtherPriceAffectingTerm' unadjustedBid = 'unadjustedBid' backtestType = 'backtestType' gsdeer = 'gsdeer' assetParametersIssuer = 'assetParametersIssuer' gRegionalPercentile = 'gRegionalPercentile' coverageChecked = 'coverageChecked' oisXccyExSpike = 'oisXccyExSpike' chargeInEntityCurrency = 'chargeInEntityCurrency' totalRisk = 'totalRisk' mnav = 'mnav' marketVolume = 'marketVolume' swapAnnuity = 'swapAnnuity' parAssetSwapSpread = 'parAssetSwapSpread' currYield7Day = 'currYield7Day' pressure = 'pressure' shortDescription = 'shortDescription' factorProfile = 'factorProfile' futureMonthZ24 = 'futureMonthZ24' feed = 'feed' futureMonthZ23 = 'futureMonthZ23' mktPoint1 = 'mktPoint1' futureMonthZ22 = 'futureMonthZ22' futureMonthZ21 = 'futureMonthZ21' futureMonthZ20 = 'futureMonthZ20' assetParametersCommoditySector = 'assetParametersCommoditySector' priceNotation2 = 'priceNotation2' marketBufferThreshold = 'marketBufferThreshold' priceNotation3 = 'priceNotation3' mktPoint3 = 'mktPoint3' mktPoint2 = 'mktPoint2' leg2Type = 'leg2Type' mktPoint4 = 'mktPoint4' degreeDaysType = 'degreeDaysType' sentiment = 'sentiment' investmentIncome = 'investmentIncome' groupType = 'groupType' forwardPointImm = 'forwardPointImm' twap = 'twap' clientShortName = 'clientShortName' groupCategory = 'groupCategory' bidPlusAsk = 'bidPlusAsk' foreignCcyRate = 'foreignCcyRate' electionOdds = 'electionOdds' windDirectionForecast = 'windDirectionForecast' commoditiesRelated = 'commoditiesRelated' requireAnonClientName = 'requireAnonClientName' pricingLocation = 'pricingLocation' beta = 'beta' lastReturnsEndDate = 'lastReturnsEndDate' upfrontPaymentDate = 'upfrontPaymentDate' sell1point5bps = 'sell1point5bps' longExposure = 'longExposure' sell4point5bps = 'sell4point5bps' tcmCostParticipationRate20Pct = 'tcmCostParticipationRate20Pct' venueType = 'venueType' currentActivityIndicator = 'currentActivityIndicator' multiAssetClassSwap = 'multiAssetClassSwap' assetParametersMultiplier = 'assetParametersMultiplier' tradedPrice = 'tradedPrice' medianDailyVolume5d = 'medianDailyVolume5d' deltaChangeId = 'deltaChangeId' implementationId = 'implementationId' leg1FixedPayment = 'leg1FixedPayment' esNumericScore = 'esNumericScore' inBenchmark = 'inBenchmark' actionSDR = 'actionSDR' nearbyContractRule = 'nearbyContractRule' quantityFrequency = 'quantityFrequency' countIdeasQtd = 'countIdeasQtd' knockOutPrice = 'knockOutPrice' spreadCurrency1 = 'spreadCurrency1' spreadCurrency2 = 'spreadCurrency2' currentSupply = 'currentSupply' ctdAssetId = 'ctdAssetId' buy10bps = 'buy10bps' precipitation = 'precipitation' impliedRetailSellShares = 'impliedRetailSellShares' valueType = 'valueType' betaAdjustedNetExposure = 'betaAdjustedNetExposure' pairCalculation = 'pairCalculation' estimatedRodVolume = 'estimatedRodVolume' sell14bps = 'sell14bps' _10 = '10' _11 = '11' _12 = '12' _13 = '13' excessReturnPrice = 'excessReturnPrice' _14 = '14' _15 = '15' _16 = '16' _17 = '17' _18 = '18' _19 = '19' fxPnl = 'fxPnl' fixingDate = 'fixingDate' leg2FloatingRateIndex = 'leg2FloatingRateIndex' assetClassificationsGicsIndustryGroup = 'assetClassificationsGicsIndustryGroup' meanDailyVolume10d = 'meanDailyVolume10d' indexConstituents = 'indexConstituents' lendingSecId = 'lendingSecId' dollarDuration = 'dollarDuration' equityTheta = 'equityTheta' dv01 = 'dv01' startDate = 'startDate' _20 = '20' _21 = '21' fwdTier = 'fwdTier' _22 = '22' _23 = '23' mixedSwap = 'mixedSwap' swaptionPremium = 'swaptionPremium' _24 = '24' _25 = '25' _26 = '26' snowfall = 'snowfall' liquidityBucketBuy = 'liquidityBucketBuy' dayOpen = 'dayOpen' _27 = '27' mic = 'mic' hurdleType = 'hurdleType' _28 = '28' latitude = 'latitude' _29 = '29' mid = 'mid' impliedRepo = 'impliedRepo' long = 'long' firstExecutionTime = 'firstExecutionTime' shares = 'shares' coveredBond = 'coveredBond' regionCode = 'regionCode' buy20cents = 'buy20cents' longWeight = 'longWeight' calculationTime = 'calculationTime' liquidityBucketSell = 'liquidityBucketSell' daysOpenUnrealizedCash = 'daysOpenUnrealizedCash' temperature = 'temperature' averageRealizedVariance = 'averageRealizedVariance' leg1CommodityUnderlyerId = 'leg1CommodityUnderlyerId' ratingFitch = 'ratingFitch' financialReturnsScore = 'financialReturnsScore' transitionPlanTransparencyPercentage = 'transitionPlanTransparencyPercentage' yearOrQuarter = 'yearOrQuarter' _30 = '30' _31 = '31' _32 = '32' nonSymbolDimensions = 'nonSymbolDimensions' _33 = '33' commoditiesForecast = 'commoditiesForecast' _34 = '34' _35 = '35' covid19ByState = 'covid19ByState' _36 = '36' _37 = '37' _38 = '38' _39 = '39' percentageExpectedResidual = 'percentageExpectedResidual' hospitalName = 'hospitalName' buy90cents = 'buy90cents' periodType = 'periodType' assetClassificationsCountryName = 'assetClassificationsCountryName' totalHospitalized = 'totalHospitalized' peggedRefillInterval = 'peggedRefillInterval' fatalitiesProbable = 'fatalitiesProbable' tenorCurveBucket = 'tenorCurveBucket' _40 = '40' administrativeRegion = 'administrativeRegion' _41 = '41' open = 'open' _42 = '42' _43 = '43' _44 = '44' _45 = '45' cusip = 'cusip' totalConfirmedByState = 'totalConfirmedByState' _46 = '46' ideaActivityTime = 'ideaActivityTime' _47 = '47' _48 = '48' _49 = '49' tagsToExclude = 'tagsToExclude' windAttribute = 'windAttribute' spreadOptionAtmFwdRate = 'spreadOptionAtmFwdRate' netExposure = 'netExposure' optionEntitlement = 'optionEntitlement' isLegacyPairBasket = 'isLegacyPairBasket' issuerType = 'issuerType' buy70cents = 'buy70cents' strikeReference = 'strikeReference' assetCount = 'assetCount' matchingOrderFwdPointAsk = 'matchingOrderFwdPointAsk' _50 = '50' _51 = '51' isOrderInLimit = 'isOrderInLimit' _52 = '52' _53 = '53' assetParametersLastFixingDate = 'assetParametersLastFixingDate' _54 = '54' fundamentalMetric = 'fundamentalMetric' _55 = '55' _56 = '56' quoteStatusId = 'quoteStatusId' assetParametersMethodOfSettlement = 'assetParametersMethodOfSettlement' _57 = '57' absoluteValue = 'absoluteValue' closingReport = 'closingReport' redemptionNoticePeriod = 'redemptionNoticePeriod' _58 = '58' previousTotalConfirmed = 'previousTotalConfirmed' _59 = '59' longTenor = 'longTenor' multiplier = 'multiplier' buy40cents = 'buy40cents' assetCountPriced = 'assetCountPriced' voteDirection = 'voteDirection' impliedRepoRate = 'impliedRepoRate' settlementCurrency = 'settlementCurrency' wtdDegreeDaysForecast = 'wtdDegreeDaysForecast' indicationOfCollateralization = 'indicationOfCollateralization' futureMonthN26 = 'futureMonthN26' _60 = '60' lendingPartnerFee = 'lendingPartnerFee' futureMonthN25 = 'futureMonthN25' _61 = '61' futureMonthN24 = 'futureMonthN24' _62 = '62' primaryVwapRealizedBps = 'primaryVwapRealizedBps' futureMonthN23 = 'futureMonthN23' _63 = '63' futureMonthN22 = 'futureMonthN22' _64 = '64' futureMonthN21 = 'futureMonthN21' _65 = '65' _66 = '66' _67 = '67' _68 = '68' _69 = '69' breakEvenInflation = 'breakEvenInflation' pnlYtd = 'pnlYtd' leg1ReturnType = 'leg1ReturnType' tenor2 = 'tenor2' resetFrequency = 'resetFrequency' assetParametersPayerFrequency = 'assetParametersPayerFrequency' degreeDaysForecast = 'degreeDaysForecast' isManuallySilenced = 'isManuallySilenced' buy3bps = 'buy3bps' lastUpdatedById = 'lastUpdatedById' legalEntityAcct = 'legalEntityAcct' targetShareholderMeetingDate = 'targetShareholderMeetingDate' assetParametersForwardPrice = 'assetParametersForwardPrice' _70 = '70' _71 = '71' _72 = '72' paceOfRollp0 = 'paceOfRollp0' _73 = '73' _74 = '74' controversyPercentile = 'controversyPercentile' leg1NotionalCurrency = 'leg1NotionalCurrency' _75 = '75' complianceEffectiveTime = 'complianceEffectiveTime' expirationDate = 'expirationDate' _76 = '76' _77 = '77' _78 = '78' _79 = '79' floatingRateDayCountFraction = 'floatingRateDayCountFraction' callLastDate = 'callLastDate' factorReturn = 'factorReturn' passiveFlowRatio = 'passiveFlowRatio' composite5DayAdv = 'composite5DayAdv' marginalContributionToRisk = 'marginalContributionToRisk' closeDate = 'closeDate' temperatureHourForecast = 'temperatureHourForecast' newIdeasWtd = 'newIdeasWtd' assetClassSDR = 'assetClassSDR' yieldToWorst = 'yieldToWorst' assetParametersForwardRate = 'assetParametersForwardRate' _80 = '80' closingPrice = 'closingPrice' clientFwdPointsAsk = 'clientFwdPointsAsk' _81 = '81' turnoverCompositeAdjusted = 'turnoverCompositeAdjusted' comment = 'comment' sourceSymbol = 'sourceSymbol' _82 = '82' _83 = '83' _84 = '84' askUnadjusted = 'askUnadjusted' appliedSpeedBump = 'appliedSpeedBump' _85 = '85' _86 = '86' restrictExternalDerivedData = 'restrictExternalDerivedData' _87 = '87' _88 = '88' _89 = '89' askChange = 'askChange' countIdeasMtd = 'countIdeasMtd' endDate = 'endDate' sunshine = 'sunshine' contractType = 'contractType' momentumType = 'momentumType' specificRisk = 'specificRisk' chargeInQuoteConventionTwo = 'chargeInQuoteConventionTwo' assetParametersIndex = 'assetParametersIndex' freeFloatMarketCap = 'freeFloatMarketCap' mdapi = 'mdapi' payoffQtd = 'payoffQtd' loss = 'loss' midcurveVol = 'midcurveVol' sell6bps = 'sell6bps' tradingCostPnl = 'tradingCostPnl' priceNotationType = 'priceNotationType' price = 'price' paymentQuantity = 'paymentQuantity' _90 = '90' strategyAum = 'strategyAum' defensive = 'defensive' _91 = '91' _92 = '92' _93 = '93' assetParametersCallAmount = 'assetParametersCallAmount' _94 = '94' _95 = '95' outrightMarketAsk = 'outrightMarketAsk' _96 = '96' _97 = '97' _98 = '98' redemptionDate = 'redemptionDate' _99 = '99' leg2NotionalCurrency = 'leg2NotionalCurrency' subRegion = 'subRegion' productId = 'productId' currentConstituentsSalesPerShare = 'currentConstituentsSalesPerShare' benchmark = 'benchmark' nvtAdj = 'nvtAdj' tcmCostParticipationRate15Pct = 'tcmCostParticipationRate15Pct' fiscalYear = 'fiscalYear' recallDate = 'recallDate' internal = 'internal' gender = 'gender' assetClassificationsGicsIndustry = 'assetClassificationsGicsIndustry' adjustedBidPrice = 'adjustedBidPrice' lowUnadjusted = 'lowUnadjusted' MACSSecondaryAssetClass = 'MACSSecondaryAssetClass' confirmedPerMillion = 'confirmedPerMillion' aggregatedUsdSpotExposure = 'aggregatedUsdSpotExposure' exchangeRateBasis = 'exchangeRateBasis' dataSourceId = 'dataSourceId' integratedScore = 'integratedScore' buy7bps = 'buy7bps' arrivalMidUnrealizedCash = 'arrivalMidUnrealizedCash' knockInPrice = 'knockInPrice' event = 'event' isIntradayAuction = 'isIntradayAuction' locationName = 'locationName' coupon = 'coupon' percentageAuctionExecutedQuantity = 'percentageAuctionExecutedQuantity' avgYield7Day = 'avgYield7Day' referenceRateEur = 'referenceRateEur' originalDisseminationId = 'originalDisseminationId' totalOnVent = 'totalOnVent' twapUnrealizedCash = 'twapUnrealizedCash' stsCreditMarket = 'stsCreditMarket' assetClassificationsDigitalAssetSector = 'assetClassificationsDigitalAssetSector' weightOfMarketValue = 'weightOfMarketValue' onsCode = 'onsCode' passiveTouchFillsPercentage = 'passiveTouchFillsPercentage' seniority = 'seniority' inflationDelta = 'inflationDelta' leg1Index = 'leg1Index' highUnadjusted = 'highUnadjusted' relativeMarginalContributionToRisk = 'relativeMarginalContributionToRisk' submissionEvent = 'submissionEvent' TVProductMnemonic = 'TVProductMnemonic' avgTradeRateLabel = 'avgTradeRateLabel' lastActivityDate = 'lastActivityDate' disseminationTime = 'disseminationTime' priceToCash = 'priceToCash' buy10cents = 'buy10cents' fwdEbookPointSpreadAllInMultAsk = 'fwdEbookPointSpreadAllInMultAsk' realizedMarketCapRatio = 'realizedMarketCapRatio' failed = 'failed' navSpread = 'navSpread' venueMIC = 'venueMIC' dollarTotalReturn = 'dollarTotalReturn' blockUnit = 'blockUnit' emissionsIntensityEnterpriseValue = 'emissionsIntensityEnterpriseValue' midSpread = 'midSpread' istatProvinceCode = 'istatProvinceCode' totalRecoveredByState = 'totalRecoveredByState' displayId = 'displayId' repurchaseRate = 'repurchaseRate' dataSource = 'dataSource' totalBeingTested = 'totalBeingTested' clearedOrBilateral = 'clearedOrBilateral' cvaMultiplier = 'cvaMultiplier' metricName = 'metricName' emissionsIntensityRevenue = 'emissionsIntensityRevenue' askGspread = 'askGspread' forecastHour = 'forecastHour' leg2PaymentType = 'leg2PaymentType' calSpreadMisPricing = 'calSpreadMisPricing' totalTestedNegative = 'totalTestedNegative' impliedRetailNotional = 'impliedRetailNotional' rate366 = 'rate366' currentConstituentsReturnOnEquity = 'currentConstituentsReturnOnEquity' platform = 'platform' rate365 = 'rate365' fixedRateFrequency = 'fixedRateFrequency' rate360 = 'rate360' medianDailyVolume22d = 'medianDailyVolume22d' globalPredictedBeta = 'globalPredictedBeta' notionalQuantity2 = 'notionalQuantity2' notionalQuantity1 = 'notionalQuantity1' isContinuous = 'isContinuous' value = 'value' payerDesignatedMaturity = 'payerDesignatedMaturity' productType = 'productType' mdv22Day = 'mdv22Day' nvtAdjFf90 = 'nvtAdjFf90' twapRealizedBps = 'twapRealizedBps' testMeasureLabel = 'testMeasureLabel' quantity = 'quantity' reportId = 'reportId' indexWeight = 'indexWeight' MACSPrimaryAssetClass = 'MACSPrimaryAssetClass' traded = 'traded' trader = 'trader' leg2PriceType = 'leg2PriceType' floatingRateResetFrequencyPeriodMultiplier2 = 'floatingRateResetFrequencyPeriodMultiplier2' totalActive = 'totalActive' floatingRateResetFrequencyPeriodMultiplier1 = 'floatingRateResetFrequencyPeriodMultiplier1' gsid2 = 'gsid2' matchedMaturityOISSwapSpread = 'matchedMaturityOISSwapSpread' currentConstituentsPriceToEarnings = 'currentConstituentsPriceToEarnings' valuationDate = 'valuationDate' restrictGsFederation = 'restrictGsFederation' positionSource = 'positionSource' tcmCostHorizon6Hour = 'tcmCostHorizon6Hour' commodityReferencePrice = 'commodityReferencePrice' buy200cents = 'buy200cents' vwapUnrealizedBps = 'vwapUnrealizedBps' priceToBook = 'priceToBook' isin = 'isin' fwdEbookRiskSpreadMultBid = 'fwdEbookRiskSpreadMultBid' assetParametersStrikeType = 'assetParametersStrikeType' plId = 'plId' lastReturnsStartDate = 'lastReturnsStartDate' collateralValueVariance = 'collateralValueVariance' year = 'year' forecastPeriod = 'forecastPeriod' callFirstDate = 'callFirstDate' dataSetIds = 'dataSetIds' economicTermsHash = 'economicTermsHash' numBeds = 'numBeds' sell20bps = 'sell20bps' clientType = 'clientType' percentageCloseExecutedQuantity = 'percentageCloseExecutedQuantity' averageFillPriceExcludingFees = 'averageFillPriceExcludingFees' macaulayDuration = 'macaulayDuration' availableInventory = 'availableInventory' est1DayCompletePct = 'est1DayCompletePct' relativeHitRateYtd = 'relativeHitRateYtd' gSpread = 'gSpread' rai = 'rai' impliedRetailBuyPctNotional = 'impliedRetailBuyPctNotional' createdById = 'createdById' marketDataType = 'marketDataType' realShortRatesContribution = 'realShortRatesContribution' metricCategory = 'metricCategory' assetParametersCapFloor = 'assetParametersCapFloor' annualizedCarry = 'annualizedCarry' valuePrevious = 'valuePrevious' transmissionClassification = 'transmissionClassification' avgTradeRate = 'avgTradeRate' shortLevel = 'shortLevel' version = 'version' categoryType = 'categoryType' policyRateExpectation = 'policyRateExpectation' uploadDate = 'uploadDate' blockOffFacility = 'blockOffFacility' unrealizedVwapPerformanceUSD = 'unrealizedVwapPerformanceUSD' paceOfRollp75 = 'paceOfRollp75' earningsPerSharePositive = 'earningsPerSharePositive' numIcuBeds = 'numIcuBeds' bucketVolumeInPercentage = 'bucketVolumeInPercentage' estimatedTradingCost = 'estimatedTradingCost' assetClassificationsUnderliersAssetClass = 'assetClassificationsUnderliersAssetClass' eid = 'eid' calculationRegion = 'calculationRegion' relativeReturnQtd = 'relativeReturnQtd' assessedTestMeasure = 'assessedTestMeasure' mktQuotingStyle = 'mktQuotingStyle' expirationTenor = 'expirationTenor' tradedPriceNoMarkup = 'tradedPriceNoMarkup' priceLimit = 'priceLimit' marketModelId = 'marketModelId' receiverFrequency = 'receiverFrequency' realizedCorrelation = 'realizedCorrelation' issueStatus = 'issueStatus' collateralValueActual = 'collateralValueActual' atmFwdRate = 'atmFwdRate' tcmCostParticipationRate75Pct = 'tcmCostParticipationRate75Pct' close = 'close' vol30d = 'vol30d' esProductImpactScore = 'esProductImpactScore' equityVega = 'equityVega' executedFillQuantity = 'executedFillQuantity' lenderPayment = 'lenderPayment' fiveDayMove = 'fiveDayMove' realizedMarketCap = 'realizedMarketCap' valueFormat = 'valueFormat' windChillForecast = 'windChillForecast' assetParametersTenor = 'assetParametersTenor' targetNotional = 'targetNotional' fillLegId = 'fillLegId' rationale = 'rationale' realizedTwapPerformanceBps = 'realizedTwapPerformanceBps' lastUpdatedSince = 'lastUpdatedSince' totalTests = 'totalTests' equitiesContribution = 'equitiesContribution' fwdEbookPointSpreadMultAsk = 'fwdEbookPointSpreadMultAsk' simonId = 'simonId' congestion = 'congestion' leg2CommodityInstrumentId = 'leg2CommodityInstrumentId' notes = 'notes' totalProbableSeniorHome = 'totalProbableSeniorHome' eventCategory = 'eventCategory' averageFillRate = 'averageFillRate' cins = 'cins' unadjustedOpen = 'unadjustedOpen' criticality = 'criticality' bidAskSpread = 'bidAskSpread' arrivalMidUnrealizedBps = 'arrivalMidUnrealizedBps' optionType = 'optionType' terminationDate = 'terminationDate' queriesPerSecond = 'queriesPerSecond' liquidityType = 'liquidityType' creditLimit = 'creditLimit' rankQtd = 'rankQtd' combinedKey = 'combinedKey' girFxForecast = 'girFxForecast' effectiveTenor = 'effectiveTenor' girCommoditiesForecast = 'girCommoditiesForecast' relativeHumidityDailyForecast = 'relativeHumidityDailyForecast' std30DaysSubsidizedYield = 'std30DaysSubsidizedYield' annualizedTrackingError = 'annualizedTrackingError' futureMonthF26 = 'futureMonthF26' futureMonthF25 = 'futureMonthF25' volSwap = 'volSwap' futureMonthF24 = 'futureMonthF24' heatIndexDailyForecast = 'heatIndexDailyForecast' futureMonthF23 = 'futureMonthF23' realFCI = 'realFCI' blockTradesAndLargeNotionalOffFacilitySwaps = 'blockTradesAndLargeNotionalOffFacilitySwaps' futureMonthF22 = 'futureMonthF22' buy1point5bps = 'buy1point5bps' futureMonthF21 = 'futureMonthF21' expirationSettlementDate = 'expirationSettlementDate' absoluteReturnQtd = 'absoluteReturnQtd' grossExposure = 'grossExposure' volume = 'volume' adv = 'adv' shortConvictionMedium = 'shortConvictionMedium' completeTestMeasure = 'completeTestMeasure' percentPricesReturn = 'percentPricesReturn' fxQuotedVega = 'fxQuotedVega' exchange = 'exchange' esPolicyScore = 'esPolicyScore' rollVolumeStd = 'rollVolumeStd' temperatureDailyForecast = 'temperatureDailyForecast' relativePayoffQtd = 'relativePayoffQtd' onLoanPercentage = 'onLoanPercentage' fxCalcDeltaNoPremiumAdjustment = 'fxCalcDeltaNoPremiumAdjustment' twapRemainingSlices = 'twapRemainingSlices' fairVariance = 'fairVariance' hitRateWtd = 'hitRateWtd' previousCloseRealizedCash = 'previousCloseRealizedCash' estimationUniverseWeight = 'estimationUniverseWeight' realizedVolatility = 'realizedVolatility' unexecutedQuantity = 'unexecutedQuantity' clientOutrightBid = 'clientOutrightBid' proceedsAssetSwapSpread1m = 'proceedsAssetSwapSpread1m' cloneParentId = 'cloneParentId' windSpeedHourlyForecast = 'windSpeedHourlyForecast' impliedRetailSellNotional = 'impliedRetailSellNotional' etfFlowRatio = 'etfFlowRatio' assetParametersReceiverRateOption = 'assetParametersReceiverRateOption' buy60cents = 'buy60cents' securitySubTypeId = 'securitySubTypeId' coinMetricsId = 'coinMetricsId' TRSNotional = 'TRSNotional' denominated = 'denominated' message = 'message' stsRatesCountry = 'stsRatesCountry' sell65cents = 'sell65cents' assetParametersPremiumPaymentDate = 'assetParametersPremiumPaymentDate' horizon = 'horizon' wouldIfGoodLevel = 'wouldIfGoodLevel' bufferThresholdRequired = 'bufferThresholdRequired' faceValue = 'faceValue' rollVolumeHist = 'rollVolumeHist' counterPartyStatus = 'counterPartyStatus' composite22DayAdv = 'composite22DayAdv' percentageFarExecutedQuantity = 'percentageFarExecutedQuantity' tradingCentre = 'tradingCentre' loanSpreadRequired = 'loanSpreadRequired' fixingRequested = 'fixingRequested' assetClass = 'assetClass' assetClassificationsVendor = 'assetClassificationsVendor' sovereignSpreadContribution = 'sovereignSpreadContribution' ric = 'ric' bucketEndTime = 'bucketEndTime' rateType = 'rateType' totalFatalitiesSeniorHome = 'totalFatalitiesSeniorHome' loanStatus = 'loanStatus' shortWeight = 'shortWeight' geographyId = 'geographyId' sell7point5bps = 'sell7point5bps' nav = 'nav' fiscalQuarter = 'fiscalQuarter' versionString = 'versionString' payoffYtd = 'payoffYtd' marketImpact = 'marketImpact' eventType = 'eventType' fillPrice = 'fillPrice' assetCountLong = 'assetCountLong' sell180cents = 'sell180cents' expirationDateRule = 'expirationDateRule' updateSeconds = 'updateSeconds' spot = 'spot' applicationId = 'applicationId' indicativeClosePrice = 'indicativeClosePrice' swapSpread = 'swapSpread' tradingRestriction = 'tradingRestriction' assetParametersPayOrReceive = 'assetParametersPayOrReceive' priceSpotEntryUnit = 'priceSpotEntryUnit' unrealizedArrivalPerformanceBps = 'unrealizedArrivalPerformanceBps' city = 'city' assetParametersIndexSeries = 'assetParametersIndexSeries' pnlWtd = 'pnlWtd' covariance = 'covariance' bucketVolumeInShares = 'bucketVolumeInShares' commodityForecast = 'commodityForecast' valid = 'valid' stsCommodity = 'stsCommodity' initialPricingDate = 'initialPricingDate' indicationOfEndUserException = 'indicationOfEndUserException' windDirectionHourlyForecast = 'windDirectionHourlyForecast' esScore = 'esScore' _yield = 'yield' numberOfPositionsExploded = 'numberOfPositionsExploded' fatalitiesUnderlyingConditionsPresent = 'fatalitiesUnderlyingConditionsPresent' priceRangeInTicks = 'priceRangeInTicks' swapPointsMarketAsk = 'swapPointsMarketAsk' paceOfRollp25 = 'paceOfRollp25' dayCloseRealizedUSD = 'dayCloseRealizedUSD' pctChange = 'pctChange' brightnessType = 'brightnessType' futureMonth3M = 'futureMonth3M' fwdEbookRiskSpreadMultAsk = 'fwdEbookRiskSpreadMultAsk' numberOfRolls = 'numberOfRolls' isoCountryCodeNumeric = 'isoCountryCodeNumeric' priceType = 'priceType' realizedVwapPerformanceUSD = 'realizedVwapPerformanceUSD' orderSide = 'orderSide' tradingDesk = 'tradingDesk' fuelType = 'fuelType' bbid = 'bbid' vegaNotionalAmount = 'vegaNotionalAmount' fatalitiesUnderlyingConditionsAbsent = 'fatalitiesUnderlyingConditionsAbsent' effectiveDate = 'effectiveDate' TRSBidPrice = 'TRSBidPrice' capped = 'capped' rating = 'rating' optionCurrency = 'optionCurrency' isCloseAuction = 'isCloseAuction' volatility = 'volatility' assetClassificationsDigitalAssetMarket = 'assetClassificationsDigitalAssetMarket' avgVentUtil = 'avgVentUtil' underlyingAssetIds = 'underlyingAssetIds' buy6point5bps = 'buy6point5bps' vwapInLimitRealizedCash = 'vwapInLimitRealizedCash' estimatedClosingAuctionVolume = 'estimatedClosingAuctionVolume' sell2bps = 'sell2bps' annualRisk = 'annualRisk' eti = 'eti' vwapInLimitRealizedBps = 'vwapInLimitRealizedBps' rankMtd = 'rankMtd' marketBuffer = 'marketBuffer' futureMonthJ24 = 'futureMonthJ24' lastUploadedTime = 'lastUploadedTime' futureMonthJ23 = 'futureMonthJ23' oeId = 'oeId' futureMonthJ22 = 'futureMonthJ22' futureMonthJ21 = 'futureMonthJ21' bbidEquivalent = 'bbidEquivalent' initBufferThresholdRequired = 'initBufferThresholdRequired' leg2DesignatedMaturity = 'leg2DesignatedMaturity' matchedMaturityOISSwapRate = 'matchedMaturityOISSwapRate' fairPrice = 'fairPrice' participationRateInLimit = 'participationRateInLimit' extMktClass = 'extMktClass' priceCurrency = 'priceCurrency' failedCount = 'failedCount' leg1IndexLocation = 'leg1IndexLocation' supraStrategy = 'supraStrategy' dayCountConvention = 'dayCountConvention' roundedNotionalAmount1 = 'roundedNotionalAmount1' roundedNotionalAmount2 = 'roundedNotionalAmount2' factorSource = 'factorSource' futureMonthJ26 = 'futureMonthJ26' lendingSecType = 'lendingSecType' futureMonthJ25 = 'futureMonthJ25' leverage = 'leverage' factorExposure = 'factorExposure' forecastDay = 'forecastDay' optionFamily = 'optionFamily' generatorOutput = 'generatorOutput' priceSpotStopLossValue = 'priceSpotStopLossValue' kpiId = 'kpiId' windGeneration = 'windGeneration' percentageMidExecutedQuantity = 'percentageMidExecutedQuantity' staticVolumeForecast = 'staticVolumeForecast' borrowCost = 'borrowCost' knockOutDirection = 'knockOutDirection' screenId = 'screenId' riskModel = 'riskModel' assetParametersVendor = 'assetParametersVendor' assetParametersIndex1Tenor = 'assetParametersIndex1Tenor' isPublic = 'isPublic' fairValue = 'fairValue' openTime = 'openTime' pressureHourlyForecast = 'pressureHourlyForecast' localCcyRate = 'localCcyRate' endUserException = 'endUserException' sell90cents = 'sell90cents' executionVenue = 'executionVenue' nonStandardizedPricingIndicator = 'nonStandardizedPricingIndicator' primaryVwapInLimitRealizedBps = 'primaryVwapInLimitRealizedBps' approveRebalance = 'approveRebalance' adjustedClosePrice = 'adjustedClosePrice' lmsId = 'lmsId' rebateRate = 'rebateRate' sell130cents = 'sell130cents' speedBumpDelay = 'speedBumpDelay' priceUnitOfMeasure1 = 'priceUnitOfMeasure1' sell32bps = 'sell32bps' paceOfRollp50 = 'paceOfRollp50' priceMoveVsArrival = 'priceMoveVsArrival' strikeRelative = 'strikeRelative' pressureType = 'pressureType' buy40bps = 'buy40bps' priceNotation = 'priceNotation' strategy = 'strategy' priceUnitOfMeasure2 = 'priceUnitOfMeasure2' issueStatusDate = 'issueStatusDate' lenderIncome = 'lenderIncome' settlementCcy = 'settlementCcy' pbClientId = 'pbClientId' istatRegionCode = 'istatRegionCode' sell9bps = 'sell9bps' ownerId = 'ownerId' composite10DayAdv = 'composite10DayAdv' maxLoanBalance = 'maxLoanBalance' ideaActivityType = 'ideaActivityType' sell60cents = 'sell60cents' ideaSource = 'ideaSource' everOnVent = 'everOnVent' otcVolume = 'otcVolume' buy15cents = 'buy15cents' unadjustedAsk = 'unadjustedAsk' dynamicVolumeForecast = 'dynamicVolumeForecast' margin = 'margin' contributionName = 'contributionName' givenPlusPaid = 'givenPlusPaid' lastFillPrice = 'lastFillPrice' soprOut = 'soprOut' clientSpotAsk = 'clientSpotAsk' shortConvictionSmall = 'shortConvictionSmall' upfrontPaymentCurrency = 'upfrontPaymentCurrency' spotSettlementDate = 'spotSettlementDate' matrixOrder = 'matrixOrder' dayClose = 'dayClose' dateIndex = 'dateIndex' payerDayCountFraction = 'payerDayCountFraction' assetClassificationsIsPrimary = 'assetClassificationsIsPrimary' breakEvenInflationChange = 'breakEvenInflationChange' buy130cents = 'buy130cents' dwiContribution = 'dwiContribution' asset2Id = 'asset2Id' economicForecasts = 'economicForecasts' averageFillPrice = 'averageFillPrice' depthSpreadScore = 'depthSpreadScore' sell10cents = 'sell10cents' secType = 'secType' subAccount = 'subAccount' buy65cents = 'buy65cents' bondCdsBasis = 'bondCdsBasis' vendor = 'vendor' passMessage = 'passMessage' dataSet = 'dataSet' totalNotionalQuantity2 = 'totalNotionalQuantity2' totalNotionalQuantity1 = 'totalNotionalQuantity1' notionalAmount2 = 'notionalAmount2' notionalAmount1 = 'notionalAmount1' queueingTime = 'queueingTime' annReturn5Year = 'annReturn5Year' volumeStartOfDay = 'volumeStartOfDay' priceNotation3Type = 'priceNotation3Type' assetParametersFloatingRateDesignatedMaturity = 'assetParametersFloatingRateDesignatedMaturity' impliedRetailBuyPctShares = 'impliedRetailBuyPctShares' executedNotionalLocal = 'executedNotionalLocal' tsdbShortname = 'tsdbShortname' businessSponsor = 'businessSponsor' unexplained = 'unexplained' seasonalAdjustmentShort = 'seasonalAdjustmentShort' metric = 'metric' ask = 'ask' closePrice = 'closePrice' endTime = 'endTime' sell100cents = 'sell100cents' executionTimestamp = 'executionTimestamp' buy180cents = 'buy180cents' predictedBeta = 'predictedBeta' absoluteStrike = 'absoluteStrike' liquidity = 'liquidity' sell3point5bps = 'sell3point5bps' liquidityScoreBuy = 'liquidityScoreBuy' paymentFrequency = 'paymentFrequency' expenseRatioNetBps = 'expenseRatioNetBps' metricType = 'metricType' rankYtd = 'rankYtd' leg1Spread = 'leg1Spread' coverageRegion = 'coverageRegion' absoluteReturnYtd = 'absoluteReturnYtd' dayCountConvention2 = 'dayCountConvention2' degreeDays = 'degreeDays' fwdPointsAsk = 'fwdPointsAsk' turnoverAdjusted = 'turnoverAdjusted' priceSpotTargetValue = 'priceSpotTargetValue' marketDataPoint = 'marketDataPoint' numOfFunds = 'numOfFunds' ebcsOutrightMid = 'ebcsOutrightMid' tradeTime = 'tradeTime' executionId = 'executionId' turnoverUnadjusted = 'turnoverUnadjusted' leg1FloatingIndex = 'leg1FloatingIndex' hedgeAnnualizedVolatility = 'hedgeAnnualizedVolatility' benchmarkCurrency = 'benchmarkCurrency' futuresContract = 'futuresContract' name = 'name' aum = 'aum' leg1DayCountConvention = 'leg1DayCountConvention' cbsCode = 'cbsCode' folderName = 'folderName' apiUsage = 'apiUsage' twapInterval = 'twapInterval' factorPnl = 'factorPnl' paymentFrequencyPeriod1 = 'paymentFrequencyPeriod1' uniqueId = 'uniqueId' optionExpirationDate = 'optionExpirationDate' paymentFrequencyPeriod2 = 'paymentFrequencyPeriod2' swaptionAtmFwdRate = 'swaptionAtmFwdRate' liveDate = 'liveDate' volumeForecastAdjustment = 'volumeForecastAdjustment' corporateActionType = 'corporateActionType' primeId = 'primeId' description = 'description' assetClassificationsIsCountryPrimary = 'assetClassificationsIsCountryPrimary' rebateRateLimit = 'rebateRateLimit' spotAsk = 'spotAsk' swapPointsMarketBid = 'swapPointsMarketBid' extId = 'extId' factor = 'factor' daysOnLoan = 'daysOnLoan' longConvictionSmall = 'longConvictionSmall' sell40cents = 'sell40cents' relativePayoffYtd = 'relativePayoffYtd' gsfeer = 'gsfeer' relativeHitRateQtd = 'relativeHitRateQtd' wam = 'wam' wal = 'wal' backtestId = 'backtestId' dirtyPrice = 'dirtyPrice' darkWouldRefPrice = 'darkWouldRefPrice' corporateSpreadContribution = 'corporateSpreadContribution' relativeHumidityHourlyForecast = 'relativeHumidityHourlyForecast' multipleScore = 'multipleScore' betaAdjustedExposure = 'betaAdjustedExposure' momentum = 'momentum' isAnnualized = 'isAnnualized' dividendPoints = 'dividendPoints' brightness = 'brightness' factorStandardDeviation = 'factorStandardDeviation' assetParametersReceiverDesignatedMaturity = 'assetParametersReceiverDesignatedMaturity' bosInTicksDescription = 'bosInTicksDescription' testId = 'testId' risk = 'risk' impliedCorrelation = 'impliedCorrelation' normalizedPerformance = 'normalizedPerformance' overnightNewsEndTime = 'overnightNewsEndTime' bytesConsumed = 'bytesConsumed' swaptionVol = 'swaptionVol' estimatedClosingVolume = 'estimatedClosingVolume' issuer = 'issuer' dividendYield = 'dividendYield' marketType = 'marketType' numUnitsLower = 'numUnitsLower' sourceOrigin = 'sourceOrigin' proceedsAssetSwapSpread3m = 'proceedsAssetSwapSpread3m' totalQuantity = 'totalQuantity' internalUser = 'internalUser' sell40bps = 'sell40bps' redemptionOption = 'redemptionOption' notionalUnit2 = 'notionalUnit2' notionalUnit1 = 'notionalUnit1' sedol = 'sedol' roundingCostPnl = 'roundingCostPnl' midYield = 'midYield' unexecutedNotionalLocal = 'unexecutedNotionalLocal' sustainGlobal = 'sustainGlobal' endingDate = 'endingDate' proceedsAssetSwapSpread12m = 'proceedsAssetSwapSpread12m' rvtAdj90 = 'rvtAdj90' grossInvestmentWtd = 'grossInvestmentWtd' annReturn3Year = 'annReturn3Year' sharpeWtd = 'sharpeWtd' discountFactor = 'discountFactor' swapPointsBid = 'swapPointsBid' relativeReturnMtd = 'relativeReturnMtd' exchangeCalendar = 'exchangeCalendar' priceChangeOnDay = 'priceChangeOnDay' buy100cents = 'buy100cents' forwardPoint = 'forwardPoint' increment = 'increment' fci = 'fci' enabled = 'enabled' recallQuantity = 'recallQuantity' strikePriceCurrency = 'strikePriceCurrency' fxPositioning = 'fxPositioning' gsidEquivalent = 'gsidEquivalent' categories = 'categories' extMktAsset = 'extMktAsset' quotingStyle = 'quotingStyle' isInPosition = 'isInPosition' errorMessage = 'errorMessage' compoundedFixedRate = 'compoundedFixedRate' midPrice = 'midPrice' proceedsAssetSwapSpread6m = 'proceedsAssetSwapSpread6m' stsEmDm = 'stsEmDm' TimeinYears = 'TimeinYears' embeddedOption = 'embeddedOption' tcmCostHorizon2Day = 'tcmCostHorizon2Day' ageBand = 'ageBand' returnsEnabled = 'returnsEnabled' runId = 'runId' queueInLots = 'queueInLots' tenderOfferExpirationDate = 'tenderOfferExpirationDate' assetParametersExpirationTime = 'assetParametersExpirationTime' midcurveAnnuity = 'midcurveAnnuity' lendingFundNavTrend = 'lendingFundNavTrend' cloudCoverForecast = 'cloudCoverForecast' tcmCostParticipationRate5Pct = 'tcmCostParticipationRate5Pct' defaultBackcast = 'defaultBackcast' assetParametersNumberOfShares = 'assetParametersNumberOfShares' lockup = 'lockup' lockupType = 'lockupType' newsOnIntensity = 'newsOnIntensity' priceFormingContinuationData = 'priceFormingContinuationData' adjustedShortInterest = 'adjustedShortInterest' newHospitalized = 'newHospitalized' assetParametersStrike = 'assetParametersStrike' buy35cents = 'buy35cents' impliedRetailBuyNotional = 'impliedRetailBuyNotional' leg2TotalNotional = 'leg2TotalNotional' assetParametersEffectiveDate = 'assetParametersEffectiveDate' annReturn10Year = 'annReturn10Year' numAdultIcuBeds = 'numAdultIcuBeds' daysToExpiration = 'daysToExpiration' continuationEvent = 'continuationEvent' leg2CommodityUnderlyerId = 'leg2CommodityUnderlyerId' fillPriceExcludingFees = 'fillPriceExcludingFees' wiId = 'wiId' marketCapCategory = 'marketCapCategory' historicalVolume = 'historicalVolume' buy5cents = 'buy5cents' eventStartDate = 'eventStartDate' leg1FixedRate = 'leg1FixedRate' transitionPerformancePercentage = 'transitionPerformancePercentage' equityGamma = 'equityGamma' rptId = 'rptId' grossIncome = 'grossIncome' emId = 'emId' assetCountInModel = 'assetCountInModel' stsCreditRegion = 'stsCreditRegion' minTemperature = 'minTemperature' bucketStartTime = 'bucketStartTime' medianDailyVolume10d = 'medianDailyVolume10d' fillType = 'fillType' closeTime = 'closeTime' failPct = 'failPct' isoCountryCodeAlpha2 = 'isoCountryCodeAlpha2' isoCountryCodeAlpha3 = 'isoCountryCodeAlpha3' assetParametersOptionType = 'assetParametersOptionType' amount = 'amount' lendingFundAcct = 'lendingFundAcct' fwdPricingSource = 'fwdPricingSource' rebate = 'rebate' electionType = 'electionType' relativeHitRateMtd = 'relativeHitRateMtd' impliedVolatility = 'impliedVolatility' spread = 'spread' variance = 'variance' wtdDegreeDaysDailyForecast = 'wtdDegreeDaysDailyForecast' swaptionAnnuity = 'swaptionAnnuity' latestEndDate = 'latestEndDate' buy6bps = 'buy6bps' g10Currency = 'g10Currency' humidityForecast = 'humidityForecast' relativePeriod = 'relativePeriod' user = 'user' fwdEbookPointSpreadMultBid = 'fwdEbookPointSpreadMultBid' customer = 'customer' leg1ResetFrequency = 'leg1ResetFrequency' queueClockTimeLabel = 'queueClockTimeLabel' settlementResolved = 'settlementResolved' paceOfRollp100 = 'paceOfRollp100' assetClassificationsGicsSubIndustry = 'assetClassificationsGicsSubIndustry' dewPointHourlyForecast = 'dewPointHourlyForecast' locationType = 'locationType' facetDivisionalReportingGroupId = 'facetDivisionalReportingGroupId' realizedTwapPerformanceUSD = 'realizedTwapPerformanceUSD' swapRate = 'swapRate' algoExecutionStyle = 'algoExecutionStyle' mktFwdPointBid = 'mktFwdPointBid' clientContact = 'clientContact' minTemperatureHour = 'minTemperatureHour' tradingCurrency = 'tradingCurrency' totalByOnset = 'totalByOnset' agencySwapSpread = 'agencySwapSpread' rank = 'rank' mixedSwapOtherReportedSDR = 'mixedSwapOtherReportedSDR' humidity = 'humidity' dataSetCategory = 'dataSetCategory' vwapRealizedBps = 'vwapRealizedBps' buy9bps = 'buy9bps' totalTested = 'totalTested' fatalitiesConfirmed = 'fatalitiesConfirmed' universeId1 = 'universeId1' fwdPointsBid = 'fwdPointsBid' assetParametersPayerDayCountFraction = 'assetParametersPayerDayCountFraction' universeId2 = 'universeId2' bidLow = 'bidLow' bucketizePrice = 'bucketizePrice' fairVarianceVolatility = 'fairVarianceVolatility' cleanPrice = 'cleanPrice' covid19 = 'covid19' clientExposure = 'clientExposure' leg2TotalNotionalUnit = 'leg2TotalNotionalUnit' sell45cents = 'sell45cents' gsSustainSubSector = 'gsSustainSubSector' sinkable = 'sinkable' isReal = 'isReal' maxTemperatureHour = 'maxTemperatureHour' leg2AveragingMethod = 'leg2AveragingMethod' pricingDate = 'pricingDate' jsn = 'jsn' sell160cents = 'sell160cents' firstExerciseDate = 'firstExerciseDate' spotBid = 'spotBid' knockInDirection = 'knockInDirection' dayCloseUnrealizedUSD = 'dayCloseUnrealizedUSD' tenor = 'tenor' pricingConvention = 'pricingConvention' dealableAuto = 'dealableAuto' popularity = 'popularity' floatingRateOption = 'floatingRateOption' tradedNeutralSpotMid = 'tradedNeutralSpotMid' hedgeValueType = 'hedgeValueType' assetParametersClearingHouse = 'assetParametersClearingHouse' disclaimer = 'disclaimer' payerFrequency = 'payerFrequency' assetParametersOptionStyle = 'assetParametersOptionStyle' loanFee = 'loanFee' deploymentVersion = 'deploymentVersion' buy16bps = 'buy16bps' tradeDayCount = 'tradeDayCount' transactionType = 'transactionType' priceToSales = 'priceToSales' newIdeasQtd = 'newIdeasQtd' subdivisionName = 'subdivisionName' adjustedAskPrice = 'adjustedAskPrice' fwdPointsMarketAsk = 'fwdPointsMarketAsk' factorUniverse = 'factorUniverse' arrivalRt = 'arrivalRt' internalIndexCalcAgent = 'internalIndexCalcAgent' excessMarginValue = 'excessMarginValue' transactionCost = 'transactionCost' centralBankSwapRate = 'centralBankSwapRate' previousNewConfirmed = 'previousNewConfirmed' unrealizedVwapPerformanceBps = 'unrealizedVwapPerformanceBps' degreeDaysDailyForecast = 'degreeDaysDailyForecast' positionAmount = 'positionAmount' heatIndexHourlyForecast = 'heatIndexHourlyForecast' maRank = 'maRank' fxPositioningSource = 'fxPositioningSource' vol60d = 'vol60d' eventStartDateTime = 'eventStartDateTime' impliedVolatilityByDeltaStrike = 'impliedVolatilityByDeltaStrike' mqSymbol = 'mqSymbol' numTotalUnits = 'numTotalUnits' corporateAction = 'corporateAction' leg1PriceType = 'leg1PriceType' assetParametersPayerRateOption = 'assetParametersPayerRateOption' sell20cents = 'sell20cents' leg2FixedPaymentCurrency = 'leg2FixedPaymentCurrency' gRegionalScore = 'gRegionalScore' hardToBorrow = 'hardToBorrow' sell5bps = 'sell5bps' rollVwap = 'rollVwap' wpk = 'wpk' bespokeSwap = 'bespokeSwap' assetParametersExpirationDate = 'assetParametersExpirationDate' countryName = 'countryName' carry = 'carry' startingDate = 'startingDate' loanId = 'loanId' onboarded = 'onboarded' liquidityScore = 'liquidityScore' longRatesContribution = 'longRatesContribution' sourceDateSpan = 'sourceDateSpan' annYield6Month = 'annYield6Month' underlyingDataSetId = 'underlyingDataSetId' closeUnadjusted = 'closeUnadjusted' valueUnit = 'valueUnit' voiceCurveReason = 'voiceCurveReason' quantityUnit = 'quantityUnit' adjustedLowPrice = 'adjustedLowPrice' isMomentum = 'isMomentum' longConvictionLarge = 'longConvictionLarge' spotTier = 'spotTier' oad = 'oad' rate = 'rate' couponType = 'couponType' client = 'client' esgDetailedMetric = 'esgDetailedMetric' markToRT = 'markToRT' convictionList = 'convictionList' passiveEtfRatio = 'passiveEtfRatio' futureMonthG26 = 'futureMonthG26' futureMonthG25 = 'futureMonthG25' futureMonthG24 = 'futureMonthG24' futureMonthG23 = 'futureMonthG23' typeOfReturn = 'typeOfReturn' futureMonthG22 = 'futureMonthG22' servicingCostLongPnl = 'servicingCostLongPnl' excessMarginPercentage = 'excessMarginPercentage' futureMonthG21 = 'futureMonthG21' totalMild = 'totalMild' realizedArrivalPerformanceBps = 'realizedArrivalPerformanceBps' precipitationDailyForecastInches = 'precipitationDailyForecastInches' exchangeId = 'exchangeId' leg2FixedPayment = 'leg2FixedPayment' tcmCostHorizon20Day = 'tcmCostHorizon20Day' assetClassificationsDigitalAssetIndustry = 'assetClassificationsDigitalAssetIndustry' realm = 'realm' goneManual = 'goneManual' gate = 'gate' bid = 'bid' hedgeValue = 'hedgeValue' isSeasonallyAdjusted = 'isSeasonallyAdjusted' orderStartTime = 'orderStartTime' isAggressive = 'isAggressive' floatingRateDesignatedMaturity = 'floatingRateDesignatedMaturity' percentageNearExecutedQuantity = 'percentageNearExecutedQuantity' orderId = 'orderId' hospitalType = 'hospitalType' aggregatePnl = 'aggregatePnl' dayCloseRealizedBps = 'dayCloseRealizedBps' precipitationHourlyForecast = 'precipitationHourlyForecast' forwardPriceNg = 'forwardPriceNg' marketCapUSD = 'marketCapUSD' auctionFillsPercentage = 'auctionFillsPercentage' highPrice = 'highPrice' absoluteShares = 'absoluteShares' fixedRateDayCountFraction = 'fixedRateDayCountFraction' model = 'model' unrealizedTwapPerformanceUSD = 'unrealizedTwapPerformanceUSD' id = 'id' maturity = 'maturity' deltaChange = 'deltaChange' index = 'index' finalIndexLevel = 'finalIndexLevel' unrealizedArrivalPerformanceUSD = 'unrealizedArrivalPerformanceUSD' icebergSlippage = 'icebergSlippage' sell120cents = 'sell120cents' futureMonthX26 = 'futureMonthX26' assetTypes = 'assetTypes' futureMonthX25 = 'futureMonthX25' bcid = 'bcid' mktPoint = 'mktPoint' futureMonthX24 = 'futureMonthX24' restrictionStartDate = 'restrictionStartDate' touchLiquidityScore = 'touchLiquidityScore' futureMonthX23 = 'futureMonthX23' futureMonthX22 = 'futureMonthX22' factorCategoryId = 'factorCategoryId' securityTypeId = 'securityTypeId' futureMonthX21 = 'futureMonthX21' investmentYtd = 'investmentYtd' leg2Notional = 'leg2Notional' sell1bps = 'sell1bps' sell200cents = 'sell200cents' expectedCompletionDate = 'expectedCompletionDate' spreadOptionVol = 'spreadOptionVol' sell80cents = 'sell80cents' impliedRetailPctAdv = 'impliedRetailPctAdv' inflationSwapRate = 'inflationSwapRate' activeQueries = 'activeQueries' sell45bps = 'sell45bps' gsLiquidityScore = 'gsLiquidityScore' embededOption = 'embededOption' chargeInLocalCurrency = 'chargeInLocalCurrency' eventSource = 'eventSource' qisPermNo = 'qisPermNo' settlement = 'settlement' shareclassId = 'shareclassId' feature2 = 'feature2' feature3 = 'feature3' settlementCurrency2 = 'settlementCurrency2' stsCommoditySector = 'stsCommoditySector' exceptionStatus = 'exceptionStatus' overnightNewsIntensity = 'overnightNewsIntensity' salesCoverage = 'salesCoverage' feature1 = 'feature1' tcmCostParticipationRate10Pct = 'tcmCostParticipationRate10Pct' eventTime = 'eventTime' positionSourceName = 'positionSourceName' covid19Vaccine = 'covid19Vaccine' deliveryDate = 'deliveryDate' settlementCurrency1 = 'settlementCurrency1' cyclical = 'cyclical' interestRate = 'interestRate' side = 'side' dynamicHybridAggressiveStyle = 'dynamicHybridAggressiveStyle' complianceRestrictedStatus = 'complianceRestrictedStatus' borrowFee = 'borrowFee' everIcu = 'everIcu' noWorseThanLevel = 'noWorseThanLevel' updateTime = 'updateTime' loanSpread = 'loanSpread' tcmCostHorizon12Hour = 'tcmCostHorizon12Hour' dewPoint = 'dewPoint' researchCommission = 'researchCommission' buy2bps = 'buy2bps' assetClassificationsRiskCountryCode = 'assetClassificationsRiskCountryCode' newIdeasMtd = 'newIdeasMtd' varSwapByExpiry = 'varSwapByExpiry' sellDate = 'sellDate' aumStart = 'aumStart' fwdEbookRiskDirClientSellOver = 'fwdEbookRiskDirClientSellOver' feedbackType = 'feedbackType' assetParametersSettlement = 'assetParametersSettlement' maxTemperature = 'maxTemperature' acquirerShareholderMeetingDate = 'acquirerShareholderMeetingDate' countIdeasWtd = 'countIdeasWtd' arrivalRtNormalized = 'arrivalRtNormalized' reportType = 'reportType' sourceURL = 'sourceURL' estimatedReturn = 'estimatedReturn' tradedFwdPoints = 'tradedFwdPoints' high = 'high' sourceLastUpdate = 'sourceLastUpdate' sunshineForecast = 'sunshineForecast' quantityMW = 'quantityMW' sell70cents = 'sell70cents' sell110cents = 'sell110cents' pnodeId = 'pnodeId' price1 = 'price1' price2 = 'price2' referenceRate = 'referenceRate' humidityType = 'humidityType' prevCloseAsk = 'prevCloseAsk' level = 'level' impliedVolatilityByExpiration = 'impliedVolatilityByExpiration' hurdle = 'hurdle' assetParametersFixedRateDayCountFraction = 'assetParametersFixedRateDayCountFraction' esMomentumScore = 'esMomentumScore' leg1CommodityInstrumentId = 'leg1CommodityInstrumentId' leg2Index = 'leg2Index' netWeight = 'netWeight' portfolioManagers = 'portfolioManagers' bosInTicks = 'bosInTicks' assetParametersCouponType = 'assetParametersCouponType' swapPointsAsk = 'swapPointsAsk' expectedResidualQuantity = 'expectedResidualQuantity' clientSwapPointsBid = 'clientSwapPointsBid' rollDate = 'rollDate' dynamicHybridSpeed = 'dynamicHybridSpeed' capFloorVol = 'capFloorVol' targetQuantity = 'targetQuantity' submitter = 'submitter' no = 'no' notional = 'notional' esDisclosurePercentage = 'esDisclosurePercentage' closeExecutedQuantityPercentage = 'closeExecutedQuantityPercentage' twapRealizedCash = 'twapRealizedCash' isOpenAuction = 'isOpenAuction' leg1Type = 'leg1Type' wetBulbTempHourlyForecast = 'wetBulbTempHourlyForecast' cleanupPrice = 'cleanupPrice' externalRejectReason = 'externalRejectReason' total = 'total' filledNotionalUSD = 'filledNotionalUSD' assetId = 'assetId' blockTradeElectionIndicator = 'blockTradeElectionIndicator' testStatus = 'testStatus' mktType = 'mktType' covidDisrupted = 'covidDisrupted' lastUpdatedTime = 'lastUpdatedTime' yield30Day = 'yield30Day' optionPutPremium = 'optionPutPremium' buy28bps = 'buy28bps' proportionOfRisk = 'proportionOfRisk' futureMonthK23 = 'futureMonthK23' futureMonthK22 = 'futureMonthK22' futureMonthK21 = 'futureMonthK21' primaryEntityId = 'primaryEntityId' cross = 'cross' ideaStatus = 'ideaStatus' inCode = 'inCode' contractSubtype = 'contractSubtype' sri = 'sri' fxForecast = 'fxForecast' fixingTimeLabel = 'fixingTimeLabel' isETF = 'isETF' _100 = '100' _101 = '101' _102 = '102' _103 = '103' _104 = '104' fillId = 'fillId' excessReturns = 'excessReturns' _105 = '105' _106 = '106' dollarReturn = 'dollarReturn' orderInLimit = 'orderInLimit' expiryTime = 'expiryTime' _107 = '107' returnOnEquity = 'returnOnEquity' _108 = '108' _109 = '109' futureMonthK26 = 'futureMonthK26' futureMonthK25 = 'futureMonthK25' futureMonthK24 = 'futureMonthK24' restrictionEndDate = 'restrictionEndDate' queueInLotsDescription = 'queueInLotsDescription' volumeLimit = 'volumeLimit' objective = 'objective' navPrice = 'navPrice' leg1UnderlyingAsset = 'leg1UnderlyingAsset' _110 = '110' bbgid = 'bbgid' _111 = '111' _112 = '112' _113 = '113' privatePlacementType = 'privatePlacementType' _114 = '114' hedgeNotional = 'hedgeNotional' _115 = '115' dailyReturn = 'dailyReturn' _116 = '116' askLow = 'askLow' intendedPRate = 'intendedPRate' _117 = '117' _118 = '118' _119 = '119' expiry = 'expiry' assetParametersIndexFamily = 'assetParametersIndexFamily' avgMonthlyYield = 'avgMonthlyYield' periodDirection = 'periodDirection' prevRptId = 'prevRptId' earningsPerShare = 'earningsPerShare' strikePercentage = 'strikePercentage' esProductImpactPercentile = 'esProductImpactPercentile' vwapRealizedCash = 'vwapRealizedCash' parAssetSwapSpread1m = 'parAssetSwapSpread1m' prevCloseBid = 'prevCloseBid' minimumIncrement = 'minimumIncrement' tcmCostHorizon16Day = 'tcmCostHorizon16Day' investmentMtd = 'investmentMtd' settlementDate = 'settlementDate' weightedAverageMidNormalized = 'weightedAverageMidNormalized' _120 = '120' windowLength = 'windowLength' _121 = '121' _122 = '122' salesPerShare = 'salesPerShare' _123 = '123' _124 = '124' _125 = '125' unadjustedClose = 'unadjustedClose' _126 = '126' _127 = '127' _128 = '128' _129 = '129' loanDate = 'loanDate' matchedMaturitySwapSpread1m = 'matchedMaturitySwapSpread1m' collateralPercentageActual = 'collateralPercentageActual' vwapInLimitUnrealizedBps = 'vwapInLimitUnrealizedBps' rSquared = 'rSquared' metricValue = 'metricValue' autoExecState = 'autoExecState' totalRecovered = 'totalRecovered' relativeReturnYtd = 'relativeReturnYtd' _130 = '130' tickServer = 'tickServer' _131 = '131' _132 = '132' _133 = '133' clientOutrightAsk = 'clientOutrightAsk' _134 = '134' cumulativeVolumeInPercentage = 'cumulativeVolumeInPercentage' _135 = '135' underlyingRic = 'underlyingRic' _136 = '136' _137 = '137' _138 = '138' _139 = '139' realTimeRestrictionStatus = 'realTimeRestrictionStatus' tradeType = 'tradeType' settlementType = 'settlementType' netChange = 'netChange' percentOfIssueOutstanding = 'percentOfIssueOutstanding' numberOfUnderliers = 'numberOfUnderliers' swapType = 'swapType' forecastType = 'forecastType' leg1Notional = 'leg1Notional' sellSettleDate = 'sellSettleDate' _140 = '140' _141 = '141' _142 = '142' _143 = '143' _144 = '144' _145 = '145' _146 = '146' _147 = '147' newIdeasYtd = 'newIdeasYtd' managementFee = 'managementFee' _148 = '148' _149 = '149' parAssetSwapSpread3m = 'parAssetSwapSpread3m' sell36bps = 'sell36bps' matchedMaturitySwapSpread3m = 'matchedMaturitySwapSpread3m' sourceId = 'sourceId' country = 'country' optionPremiumCurrency = 'optionPremiumCurrency' vwap = 'vwap' touchSpreadScore = 'touchSpreadScore' lastRebalanceDate = 'lastRebalanceDate' ratingSecondHighest = 'ratingSecondHighest' sell24bps = 'sell24bps' _150 = '150' _151 = '151' _152 = '152' frequency = 'frequency' _153 = '153' _154 = '154' activityId = 'activityId' _155 = '155' estimatedImpact = 'estimatedImpact' sell35cents = 'sell35cents' _156 = '156' loanSpreadBucket = 'loanSpreadBucket' _157 = '157' _158 = '158' coronavirusGlobalActivityTracker = 'coronavirusGlobalActivityTracker' _159 = '159' underlyers = 'underlyers' assetParametersPricingLocation = 'assetParametersPricingLocation' eventDescription = 'eventDescription' icebergMaxSize = 'icebergMaxSize' assetParametersCoupon = 'assetParametersCoupon' details = 'details' sector = 'sector' mktFwdPointAsk = 'mktFwdPointAsk' avgBedUtilRate = 'avgBedUtilRate' buy20bps = 'buy20bps' indexLevel = 'indexLevel' epidemic = 'epidemic' mctr = 'mctr' exchangeTime = 'exchangeTime' historicalClose = 'historicalClose' fipsCode = 'fipsCode' _160 = '160' chargeInQuoteConvention = 'chargeInQuoteConvention' _161 = '161' buy32bps = 'buy32bps' _162 = '162' _163 = '163' ideaId = 'ideaId' commentStatus = 'commentStatus' marginalCost = 'marginalCost' _164 = '164' _165 = '165' _166 = '166' _167 = '167' _168 = '168' clientWeight = 'clientWeight' _169 = '169' leg1DeliveryPoint = 'leg1DeliveryPoint' sell5cents = 'sell5cents' liqWkly = 'liqWkly' unrealizedTwapPerformanceBps = 'unrealizedTwapPerformanceBps' region = 'region' temperatureHour = 'temperatureHour' upperBound = 'upperBound' sell55cents = 'sell55cents' spreadToBenchmark = 'spreadToBenchmark' _170 = '170' _171 = '171' numPediIcuBeds = 'numPediIcuBeds' _172 = '172' bidYield = 'bidYield' _173 = '173' assetParametersStrikePrice = 'assetParametersStrikePrice' _174 = '174' expectedResidual = 'expectedResidual' _175 = '175' fairValueGapPercent = 'fairValueGapPercent' _176 = '176' optionPremium = 'optionPremium' _177 = '177' _178 = '178' _179 = '179' ownerName = 'ownerName' parAssetSwapSpread6m = 'parAssetSwapSpread6m' zScore = 'zScore' sell12bps = 'sell12bps' eventStartTime = 'eventStartTime' matchedMaturitySwapSpread6m = 'matchedMaturitySwapSpread6m' turnover = 'turnover' priceSpotTargetUnit = 'priceSpotTargetUnit' coverage = 'coverage' gPercentile = 'gPercentile' _180 = '180' rvtAdj = 'rvtAdj' _181 = '181' _182 = '182' cloudCoverHourlyForecast = 'cloudCoverHourlyForecast' _183 = '183' assetParametersPayerSpread = 'assetParametersPayerSpread' _184 = '184' lendingFundNav = 'lendingFundNav' sourceOriginalCategory = 'sourceOriginalCategory' percentCloseExecutionQuantity = 'percentCloseExecutionQuantity' _185 = '185' latestExecutionTime = 'latestExecutionTime' _186 = '186' _187 = '187' arrivalMidRealizedBps = 'arrivalMidRealizedBps' _188 = '188' _189 = '189' location = 'location' scenarioId = 'scenarioId' terminationTenor = 'terminationTenor' queueClockTime = 'queueClockTime' discretionLowerBound = 'discretionLowerBound' tcmCostParticipationRate50Pct = 'tcmCostParticipationRate50Pct' ratingLinear = 'ratingLinear' previousCloseUnrealizedBps = 'previousCloseUnrealizedBps' _190 = '190' _191 = '191' subAssetClassForOtherCommodity = 'subAssetClassForOtherCommodity' _192 = '192' forwardPrice = 'forwardPrice' _193 = '193' type = 'type' fwdPointsMarketBid = 'fwdPointsMarketBid' _194 = '194' strikeRef = 'strikeRef' _195 = '195' _196 = '196' _197 = '197' cumulativePnl = 'cumulativePnl' _198 = '198' shortTenor = 'shortTenor' sell28bps = 'sell28bps' fundClass = 'fundClass' _199 = '199' unadjustedVolume = 'unadjustedVolume' buy36bps = 'buy36bps' positionIdx = 'positionIdx' cvaDollarChargeBid = 'cvaDollarChargeBid' midZSpread = 'midZSpread' windChillHourlyForecast = 'windChillHourlyForecast' secName = 'secName' impliedVolatilityByRelativeStrike = 'impliedVolatilityByRelativeStrike' assetParametersIndex2Tenor = 'assetParametersIndex2Tenor' percentADV = 'percentADV' referenceRateUSD = 'referenceRateUSD' leg1TotalNotional = 'leg1TotalNotional' contract = 'contract' nvtAdj90 = 'nvtAdj90' paymentFrequency1 = 'paymentFrequency1' paymentFrequency2 = 'paymentFrequency2' bespoke = 'bespoke' repoTenor = 'repoTenor' sell15cents = 'sell15cents' quoteId = 'quoteId' investmentQtd = 'investmentQtd' heatIndexForecast = 'heatIndexForecast' ratingStandardAndPoors = 'ratingStandardAndPoors' qualityStars = 'qualityStars' leg2FloatingIndex = 'leg2FloatingIndex' sourceTicker = 'sourceTicker' primaryVwapUnrealizedBps = 'primaryVwapUnrealizedBps' assetParametersCreditIndexSeries = 'assetParametersCreditIndexSeries' gsid = 'gsid' lendingFund = 'lendingFund' assetClassificationsDigitalAssetSubsector = 'assetClassificationsDigitalAssetSubsector' sensitivity = 'sensitivity' clientSwapPointsAsk = 'clientSwapPointsAsk' embeddedOptionType = 'embeddedOptionType' domainsData = 'domainsData' dayCount = 'dayCount' sell16bps = 'sell16bps' relativeBreakEvenInflationChange = 'relativeBreakEvenInflationChange' sell25cents = 'sell25cents' varSwap = 'varSwap' buy5point5bps = 'buy5point5bps' blockLargeNotional = 'blockLargeNotional' sell2point5bps = 'sell2point5bps' capacity = 'capacity' sectorsRaw = 'sectorsRaw' chargeInDollars = 'chargeInDollars' primaryVwapInLimit = 'primaryVwapInLimit' shareclassPrice = 'shareclassPrice' fwdEbookRiskDirClientBuyUnder = 'fwdEbookRiskDirClientBuyUnder' tradeSize = 'tradeSize' priceSpotEntryValue = 'priceSpotEntryValue' buy8point5bps = 'buy8point5bps' symbolDimensions = 'symbolDimensions' buy24bps = 'buy24bps' auctionCloseQuantity = 'auctionCloseQuantity' sidePocket = 'sidePocket' observation = 'observation' optionTypeSDR = 'optionTypeSDR' isEntity = 'isEntity' scenarioGroupId = 'scenarioGroupId' averageImpliedVariance = 'averageImpliedVariance' avgTradeRateDescription = 'avgTradeRateDescription' fraction = 'fraction' assetCountShort = 'assetCountShort' collateralPercentageRequired = 'collateralPercentageRequired' spotMarketAsk = 'spotMarketAsk' sell5point5bps = 'sell5point5bps' date = 'date' zipCode = 'zipCode' totalStdReturnSinceInception = 'totalStdReturnSinceInception' sourceCategory = 'sourceCategory' volumeUnadjusted = 'volumeUnadjusted' passiveRatio = 'passiveRatio' priceToEarnings = 'priceToEarnings' orderDepth = 'orderDepth' annYield3Month = 'annYield3Month' netFlowStd = 'netFlowStd' eZeroPriceWhenTraded = 'eZeroPriceWhenTraded' assetParametersFeeCurrency = 'assetParametersFeeCurrency' encodedStats = 'encodedStats' buy5bps = 'buy5bps' runTime = 'runTime' askSize = 'askSize' absoluteReturnMtd = 'absoluteReturnMtd' std30DaysUnsubsidizedYield = 'std30DaysUnsubsidizedYield' assetParametersReceiverSpread = 'assetParametersReceiverSpread' resource = 'resource' averageRealizedVolatility = 'averageRealizedVolatility' traceAdvBuy = 'traceAdvBuy' newConfirmed = 'newConfirmed' tax = 'tax' sell8bps = 'sell8bps' bidPrice = 'bidPrice' optionCallPremium = 'optionCallPremium' sell8point5bps = 'sell8point5bps' targetPriceUnrealizedBps = 'targetPriceUnrealizedBps' clientSpotBid = 'clientSpotBid' assetParametersCallCurrency = 'assetParametersCallCurrency' esNumericPercentile = 'esNumericPercentile' leg2UnderlyingAsset = 'leg2UnderlyingAsset' csaTerms = 'csaTerms' relativePayoffMtd = 'relativePayoffMtd' dailyNetShareholderFlows = 'dailyNetShareholderFlows' buy2point5bps = 'buy2point5bps' cai = 'cai' executedNotionalUSD = 'executedNotionalUSD' systemTime = 'systemTime' totalHomeIsolation = 'totalHomeIsolation' stationName = 'stationName' passPct = 'passPct' openingReport = 'openingReport' eventTimestamp = 'eventTimestamp' tcm = 'tcm' midcurveAtmFwdRate = 'midcurveAtmFwdRate' precipitationForecast = 'precipitationForecast' equityRiskPremiumIndex = 'equityRiskPremiumIndex' fatalitiesUnderlyingConditionsUnknown = 'fatalitiesUnderlyingConditionsUnknown' tradeDate = 'tradeDate' buy12bps = 'buy12bps' clearingHouse = 'clearingHouse' dayCloseUnrealizedBps = 'dayCloseUnrealizedBps' stsRatesMaturity = 'stsRatesMaturity' stsIncludeSstkAnalytics = 'stsIncludeSstkAnalytics' nonOwnerId = 'nonOwnerId' liqDly = 'liqDly' contributorRole = 'contributorRole' totalFatalities = 'totalFatalities' internalRejectReason = 'internalRejectReason' adjustedClose = 'adjustedClose' averageValue = 'averageValue' avgInterestRate = 'avgInterestRate' basisDuration = 'basisDuration' bestMonthDate = 'bestMonthDate' bloombergTicker = 'bloombergTicker' capexDepreciation = 'capexDepreciation' capexSales = 'capexSales' cashConversion = 'cashConversion' category = 'category' convexity = 'convexity' countryCode = 'countryCode' croci = 'croci' currentValue = 'currentValue' dacf = 'dacf' dailyVolatility = 'dailyVolatility' divYield = 'divYield' dpsGrowth = 'dpsGrowth' drawdownOverReturn = 'drawdownOverReturn' ebitdaGrowth = 'ebitdaGrowth' ebitdaMargin = 'ebitdaMargin' ebitGrowth = 'ebitGrowth' ebitMargin = 'ebitMargin' evGci = 'evGci' fcfConversion = 'fcfConversion' fcfYield = 'fcfYield' gci = 'gci' grossProfTotAssets = 'grossProfTotAssets' historicCPR = 'historicCPR' incrementalMargin = 'incrementalMargin' industry = 'industry' informationRatio = 'informationRatio' interestCover = 'interestCover' lastChange = 'lastChange' lastChangePct = 'lastChangePct' lastDate = 'lastDate' lastValue = 'lastValue' liborMatchedMaturitySwap = 'liborMatchedMaturitySwap' liborOAS = 'liborOAS' liborProceedsASW = 'liborProceedsASW' liborzSpread = 'liborzSpread' manEarningGrowthMeas = 'manEarningGrowthMeas' marginalRiskContribution = 'marginalRiskContribution' maxDrawdown = 'maxDrawdown' netDebtEbitda = 'netDebtEbitda' netDebtEquity = 'netDebtEquity' niGrowth = 'niGrowth' niMargin = 'niMargin' oisMatchedMaturitySwap = 'oisMatchedMaturitySwap' oisProceedsASW = 'oisProceedsASW' oiszSpread = 'oiszSpread' optionStyle = 'optionStyle' payup = 'payup' preTaxProfitGrowth = 'preTaxProfitGrowth' riskPremiaStyles = 'riskPremiaStyles' roce = 'roce' rolldown = 'rolldown' salesGrowth = 'salesGrowth' sharpeRatio = 'sharpeRatio' totalDebtCapital = 'totalDebtCapital' totalDebtTotalAsset = 'totalDebtTotalAsset' totalReturn = 'totalReturn' unleveredFcfYield = 'unleveredFcfYield' worstMonthDate = 'worstMonthDate' class FiniteDifferenceMethod(EnumBase, Enum): """Direction and dimension of finite difference""" Up = 'Up' Centered = 'Centered' Down = 'Down' CenteredSecondOrder = 'CenteredSecondOrder' class Format(EnumBase, Enum): """Alternative format for data to be returned in""" Json = 'Json' Excel = 'Excel' MessagePack = 'MessagePack' Pdf = 'Pdf' class InOut(EnumBase, Enum): In = 'In' Out = 'Out' class IndexCalculationType(EnumBase, Enum): """Quote type that is used for the bond price""" Price_Return = 'Price Return' class IndexNotTradingReasons(EnumBase, Enum): """Reasons the index was not traded""" Cost = 'Cost' Client_does_not_like_the_construction = 'Client does not like the construction' Basket_created_prematurely = 'Basket created prematurely' Economics_of_the_basket_changed__client_no_longer_interested_in_trading = 'Economics of the basket changed: client no longer interested in trading' GS_booking_OVER_operational_issues = 'GS booking/operational issues' _ = '' class KnockoutConvention(EnumBase, Enum): """Knockout convention""" Continuous = 'Continuous' Brazil = 'Brazil' INR = 'INR' Korean = 'Korean' Malaysia = 'Malaysia' Philippines = 'Philippines' Taipei = 'Taipei' class LiquidityMeasure(EnumBase, Enum): """A list of the different liquidity measures to choose from.""" Summary = 'Summary' Constituent_Transaction_Costs = 'Constituent Transaction Costs' Constituents = 'Constituents' Largest_Holdings_By_Weight = 'Largest Holdings By Weight' Least_Liquid_Holdings = 'Least Liquid Holdings' ADV_Percent_Buckets = 'ADV Percent Buckets' Market_Cap_Buckets = 'Market Cap Buckets' Region_Buckets = 'Region Buckets' Country_Buckets = 'Country Buckets' Sector_Buckets = 'Sector Buckets' Industry_Buckets = 'Industry Buckets' Currency_Buckets = 'Currency Buckets' Risk_Buckets = 'Risk Buckets' Factor_Risk_Buckets = 'Factor Risk Buckets' Exposure_Buckets = 'Exposure Buckets' Factor_Exposure_Buckets = 'Factor Exposure Buckets' Percent_Of_Trade_Complete_Over_Time = 'Percent Of Trade Complete Over Time' Execution_Cost_With_Different_Time_Horizons = 'Execution Cost With Different Time Horizons' Participation_Rate_With_Different_Time_Horizons = 'Participation Rate With Different Time Horizons' Risk_With_Different_Time_Horizons = 'Risk With Different Time Horizons' Historical_ADV_Percent_Curve = 'Historical ADV Percent Curve' Time_Series_Data = 'Time Series Data' class LongShort(EnumBase, Enum): """Client long or short on tarf""" Long = 'Long' Short = 'Short' class MarketBehaviour(EnumBase, Enum): ContraintsBased = 'ContraintsBased' Calibrated = 'Calibrated' class MarketDataFrequency(EnumBase, Enum): Real_Time = 'Real Time' End_Of_Day = 'End Of Day' class MarketDataShockType(EnumBase, Enum): """Market data shock type""" Absolute = 'Absolute' Proportional = 'Proportional' Invalid = 'Invalid' Override = 'Override' StdDev = 'StdDev' AutoDefault = 'AutoDefault' CSWFFR = 'CSWFFR' StdVolFactor = 'StdVolFactor' StdVolFactorProportional = 'StdVolFactorProportional' class MarketDataVendor(EnumBase, Enum): Goldman_Sachs = 'Goldman Sachs' Thomson_Reuters = 'Thomson Reuters' Solactive = 'Solactive' Bloomberg = 'Bloomberg' Axioma = 'Axioma' Goldman_Sachs_Prime_Services = 'Goldman Sachs Prime Services' Goldman_Sachs_Global_Investment_Research = 'Goldman Sachs Global Investment Research' National_Weather_Service = 'National Weather Service' WM = 'WM' Hedge_Fund_Research__Inc_ = 'Hedge Fund Research, Inc.' London_Stock_Exchange = 'London Stock Exchange' Goldman_Sachs_MDFarm = 'Goldman Sachs MDFarm' PredictIt = 'PredictIt' Iowa_Electronic_Markets = 'Iowa Electronic Markets' RealClearPolitics = 'RealClearPolitics' _538 = '538' FiveThirtyEight = 'FiveThirtyEight' Opinium = 'Opinium' YouGov = 'YouGov' MorningStar = 'MorningStar' Survation = 'Survation' Survation__YouGov = 'Survation, YouGov' European_Centre_for_Disease_Prevention_and_Control = 'European Centre for Disease Prevention and Control' Centers_for_Disease_Control_and_Prevention = 'Centers for Disease Control and Prevention' Johns_Hopkins_University = 'Johns Hopkins University' Google = 'Google' National_Health_Service = 'National Health Service' World_Health_Organization = 'World Health Organization' Wikipedia = 'Wikipedia' StarSchema = 'StarSchema' Covid_Working_Group = 'Covid Working Group' CovidTracking = 'CovidTracking' Bing = 'Bing' FRED = 'FRED' Institute_for_Health_Metrics_and_Evaluation = 'Institute for Health Metrics and Evaluation' Refinitiv = 'Refinitiv' Goldman_Sachs_Global_Investment_Research__Refinitiv = 'Goldman Sachs Global Investment Research, Refinitiv' EPFR = 'EPFR' Coin_Metrics = 'Coin Metrics' MSCI = 'MSCI' MuniNet = 'MuniNet' Rearc_via_AWS_Data_Exchange = 'Rearc via AWS Data Exchange' Bank_of_Japan = 'Bank of Japan' Wolfe_Research = 'Wolfe Research' Qontigo = 'Qontigo' Quant_Insight = 'Quant Insight' FactSet_via_AWS_Data_Exchange = 'FactSet via AWS Data Exchange' Rearc = 'Rearc' FactSet = 'FactSet' WorldScope = 'WorldScope' GS_Muni = 'GS Muni' BlackRock = 'BlackRock' class NewOrUnwind(EnumBase, Enum): """New or unwnd of product""" New = 'New' Unwind = 'Unwind' Non_Standard = 'Non-Standard' class NotionalOrStrike(EnumBase, Enum): """Notional or Strke on target adjustment""" Notional = 'Notional' Strike = 'Strike' class OptionExerciseStyle(EnumBase, Enum): """How the option is exercised (e.g. Auto, Manual)""" Auto = 'Auto' Manual = 'Manual' class OptionExpiryType(EnumBase, Enum): _1m = '1m' _2m = '2m' _3m = '3m' _4m = '4m' _5m = '5m' _6m = '6m' class OptionSettlementMethod(EnumBase, Enum): """How the option is settled (e.g. Cash, Physical)""" Cash = 'Cash' Physical = 'Physical' ElectDfltCash = 'ElectDfltCash' ElectDfltPhys = 'ElectDfltPhys' NetShares = 'NetShares' class OptionStrikeType(EnumBase, Enum): Relative = 'Relative' Delta = 'Delta' class OptionStyle(EnumBase, Enum): """Option Exercise Style""" European = 'European' American = 'American' Bermudan = 'Bermudan' class OptionType(EnumBase, Enum): """Option Type""" Call = 'Call' Put = 'Put' Binary_Call = 'Binary Call' Binary_Put = 'Binary Put' Digital_Call = 'Digital Call' Digital_Put = 'Digital Put' class PCOActionType(EnumBase, Enum): """Types of PCO Actions""" Generate_Orders = 'Generate Orders' Update_Parameters = 'Update Parameters' Update_Client_Data = 'Update Client Data' Update_Open_Hedge_Notional = 'Update Open Hedge Notional' Add_Order = 'Add Order' class PCOCurrencyType(EnumBase, Enum): """Currency Type Options for PCO""" Exposure = 'Exposure' Base = 'Base' Local = 'Local' class PCOOrigin(EnumBase, Enum): """Origin of PCO Report""" PCOGui = 'PCOGui' PCOBackend = 'PCOBackend' class PayReceive(EnumBase, Enum): """Pay or receive fixed""" Pay = 'Pay' Payer = 'Payer' Receive = 'Receive' Receiver = 'Receiver' Straddle = 'Straddle' Rec = 'Rec' class PaymentFrequency(EnumBase, Enum): Every_Return = 'Every Return' Maturity = 'Maturity' class PayoutType(EnumBase, Enum): """Delayed or Immediate payout""" Delayed = 'Delayed' Immediate = 'Immediate' class Period(EnumBase, Enum): """A coding scheme to define a period corresponding to a quantity amount""" Month = 'Month' Quarter = 'Quarter' Hour = 'Hour' Day = 'Day' BusinessDay = 'BusinessDay' class PositionSetWeightingStrategy(EnumBase, Enum): """Strategy used to price the position set.""" Equal = 'Equal' Market_Capitalization = 'Market Capitalization' Quantity = 'Quantity' Weight = 'Weight' Notional = 'Notional' class PricingLocation(EnumBase, Enum): """Based on the location of the exchange. Called 'Native Region' in SecDB""" NYC = 'NYC' LDN = 'LDN' TKO = 'TKO' HKG = 'HKG' class PrincipalExchange(EnumBase, Enum): """How principal is exchanged""" _None = 'None' Both = 'Both' First = 'First' Last = 'Last' class ProductCode(EnumBase, Enum): """Override the clearing destination/symbol""" CME__BB = 'CME::BB' CME__BK = 'CME::BK' CME__BY = 'CME::BY' CME__BZ = 'CME::BZ' CME__CL = 'CME::CL' CME__CL_BZ = 'CME::CL-BZ' CME__CS = 'CME::CS' CME__CY = 'CME::CY' CME__HK = 'CME::HK' CME__HO = 'CME::HO' CME__HOB = 'CME::HOB' CME__HO_CL = 'CME::HO-CL' CME__MP = 'CME::MP' CME__NG = 'CME::NG' CME__NLS = 'CME::NLS' CME__RB = 'CME::RB' CME__RBB = 'CME::RBB' CME__RB_BZ = 'CME::RB-BZ' CME__RB_CL = 'CME::RB-CL' CME__RH = 'CME::RH' CME__RL = 'CME::RL' CME__RM = 'CME::RM' CME__WS = 'CME::WS' CME_ICE__RB_B = 'CME-ICE::RB-B' ICE__B = 'ICE::B' ICE__BNB = 'ICE::BNB' ICE__BTD = 'ICE::BTD' ICE__G = 'ICE::G' ICE__G_B = 'ICE::G-B' ICE__HBT = 'ICE::HBT' ICE__HNG = 'ICE::HNG' ICE__HOF = 'ICE::HOF' ICE__I = 'ICE::I' ICE__N = 'ICE::N' ICE__N_B = 'ICE::N-B' ICE__O = 'ICE::O' ICE__O_B = 'ICE::O-B' ICE__R = 'ICE::R' ICE__RBR = 'ICE::RBR' ICE__T = 'ICE::T' ICE__T_B = 'ICE::T-B' ICE__ULA = 'ICE::ULA' ICE__ULC = 'ICE::ULC' ICE__ULD = 'ICE::ULD' ICE__ULM = 'ICE::ULM' ICE__WTB = 'ICE::WTB' LME__MAL = 'LME::MAL' LME__MNI = 'LME::MNI' LME__MPB = 'LME::MPB' LME__MZN = 'LME::MZN' OTC__BRT = 'OTC::BRT' OTC__GO = 'OTC::GO' OTC__GO_BRT = 'OTC::GO-BRT' OTC__HO = 'OTC::HO' OTC__HO_BRT = 'OTC::HO-BRT' OTC__HO_GO = 'OTC::HO-GO' OTC__HO_WTI = 'OTC::HO-WTI' OTC__MAL = 'OTC::MAL' OTC__MNI = 'OTC::MNI' OTC__MPB = 'OTC::MPB' OTC__MZN = 'OTC::MZN' OTC__NG = 'OTC::NG' OTC__RB = 'OTC::RB' OTC__RB_BRT = 'OTC::RB-BRT' OTC__RB_HO = 'OTC::RB-HO' OTC__RB_WTI = 'OTC::RB-WTI' OTC__WTI = 'OTC::WTI' OTC__WTI_BRT = 'OTC::WTI-BRT' class ProductType(EnumBase, Enum): """Product type of basket""" Flow = 'Flow' MPS = 'MPS' PWM = 'PWM' Volatility = 'Volatility' Single_Stock = 'Single Stock' class QuoteType(EnumBase, Enum): """Quote type that is used for the bond price""" Dirty_Price = 'Dirty Price' Clean_Price = 'Clean Price' BM_Spread = 'BM Spread' Yield = 'Yield' Z_Spread = 'Z-Spread' G_Spread = 'G-Spread' class Region(EnumBase, Enum): """Regional classification for the asset""" _ = '' Americas = 'Americas' Asia = 'Asia' EM = 'EM' Europe = 'Europe' Global = 'Global' class ReportJobPriority(EnumBase, Enum): """Report job priority.""" High = 'High' Normal = 'Normal' class ReturnStyle(EnumBase, Enum): """Return calculation style""" Rate_of_Return = 'Rate of Return' Price_Return = 'Price Return' class ReturnType(EnumBase, Enum): """Sum or Product of periodic return, relevant only if paying at maturity""" Sum = 'Sum' Product = 'Product' class RiskMeasureType(EnumBase, Enum): """The type of measure to perform risk on. e.g. Greeks""" Annual_ATM_Implied_Volatility = 'Annual ATM Implied Volatility' Annual_ATMF_Implied_Volatility = 'Annual ATMF Implied Volatility' Annual_Implied_Volatility = 'Annual Implied Volatility' AnnuityLocalCcy = 'AnnuityLocalCcy' ATM_Spread = 'ATM Spread' BaseCPI = 'BaseCPI' Basis = 'Basis' BSPrice = 'BSPrice' BSPricePct = 'BSPricePct' CRIF_IRCurve = 'CRIF IRCurve' Cashflows = 'Cashflows' CDIForward = 'CDIForward' CDIIndexDelta = 'CDIIndexDelta' CDIIndexVega = 'CDIIndexVega' CDIOptionPremium = 'CDIOptionPremium' CDIOptionPremiumFlatFwd = 'CDIOptionPremiumFlatFwd' CDIOptionPremiumFlatVol = 'CDIOptionPremiumFlatVol' CDISpot = 'CDISpot' CDISpreadDV01 = 'CDISpreadDV01' CDIUpfrontPrice = 'CDIUpfrontPrice' Compounded_Fixed_Rate = 'Compounded Fixed Rate' Correlation = 'Correlation' Cross_Multiplier = 'Cross Multiplier' Cross = 'Cross' Daily_Implied_Volatility = 'Daily Implied Volatility' Delta = 'Delta' DeltaLocalCcy = 'DeltaLocalCcy' Description = 'Description' Dollar_Price = 'Dollar Price' DV01 = 'DV01' ExpiryInYears = 'ExpiryInYears' FairPremium = 'FairPremium' FairPremiumPct = 'FairPremiumPct' Fair_Price = 'Fair Price' FairVarStrike = 'FairVarStrike' FairVolStrike = 'FairVolStrike' FinalCPI = 'FinalCPI' Forward_Price = 'Forward Price' Forward_Rate = 'Forward Rate' Forward_Spread = 'Forward Spread' FX_BF_25_Vol = 'FX BF 25 Vol' FX_Calculated_Delta = 'FX Calculated Delta' FX_Calculated_Delta_No_Premium_Adjustment = 'FX Calculated Delta No Premium Adjustment' FX_Discount_Factor_Over = 'FX Discount Factor Over' FX_Discount_Factor_Under = 'FX Discount Factor Under' FX_Hedge_Delta = 'FX Hedge Delta' FX_Premium = 'FX Premium' FX_Premium_Pct = 'FX Premium Pct' FX_Premium_Pct_Flat_Fwd = 'FX Premium Pct Flat Fwd' FX_Quoted_Delta_No_Premium_Adjustment = 'FX Quoted Delta No Premium Adjustment' FX_Quoted_Vega = 'FX Quoted Vega' FX_RR_25_Vol = 'FX RR 25 Vol' Price = 'Price' Gamma = 'Gamma' GammaLocalCcy = 'GammaLocalCcy' Implied_Volatility = 'Implied Volatility' InflationDelta = 'InflationDelta' Inflation_Compounding_Period = 'Inflation Compounding Period' Inflation_Delta_in_Bps = 'Inflation Delta in Bps' Local_Currency_Accrual_in_Cents = 'Local Currency Accrual in Cents' Local_Currency_Annuity = 'Local Currency Annuity' Market_Data = 'Market Data' Market = 'Market' Market_Data_Assets = 'Market Data Assets' MV = 'MV' NonUSDOisDomesticRate = 'NonUSDOisDomesticRate' OAS = 'OAS' OisFXSpreadRateExcludingSpikes = 'OisFXSpreadRateExcludingSpikes' OisFXSpreadRate = 'OisFXSpreadRate' ParallelBasis = 'ParallelBasis' ParallelDelta = 'ParallelDelta' ParallelDeltaLocalCcy = 'ParallelDeltaLocalCcy' ParallelDiscountDelta = 'ParallelDiscountDelta' ParallelDiscountDeltaLocalCcy = 'ParallelDiscountDeltaLocalCcy' ParallelInflationDelta = 'ParallelInflationDelta' ParallelIndexDelta = 'ParallelIndexDelta' ParallelIndexDeltaLocalCcy = 'ParallelIndexDeltaLocalCcy' ParallelInflationDeltaLocalCcy = 'ParallelInflationDeltaLocalCcy' ParallelXccyDelta = 'ParallelXccyDelta' ParallelXccyDeltaLocalCcy = 'ParallelXccyDeltaLocalCcy' ParallelGamma = 'ParallelGamma' ParallelGammaLocalCcy = 'ParallelGammaLocalCcy' ParallelVega = 'ParallelVega' ParallelVegaLocalCcy = 'ParallelVegaLocalCcy' Points = 'Points' Premium_In_Cents = 'Premium In Cents' Premium = 'Premium' Probability_Of_Exercise = 'Probability Of Exercise' Resolved_Instrument_Values = 'Resolved Instrument Values' PNL = 'PNL' PnlExplain = 'PnlExplain' PnlExplainLocalCcy = 'PnlExplainLocalCcy' PnlPredict = 'PnlPredict' PV = 'PV' QuotedDelta = 'QuotedDelta' RFRFXRate = 'RFRFXRate' RFRFXSpreadRate = 'RFRFXSpreadRate' RFRFXSpreadRateExcludingSpikes = 'RFRFXSpreadRateExcludingSpikes' Spot = 'Spot' Spot_Rate = 'Spot Rate' Spread = 'Spread' Strike = 'Strike' Theta = 'Theta' USDOisDomesticRate = 'USDOisDomesticRate' Vanna = 'Vanna' Vega = 'Vega' VegaLocalCcy = 'VegaLocalCcy' Volga = 'Volga' Volatility = 'Volatility' XccyDelta = 'XccyDelta' class RiskMeasureUnit(EnumBase, Enum): """The unit of change of underlying in the risk computation.""" Percent = 'Percent' Dollar = 'Dollar' BPS = 'BPS' Pips = 'Pips' class RiskModelType(EnumBase, Enum): """Marquee risk model type""" Factor = 'Factor' Macro = 'Macro' Thematic = 'Thematic' class ScenarioType(EnumBase, Enum): """Type of Scenario""" Spot_Vol = 'Spot Vol' Greeks = 'Greeks' class SettlementType(EnumBase, Enum): """Settlement Type""" Cash = 'Cash' Physical = 'Physical' class Side(EnumBase, Enum): """Official side of an index""" Bid = 'Bid' Ask = 'Ask' Mid = 'Mid' class Strategy(EnumBase, Enum): """More specific descriptor of a fund's investment approach. Same view permissions as the asset""" Active_Extension = 'Active Extension' Active_Trading = 'Active Trading' Activist = 'Activist' Co_Invest__OVER__SPV = 'Co-Invest / SPV' Commodity = 'Commodity' Commodities = 'Commodities' Composite = 'Composite' Conservative = 'Conservative' Convert_Arb = 'Convert Arb' Convertible_Arbitrage = 'Convertible Arbitrage' Credit_Arbitrage = 'Credit Arbitrage' Cross_Capital_Structure = 'Cross-Capital-Structure' CTA__OVER__Managed_Futures = 'CTA / Managed Futures' Currency = 'Currency' Discretionary = 'Discretionary' Discretionary_Thematic = 'Discretionary Thematic' Distressed = 'Distressed' Distressed_Securities = 'Distressed Securities' Distressed_OVER_Restructuring = 'Distressed/Restructuring' Diversified = 'Diversified' Equity_Hedge = 'Equity Hedge' Equity_Market_Neutral = 'Equity Market Neutral' Equity_Only = 'Equity Only' Event_Driven = 'Event-Driven' Fixed_Income_Arb = 'Fixed Income Arb' Fixed_Income_Asset_Backed = 'Fixed Income-Asset Backed' Fixed_Income_Corporate = 'Fixed Income-Corporate' Fixed_Income_Sovereign = 'Fixed Income-Sovereign' Fundamental_Growth = 'Fundamental Growth' Fundamental_Value = 'Fundamental Value' General = 'General' General_Multi_Strategy = 'General Multi-Strategy' Generalist = 'Generalist' Hybrid__OVER__Illiquid = 'Hybrid / Illiquid' Long__OVER__Short = 'Long / Short' Macro = 'Macro' Market_Defensive = 'Market Defensive' Merger_Arb = 'Merger Arb' Merger_Arbitrage = 'Merger Arbitrage' Multi_Strategy = 'Multi-Strategy' Quantitative_Directional = 'Quantitative Directional' Relative_Value_Arbitrage = 'Relative Value Arbitrage' Risk_Premia = 'Risk Premia' Sector___Energy_OVER_Basic_Materials = 'Sector - Energy/Basic Materials' Sector___Healthcare = 'Sector - Healthcare' Sector___Technology = 'Sector - Technology' Sector___Technology_OVER_Healthcare = 'Sector - Technology/Healthcare' Sector_Specific = 'Sector-Specific' Short_Bias = 'Short Bias' Special_Situations = 'Special Situations' Stat_Arb = 'Stat Arb' Statistical_Arbitrage = 'Statistical Arbitrage' Strategic = 'Strategic' Structured = 'Structured' Systematic = 'Systematic' Systematic_Diversified = 'Systematic Diversified' Vol_Arb__OVER__Options = 'Vol Arb / Options' Volatility = 'Volatility' Volatility_Target_10 = 'Volatility Target 10' Volatility_Target_12 = 'Volatility Target 12' Volatility_Target_15 = 'Volatility Target 15' Yield_Alternative = 'Yield Alternative' class StrikeMethodType(EnumBase, Enum): Spread = 'Spread' Delta = 'Delta' Percentage_of_Price = 'Percentage of Price' Fixed = 'Fixed' class StrikeType(EnumBase, Enum): """Style type, either spread of price""" Spread = 'Spread' Price = 'Price' class SwapClearingHouse(EnumBase, Enum): """Swap Clearing House""" LCH = 'LCH' EUREX = 'EUREX' JSCC = 'JSCC' CME = 'CME' NONE = 'NONE' class SwapSettlement(EnumBase, Enum): """Swap Settlement Type""" Phys_CLEARED = 'Phys.CLEARED' Physical = 'Physical' Cash_CollatCash = 'Cash.CollatCash' Cash_PYU = 'Cash.PYU' class SwapType(EnumBase, Enum): Eq_CFD_Standard = 'Eq CFD Standard' Eq_Swap = 'Eq Swap' Eq_Swap_OET_Asymmetric = 'Eq Swap OET Asymmetric' Eq_Swap_OET_Simple = 'Eq Swap OET Simple' Eq_Swap_Term = 'Eq Swap Term' Eq_Synthetic_OET = 'Eq Synthetic OET' class TargetPaymentType(EnumBase, Enum): Capped = 'Capped' Full = 'Full' _None = 'None' class TargetType(EnumBase, Enum): """Target type for accural redemption forward""" Big_Figures = 'Big Figures' Amount = 'Amount' Num_Of_ITM_Fixes = 'Num Of ITM Fixes' class TouchNoTouch(EnumBase, Enum): """Indicates Touch or NoTouch""" Touch = 'Touch' No_Touch = 'No Touch' class TradeAs(EnumBase, Enum): """Option trade as (i.e. listed, otc, lookalike etc)""" Listed = 'Listed' Listed_Look_alike_OTC = 'Listed Look alike OTC' Flex = 'Flex' OTC = 'OTC' class TradeType(EnumBase, Enum): """Direction""" Buy = 'Buy' Sell = 'Sell' class UnderlierType(EnumBase, Enum): """Type of underlyer""" BBID = 'BBID' CUSIP = 'CUSIP' ISIN = 'ISIN' SEDOL = 'SEDOL' RIC = 'RIC' Ticker = 'Ticker' class UpDown(EnumBase, Enum): Up = 'Up' Down = 'Down' class ValuationTime(EnumBase, Enum): """The time of valuation, e.g. for an option""" MktClose = 'MktClose' MktOpen = 'MktOpen' SQ = 'SQ' MktPreOpen = 'MktPreOpen' MktPrevClose = 'MktPrevClose' HedgeUnwind = 'HedgeUnwind' class VarianceConvention(EnumBase, Enum): """Specifies whether the variance is Annualized or Total""" Annualized = 'Annualized' Total = 'Total' class WeightingType(EnumBase, Enum): """Weighting type that is used for the bond price""" Notional = 'Notional' Market_Value = 'Market Value' Dollar_Duration = 'Dollar Duration' @dataclass class BaseMarket(Base): pass @dataclass class SingleMarket(Base): pass @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class AssetIdPriceable(Priceable): asset_id: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class AssetScreenerCreditStandardAndPoorsRatingOptions(Base): min_: Optional[str] = field(default=None, metadata=config(field_name='min', exclude=exclude_none)) max_: Optional[str] = field(default=None, metadata=config(field_name='max', exclude=exclude_none)) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class AssetScreenerRequestFilterDateLimits(Base): min_: Optional[datetime.date] = field(default=None, metadata=config(field_name='min', exclude=exclude_none)) max_: Optional[datetime.date] = field(default=None, metadata=config(field_name='max', exclude=exclude_none)) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class AssetScreenerRequestFilterLimits(Base): min_: Optional[float] = field(default=None, metadata=config(field_name='min', exclude=exclude_none)) max_: Optional[float] = field(default=None, metadata=config(field_name='max', exclude=exclude_none)) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class BlendedBenchmarkAttribute(Base): benchmark_id: Optional[str] = field(default=None, metadata=field_metadata) weight: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLDate(Base): date_value: Optional[datetime.date] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLDouble(Base): double_value: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLFXCross(Base): string_value: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLIndex(Base): string_value: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLSimpleSchedule(Base): fixing_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) settlement_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLStock(Base): string_value: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLString(Base): string_value: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLSymCaseNamedParam(Base): sym_case_value: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=field_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False, order=True) class CurrencyParameter(RiskMeasureParameter): value: Optional[str] = field(default=None, metadata=field_metadata) parameter_type: Optional[str] = field(init=False, default='Currency', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CurveOverlay(Scenario): dates: Optional[Tuple[datetime.date, ...]] = field(default=None, metadata=field_metadata) discount_factors: Optional[Tuple[float, ...]] = field(default=None, metadata=field_metadata) denominated: Optional[str] = field(default=None, metadata=field_metadata) csa_term: Optional[str] = field(default=None, metadata=field_metadata) tenor: Optional[str] = field(default=None, metadata=field_metadata) rate_option: Optional[str] = field(default=None, metadata=field_metadata) curve_type: Optional[str] = field(default=None, metadata=field_metadata) subtract_base: Optional[bool] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='CurveOverlay', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) class DataRow(DictBase): pass @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class DateRange(Base): end_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) start_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class ISelectNewUnit(Base): id_: str = field(default=None, metadata=config(field_name='id', exclude=exclude_none)) new_units: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class ISelectNewWeight(Base): id_: str = field(default=None, metadata=config(field_name='id', exclude=exclude_none)) new_weight: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class Identifier(Base): type_: Optional[str] = field(default=None, metadata=config(field_name='type', exclude=exclude_none)) value: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class LiquidityReportParameters(Base): title: Optional[str] = field(default=None, metadata=field_metadata) email: Optional[str] = field(default=None, metadata=field_metadata) trading_desk: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False, order=True) class ListOfNumberParameter(RiskMeasureParameter): values: Optional[Tuple[float, ...]] = field(default=None, metadata=field_metadata) parameter_type: Optional[str] = field(init=False, default='ListOfNumber', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False, order=True) class ListOfStringParameter(RiskMeasureParameter): values: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) parameter_type: Optional[str] = field(init=False, default='ListOfString', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False, order=True) class MapParameter(RiskMeasureParameter): value: Optional[DictBase] = field(default=None, metadata=field_metadata) parameter_type: Optional[str] = field(init=False, default='Map', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataCoordinate(Base): mkt_type: Optional[str] = field(default=None, metadata=field_metadata) mkt_asset: Optional[str] = field(default=None, metadata=field_metadata) mkt_class: Optional[str] = field(default=None, metadata=field_metadata) mkt_point: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) mkt_quoting_style: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataVolSlice(Base): date: datetime.date = field(default=None, metadata=field_metadata) strikes: Tuple[float, ...] = field(default=None, metadata=field_metadata) levels: Tuple[float, ...] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MktMarkingOptions(Base): mode: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class Op(Base): gte: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata) lte: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata) lt: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata) gt: Optional[Union[datetime.date, float]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class OrderByBody(Base): column_name: str = field(default=None, metadata=field_metadata) type_: str = field(default=None, metadata=config(field_name='type', exclude=exclude_none)) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOBenchmarkOptions(Base): name: Optional[str] = field(default=None, metadata=field_metadata) target_ratio: Optional[str] = field(default=None, metadata=field_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOExposureAdjustments(Base): nav_adjustment: Optional[str] = field(default=None, metadata=field_metadata) net_subscription_redemption: Optional[str] = field(default=None, metadata=field_metadata) net_subscription_redemption_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) adjustment_vs_subscription_redemption: Optional[str] = field(default=None, metadata=field_metadata) adjustment_vs_subscription_redemption_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOMtMHistoricalData(Base): value: Optional[str] = field(default=None, metadata=field_metadata) timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCONetSubscription(Base): confirmed: Optional[str] = field(default=None, metadata=field_metadata) estimated: Optional[str] = field(default=None, metadata=field_metadata) id_: Optional[str] = field(default=None, metadata=config(field_name='id', exclude=exclude_none)) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOSettlementsData(Base): timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) settlement: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOTargetDeviationData(Base): value: Optional[str] = field(default=None, metadata=field_metadata) timestamp: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PatternPropertiesDateTime(Base): start: Optional[str] = field(default=None, metadata=field_metadata) end: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PerformanceStats(Base): alpha: Optional[float] = field(default=None, metadata=field_metadata) annualized_return: Optional[float] = field(default=None, metadata=field_metadata) annualized_volatility: Optional[float] = field(default=None, metadata=field_metadata) average_return: Optional[float] = field(default=None, metadata=field_metadata) average_value: Optional[float] = field(default=None, metadata=field_metadata) average_volume_last_month: Optional[float] = field(default=None, metadata=field_metadata) best_month: Optional[float] = field(default=None, metadata=field_metadata) best_month_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) beta: Optional[float] = field(default=None, metadata=field_metadata) close_price: Optional[float] = field(default=None, metadata=field_metadata) correlation: Optional[float] = field(default=None, metadata=field_metadata) cumulative_return: Optional[float] = field(default=None, metadata=field_metadata) current_value: Optional[float] = field(default=None, metadata=field_metadata) drawdown_over_return: Optional[float] = field(default=None, metadata=field_metadata) high: Optional[float] = field(default=None, metadata=field_metadata) high_eod: Optional[float] = field(default=None, metadata=field_metadata) last_change: Optional[float] = field(default=None, metadata=field_metadata) last_change_pct: Optional[float] = field(default=None, metadata=field_metadata) last_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) last_value: Optional[float] = field(default=None, metadata=field_metadata) low: Optional[float] = field(default=None, metadata=field_metadata) low_eod: Optional[float] = field(default=None, metadata=field_metadata) max_draw_down: Optional[float] = field(default=None, metadata=field_metadata) max_draw_down_duration: Optional[int] = field(default=None, metadata=field_metadata) open_price: Optional[float] = field(default=None, metadata=field_metadata) positive_months: Optional[float] = field(default=None, metadata=field_metadata) sharpe_ratio: Optional[float] = field(default=None, metadata=field_metadata) sortino_ratio: Optional[float] = field(default=None, metadata=field_metadata) worst_month: Optional[float] = field(default=None, metadata=field_metadata) worst_month_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) total_return: Optional[float] = field(default=None, metadata=field_metadata) volume: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PositionTag(Base): name: str = field(default=None, metadata=field_metadata) value: str = field(default=None, metadata=field_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class RefMarket(BaseMarket): market_ref: Optional[str] = field(default=None, metadata=field_metadata) market_type: Optional[str] = field(init=False, default='RefMarket', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class ReportSubscriptionParameters(Base): frequency: object = field(default=None, metadata=field_metadata) recipients: Tuple[str, ...] = field(default=None, metadata=field_metadata) pfr_report_id: str = field(default=None, metadata=field_metadata) day_of_week: Optional[float] = field(default=None, metadata=field_metadata) day_of_month: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class SimpleParty(Base): party_type: Optional[str] = field(default=None, metadata=field_metadata) party_name: Optional[str] = field(default=None, metadata=field_metadata) party_book: Optional[str] = field(default=None, metadata=field_metadata) party_oe_id: Optional[str] = field(default=None, metadata=config(field_name='partyOEId', exclude=exclude_none)) party_oe_name: Optional[str] = field(default=None, metadata=config(field_name='partyOEName', exclude=exclude_none)) party_root_oe_id: Optional[str] = field(default=None, metadata=config(field_name='partyRootOEId', exclude=exclude_none)) party_root_oe_name: Optional[str] = field(default=None, metadata=config(field_name='partyRootOEName', exclude=exclude_none)) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False, order=True) class StringParameter(RiskMeasureParameter): value: Optional[str] = field(default=None, metadata=field_metadata) parameter_type: Optional[str] = field(init=False, default='String', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class TimeFilter(Base): start_hours: str = field(default=None, metadata=field_metadata) end_hours: str = field(default=None, metadata=field_metadata) time_zone: str = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class WeightedPosition(Base): asset_id: str = field(default=None, metadata=field_metadata) weight: float = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class XRef(Base): ric: Optional[str] = field(default=None, metadata=field_metadata) rcic: Optional[str] = field(default=None, metadata=field_metadata) eid: Optional[str] = field(default=None, metadata=field_metadata) gsideid: Optional[str] = field(default=None, metadata=field_metadata) gsid: Optional[str] = field(default=None, metadata=field_metadata) gsid_equivalent: Optional[str] = field(default=None, metadata=field_metadata) cid: Optional[str] = field(default=None, metadata=field_metadata) bbid: Optional[str] = field(default=None, metadata=field_metadata) bcid: Optional[str] = field(default=None, metadata=field_metadata) delisted: Optional[str] = field(default=None, metadata=field_metadata) bbid_equivalent: Optional[str] = field(default=None, metadata=field_metadata) cusip: Optional[str] = field(default=None, metadata=field_metadata) gss: Optional[str] = field(default=None, metadata=field_metadata) isin: Optional[str] = field(default=None, metadata=field_metadata) jsn: Optional[str] = field(default=None, metadata=field_metadata) prime_id: Optional[str] = field(default=None, metadata=field_metadata) sedol: Optional[str] = field(default=None, metadata=field_metadata) ticker: Optional[str] = field(default=None, metadata=field_metadata) valoren: Optional[str] = field(default=None, metadata=field_metadata) wpk: Optional[str] = field(default=None, metadata=field_metadata) gsn: Optional[str] = field(default=None, metadata=field_metadata) sec_name: Optional[str] = field(default=None, metadata=field_metadata) cross: Optional[str] = field(default=None, metadata=field_metadata) simon_id: Optional[str] = field(default=None, metadata=field_metadata) em_id: Optional[str] = field(default=None, metadata=field_metadata) cm_id: Optional[str] = field(default=None, metadata=field_metadata) lms_id: Optional[str] = field(default=None, metadata=field_metadata) tdapi: Optional[str] = field(default=None, metadata=field_metadata) mdapi: Optional[str] = field(default=None, metadata=field_metadata) mdapi_class: Optional[str] = field(default=None, metadata=field_metadata) mic: Optional[str] = field(default=None, metadata=field_metadata) sf_id: Optional[str] = field(default=None, metadata=field_metadata) dollar_cross: Optional[str] = field(default=None, metadata=field_metadata) mq_symbol: Optional[str] = field(default=None, metadata=field_metadata) primary_country_ric: Optional[str] = field(default=None, metadata=field_metadata) pnode_id: Optional[str] = field(default=None, metadata=field_metadata) wi_id: Optional[str] = field(default=None, metadata=field_metadata) ps_id: Optional[str] = field(default=None, metadata=field_metadata) pl_id: Optional[str] = field(default=None, metadata=field_metadata) exchange_code: Optional[str] = field(default=None, metadata=field_metadata) plot_id: Optional[str] = field(default=None, metadata=field_metadata) cins: Optional[str] = field(default=None, metadata=field_metadata) bbgid: Optional[str] = field(default=None, metadata=field_metadata) display_id: Optional[str] = field(default=None, metadata=field_metadata) tsdb_shortname: Optional[str] = field(default=None, metadata=field_metadata) coin_metrics_id: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class AssetClassifications(Base): risk_country_name: Optional[str] = field(default=None, metadata=field_metadata) risk_country_code: Optional[str] = field(default=None, metadata=field_metadata) country_name: Optional[str] = field(default=None, metadata=field_metadata) country_code: Optional[str] = field(default=None, metadata=field_metadata) listing_country_name: Optional[str] = field(default=None, metadata=field_metadata) is_primary: Optional[bool] = field(default=None, metadata=field_metadata) is_country_primary: Optional[bool] = field(default=None, metadata=field_metadata) gics_sector: Optional[str] = field(default=None, metadata=field_metadata) gics_industry_group: Optional[str] = field(default=None, metadata=field_metadata) gics_industry: Optional[str] = field(default=None, metadata=field_metadata) gics_sub_industry: Optional[str] = field(default=None, metadata=field_metadata) naics_classification_code: Optional[str] = field(default=None, metadata=field_metadata) naics_industry_description: Optional[str] = field(default=None, metadata=field_metadata) bbg_industry_sector: Optional[str] = field(default=None, metadata=field_metadata) bbg_industry_group: Optional[str] = field(default=None, metadata=field_metadata) bbg_industry_sub_group: Optional[str] = field(default=None, metadata=field_metadata) rating_moodys: Optional[str] = field(default=None, metadata=field_metadata) rating_fitch: Optional[str] = field(default=None, metadata=field_metadata) rating_standard_and_poors: Optional[str] = field(default=None, metadata=field_metadata) rating_second_highest: Optional[str] = field(default=None, metadata=field_metadata) rating_linear: Optional[float] = field(default=None, metadata=field_metadata) commod_template: Optional[str] = field(default=None, metadata=field_metadata) security_subtype: Optional[str] = field(default=None, metadata=field_metadata) region: Optional[Region] = field(default=None, metadata=field_metadata) vendor: Optional[str] = field(default=None, metadata=field_metadata) underliers_asset_class: Optional[AssetClass] = field(default=None, metadata=field_metadata) digital_asset_market: Optional[str] = field(default=None, metadata=field_metadata) digital_asset_sector: Optional[str] = field(default=None, metadata=field_metadata) digital_asset_industry: Optional[str] = field(default=None, metadata=field_metadata) digital_asset_class: Optional[str] = field(default=None, metadata=field_metadata) digital_asset_subsector: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class AssetParameters(Base): basket_type: Optional[str] = field(default=None, metadata=field_metadata) style: Optional[str] = field(default=None, metadata=field_metadata) index_calculation_type: Optional[str] = field(default=None, metadata=field_metadata) index_return_type: Optional[str] = field(default=None, metadata=field_metadata) index_divisor: Optional[float] = field(default=None, metadata=field_metadata) currency: Optional[Currency] = field(default=None, metadata=field_metadata) quote_currency: Optional[Currency] = field(default=None, metadata=field_metadata) index_initial_price: Optional[float] = field(default=None, metadata=field_metadata) initial_pricing_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) expiration_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) expiration_location: Optional[str] = field(default=None, metadata=field_metadata) number_of_shares: Optional[float] = field(default=None, metadata=field_metadata) option_style: Optional[str] = field(default=None, metadata=field_metadata) option_type: Optional[OptionType] = field(default=None, metadata=field_metadata) settlement_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) settlement_type: Optional[str] = field(default=None, metadata=field_metadata) strike_price: Optional[Union[float, str]] = field(default=None, metadata=field_metadata) put_currency: Optional[Currency] = field(default=None, metadata=field_metadata) put_amount: Optional[float] = field(default=None, metadata=field_metadata) automatic_exercise: Optional[bool] = field(default=None, metadata=field_metadata) call_amount: Optional[float] = field(default=None, metadata=field_metadata) call_currency: Optional[Currency] = field(default=None, metadata=field_metadata) exercise_time: Optional[str] = field(default=None, metadata=field_metadata) multiplier: Optional[float] = field(default=None, metadata=field_metadata) premium_payment_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) premium: Optional[float] = field(default=None, metadata=field_metadata) premium_currency: Optional[Currency] = field(default=None, metadata=field_metadata) callable_: Optional[bool] = field(default=None, metadata=config(field_name='callable', exclude=exclude_none)) puttable: Optional[bool] = field(default=None, metadata=field_metadata) perpetual: Optional[bool] = field(default=None, metadata=field_metadata) seniority: Optional[str] = field(default=None, metadata=field_metadata) coupon_type: Optional[str] = field(default=None, metadata=field_metadata) index: Optional[str] = field(default=None, metadata=field_metadata) index_term: Optional[str] = field(default=None, metadata=field_metadata) index_margin: Optional[float] = field(default=None, metadata=field_metadata) coupon: Optional[float] = field(default=None, metadata=field_metadata) issue_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) issuer: Optional[str] = field(default=None, metadata=field_metadata) issuer_country_code: Optional[str] = field(default=None, metadata=field_metadata) issuer_type: Optional[str] = field(default=None, metadata=field_metadata) issue_size: Optional[float] = field(default=None, metadata=field_metadata) commodity_sector: Optional[CommoditySector] = field(default=None, metadata=field_metadata) pricing_location: Optional[PricingLocation] = field(default=None, metadata=field_metadata) contract_months: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) g10_currency: Optional[bool] = field(default=None, metadata=field_metadata) portfolio_id: Optional[str] = field(default=None, metadata=field_metadata) hedge_id: Optional[str] = field(default=None, metadata=field_metadata) ultimate_ticker: Optional[str] = field(default=None, metadata=field_metadata) strategy: Optional[Strategy] = field(default=None, metadata=field_metadata) exchange_currency: Optional[Currency] = field(default=None, metadata=field_metadata) region: Optional[str] = field(default=None, metadata=field_metadata) delivery_point: Optional[str] = field(default=None, metadata=field_metadata) pricing_index: Optional[str] = field(default=None, metadata=field_metadata) common_code: Optional[str] = field(default=None, metadata=field_metadata) issuer_id: Optional[str] = field(default=None, metadata=field_metadata) contract_month: Optional[str] = field(default=None, metadata=field_metadata) bloomberg_collateral_classification: Optional[str] = field(default=None, metadata=field_metadata) load_type: Optional[str] = field(default=None, metadata=field_metadata) contract_unit: Optional[str] = field(default=None, metadata=field_metadata) index_approval_ids: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) is_pair_basket: Optional[bool] = field(default=None, metadata=field_metadata) is_legacy_pair_basket: Optional[bool] = field(default=None, metadata=field_metadata) fixed_rate_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata) floating_rate_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata) forward_price: Optional[float] = field(default=None, metadata=field_metadata) pair_calculation: Optional[str] = field(default=None, metadata=field_metadata) pay_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata) receive_day_count_fraction: Optional[DayCountFraction] = field(default=None, metadata=field_metadata) pay_frequency: Optional[str] = field(default=None, metadata=field_metadata) receive_frequency: Optional[str] = field(default=None, metadata=field_metadata) resettable_leg: Optional[PayReceive] = field(default=None, metadata=field_metadata) inflation_lag: Optional[str] = field(default=None, metadata=field_metadata) fx_index: Optional[str] = field(default=None, metadata=field_metadata) index_notes: Optional[str] = field(default=None, metadata=field_metadata) index_not_trading_reasons: Optional[IndexNotTradingReasons] = field(default=None, metadata=field_metadata) trade_as: Optional[str] = field(default=None, metadata=field_metadata) clone_parent_id: Optional[str] = field(default=None, metadata=field_metadata) on_behalf_of: Optional[str] = field(default=None, metadata=field_metadata) index_calculation_agent: Optional[str] = field(default=None, metadata=field_metadata) product_type: Optional[ProductType] = field(default=None, metadata=field_metadata) vendor: Optional[str] = field(default=None, metadata=field_metadata) call_first_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) call_last_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) amount_outstanding: Optional[float] = field(default=None, metadata=field_metadata) covered_bond: Optional[bool] = field(default=None, metadata=field_metadata) issue_status: Optional[str] = field(default=None, metadata=field_metadata) issue_status_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) issue_price: Optional[float] = field(default=None, metadata=field_metadata) sinkable: Optional[bool] = field(default=None, metadata=field_metadata) sink_factor: Optional[float] = field(default=None, metadata=field_metadata) accrued_interest_standard: Optional[float] = field(default=None, metadata=field_metadata) redemption_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) redemption_price: Optional[float] = field(default=None, metadata=field_metadata) redemption_amount: Optional[float] = field(default=None, metadata=field_metadata) redemption_percent: Optional[float] = field(default=None, metadata=field_metadata) private_placement_type: Optional[str] = field(default=None, metadata=field_metadata) minimum_piece: Optional[float] = field(default=None, metadata=field_metadata) minimum_increment: Optional[float] = field(default=None, metadata=field_metadata) next_coupon_payment: Optional[datetime.date] = field(default=None, metadata=field_metadata) minimum_denomination: Optional[float] = field(default=None, metadata=field_metadata) default_backcast: Optional[bool] = field(default=None, metadata=field_metadata) index_precision: Optional[float] = field(default=None, metadata=field_metadata) official_side: Optional[Side] = field(default=None, metadata=field_metadata) valuation_source: Optional[BasketValuationSource] = field(default=None, metadata=field_metadata) close_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) credit_index_series: Optional[str] = field(default=None, metadata=field_metadata) reference_entity: Optional[str] = field(default=None, metadata=field_metadata) restructuring_type: Optional[str] = field(default=None, metadata=field_metadata) underlying_type: Optional[str] = field(default=None, metadata=field_metadata) underlier: Optional[str] = field(default=None, metadata=field_metadata) next_rebalance_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) last_rebalance_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) last_rebalance_approval_id: Optional[str] = field(default=None, metadata=field_metadata) target_notional: Optional[float] = field(default=None, metadata=field_metadata) attribution_dataset_id: Optional[str] = field(init=False, default='STSATTR', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLCurrency(Base): string_value: Optional[Currency] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLDateArray(Base): date_values: Optional[Tuple[CSLDate, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLDateArrayNamedParam(Base): date_values: Optional[Tuple[CSLDate, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=field_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLDoubleArray(Base): double_values: Optional[Tuple[CSLDouble, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLFXCrossArray(Base): fx_cross_values: Optional[Tuple[CSLFXCross, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLIndexArray(Base): index_values: Optional[Tuple[CSLIndex, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLSimpleScheduleArray(Base): simple_schedule_values: Optional[Tuple[CSLSimpleSchedule, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLStockArray(Base): stock_values: Optional[Tuple[CSLStock, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLStringArray(Base): string_values: Optional[Tuple[CSLString, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CarryScenario(Scenario): date: Optional[Union[datetime.date, str]] = field(default=None, metadata=field_metadata) time_shift: Optional[int] = field(default=None, metadata=field_metadata) roll_to_fwds: Optional[bool] = field(default=True, metadata=field_metadata) holiday_calendar: Optional[PricingLocation] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='CarryScenario', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CloseMarket(BaseMarket): date: datetime.date = field(default=None, metadata=field_metadata) location: PricingLocation = field(default=None, metadata=field_metadata) market_type: Optional[str] = field(init=False, default='CloseMarket', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CommodPrice(Base): unit: Optional[CommodUnit] = field(default=None, metadata=field_metadata) price: Optional[Union[float, str]] = field(default=None, metadata=field_metadata) currency: Optional[CurrencyName] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class EntitlementExclusions(Base): view: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) edit: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) admin: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) rebalance: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) execute: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) trade: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) upload: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) query: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) performance_details: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) plot: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) delete: Optional[Tuple[Tuple[str, ...], ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class Entitlements(Base): view: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) edit: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) admin: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) rebalance: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) execute: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) trade: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) upload: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) query: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) performance_details: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) plot: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) delete: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) display: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) class FieldValueMap(DictBase): pass @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class FilterRequest(Base): scroll: Optional[str] = field(default=None, metadata=field_metadata) scroll_id: Optional[str] = field(default=None, metadata=field_metadata) include_columns: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) filters: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata) order_by: Optional[OrderByBody] = field(default=None, metadata=field_metadata) limit: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class FilteredData(Base): total_results: Optional[float] = field(default=None, metadata=field_metadata) results: Optional[Tuple[DataRow, ...]] = field(default=None, metadata=field_metadata) scroll: Optional[str] = field(default=None, metadata=field_metadata) scroll_id: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False, order=True) class FiniteDifferenceParameter(RiskMeasureParameter): aggregation_level: Optional[AggregationLevel] = field(default=None, metadata=field_metadata) currency: Optional[str] = field(default=None, metadata=field_metadata) local_curve: Optional[bool] = field(default=None, metadata=field_metadata) bump_size: Optional[float] = field(default=None, metadata=field_metadata) finite_difference_method: Optional[FiniteDifferenceMethod] = field(default=None, metadata=field_metadata) scale_factor: Optional[float] = field(default=None, metadata=field_metadata) mkt_marking_options: Optional[MktMarkingOptions] = field(default=None, metadata=field_metadata) parameter_type: Optional[str] = field(init=False, default='FiniteDifference', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class ISelectNewParameter(Base): early_unwind_after: Optional[float] = field(default=None, metadata=field_metadata) early_unwind_applicable: Optional[str] = field(default=None, metadata=field_metadata) expiry_date_rule: Optional[str] = field(default=None, metadata=field_metadata) option_target_expiry_parameter: Optional[float] = field(default=None, metadata=field_metadata) option_early_unwind_days: Optional[float] = field(default=None, metadata=field_metadata) in_alpha: Optional[bool] = field(default=None, metadata=field_metadata) is_fsr_target_factor: Optional[bool] = field(default=None, metadata=config(field_name='isFSRTargetFactor', exclude=exclude_none)) fsr_max_ratio: Optional[float] = field(default=None, metadata=field_metadata) fsr_min_ratio: Optional[float] = field(default=None, metadata=field_metadata) module_enabled: Optional[bool] = field(default=None, metadata=field_metadata) trend_signal_0: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_0', exclude=exclude_none)) trend_signal_1: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_1', exclude=exclude_none)) trend_signal_2: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_2', exclude=exclude_none)) trend_signal_3: Optional[bool] = field(default=None, metadata=config(field_name='trendSignal_3', exclude=exclude_none)) module_name: Optional[str] = field(default=None, metadata=field_metadata) target_strike: Optional[float] = field(default=None, metadata=field_metadata) strike_method: Optional[StrikeMethodType] = field(default=None, metadata=field_metadata) option_expiry: Optional[OptionExpiryType] = field(default=None, metadata=field_metadata) bloomberg_id: Optional[str] = field(default=None, metadata=field_metadata) stock_id: Optional[str] = field(default=None, metadata=field_metadata) asset_class: Optional[str] = field(default=None, metadata=field_metadata) future_id: Optional[str] = field(default=None, metadata=field_metadata) ric: Optional[str] = field(default=None, metadata=field_metadata) new_weight: Optional[float] = field(default=None, metadata=field_metadata) execution_participation_rate: Optional[float] = field(default=None, metadata=field_metadata) new_shares: Optional[float] = field(default=None, metadata=field_metadata) new_lots: Optional[float] = field(default=None, metadata=field_metadata) execution_start_time: Optional[DictBase] = field(default=None, metadata=field_metadata) execution_end_time: Optional[DictBase] = field(default=None, metadata=field_metadata) execution_style: Optional[str] = field(default=None, metadata=field_metadata) execution_timezone: Optional[str] = field(default=None, metadata=field_metadata) notional: Optional[float] = field(default=None, metadata=field_metadata) leverage: Optional[float] = field(default=None, metadata=field_metadata) quantity: Optional[float] = field(default=None, metadata=field_metadata) hedge_ratio: Optional[float] = field(default=None, metadata=field_metadata) option_type: Optional[OptionType] = field(default=None, metadata=field_metadata) option_strike_type: Optional[OptionStrikeType] = field(default=None, metadata=field_metadata) credit_option_type: Optional[CreditOptionType] = field(default=None, metadata=field_metadata) credit_option_strike_type: Optional[CreditOptionStrikeType] = field(default=None, metadata=field_metadata) strike_relative: Optional[float] = field(default=None, metadata=field_metadata) trade_type: Optional[TradeType] = field(default=None, metadata=field_metadata) signal: Optional[float] = field(default=None, metadata=field_metadata) new_signal: Optional[float] = field(default=None, metadata=field_metadata) new_min_weight: Optional[float] = field(default=None, metadata=field_metadata) new_max_weight: Optional[float] = field(default=None, metadata=field_metadata) min_weight: Optional[float] = field(default=None, metadata=field_metadata) max_weight: Optional[float] = field(default=None, metadata=field_metadata) weight_smoothing_window: Optional[float] = field(default=None, metadata=field_metadata) election: Optional[str] = field(default=None, metadata=field_metadata) base_date: Optional[str] = field(default=None, metadata=field_metadata) commodity: Optional[str] = field(default=None, metadata=field_metadata) component_weight: Optional[float] = field(default=None, metadata=field_metadata) contract_nearby_number: Optional[float] = field(default=None, metadata=field_metadata) expiration_schedule: Optional[str] = field(default=None, metadata=field_metadata) fixing_type: Optional[str] = field(default=None, metadata=field_metadata) last_eligible_date: Optional[float] = field(default=None, metadata=field_metadata) num_roll_days: Optional[float] = field(default=None, metadata=field_metadata) roll_end: Optional[float] = field(default=None, metadata=field_metadata) roll_start: Optional[float] = field(default=None, metadata=field_metadata) roll_type: Optional[str] = field(default=None, metadata=field_metadata) valid_contract_expiry: Optional[str] = field(default=None, metadata=field_metadata) rtl: Optional[float] = field(default=None, metadata=field_metadata) current_weight: Optional[float] = field(default=None, metadata=field_metadata) country: Optional[str] = field(default=None, metadata=field_metadata) region: Optional[str] = field(default=None, metadata=field_metadata) adv: Optional[float] = field(default=None, metadata=field_metadata) tadv: Optional[float] = field(default=None, metadata=field_metadata) hadv: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class LiborFallbackScenario(Scenario): date: Optional[datetime.date] = field(default=None, metadata=field_metadata) fallback_type: Optional[FallbackType] = field(default=FallbackType.RFR, metadata=field_metadata) discounting: Optional[bool] = field(default=False, metadata=field_metadata) cash_flows: Optional[bool] = field(default=True, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='LiborFallbackScenario', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class LiveMarket(BaseMarket): location: PricingLocation = field(default=None, metadata=field_metadata) market_type: Optional[str] = field(init=False, default='LiveMarket', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataCoordinateValue(Base): coordinate: MarketDataCoordinate = field(default=None, metadata=field_metadata) value: float = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataPattern(Base): mkt_type: Optional[str] = field(default=None, metadata=field_metadata) mkt_asset: Optional[str] = field(default=None, metadata=field_metadata) mkt_class: Optional[str] = field(default=None, metadata=field_metadata) mkt_point: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) mkt_quoting_style: Optional[str] = field(default=None, metadata=field_metadata) is_active: Optional[bool] = field(default=None, metadata=field_metadata) is_investment_grade: Optional[bool] = field(default=None, metadata=field_metadata) currency: Optional[Currency] = field(default=None, metadata=field_metadata) country_code: Optional[CountryCode] = field(default=None, metadata=field_metadata) gics_sector: Optional[str] = field(default=None, metadata=field_metadata) gics_industry_group: Optional[str] = field(default=None, metadata=field_metadata) gics_industry: Optional[str] = field(default=None, metadata=field_metadata) gics_sub_industry: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataShock(Base): shock_type: MarketDataShockType = field(default=None, metadata=field_metadata) value: float = field(default=None, metadata=field_metadata) precision: Optional[float] = field(default=None, metadata=field_metadata) cap: Optional[float] = field(default=None, metadata=field_metadata) floor: Optional[float] = field(default=None, metadata=field_metadata) coordinate_cap: Optional[float] = field(default=None, metadata=field_metadata) coordinate_floor: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOBenchmark(Base): selected: Optional[str] = field(default=None, metadata=field_metadata) options: Optional[Tuple[PCOBenchmarkOptions, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOCashBalance(Base): local_currency: Optional[Currency] = field(default=None, metadata=field_metadata) cash_balance_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) cash_reserve: Optional[str] = field(default=None, metadata=field_metadata) long_threshold: Optional[str] = field(default=None, metadata=field_metadata) short_threshold: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOCurrencyWeight(Base): currency: Optional[Currency] = field(default=None, metadata=field_metadata) weight: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOParameterValues(Base): currency: Optional[Currency] = field(default=None, metadata=field_metadata) value: Optional[Union[float, str]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOSettlements(Base): currency: Optional[Currency] = field(default=None, metadata=field_metadata) data: Optional[Tuple[PCOSettlementsData, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOShareClass(Base): total_net_assets: Optional[str] = field(default=None, metadata=field_metadata) estimated_switch: Optional[str] = field(default=None, metadata=field_metadata) estimated_net_subscription_effective_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) confirmed_net_subscription_effective_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) estimated_net_dividend: Optional[str] = field(default=None, metadata=field_metadata) confirmed_net_dividend: Optional[str] = field(default=None, metadata=field_metadata) net_subscriptions: Optional[Tuple[PCONetSubscription, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOTargetDeviation(Base): currency: Optional[Currency] = field(default=None, metadata=field_metadata) data: Optional[Tuple[PCOTargetDeviationData, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOUnrealisedMarkToMarket(Base): total: Optional[str] = field(default=None, metadata=field_metadata) next_settlement_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) next_settlement: Optional[str] = field(default=None, metadata=field_metadata) next_roll_date: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) historical_data: Optional[Tuple[PCOMtMHistoricalData, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PerformanceStatsRequest(Base): annualized_return: Optional[Op] = field(default=None, metadata=field_metadata) annualized_volatility: Optional[Op] = field(default=None, metadata=field_metadata) best_month: Optional[Op] = field(default=None, metadata=field_metadata) max_draw_down: Optional[Op] = field(default=None, metadata=field_metadata) max_draw_down_duration: Optional[Op] = field(default=None, metadata=field_metadata) positive_months: Optional[Op] = field(default=None, metadata=field_metadata) sharpe_ratio: Optional[Op] = field(default=None, metadata=field_metadata) sortino_ratio: Optional[Op] = field(default=None, metadata=field_metadata) worst_month: Optional[Op] = field(default=None, metadata=field_metadata) average_return: Optional[Op] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PositionPriceInput(Base): asset_id: str = field(default=None, metadata=field_metadata) quantity: Optional[float] = field(default=None, metadata=field_metadata) weight: Optional[float] = field(default=None, metadata=field_metadata) notional: Optional[float] = field(default=None, metadata=field_metadata) tags: Optional[Tuple[PositionTag, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class RiskRequestParameters(Base): csa_term: Optional[str] = field(default=None, metadata=field_metadata) raw_results: Optional[bool] = field(default=False, metadata=field_metadata) use_historical_diddles_only: Optional[bool] = field(default=False, metadata=field_metadata) market_behaviour: Optional[MarketBehaviour] = field(default=MarketBehaviour.ContraintsBased, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class RollFwd(Scenario): date: Optional[Union[datetime.date, str]] = field(default=None, metadata=field_metadata) realise_fwd: Optional[bool] = field(default=True, metadata=field_metadata) holiday_calendar: Optional[PricingLocation] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='RollFwd', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class TimestampedMarket(BaseMarket): timestamp: datetime.datetime = field(default=None, metadata=field_metadata) location: PricingLocation = field(default=None, metadata=field_metadata) base_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) market_type: Optional[str] = field(init=False, default='TimestampedMarket', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class AssetStatsRequest(Base): last_updated_time: Optional[DateRange] = field(default=None, metadata=field_metadata) period: Optional[AssetStatsPeriod] = field(default=None, metadata=field_metadata) type_: Optional[AssetStatsType] = field(default=None, metadata=config(field_name='type', exclude=exclude_none)) stats: Optional[PerformanceStatsRequest] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLCurrencyArray(Base): currency_values: Optional[Tuple[CSLCurrency, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLSchedule(Base): first_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) last_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) calendar_name: Optional[str] = field(default=None, metadata=field_metadata) period: Optional[str] = field(default=None, metadata=field_metadata) delay: Optional[str] = field(default=None, metadata=field_metadata) business_day_convention: Optional[str] = field(default=None, metadata=field_metadata) day_count_convention: Optional[str] = field(default=None, metadata=field_metadata) days_per_term: Optional[str] = field(default=None, metadata=field_metadata) delay_business_day_convention: Optional[str] = field(default=None, metadata=field_metadata) delay_calendar_name: Optional[str] = field(default=None, metadata=field_metadata) has_reset_date: Optional[bool] = field(default=None, metadata=field_metadata) term_formula: Optional[str] = field(default=None, metadata=field_metadata) extra_dates: Optional[Tuple[CSLDateArrayNamedParam, ...]] = field(default=None, metadata=field_metadata) extra_dates_by_offset: Optional[Tuple[CSLSymCaseNamedParam, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CurveScenario(Scenario): market_data_pattern: Optional[MarketDataPattern] = field(default=None, metadata=field_metadata) parallel_shift: Optional[float] = field(default=None, metadata=field_metadata) curve_shift: Optional[float] = field(default=None, metadata=field_metadata) pivot_point: Optional[float] = field(default=None, metadata=field_metadata) tenor_start: Optional[float] = field(default=None, metadata=field_metadata) tenor_end: Optional[float] = field(default=None, metadata=field_metadata) shock_type: Optional[MarketDataShockType] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='CurveScenario', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) class FieldFilterMap(DictBase): _PROPERTIES = {'internal_index_calc_region', 'issue_status_date', 'pl_id', 'last_returns_start_date', 'amount_outstanding', 'asset_classifications_gics_sub_industry', 'mdapi_class', 'data_set_ids', 'call_first_date', 'pb_client_id', 'asset_parameters_start', 'owner_id', 'economic_terms_hash', 'sec_db', 'objective', 'simon_intl_asset_tags', 'private_placement_type', 'hedge_notional', 'rank', 'data_set_category', 'pair_calculation', 'asset_parameters_index_family', 'created_by_id', 'vehicle_type', 'market_data_type', 'asset_parameters_payer_day_count_fraction', 'point_class', 'asset_parameters_underlier_type', 'asset_parameters_cap_floor', 'minimum_increment', 'asset_parameters_payer_currency', 'settlement_date', 'hedge_volatility', 'version', 'tags', 'asset_classifications_gics_industry_group', 'market_data_asset', 'asset_classifications_is_primary', 'styles', 'asset_parameters_total_quantity', 'short_name', 'asset_classifications_underliers_asset_class', 'calculation_region', 'eid', 'jsn', 'mkt_quoting_style', 'hurdle_type', 'mic', 'ps_id', 'issue_status', 'region_code', 'dollar_cross', 'portfolio_type', 'vendor', 'popularity', 'term', 'currency', 'real_time_restriction_status', 'asset_parameters_clearing_house', 'rating_fitch', 'non_symbol_dimensions', 'asset_parameters_option_style', 'share_class_type', 'asset_parameters_put_amount', 'asset_parameters_underlier', 'next_rebalance_date', 'asset_parameters_floating_rate_designated_maturity', 'target_notional', 'asset_parameters_tenor', 'mkt_class', 'delisted', 'asset_classifications_digital_asset_class', 'last_updated_since', 'regional_focus', 'asset_parameters_payer_designated_maturity', 'tsdb_shortname', 'seasonal_adjustment_short', 'asset_parameters_exchange_currency', 'asset_classifications_country_name', 'management_fee', 'asset_parameters_settlement_date', 'rating_moodys', 'simon_id', 'development_status', 'cusip', 'notes', 'tags_to_exclude', 'asset_parameters_floating_rate_option', 'internal_index_calc_agent', 'last_rebalance_date', 'rating_second_highest', 'asset_classifications_country_code', 'frequency', 'option_type', 'data_set_sub_category', 'is_live', 'is_legacy_pair_basket', 'issuer_type', 'asset_parameters_pricing_location', 'plot_id', 'asset_parameters_coupon', 'asset_parameters_identifier', 'asset_parameters_last_fixing_date', 'data_product', 'mq_symbol', 'asset_parameters_method_of_settlement', 'sectors', 'redemption_notice_period', 'multiplier', 'asset_parameters_payer_rate_option', 'market_data_point', 'external', 'wpk', 'sts_fx_currency', 'hedge_annualized_volatility', 'fix_order_routing_region', 'name', 'asset_parameters_expiration_date', 'aum', 'exchange', 'folder_name', 'region', 'cid', 'onboarded', 'live_date', 'issue_price', 'sink_factor', 'underlying_data_set_id', 'asset_parameters_notional_amount_in_other_currency', 'asset_parameters_payer_frequency', 'prime_id', 'asset_classifications_gics_sector', 'asset_parameters_pair', 'sts_asset_name', 'description', 'asset_classifications_is_country_primary', 'title', 'net_exposure_classification', 'asset_parameters_strike_price', 'coupon_type', 'last_updated_by_id', 'asset_parameters_forward_price', 'clone_parent_id', 'company', 'gate_type', 'issue_date', 'expiration_date', 'coverage', 'ticker', 'asset_parameters_receiver_rate_option', 'coin_metrics_id', 'call_last_date', 'asset_parameters_payer_spread', 'sts_rates_country', 'asset_parameters_premium_payment_date', 'latest_execution_time', 'asset_parameters_forward_rate', 'asset_parameters_receiver_designated_maturity', 'asset_classifications_digital_asset_industry', 'gate', 'multi_tags', 'gsn', 'gss', 'rating_linear', 'asset_class', 'asset_parameters_index', 'cm_id', 'asset_classifications_vendor', 'type', 'gsideid', 'mdapi', 'ric', 'issuer', 'position_source_id', 'measures', 'asset_parameters_floating_rate_day_count_fraction', 'asset_parameters_notional_amount', 'strategy_aum', 'action', 'id', 'asset_parameters_call_amount', 'asset_parameters_seniority', 'redemption_date', 'identifier', 'index_create_source', 'sec_name', 'sub_region', 'asset_parameters_receiver_day_count_fraction', 'asset_parameters_index2_tenor', 'asset_parameters_notional_currency', 'sedol', 'mkt_asset', 'rating_standard_and_poors', 'asset_types', 'bcid', 'asset_parameters_credit_index_series', 'gsid', 'tdapi', 'asset_classifications_digital_asset_subsector', 'last_updated_message', 'rcic', 'trading_restriction', 'status', 'name_raw', 'asset_parameters_pay_or_receive', 'domains_data', 'client_name', 'asset_parameters_index_series', 'asset_classifications_gics_industry', 'on_behalf_of', 'increment', 'accrued_interest_standard', 'enabled', 'sts_commodity', 'sectors_raw', 'sts_commodity_sector', 'asset_parameters_receiver_frequency', 'position_source_name', 'gsid_equivalent', 'categories', 'symbol_dimensions', 'ext_mkt_asset', 'asset_parameters_fixed_rate_frequency', 'coupon', 'side_pocket', 'compliance_restricted_status', 'quoting_style', 'is_entity', 'scenario_group_id', 'asset_parameters_trade_as', 'redemption_period', 'asset_parameters_issuer_type', 'sts_credit_market', 'bbid', 'asset_classifications_risk_country_code', 'asset_parameters_receiver_currency', 'sts_em_dm', 'asset_classifications_digital_asset_sector', 'issue_size', 'returns_enabled', 'seniority', 'asset_parameters_settlement', 'asset_parameters_expiration_time', 'primary_country_ric', 'is_pair_basket', 'asset_parameters_index_version', 'asset_parameters_commodity_reference_price', 'asset_classifications_digital_asset_market', 'default_backcast', 'asset_parameters_number_of_shares', 'use_machine_learning', 'performance_fee', 'report_type', 'lockup_type', 'lockup', 'underlying_asset_ids', 'asset_parameters_fee_currency', 'encoded_stats', 'pnode_id', 'backtest_type', 'asset_parameters_issuer', 'exchange_code', 'asset_parameters_strike', 'oe_id', 'asset_parameters_termination_date', 'resource', 'asset_parameters_receiver_spread', 'bbid_equivalent', 'hurdle', 'asset_parameters_effective_date', 'valoren', 'asset_parameters_number_of_options', 'asset_parameters_fixed_rate_day_count_fraction', 'auto_tags', 'short_description', 'ext_mkt_class', 'mkt_point1', 'portfolio_managers', 'asset_parameters_commodity_sector', 'hedge_tracking_error', 'asset_parameters_put_currency', 'asset_parameters_coupon_type', 'supra_strategy', 'term_status', 'wi_id', 'market_cap_category', 'asset_parameters_call_currency', 'mkt_point3', 'display_id', 'mkt_point2', 'strike_price', 'mkt_point4', 'risk_packages', 'units', 'em_id', 'sts_credit_region', 'country_id', 'ext_mkt_point3', 'asset_classifications_risk_country_name', 'asset_parameters_vendor', 'asset_parameters_index1_tenor', 'mkt_type', 'is_public', 'alias', 'ext_mkt_point1', 'product_type', 'sub_region_code', 'ext_mkt_point2', 'asset_parameters_option_type', 'asset_parameters_fixed_rate', 'last_returns_end_date', 'tsdb_synced_symbol', 'position_source_type', 'asset_parameters_multiplier', 'minimum_denomination', 'flagship', 'lms_id', 'cross', 'in_code', 'asset_parameters_strike_price_relative', 'sts_rates_maturity', 'sts_include_sstk_analytics', 'position_source', 'listed', 'non_owner_id', 'latest_end_date', 'shock_style', 'g10_currency', 'strategy', 'methodology', 'isin', 'asset_parameters_strike_type'} @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class IndexCurveShift(Scenario): market_data_pattern: Optional[MarketDataPattern] = field(default=None, metadata=field_metadata) freeze_pattern: Optional[MarketDataPattern] = field(default=None, metadata=field_metadata) annualised_parallel_shift: Optional[float] = field(default=None, metadata=field_metadata) annualised_slope_shift: Optional[float] = field(default=None, metadata=field_metadata) cutoff: Optional[float] = field(default=None, metadata=field_metadata) floor: Optional[float] = field(default=None, metadata=field_metadata) tenor: Optional[str] = field(default=None, metadata=field_metadata) rate_option: Optional[str] = field(default=None, metadata=field_metadata) bucket_shift: Optional[float] = field(default=None, metadata=field_metadata) bucket_start: Optional[datetime.date] = field(default=None, metadata=field_metadata) bucket_end: Optional[datetime.date] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='IndexCurveShift', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataPatternAndShock(Base): pattern: MarketDataPattern = field(default=None, metadata=field_metadata) shock: MarketDataShock = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataVolShockScenario(Scenario): pattern: MarketDataPattern = field(default=None, metadata=field_metadata) shock_type: MarketDataShockType = field(default=None, metadata=field_metadata) vol_levels: Tuple[MarketDataVolSlice, ...] = field(default=None, metadata=field_metadata) ref_spot: float = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='MarketDataVolShockScenario', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOExposureLeg(Base): local_to_base_rate: Optional[str] = field(default=None, metadata=field_metadata) local_nav_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) base_nav_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) all_approved_hedge_ratio: Optional[str] = field(default=None, metadata=field_metadata) show_all_approved_hedge_ratio: Optional[bool] = field(default=None, metadata=field_metadata) hedge_ratio: Optional[str] = field(default=None, metadata=field_metadata) exposure_ratio: Optional[str] = field(default=None, metadata=field_metadata) local_currency: Optional[Currency] = field(default=None, metadata=field_metadata) target_ratio: Optional[str] = field(default=None, metadata=field_metadata) benchmark: Optional[PCOBenchmark] = field(default=None, metadata=field_metadata) long_rebalance_threshold: Optional[str] = field(default=None, metadata=field_metadata) short_rebalance_threshold: Optional[str] = field(default=None, metadata=field_metadata) base_nav: Optional[str] = field(default=None, metadata=field_metadata) local_nav: Optional[str] = field(default=None, metadata=field_metadata) base_fx_forward: Optional[str] = field(default=None, metadata=field_metadata) local_fx_forward: Optional[str] = field(default=None, metadata=field_metadata) auto_roll: Optional[bool] = field(default=None, metadata=field_metadata) exposure_currencies: Optional[Tuple[Currency, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOSecurityWeight(Base): security_type: Optional[str] = field(default=None, metadata=field_metadata) currency_weights: Optional[Tuple[PCOCurrencyWeight, ...]] = field(default=None, metadata=field_metadata) settlement_currency: Optional[Currency] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class User(Base): company: str = field(default=None, metadata=field_metadata) id_: str = field(default=None, metadata=config(field_name='id', exclude=exclude_none)) country: str = field(default=None, metadata=field_metadata) city: str = field(default=None, metadata=field_metadata) region: str = field(default=None, metadata=field_metadata) email: str = field(default=None, metadata=field_metadata) name: str = field(default=None, metadata=field_metadata) internal: Optional[bool] = field(default=None, metadata=field_metadata) system_user: Optional[bool] = field(default=None, metadata=field_metadata) app_user: Optional[bool] = field(default=None, metadata=field_metadata) analytics_id: Optional[str] = field(default=None, metadata=field_metadata) eaa_company: Optional[str] = field(default=None, metadata=field_metadata) root_oe_id: Optional[str] = field(default=None, metadata=config(field_name='rootOEId', exclude=exclude_none)) oe_id: Optional[str] = field(default=None, metadata=field_metadata) root_oe_name: Optional[str] = field(default=None, metadata=config(field_name='rootOEName', exclude=exclude_none)) oe_name: Optional[str] = field(default=None, metadata=field_metadata) oe_alias: Optional[int] = field(default=None, metadata=field_metadata) coverage: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata) internal_email: Optional[str] = field(default=None, metadata=field_metadata) kerberos: Optional[str] = field(default=None, metadata=field_metadata) first_name: Optional[str] = field(default=None, metadata=field_metadata) last_name: Optional[str] = field(default=None, metadata=field_metadata) internal_id: Optional[str] = field(default=None, metadata=config(field_name='internalID', exclude=exclude_none)) mi_fidii_trade_idea_declined: Optional[str] = field(default=None, metadata=config(field_name='miFIDIITradeIdeaDeclined', exclude=exclude_none)) department_code: Optional[str] = field(default=None, metadata=field_metadata) department_name: Optional[str] = field(default=None, metadata=field_metadata) division_name: Optional[str] = field(default=None, metadata=field_metadata) business_unit: Optional[str] = field(default=None, metadata=field_metadata) title: Optional[str] = field(default=None, metadata=field_metadata) pmd: Optional[bool] = field(default=None, metadata=field_metadata) login: Optional[str] = field(default=None, metadata=field_metadata) tokens: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) roles: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) groups: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) created_by_id: Optional[str] = field(default=None, metadata=field_metadata) created_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) last_updated_by_id: Optional[str] = field(default=None, metadata=field_metadata) last_updated_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) entitlements: Optional[Entitlements] = field(default=None, metadata=field_metadata) app_managers: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CSLScheduleArray(Base): schedule_values: Optional[Tuple[CSLSchedule, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class EntityQuery(Base): format_: Optional[Format] = field(default=None, metadata=config(field_name='format', exclude=exclude_none)) where: Optional[FieldFilterMap] = field(default=None, metadata=field_metadata) as_of_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) last_updated_since: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) date: Optional[datetime.date] = field(default=None, metadata=field_metadata) time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) delay: Optional[int] = field(default=None, metadata=field_metadata) order_by: Optional[Tuple[Union[DictBase, str], ...]] = field(default=None, metadata=field_metadata) scroll: Optional[str] = field(default=None, metadata=field_metadata) scroll_id: Optional[str] = field(default=None, metadata=field_metadata) fields: Optional[Tuple[Union[DictBase, str], ...]] = field(default=None, metadata=field_metadata) limit: Optional[int] = field(default=None, metadata=field_metadata) offset: Optional[int] = field(default=None, metadata=field_metadata) vendor: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataShockBasedScenario(Scenario): shocks: Tuple[MarketDataPatternAndShock, ...] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='MarketDataShockBasedScenario', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class OverlayMarket(SingleMarket): base_market: BaseMarket = field(default=None, metadata=field_metadata) market_data: Tuple[MarketDataCoordinateValue, ...] = field(default=None, metadata=field_metadata) market_model_data: Optional[str] = field(default=None, metadata=field_metadata) market_type: Optional[str] = field(init=False, default='OverlayMarket', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOExposure(Base): last_data_updated_date_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) nav_includes_fx_hedges: Optional[bool] = field(default=None, metadata=field_metadata) use_fx_rate_on_base_fx_forward: Optional[bool] = field(default=None, metadata=field_metadata) last_generate_orders_date_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) legs: Optional[Tuple[PCOExposureLeg, ...]] = field(default=None, metadata=field_metadata) adjustments: Optional[PCOExposureAdjustments] = field(default=None, metadata=field_metadata) ratio_mode: Optional[str] = field(default=None, metadata=field_metadata) hedge_calc_currency: Optional[PCOCurrencyType] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOSecurity(Base): weights: Optional[PCOSecurityWeight] = field(default=None, metadata=field_metadata) base_currency_exposure_limits: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) hedge_ratio: Optional[str] = field(default=None, metadata=field_metadata) local_currency: Optional[Currency] = field(default=None, metadata=field_metadata) base_currency_exposure: Optional[str] = field(default=None, metadata=field_metadata) security_name: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class RiskMeasure(Base): asset_class: Optional[AssetClass] = field(default=None, metadata=field_metadata) measure_type: Optional[RiskMeasureType] = field(default=None, metadata=field_metadata) unit: Optional[RiskMeasureUnit] = field(default=None, metadata=field_metadata) parameters: Optional[RiskMeasureParameter] = field(default=None, metadata=field_metadata) value: Optional[Union[float, str]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class DataSetFieldMap(Base): data_set_id: str = field(default=None, metadata=field_metadata) field_: str = field(default=None, metadata=config(field_name='field', exclude=exclude_none)) results_field: str = field(default=None, metadata=field_metadata) risk_measure: RiskMeasure = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PCOSecurityBreakdown(Base): breakdown_currency_type: Optional[PCOCurrencyType] = field(default=None, metadata=field_metadata) last_security_breakdown_update_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) securities: Optional[Tuple[PCOSecurity, ...]] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class CompositeScenario(Base): scenarios: Optional[Tuple[Scenario, ...]] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='CompositeScenario', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MultiScenario(Scenario): scenarios: Optional[Tuple[Scenario, ...]] = field(default=None, metadata=field_metadata) scenario_type: Optional[str] = field(init=False, default='MultiScenario', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class Position(Base): asset_id: Optional[str] = field(default=None, metadata=field_metadata) quantity: Optional[float] = field(default=None, metadata=field_metadata) weight: Optional[float] = field(default=None, metadata=field_metadata) notional: Optional[float] = field(default=None, metadata=field_metadata) party_to: Optional[SimpleParty] = field(default=None, metadata=field_metadata) party_from: Optional[SimpleParty] = field(default=None, metadata=field_metadata) external_ids: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata) margin_ids: Optional[Tuple[DictBase, ...]] = field(default=None, metadata=field_metadata) tags: Optional[Tuple[PositionTag, ...]] = field(default=None, metadata=field_metadata) instrument: Optional[InstrumentBase] = field(default=None, metadata=field_metadata) description: Optional[str] = field(default=None, metadata=field_metadata) error: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class RelativeMarket(Base): from_market: SingleMarket = field(default=None, metadata=field_metadata) to_market: SingleMarket = field(default=None, metadata=field_metadata) market_type: Optional[str] = field(init=False, default='RelativeMarket', metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class MarketDataScenario(Base): scenario: Scenario = field(default=None, metadata=field_metadata) subtract_base: Optional[bool] = field(default=False, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PricingDateAndMarketDataAsOf(Base): pricing_date: datetime.date = field(default=None, metadata=field_metadata) market_data_as_of: Optional[Union[datetime.date, datetime.datetime]] = field(default=None, metadata=field_metadata) market: Optional[Market] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class LiquidityRequest(Base): notional: Optional[float] = field(default=None, metadata=field_metadata) positions: Optional[DictBase] = field(default=None, metadata=field_metadata) risk_model: Optional[str] = field(default=None, metadata=field_metadata) date: Optional[datetime.date] = field(default=None, metadata=field_metadata) currency: Optional[Currency] = field(default=None, metadata=field_metadata) participation_rate: Optional[float] = field(default=None, metadata=field_metadata) execution_horizon: Optional[float] = field(default=None, metadata=field_metadata) execution_start_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) execution_end_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) benchmark_id: Optional[str] = field(default=None, metadata=field_metadata) measures: Optional[Tuple[LiquidityMeasure, ...]] = field(default=None, metadata=field_metadata) time_series_benchmark_ids: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) time_series_start_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) time_series_end_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) format_: Optional[Format] = field(default=None, metadata=config(field_name='format', exclude=exclude_none)) report_parameters: Optional[LiquidityReportParameters] = field(default=None, metadata=field_metadata) explode_positions: Optional[bool] = field(default=False, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=field_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class PositionSet(Base): positions: Tuple[Position, ...] = field(default=None, metadata=field_metadata) position_date: datetime.date = field(default=None, metadata=field_metadata) id_: Optional[str] = field(default=None, metadata=config(field_name='id', exclude=exclude_none)) last_update_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) type_: Optional[str] = field(default=None, metadata=config(field_name='type', exclude=exclude_none)) divisor: Optional[float] = field(default=None, metadata=field_metadata) weighting_strategy: Optional[PositionSetWeightingStrategy] = field(default=None, metadata=field_metadata) last_updated_time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class RiskPosition(Base): instrument: Priceable = field(default=None, metadata=field_metadata) instrument_name: Optional[str] = field(default=None, metadata=field_metadata) quantity: Optional[float] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class RiskRequest(Base): positions: Tuple[RiskPosition, ...] = field(default=None, metadata=field_metadata) measures: Tuple[RiskMeasure, ...] = field(default=None, metadata=field_metadata) pricing_and_market_data_as_of: Optional[Tuple[PricingDateAndMarketDataAsOf, ...]] = field(default=None, metadata=field_metadata) pricing_location: Optional[PricingLocation] = field(default=None, metadata=field_metadata) wait_for_results: Optional[bool] = field(default=False, metadata=field_metadata) scenario: Optional[MarketDataScenario] = field(default=None, metadata=field_metadata) parameters: Optional[RiskRequestParameters] = field(default=None, metadata=field_metadata) request_visible_to_gs: Optional[bool] = field(default=False, metadata=field_metadata) use_cache: Optional[bool] = field(default=False, metadata=field_metadata) priority: Optional[int] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class ReportParameters(Base): approval_id: Optional[str] = field(default=None, metadata=field_metadata) asset_class: Optional[AssetClass] = field(default=None, metadata=field_metadata) transaction_cost_model: Optional[str] = field(default=None, metadata=field_metadata) trading_cost: Optional[float] = field(default=None, metadata=field_metadata) servicing_cost_long: Optional[float] = field(default=None, metadata=field_metadata) servicing_cost_short: Optional[float] = field(default=None, metadata=field_metadata) region: Optional[str] = field(default=None, metadata=field_metadata) risk_model: Optional[str] = field(default=None, metadata=field_metadata) benchmark: Optional[str] = field(default=None, metadata=field_metadata) blended_benchmark: Optional[Tuple[BlendedBenchmarkAttribute, ...]] = field(default=None, metadata=field_metadata) tags: Optional[Tuple[PositionTag, ...]] = field(default=None, metadata=field_metadata) aggregate_by_tag_name: Optional[str] = field(default=None, metadata=field_metadata) fx_hedged: Optional[bool] = field(default=None, metadata=field_metadata) publish_to_bloomberg: Optional[bool] = field(default=None, metadata=field_metadata) publish_to_reuters: Optional[bool] = field(default=None, metadata=field_metadata) publish_to_factset: Optional[bool] = field(default=None, metadata=field_metadata) include_price_history: Optional[bool] = field(default=None, metadata=field_metadata) index_update: Optional[bool] = field(default=None, metadata=field_metadata) index_rebalance: Optional[bool] = field(default=None, metadata=field_metadata) export_rebalance: Optional[bool] = field(default=None, metadata=field_metadata) index_source_id: Optional[str] = field(default=None, metadata=field_metadata) basket_action: Optional[BasketAction] = field(default=None, metadata=field_metadata) api_domain: Optional[bool] = field(default=None, metadata=field_metadata) initial_price: Optional[float] = field(default=None, metadata=field_metadata) stock_level_exposures: Optional[bool] = field(default=None, metadata=field_metadata) explode_positions: Optional[bool] = field(default=None, metadata=field_metadata) scenario_id: Optional[str] = field(default=None, metadata=field_metadata) scenario_ids: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) scenario_group_id: Optional[str] = field(default=None, metadata=field_metadata) scenario_type: Optional[ScenarioType] = field(default=None, metadata=field_metadata) market_model_id: Optional[str] = field(default=None, metadata=field_metadata) risk_measures: Optional[Tuple[RiskMeasure, ...]] = field(default=None, metadata=field_metadata) initial_pricing_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) backcast: Optional[bool] = field(default=None, metadata=field_metadata) risk_request: Optional[RiskRequest] = field(default=None, metadata=field_metadata) subscription_parameters: Optional[ReportSubscriptionParameters] = field(default=None, metadata=field_metadata) participation_rate: Optional[float] = field(default=None, metadata=field_metadata) approve_rebalance: Optional[bool] = field(default=None, metadata=field_metadata) auto_approved_rebalance: Optional[bool] = field(default=None, metadata=field_metadata) use_risk_request_batch_mode: Optional[bool] = field(default=None, metadata=field_metadata) limited_access_assets: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) corporate_action_restricted_assets: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) backcast_dates: Optional[Tuple[datetime.date, ...]] = field(default=None, metadata=field_metadata) base_currency: Optional[Currency] = field(default=None, metadata=field_metadata) local_currency: Optional[Currency] = field(default=None, metadata=field_metadata) fund_calendar: Optional[str] = field(default=None, metadata=field_metadata) calculation_currency: Optional[PCOCurrencyType] = field(default=None, metadata=field_metadata) hedge_settlement_interval: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata) hedge_settlement_day: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata) roll_horizon: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata) pnl_currency: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata) nav_publication_period: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata) roll_date_zero_threshold: Optional[bool] = field(default=None, metadata=field_metadata) unrealised_mark_to_market: Optional[PCOUnrealisedMarkToMarket] = field(default=None, metadata=field_metadata) target_deviation: Optional[Tuple[PCOTargetDeviation, ...]] = field(default=None, metadata=field_metadata) cash_balances: Optional[Tuple[PCOCashBalance, ...]] = field(default=None, metadata=field_metadata) exposure: Optional[PCOExposure] = field(default=None, metadata=field_metadata) pco_share_class: Optional[PCOShareClass] = field(default=None, metadata=field_metadata) settlements: Optional[Tuple[PCOSettlements, ...]] = field(default=None, metadata=field_metadata) show_cash: Optional[bool] = field(default=None, metadata=field_metadata) show_exposure: Optional[bool] = field(default=None, metadata=field_metadata) enable_rfq: Optional[bool] = field(default=None, metadata=config(field_name='enableRFQ', exclude=exclude_none)) fixing_descriptions: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) pco_origin: Optional[PCOOrigin] = field(default=None, metadata=field_metadata) pco_action_type: Optional[PCOActionType] = field(default=None, metadata=field_metadata) security_breakdown: Optional[PCOSecurityBreakdown] = field(default=None, metadata=field_metadata) version: Optional[str] = field(default=None, metadata=field_metadata) roll_currency: Optional[Tuple[PCOParameterValues, ...]] = field(default=None, metadata=field_metadata) user_modified_fields: Optional[Tuple[str, ...]] = field(default=None, metadata=field_metadata) use_live_market: Optional[bool] = field(default=None, metadata=field_metadata) basket_ready_for_trade: Optional[bool] = field(default=None, metadata=field_metadata) allow_in_position_rebalance: Optional[bool] = field(default=None, metadata=field_metadata) weighting_strategy: Optional[PositionSetWeightingStrategy] = field(default=None, metadata=field_metadata) preferred_risk_model: Optional[str] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata) @handle_camel_case_args @dataclass_json(letter_case=LetterCase.CAMEL) @dataclass(unsafe_hash=True, repr=False) class ReportScheduleRequest(Base): parameters: Optional[ReportParameters] = field(default=None, metadata=field_metadata) end_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) start_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) time: Optional[datetime.datetime] = field(default=None, metadata=field_metadata) use_close_date: Optional[datetime.date] = field(default=None, metadata=field_metadata) priority: Optional[ReportJobPriority] = field(default=None, metadata=field_metadata) name: Optional[str] = field(default=None, metadata=name_metadata)