Entity objects shared between other packages.
Class Summary Class Description CcpIdAn identifier for a Central Counterparty Clearing House (CCP). CcpIdsIdentifiers for common CCPs. ExchangeIdAn identifier for an exchange based on the ISO Market Identifier Code (MIC). ExchangeIdsIdentifiers for common exchanges. SummarizerUtilsUtilities to support summarizing portfolio items.
Enum Summary Enum Description BuySellFlag indicating whether a trade is "buy" or "sell". CapFloorFlag indicating whether a financial instrument is "cap" or a "floor". LongShortFlag indicating whether a trade is "long" or "short". PayReceiveFlag indicating whether a financial instrument is "pay" or "receive". PutCallFlag indicating whether a trade is "put" or "call". SettlementTypeFlag indicating how a financial instrument is to be settled.