The OpenGamma Tools for Microsoft Excel provide a large number of functions for use in crafting sheets, and for use programmatically such as in VBA, exposing a wide range of platform functionality.
Function Types
These functions are broadly defined into three categories: functions which pull data from the OpenGamma Platform, functions which build or manipulate structures in the Excel worksheet area, and functions which push data into the OpenGamma Platform.
Many functions are available which pull data from other components of the OpenGamma Platform installation. These can pull static or reference data (like Security definitions and Time Series) or pull streaming data (such as Market Data or live results from a View Processor). Where these functions are capable of operating in a streaming fashion, they are indicated in the reference table.
For performance purposes, rich data structures (like Time Series, Security definitions, matrices or maps) are not extracted directly into individual cells in the OpenGamma Excel Integration Module. Rather, they live in a memory heap backing the Excel sheet in use, and OpenGamma tracks their lifecycle and reclaims memory as they are used and disappear. There is a category of functions which exist to produce these structures, but also manipulate them (for example, extracting individual values from a map or matrix).
Finally, there are functions which publish data back into the rest of the OpenGamma Platform. These functions take data (which may be a single datum or a rich data structure) and publish them back into the appropriate other areas of the system. Examples of these are functions which publish a hypothetical Security (for pre-trade analysis) or perform a Market Data override (to hold a particular input datum constant during a calculation).
Function Reference
In custom installations, it's possible to preface all functions with a prefix to avoid namespace collisions with other functions (for example, prepending all function names with og). For brevity, these have been removed from function names listed here.
Financial Functions
| Function | VBA | Worksheet | Live Operation | Summary |
|---|---|---|---|---|
| AgricultureFutureSecurity | Yes | Yes | Defines an agriculture future security. The new security is added to the Security Master and an identifier to it returned | |
| AgricultureFutureSecurityObject | Yes | Yes | Defines an agriculture future security | |
| AmericanExerciseType | Yes | Yes | Returns an object representing an American option exercise type | |
| AsianExerciseType | Yes | Yes | Returns an object representing an Asian option exercise type | |
| AssetOrNothingPayoffStyle | Yes | Yes | Returns an object representing an 'asset or nothing' option payoff style | |
| AsymmetricPoweredPayoffStyle | Yes | Yes | Returns an object representing an 'asymmetric powered' option payoff style | |
| AutoLiveDataOverride | Yes | Yes | Creates a live data override where the target is determined automatically from an Identifier | |
| BarrierPayoffStyle | Yes | Yes | Returns an object representing a 'barrier' option payoff style | |
| BermudanExerciseType | Yes | Yes | Returns an object representing a Bermudan option exercise type | |
| BondFutureDeliverable | Yes | Yes | Defines a deliverable for a bond future | |
| BondFutureSecurity | Yes | Yes | Defines a bond future security. The new security is added to the Security Master and an identifier to it returned | |
| BondFutureSecurityBasket | Yes | Yes | Returns the basket of deliverables from a bond future security | |
| BondFutureSecurityBondType | Yes | Yes | Returns the type of the bond from a bond future security | |
| BondFutureSecurityFirstDeliveryDate | Yes | Yes | Returns the first delivery date from a bond future security | |
| BondFutureSecurityLastDeliveryDate | Yes | Yes | Returns the last delivery date from a bond future security | |
| BondFutureSecurityObject | Yes | Yes | Defines a bond future security | |
| BondFutureSecuritySetBondType | Yes | Yes | Updates the type of the bond of a bond future security. The original object is unchanged - a new object is returned with the updated value | |
| BondFutureSecuritySetFirstDeliveryDate | Yes | Yes | Updates the first delivery date of a bond future security. The original object is unchanged - a new object is returned with the updated value | |
| BondFutureSecuritySetLastDeliveryDate | Yes | Yes | Updates the last delivery date of a bond future security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecurityAnnouncementDate | Yes | Yes | Returns the announcement date from a bond security | |
| BondSecurityBusinessDayConvention | Yes | Yes | Returns the business day convention from a bond security | |
| BondSecurityCouponFrequency | Yes | Yes | Returns the coupon frequency from a bond security | |
| BondSecurityCouponRate | Yes | Yes | Returns the coupon rate from a bond security | |
| BondSecurityCouponType | Yes | Yes | Returns the coupon type from a bond security | |
| BondSecurityCurrency | Yes | Yes | Returns the currency from a bond security | |
| BondSecurityDayCountConvention | Yes | Yes | Returns the day count convention from a bond security | |
| BondSecurityFirstCouponDate | Yes | Yes | Returns the first coupon date from a bond security | |
| BondSecurityGuaranteeType | Yes | Yes | Returns the guarantee type from a bond security | |
| BondSecurityInterestAccrualDate | Yes | Yes | Returns the interest accrual date from a bond security | |
| BondSecurityIssuancePrice | Yes | Yes | Returns the issuance price from a bond security | |
| BondSecurityIssuerDomicile | Yes | Yes | Returns the issuer domicile from a bond security | |
| BondSecurityIssuerName | Yes | Yes | Returns the issuer name from a bond security | |
| BondSecurityIssuerType | Yes | Yes | Returns the issuer type from a bond security | |
| BondSecurityLastTradeDate | Yes | Yes | Returns the last trade date from a bond security | |
| BondSecurityMarket | Yes | Yes | Returns the market from a bond security | |
| BondSecurityMinimumAmount | Yes | Yes | Returns the minimum amount from a bond security | |
| BondSecurityMinimumIncrement | Yes | Yes | Returns the minimum increment from a bond security | |
| BondSecurityParAmount | Yes | Yes | Returns the par amount from a bond security | |
| BondSecurityRedemptionValue | Yes | Yes | Returns the redemption value from a bond security | |
| BondSecuritySetAnnouncementDate | Yes | Yes | Updates the announcement date of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetBusinessDayConvention | Yes | Yes | Updates the business day convention of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetCouponFrequency | Yes | Yes | Updates the coupon frequency of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetCouponRate | Yes | Yes | Updates the coupon rate of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetCouponType | Yes | Yes | Updates the coupon type of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetCurrency | Yes | Yes | Updates the currency of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetDayCountConvention | Yes | Yes | Updates the day count convention of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetFirstCouponDate | Yes | Yes | Updates the first coupon date of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetGuaranteeType | Yes | Yes | Updates the guarantee type of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetInterestAccrualDate | Yes | Yes | Updates the interest accrual date of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetIssuancePrice | Yes | Yes | Updates the issuance price of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetIssuerDomicile | Yes | Yes | Updates the issuer domicile of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetIssuerName | Yes | Yes | Updates the issuer name of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetIssuerType | Yes | Yes | Updates the issuer type of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetLastTradeDate | Yes | Yes | Updates the last trade date of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetMarket | Yes | Yes | Updates the market of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetMinimumAmount | Yes | Yes | Updates the minimum amount of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetMinimumIncrement | Yes | Yes | Updates the minimum increment of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetParAmount | Yes | Yes | Updates the par amount of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetRedemptionValue | Yes | Yes | Updates the redemption value of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetSettlementDate | Yes | Yes | Updates the settlement date of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetTotalAmountIssued | Yes | Yes | Updates the total amount issued of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySetYieldConvention | Yes | Yes | Updates the yield convention of a bond security. The original object is unchanged - a new object is returned with the updated value | |
| BondSecuritySettlementDate | Yes | Yes | Returns the settlement date from a bond security | |
| BondSecurityTotalAmountIssued | Yes | Yes | Returns the total amount issued from a bond security | |
| BondSecurityYieldConvention | Yes | Yes | Returns the yield convention from a bond security | |
| CapFloorCMSSpreadSecurity | Yes | Yes | Defines a Cap/Floor CMS Spread security. The new security is added to the Security Master and an identifier to it returned | |
| CapFloorCMSSpreadSecurityCurrency | Yes | Yes | Returns the currency from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityDayCount | Yes | Yes | Returns the day count from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityFrequency | Yes | Yes | Returns the frequency from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityIsCap | Yes | Yes | Returns the cap flag from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityIsPayer | Yes | Yes | Returns the payer flag from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityLongIdentifier | Yes | Yes | Returns the identifier of the 'long' component from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityMaturityDate | Yes | Yes | Returns the maturity date from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityNotional | Yes | Yes | Returns the notional from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityObject | Yes | Yes | Defines a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecuritySetCurrency | Yes | Yes | Updates the currency of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetDayCount | Yes | Yes | Updates the day count of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetFrequency | Yes | Yes | Updates the frequency of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetIsCap | Yes | Yes | Updates the cap flag of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetIsPayer | Yes | Yes | Updates the payer flag of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetLongIdentifier | Yes | Yes | Updates the identifier of the 'long' component of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetMaturityDate | Yes | Yes | Updates the maturity date of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetNotional | Yes | Yes | Updates the notional of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetShortIdentifier | Yes | Yes | Updates the identifier of the 'short' component of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetStartDate | Yes | Yes | Updates the start date of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecuritySetStrike | Yes | Yes | Updates the strike of a Cap/Floor CMS Spread security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorCMSSpreadSecurityShortIdentifier | Yes | Yes | Returns the identifier of the 'short' component from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityStartDate | Yes | Yes | Returns the start date from a Cap/Floor CMS Spread security | |
| CapFloorCMSSpreadSecurityStrike | Yes | Yes | Returns the strike from a Cap/Floor CMS Spread security | |
| CapFloorSecurity | Yes | Yes | Defines a Cap/Floor security. The new security is added to the Security Master and an identifier to it returned | |
| CapFloorSecurityCurrency | Yes | Yes | Returns the currency from a Cap/Floor security | |
| CapFloorSecurityDayCount | Yes | Yes | Returns the day count convention from a Cap/Floor security | |
| CapFloorSecurityFrequency | Yes | Yes | Returns the frequency from a Cap/Floor security | |
| CapFloorSecurityIsCap | Yes | Yes | Returns the cap flag from a Cap/Floor security | |
| CapFloorSecurityIsIbor | Yes | Yes | Returns the ibor flag from a Cap/Floor security | |
| CapFloorSecurityIsPayer | Yes | Yes | Returns the payer flag from a Cap/Floor security | |
| CapFloorSecurityMaturityDate | Yes | Yes | Returns the maturity date from a Cap/Floor security | |
| CapFloorSecurityNotional | Yes | Yes | Returns the notional from a Cap/Floor security | |
| CapFloorSecurityObject | Yes | Yes | Defines a Cap/Floor security | |
| CapFloorSecuritySetCurrency | Yes | Yes | Updates the currency of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetDayCount | Yes | Yes | Updates the day count convention of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetFrequency | Yes | Yes | Updates the frequency of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetIsCap | Yes | Yes | Updates the cap flag of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetIsIbor | Yes | Yes | Updates the ibor flag of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetIsPayer | Yes | Yes | Updates the payer flag of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetMaturityDate | Yes | Yes | Updates the maturity date of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetNotional | Yes | Yes | Updates the notional of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetStartDate | Yes | Yes | Updates the start date of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetStrike | Yes | Yes | Updates the strike of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecuritySetUnderlyingIdentifier | Yes | Yes | Updates the identifier of the underlying security of a Cap/Floor security. The original object is unchanged - a new object is returned with the updated value | |
| CapFloorSecurityStartDate | Yes | Yes | Returns the start date from a Cap/Floor security | |
| CapFloorSecurityStrike | Yes | Yes | Returns the strike from a Cap/Floor security | |
| CapFloorSecurityUnderlyingIdentifier | Yes | Yes | Returns the identifier of the underlying security from a Cap/Floor security | |
| CappedPoweredPayoffStyle | Yes | Yes | Returns an object representing a 'capped powered' option payoff style | |
| CashOrNothingPayoffStyle | Yes | Yes | Returns an object representing a 'cash or nothing' option payoff style | |
| CommodityFutureSecurityCommodityType | Yes | Yes | Returns the commodity type from a commodity future | |
| CommodityFutureSecuritySetCommodityType | Yes | Yes | Updates the commodity type of a commodity future. The original object is unchanged - a new object is returned with the updated value | |
| CommodityFutureSecuritySetUnitName | Yes | Yes | Updates the name of units unitNumber is measured in of a commodity future. The original object is unchanged - a new object is returned with the updated value | |
| CommodityFutureSecuritySetUnitNumber | Yes | Yes | Updates the number of units of a commodity future. The original object is unchanged - a new object is returned with the updated value | |
| CommodityFutureSecurityUnitName | Yes | Yes | Returns the name of units unitNumber is measured in from a commodity future | |
| CommodityFutureSecurityUnitNumber | Yes | Yes | Returns the number of units from a commodity future | |
| ConfigureViewClient | Yes | Yes | Applies configuration to a ViewClient | |
| EnergyFutureSecurity | Yes | Yes | Defines an energy future security. The new security is added to the Security Master and an identifier to it returned | |
| EnergyFutureSecurityObject | Yes | Yes | Defines an energy future security | |
| EnergyFutureSecuritySetUnderlyingIdentifier | Yes | Yes | Updates the underlying identifier of an energy future security. The original object is unchanged - a new object is returned with the updated value | |
| EnergyFutureSecurityUnderlyingIdentifier | Yes | Yes | Returns the underlying identifier from an energy future security | |
| EquityFutureSecurity | Yes | Yes | Defines an equity future security. The new security is added to the Security Master and an identifier to it returned | |
| EquityFutureSecurityObject | Yes | Yes | Defines an equity future security | |
| EquityFutureSecuritySetSettlementDate | Yes | Yes | Updates the settlement date of an equity future security. The original object is unchanged - a new object is returned with the updated value | |
| EquityFutureSecuritySetUnderlyingIdentifier | Yes | Yes | Updates the underlying identifier of an equity future security. The original object is unchanged - a new object is returned with the updated value | |
| EquityFutureSecuritySettlementDate | Yes | Yes | Returns the settlement date from an equity future security | |
| EquityFutureSecurityUnderlyingIdentifier | Yes | Yes | Returns the underlying identifier from an equity future security | |
| EquityIndexOptionSecurity | Yes | Yes | Defines an equity index option security. The new security is added to the Security Master and an identifier to it returned | |
| EquityIndexOptionSecurityCurrency | Yes | Yes | Returns the currency from an equity index option security | |
| EquityIndexOptionSecurityExchange | Yes | Yes | Returns the exchange from an equity index option security | |
| EquityIndexOptionSecurityExerciseType | Yes | Yes | Returns the exercise type from an equity index option security | |
| EquityIndexOptionSecurityExpiry | Yes | Yes | Returns the expiry from an equity index option security | |
| EquityIndexOptionSecurityObject | Yes | Yes | Defines an equity index option security | |
| EquityIndexOptionSecurityOptionType | Yes | Yes | Returns the type of option (PUT or CALL) from an equity index option security | |
| EquityIndexOptionSecurityPointValue | Yes | Yes | Returns the point value from an equity index option security | |
| EquityIndexOptionSecuritySetCurrency | Yes | Yes | Updates the currency of an equity index option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityIndexOptionSecuritySetExchange | Yes | Yes | Updates the exchange of an equity index option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityIndexOptionSecuritySetExerciseType | Yes | Yes | Updates the exercise type of an equity index option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityIndexOptionSecuritySetExpiry | Yes | Yes | Updates the expiry of an equity index option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityIndexOptionSecuritySetOptionType | Yes | Yes | Updates the type of option (PUT or CALL) of an equity index option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityIndexOptionSecuritySetPointValue | Yes | Yes | Updates the point value of an equity index option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityIndexOptionSecuritySetStrike | Yes | Yes | Updates the strike of an equity index option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityIndexOptionSecurityStrike | Yes | Yes | Returns the strike from an equity index option security | |
| EquityOptionSecurity | Yes | Yes | Defines an equity option security. The new security is added to the Security Master and an identifier to it returned | |
| EquityOptionSecurityCurrency | Yes | Yes | Returns the currency from an equity option security | |
| EquityOptionSecurityExchange | Yes | Yes | Returns the exchange from an equity option security | |
| EquityOptionSecurityExerciseType | Yes | Yes | Returns the exercise type from an equity option security | |
| EquityOptionSecurityExpiry | Yes | Yes | Returns the expiry from an equity option security | |
| EquityOptionSecurityObject | Yes | Yes | Defines an equity option security | |
| EquityOptionSecurityOptionType | Yes | Yes | Returns the type of option (PUT or CALL) from an equity option security | |
| EquityOptionSecurityPointValue | Yes | Yes | Returns the point value from an equity option security | |
| EquityOptionSecuritySetCurrency | Yes | Yes | Updates the currency of an equity option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityOptionSecuritySetExchange | Yes | Yes | Updates the exchange of an equity option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityOptionSecuritySetExerciseType | Yes | Yes | Updates the exercise type of an equity option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityOptionSecuritySetExpiry | Yes | Yes | Updates the expiry of an equity option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityOptionSecuritySetOptionType | Yes | Yes | Updates the type of option (PUT or CALL) of an equity option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityOptionSecuritySetPointValue | Yes | Yes | Updates the point value of an equity option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityOptionSecuritySetStrike | Yes | Yes | Updates the strike of an equity option security. The original object is unchanged - a new object is returned with the updated value | |
| EquityOptionSecurityStrike | Yes | Yes | Returns the strike from an equity option security | |
| EquitySecurity | Yes | Yes | Defines an equity security. The new security is added to the Security Master and an identifier to it returned | |
| EquitySecurityCompanyName | Yes | Yes | Returns the company name from an equity security | |
| EquitySecurityCurrency | Yes | Yes | Returns the currency from an equity security | |
| EquitySecurityExchange | Yes | Yes | Returns the exchange name from an equity security | |
| EquitySecurityExchangeCode | Yes | Yes | Returns the exchange code from an equity security | |
| EquitySecurityGicsCode | Yes | Yes | Returns the GICS code from an equity security | |
| EquitySecurityObject | Yes | Yes | Defines an equity security | |
| EquitySecuritySetCompanyName | Yes | Yes | Updates the company name of an equity security. The original object is unchanged - a new object is returned with the updated value | |
| EquitySecuritySetCurrency | Yes | Yes | Updates the currency of an equity security. The original object is unchanged - a new object is returned with the updated value | |
| EquitySecuritySetExchange | Yes | Yes | Updates the exchange name of an equity security. The original object is unchanged - a new object is returned with the updated value | |
| EquitySecuritySetExchangeCode | Yes | Yes | Updates the exchange code of an equity security. The original object is unchanged - a new object is returned with the updated value | |
| EquitySecuritySetGicsCode | Yes | Yes | Updates the GICS code of an equity security. The original object is unchanged - a new object is returned with the updated value | |
| EquitySecuritySetShortName | Yes | Yes | Updates the short name of an equity security. The original object is unchanged - a new object is returned with the updated value | |
| EquitySecurityShortName | Yes | Yes | Returns the short name from an equity security | |
| EuropeanExerciseType | Yes | Yes | Returns an object representing an European option exercise type | |
| ExpandAgricultureFutureSecurity | Yes | Yes | Expand the contents of an agriculture future security | |
| ExpandBondFutureSecurity | Yes | Yes | Expand the contents of a bond future security | |
| ExpandBondSecurity | Yes | Yes | Expand the contents of a bond security | |
| ExpandCapFloorCMSSpreadSecurity | Yes | Yes | Expand the contents of a Cap/Floor CMS Spread security | |
| ExpandCapFloorSecurity | Yes | Yes | Expand the contents of a Cap/Floor security | |
| ExpandCommodityFutureSecurity | Yes | Yes | Expand the contents of a commodity future | |
| ExpandEnergyFutureSecurity | Yes | Yes | Expand the contents of an energy future security | |
| ExpandEquityFutureSecurity | Yes | Yes | Expand the contents of an equity future security | |
| ExpandEquityIndexOptionSecurity | Yes | Yes | Expand the contents of an equity index option security | |
| ExpandEquityOptionSecurity | Yes | Yes | Expand the contents of an equity option security | |
| ExpandEquitySecurity | Yes | Yes | Expand the contents of an equity security | |
| ExpandFRASecurity | Yes | Yes | Expand the contents of a forward rate agreement security | |
| ExpandFXBarrierOptionSecurity | Yes | Yes | Expand the contents of a FX barrier option security | |
| ExpandFXForwardSecurity | Yes | Yes | Expand the contents of an FX forward security | |
| ExpandFXFutureSecurity | Yes | Yes | Expand the contents of an FX future security | |
| ExpandFXOptionSecurity | Yes | Yes | Expand the contents of a FX option security | |
| ExpandFXSecurity | Yes | Yes | Expand the contents of an FX security | |
| ExpandForwardSwapSecurity | Yes | Yes | Expand the contents of a forward swap security | |
| ExpandFutureSecurity | Yes | Yes | Expand the contents of a future security | |
| ExpandGovernmentBondSecurity | Yes | Yes | Expand the contents of a government bond security | |
| ExpandIRFutureOptionSecurity | Yes | Yes | Expand the contents of an IR future security | |
| ExpandInterestRateFutureSecurity | Yes | Yes | Expand the contents of an IR future security | |
| ExpandMetalFutureSecurity | Yes | Yes | Expand the contents of a metal future security | |
| ExpandSecurity | Yes | Yes | Expand the contents of a security | |
| ExpandSwapLeg | Yes | Yes | Expand the contents of a leg of a swap | |
| ExpandSwapSecurity | Yes | Yes | Expand the contents of a swap security | |
| ExpandSwaptionSecurity | Yes | Yes | Expand the contents of a swaption security | |
| ExtremeSpreadPayoffStyle | Yes | Yes | Returns an object representing an 'extreme spread' option payoff style | |
| FRASecurity | Yes | Yes | Defines a forward rate agreement security. The new security is added to the Security Master and an identifier to it returned | |
| FRASecurityAmount | Yes | Yes | Returns the notional amount from a forward rate agreement security | |
| FRASecurityCurrency | Yes | Yes | Returns the currency from a forward rate agreement security | |
| FRASecurityEndDate | Yes | Yes | Returns the end date from a forward rate agreement security | |
| FRASecurityObject | Yes | Yes | Defines a forward rate agreement security | |
| FRASecurityRate | Yes | Yes | Returns the rate as a decimal (e.g. 5% = 0.05) from a forward rate agreement security | |
| FRASecurityRegion | Yes | Yes | Returns the region from a forward rate agreement security | |
| FRASecuritySetAmount | Yes | Yes | Updates the notional amount of a forward rate agreement security. The original object is unchanged - a new object is returned with the updated value | |
| FRASecuritySetCurrency | Yes | Yes | Updates the currency of a forward rate agreement security. The original object is unchanged - a new object is returned with the updated value | |
| FRASecuritySetEndDate | Yes | Yes | Updates the end date of a forward rate agreement security. The original object is unchanged - a new object is returned with the updated value | |
| FRASecuritySetRate | Yes | Yes | Updates the rate as a decimal (e.g. 5% = 0.05) of a forward rate agreement security. The original object is unchanged - a new object is returned with the updated value | |
| FRASecuritySetRegion | Yes | Yes | Updates the region of a forward rate agreement security. The original object is unchanged - a new object is returned with the updated value | |
| FRASecuritySetStartDate | Yes | Yes | Updates the start date of a forward rate agreement security. The original object is unchanged - a new object is returned with the updated value | |
| FRASecuritySetUnderlyingIdentifier | Yes | Yes | Updates the underlying identifier of a forward rate agreement security. The original object is unchanged - a new object is returned with the updated value | |
| FRASecurityStartDate | Yes | Yes | Returns the start date from a forward rate agreement security | |
| FRASecurityUnderlyingIdentifier | Yes | Yes | Returns the underlying identifier from a forward rate agreement security | |
| FXBarrierOptionSecurity | Yes | Yes | Defines a FX barrier option security. The new security is added to the Security Master and an identifier to it returned | |
| FXBarrierOptionSecurityBarrierDirection | Yes | Yes | Returns the barrier direction from a FX barrier option security | |
| FXBarrierOptionSecurityBarrierLevel | Yes | Yes | Returns the barrier level from a FX barrier option security | |
| FXBarrierOptionSecurityBarrierType | Yes | Yes | Returns the barrier type from a FX barrier option security | |
| FXBarrierOptionSecurityCallAmount | Yes | Yes | Returns the call amount from a FX barrier option security | |
| FXBarrierOptionSecurityCallCurrency | Yes | Yes | Returns the call currency from a FX barrier option security | |
| FXBarrierOptionSecurityExpiry | Yes | Yes | Returns the expiry from a FX barrier option security | |
| FXBarrierOptionSecurityIsLong | Yes | Yes | Returns the long flag from a FX barrier option security | |
| FXBarrierOptionSecurityMonitoringType | Yes | Yes | Returns the monitoring type from a FX barrier option security | |
| FXBarrierOptionSecurityObject | Yes | Yes | Defines a FX barrier option security | |
| FXBarrierOptionSecurityPutAmount | Yes | Yes | Returns the put amount from a FX barrier option security | |
| FXBarrierOptionSecurityPutCurrency | Yes | Yes | Returns the put currency from a FX barrier option security | |
| FXBarrierOptionSecuritySamplingFrequency | Yes | Yes | Returns the sampling frequency from a FX barrier option security | |
| FXBarrierOptionSecuritySetBarrierDirection | Yes | Yes | Updates the barrier direction of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetBarrierLevel | Yes | Yes | Updates the barrier level of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetBarrierType | Yes | Yes | Updates the barrier type of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetCallAmount | Yes | Yes | Updates the call amount of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetCallCurrency | Yes | Yes | Updates the call currency of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetExpiry | Yes | Yes | Updates the expiry of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetIsLong | Yes | Yes | Updates the long flag of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetMonitoringType | Yes | Yes | Updates the monitoring type of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetPutAmount | Yes | Yes | Updates the put amount of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetPutCurrency | Yes | Yes | Updates the put currency of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetSamplingFrequency | Yes | Yes | Updates the sampling frequency of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySetSettlementDate | Yes | Yes | Updates the settlement date of a FX barrier option security. The original object is unchanged - a new object is returned with the updated value | |
| FXBarrierOptionSecuritySettlementDate | Yes | Yes | Returns the settlement date from a FX barrier option security | |
| FXForwardSecurity | Yes | Yes | Defines an FX forward security. The new security is added to the Security Master and an identifier to it returned | |
| FXForwardSecurityForwardDate | Yes | Yes | Returns the forward date from an FX forward security | |
| FXForwardSecurityObject | Yes | Yes | Defines an FX forward security | |
| FXForwardSecurityRegion | Yes | Yes | Returns the identifier of the region from an FX forward security | |
| FXForwardSecuritySetForwardDate | Yes | Yes | Updates the forward date of an FX forward security. The original object is unchanged - a new object is returned with the updated value | |
| FXForwardSecuritySetRegion | Yes | Yes | Updates the identifier of the region of an FX forward security. The original object is unchanged - a new object is returned with the updated value | |
| FXFutureSecurity | Yes | Yes | Defines an FX future security. The new security is added to the Security Master and an identifier to it returned | |
| FXFutureSecurityDenominator | Yes | Yes | Returns the denominator currency from an FX future security | |
| FXFutureSecurityMultiplicationFactor | Yes | Yes | Returns the multiplication factor, i.e. number of numerator units per denominator unit from an FX future security | |
| FXFutureSecurityNumerator | Yes | Yes | Returns the numerator currency from an FX future security | |
| FXFutureSecurityObject | Yes | Yes | Defines an FX future security | |
| FXFutureSecuritySetDenominator | Yes | Yes | Updates the denominator currency of an FX future security. The original object is unchanged - a new object is returned with the updated value | |
| FXFutureSecuritySetMultiplicationFactor | Yes | Yes | Updates the multiplication factor, i.e. number of numerator units per denominator unit of an FX future security. The original object is unchanged - a new object is returned with the updated value | |
| FXFutureSecuritySetNumerator | Yes | Yes | Updates the numerator currency of an FX future security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecurity | Yes | Yes | Defines a FX option security. The new security is added to the Security Master and an identifier to it returned | |
| FXOptionSecurityCallAmount | Yes | Yes | Returns the call amount from a FX option security | |
| FXOptionSecurityCallCurrency | Yes | Yes | Returns the call currency from a FX option security | |
| FXOptionSecurityExpiry | Yes | Yes | Returns the expiry from a FX option security | |
| FXOptionSecurityIsLong | Yes | Yes | Returns the long flag from a FX option security | |
| FXOptionSecurityObject | Yes | Yes | Defines a FX option security | |
| FXOptionSecurityPutAmount | Yes | Yes | Returns the put amount from a FX option security | |
| FXOptionSecurityPutCurrency | Yes | Yes | Returns the put currency from a FX option security | |
| FXOptionSecuritySetCallAmount | Yes | Yes | Updates the call amount of a FX option security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecuritySetCallCurrency | Yes | Yes | Updates the call currency of a FX option security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecuritySetExpiry | Yes | Yes | Updates the expiry of a FX option security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecuritySetIsLong | Yes | Yes | Updates the long flag of a FX option security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecuritySetPutAmount | Yes | Yes | Updates the put amount of a FX option security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecuritySetPutCurrency | Yes | Yes | Updates the put currency of a FX option security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecuritySetSettlementDate | Yes | Yes | Updates the settlement date of a FX option security. The original object is unchanged - a new object is returned with the updated value | |
| FXOptionSecuritySettlementDate | Yes | Yes | Returns the settlement date from a FX option security | |
| FXSecurity | Yes | Yes | Defines an FX security. The new security is added to the Security Master and an identifier to it returned | |
| FXSecurityObject | Yes | Yes | Defines an FX security | |
| FXSecurityPayAmount | Yes | Yes | Returns the pay amount from an FX security | |
| FXSecurityPayCurrency | Yes | Yes | Returns the pay currency from an FX security | |
| FXSecurityReceiveAmount | Yes | Yes | Returns the receive amount from an FX security | |
| FXSecurityReceiveCurrency | Yes | Yes | Returns the receive currency from an FX security | |
| FXSecurityRegion | Yes | Yes | Returns the identifier of the region from an FX security | |
| FXSecuritySetPayAmount | Yes | Yes | Updates the pay amount of an FX security. The original object is unchanged - a new object is returned with the updated value | |
| FXSecuritySetPayCurrency | Yes | Yes | Updates the pay currency of an FX security. The original object is unchanged - a new object is returned with the updated value | |
| FXSecuritySetReceiveAmount | Yes | Yes | Updates the receive amount of an FX security. The original object is unchanged - a new object is returned with the updated value | |
| FXSecuritySetReceiveCurrency | Yes | Yes | Updates the receive currency of an FX security. The original object is unchanged - a new object is returned with the updated value | |
| FXSecuritySetRegion | Yes | Yes | Updates the identifier of the region of an FX security. The original object is unchanged - a new object is returned with the updated value | |
| FadeInPayoffStyle | Yes | Yes | Returns an object representing a 'fade in' option payoff style | |
| FetchPortfolio | Yes | Fetches a portfolio from a Position Source, applying filters and aggregation | ||
| FetchSecurity | Yes | Yes | Fetches a security object from a Security Source | |
| FixedInterestRateLeg | Yes | Yes | Defines a fixed interest rate leg | |
| FixedStrikeLookbackPayoffStyle | Yes | Yes | Returns an object representing a 'fixed strike lookback' option payoff style | |
| FloatingInterestRateLeg | Yes | Yes | Defines a floating interest rate leg | |
| FloatingStrikeLookbackPayoffStyle | Yes | Yes | Returns an object representing a 'floating strike lookback' option payoff style | |
| ForwardSwapSecurity | Yes | Yes | Defines a forward swap security. The new security is added to the Security Master and an identifier to it returned | |
| ForwardSwapSecurityForwardStartDate | Yes | Yes | Returns the start date of the forward swap from a forward swap security | |
| ForwardSwapSecurityObject | Yes | Yes | Defines a forward swap security | |
| ForwardSwapSecuritySetForwardStartDate | Yes | Yes | Updates the start date of the forward swap of a forward swap security. The original object is unchanged - a new object is returned with the updated value | |
| FutureSecurityCurrency | Yes | Yes | Returns the currency from a future security | |
| FutureSecurityExpiry | Yes | Yes | Returns the expiry date from a future security | |
| FutureSecuritySetCurrency | Yes | Yes | Updates the currency of a future security. The original object is unchanged - a new object is returned with the updated value | |
| FutureSecuritySetExpiry | Yes | Yes | Updates the expiry date of a future security. The original object is unchanged - a new object is returned with the updated value | |
| FutureSecuritySetSettlementExchange | Yes | Yes | Updates the settlement exchange of a future security. The original object is unchanged - a new object is returned with the updated value | |
| FutureSecuritySetTradingExchange | Yes | Yes | Updates the trading exchange of a future security. The original object is unchanged - a new object is returned with the updated value | |
| FutureSecuritySetUnitAmount | Yes | Yes | Updates the unit amount of a future security. The original object is unchanged - a new object is returned with the updated value | |
| FutureSecuritySettlementExchange | Yes | Yes | Returns the settlement exchange from a future security | |
| FutureSecurityTradingExchange | Yes | Yes | Returns the trading exchange from a future security | |
| FutureSecurityUnitAmount | Yes | Yes | Returns the unit amount from a future security | |
| GapPayoffStyle | Yes | Yes | Returns an object representing a 'gap' option payoff style | |
| GovernmentBondSecurity | Yes | Yes | Defines a government bond security. The new security is added to the Security Master and an identifier to it returned | |
| GovernmentBondSecurityObject | Yes | Yes | Defines a government bond security | |
| IRFutureOptionSecurity | Yes | Yes | Defines an IR future security. The new security is added to the Security Master and an identifier to it returned | |
| IRFutureOptionSecurityCurrency | Yes | Yes | Returns the currency from an IR future security | |
| IRFutureOptionSecurityExchange | Yes | Yes | Returns the exchange from an IR future security | |
| IRFutureOptionSecurityExerciseType | Yes | Yes | Returns the exercise type from an IR future security | |
| IRFutureOptionSecurityExpiry | Yes | Yes | Returns the expiry from an IR future security | |
| IRFutureOptionSecurityIsMargined | Yes | Yes | Returns the margined flag from an IR future security | |
| IRFutureOptionSecurityObject | Yes | Yes | Defines an IR future security | |
| IRFutureOptionSecurityOptionType | Yes | Yes | Returns the type of option (PUT or CALL) from an IR future security | |
| IRFutureOptionSecurityPointValue | Yes | Yes | Returns the point value from an IR future security | |
| IRFutureOptionSecuritySetCurrency | Yes | Yes | Updates the currency of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecuritySetExchange | Yes | Yes | Updates the exchange of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecuritySetExerciseType | Yes | Yes | Updates the exercise type of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecuritySetExpiry | Yes | Yes | Updates the expiry of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecuritySetIsMargined | Yes | Yes | Updates the margined flag of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecuritySetOptionType | Yes | Yes | Updates the type of option (PUT or CALL) of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecuritySetPointValue | Yes | Yes | Updates the point value of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecuritySetStrike | Yes | Yes | Updates the strike of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| IRFutureOptionSecurityStrike | Yes | Yes | Returns the strike from an IR future security | |
| InterestRate | Yes | Yes | Extracts the yield from a curve at time t | |
| InterestRateFutureSecurity | Yes | Yes | Defines an IR future security. The new security is added to the Security Master and an identifier to it returned | |
| InterestRateFutureSecurityObject | Yes | Yes | Defines an IR future security | |
| InterestRateFutureSecuritySetUnderlyingIdentifier | Yes | Yes | Updates the underlying identifier of an IR future security. The original object is unchanged - a new object is returned with the updated value | |
| InterestRateFutureSecurityUnderlyingIdentifier | Yes | Yes | Returns the underlying identifier from an IR future security | |
| InterestRateNotional | Yes | Yes | Defines the notional value of an interest rate leg of a swap | |
| LiveData | Yes | Yes | Subscribes to live data | |
| LivePrimitiveDataOverride | Yes | Yes | Creates a live data override for a specific live data value | |
| LiveSecurityDataOverride | Yes | Yes | Creates a live data override for a specific live data value | |
| MetalFutureSecurity | Yes | Yes | Defines a metal future security. The new security is added to the Security Master and an identifier to it returned | |
| MetalFutureSecurityObject | Yes | Yes | Defines a metal future security | |
| MetalFutureSecuritySetUnderlyingIdentifier | Yes | Yes | Updates the underlying identifier of a metal future security. The original object is unchanged - a new object is returned with the updated value | |
| MetalFutureSecurityUnderlyingIdentifier | Yes | Yes | Returns the underlying identifier from a metal future security | |
| PnLCompare | Yes | Yes | Creates two view definitions as the basis of a PnL Compare | |
| Portfolio | Yes | Yes | Creates a new portfolio | |
| PortfolioAggregators | Yes | Yes | Fetches the set of all currently defined portfolio aggregators | |
| PortfolioDifference | Yes | Yes | Creates two view definitions as the basis of a PnL Compare | |
| PortfolioRiskFactorsViewDefinition | Yes | Yes | Generates a view definition of the known risk factors of a portfolio | |
| PortfolioTransform | Yes | Yes | Applies aggregators and/or filters to a portfolio | |
| PortfolioVersions | Yes | Yes | Fetches the available versions of a portfolio | |
| Portfolios | Yes | Yes | Fetches the set of all currently defined portfolios | |
| PoweredPayoffStyle | Yes | Yes | Returns an object representing a 'powered' option payoff style | |
| PrimitiveOutputs | Yes | Yes | Retrieves the details of primitive terminal outputs available from a view | |
| PrimitiveRequirement | Yes | Yes | Creates a primitive value requirement. | |
| Region | Yes | Yes | Creates a reference to a region | |
| RunOneCycle | Yes | Yes | Runs one cycle on a view | |
| RunSnapshot | Yes | Yes | Runs a view against a snapshot | |
| SaveInBatchDb | Yes | Yes | Saves the results of a (batch) computation in the batch DB. | |
| SavePortfolio | Yes | Yes | Writes a portfolio and the referenced securities to the shared masters | |
| SecurityACTIVFEED_TICKER | Yes | Yes | Finds the ACTIVFEED_TICKER for a given security | |
| SecurityBLOOMBERG_BUID | Yes | Yes | Finds the BLOOMBERG_BUID for a given security | |
| SecurityBLOOMBERG_BUID_WEAK | Yes | Yes | Finds the BLOOMBERG_BUID_WEAK for a given security | |
| SecurityBLOOMBERG_TCM | Yes | Yes | Finds the BLOOMBERG_TCM for a given security | |
| SecurityBLOOMBERG_TICKER | Yes | Yes | Finds the BLOOMBERG_TICKER for a given security | |
| SecurityBLOOMBERG_TICKER_WEAK | Yes | Yes | Finds the BLOOMBERG_TICKER_WEAK for a given security | |
| SecurityCUSIP | Yes | Yes | Finds the CUSIP for a given security | |
| SecurityISIN | Yes | Yes | Finds the ISIN for a given security | |
| SecurityIdentifiers | Yes | Yes | Returns the identifiers for various schemes from a security | |
| SecurityName | Yes | Yes | Returns the display name from a security | |
| SecurityNotional | Yes | Yes | A notional that holds a unique id to identify a security to use as a notional | |
| SecurityOG_SYNTHETIC_TICKER | Yes | Yes | Finds the OG_SYNTHETIC_TICKER for a given security | |
| SecurityRIC | Yes | Yes | Finds the RIC for a given security | |
| SecuritySEDOL1 | Yes | Yes | Finds the SEDOL1 for a given security | |
| SecuritySetIdentifiers | Yes | Yes | Updates the identifiers for various schemes of a security. The original object is unchanged - a new object is returned with the updated value | |
| SecuritySetName | Yes | Yes | Updates the display name of a security. The original object is unchanged - a new object is returned with the updated value | |
| SecurityType | Yes | Yes | Returns the asset class from a security | |
| SecurityUID | Yes | Yes | Finds the UID for a given security | |
| ShowExpandedViewClientPortfolio | Yes | Yes | Extracts and formats a portfolio onto the spreadsheet, with expanded analytics where possible | |
| ShowPnLCompare | Yes | Yes | Shows PnL Compare analytics | |
| ShowPortfolio | Yes | Yes | Extracts and formats a portfolio onto the spreadsheet | |
| SimpleChooserPayoffStyle | Yes | Yes | Returns an object representing a 'simple chooser' option payoff style | |
| SnapshotVersions | Yes | Yes | Fetches the available versions of a snapshot | |
| Snapshots | Yes | Yes | Queries the set of available snapshots | |
| StoreSecurity | Yes | Yes | Stores a security object into a Security Master | |
| SupersharePayoffStyle | Yes | Yes | Returns an object representing a 'supershare' option payoff style | |
| SwapLegBusinessDayConvention | Yes | Yes | Returns the business day convention from a leg of a swap | |
| SwapLegFrequency | Yes | Yes | Returns the payment frequency from a leg of a swap | |
| SwapLegNotional | Yes | Yes | Returns the notional from a leg of a swap | |
| SwapSecurity | Yes | Yes | Defines a swap security. The new security is added to the Security Master and an identifier to it returned | |
| SwapSecurityCounterparty | Yes | Yes | Returns the counterparty from a swap security | |
| SwapSecurityEffectiveDate | Yes | Yes | Returns the 'effective' or 'value' date from a swap security | |
| SwapSecurityMaturityDate | Yes | Yes | Returns the 'maturity' or 'termination' date from a swap security | |
| SwapSecurityObject | Yes | Yes | Defines a swap security | |
| SwapSecurityPayLeg | Yes | Yes | Returns the pay leg from a swap security | |
| SwapSecurityReceiveLeg | Yes | Yes | Returns the receive leg from a swap security | |
| SwapSecuritySetCounterparty | Yes | Yes | Updates the counterparty of a swap security. The original object is unchanged - a new object is returned with the updated value | |
| SwapSecuritySetEffectiveDate | Yes | Yes | Updates the 'effective' or 'value' date of a swap security. The original object is unchanged - a new object is returned with the updated value | |
| SwapSecuritySetMaturityDate | Yes | Yes | Updates the 'maturity' or 'termination' date of a swap security. The original object is unchanged - a new object is returned with the updated value | |
| SwapSecuritySetPayLeg | Yes | Yes | Updates the pay leg of a swap security. The original object is unchanged - a new object is returned with the updated value | |
| SwapSecuritySetReceiveLeg | Yes | Yes | Updates the receive leg of a swap security. The original object is unchanged - a new object is returned with the updated value | |
| SwapSecuritySetTradeDate | Yes | Yes | Updates the trade date of a swap security. The original object is unchanged - a new object is returned with the updated value | |
| SwapSecurityTradeDate | Yes | Yes | Returns the trade date from a swap security | |
| SwaptionSecurity | Yes | Yes | Defines a swaption security. The new security is added to the Security Master and an identifier to it returned | |
| SwaptionSecurityCurrency | Yes | Yes | Returns the currency from a swaption security | |
| SwaptionSecurityExpiry | Yes | Yes | Returns the expiry from a swaption security | |
| SwaptionSecurityIsCashSettled | Yes | Yes | Returns the cash settlement flag from a swaption security | |
| SwaptionSecurityIsLong | Yes | Yes | Returns the long flag from a swaption security | |
| SwaptionSecurityIsPayer | Yes | Yes | Returns the payer flag from a swaption security | |
| SwaptionSecurityObject | Yes | Yes | Defines a swaption security | |
| SwaptionSecuritySetCurrency | Yes | Yes | Updates the currency of a swaption security. The original object is unchanged - a new object is returned with the updated value | |
| SwaptionSecuritySetExpiry | Yes | Yes | Updates the expiry of a swaption security. The original object is unchanged - a new object is returned with the updated value | |
| SwaptionSecuritySetIsCashSettled | Yes | Yes | Updates the cash settlement flag of a swaption security. The original object is unchanged - a new object is returned with the updated value | |
| SwaptionSecuritySetIsLong | Yes | Yes | Updates the long flag of a swaption security. The original object is unchanged - a new object is returned with the updated value | |
| SwaptionSecuritySetIsPayer | Yes | Yes | Updates the payer flag of a swaption security. The original object is unchanged - a new object is returned with the updated value | |
| TimeSeries | Yes | Yes | Retrieves a time series | |
| Trade | Yes | Yes | Defines a trade | |
| TradeSetAttribute | Yes | Yes | Sets (or clears) an attribute on a trade. The original object is unchanged - a new object is returned with the updated value | |
| TriggerCycle | Yes | Yes | Triggers a cycle on the given view client | |
| ValueRequirementNames | Yes | Yes | Returns the set of standard Value Requirement Names defined within the system. Note that the Value Requirements available from the current function repository may differ | |
| VanillaPayoffStyle | Yes | Yes | Returns an object representing a 'vanilla' option payoff style | |
| View | Yes | Yes | Injects a view definition | |
| ViewClient | Yes | Yes | Obtains a view client attached to a view process | |
| ViewClientResultState | Yes | Yes | Subscribes to the results state of a view client | |
| ViewLatestResult | Yes | Fetches the latest result of a calculating view | ||
| ViewPortfolio | Yes | Yes | Gets the portfolio a view is defined on | |
| ViewPositionValue | Yes | Yes | Subscribes to a position-specific value from a view | |
| ViewPrimitiveValue | Yes | Yes | Subscribes to a primitive value from a view | |
| ViewRequirements | Yes | Yes | Gets the value requirements defined for a view | |
| ViewValue | Yes | Yes | Subscribes to a value from a view | |
| YieldCurve | Yes | Yes | Defines a yield curve from a set of fixed income strips | |
| YieldCurveSpec | Yes | Yes | Returns details about the strips of a curve | |
| YieldCurveTemplate | Yes | Yes | Generates an argument template for the YieldCurve function |
Lookup & Reference Functions
| Function | VBA | Worksheet | Live Operation | Summary |
|---|---|---|---|---|
| ExpandCurve | Yes | Yes | Expands a curve | |
| ExpandLabeledMatrix2D | Yes | Yes | Expands a labeled matrix | |
| ExpandLabeledMatrix3D | Yes | Yes | Expands a labeled matrix | |
| ExpandLabeledVector | Yes | Yes | Expands a labeled vector | |
| ExpandLabelledVectorsTable | Yes | Yes | Expands one or more labeled vectors into a table structure | |
| ExternalIdBundle | Yes | Yes | Creates an ExternalIdBundle from one or more identifiers | |
| Identifier | Yes | Yes | Constructs an identifier by which the OpenGamma engine can refer to an entity | |
| IdentifierACTIVFEED_TICKER | Yes | Yes | Constructs an identifier within the ACTIVFEED_TICKER scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierBLOOMBERG_BUID | Yes | Yes | Constructs an identifier within the BLOOMBERG_BUID scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierBLOOMBERG_BUID_WEAK | Yes | Yes | Constructs an identifier within the BLOOMBERG_BUID_WEAK scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierBLOOMBERG_TCM | Yes | Yes | Constructs an identifier within the BLOOMBERG_TCM scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierBLOOMBERG_TICKER | Yes | Yes | Constructs an identifier within the BLOOMBERG_TICKER scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierBLOOMBERG_TICKER_WEAK | Yes | Yes | Constructs an identifier within the BLOOMBERG_TICKER_WEAK scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierCUSIP | Yes | Yes | Constructs an identifier within the CUSIP scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierCurrencyISO | Yes | Yes | Constructs an identifier within the CurrencyISO scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierISIN | Yes | Yes | Constructs an identifier within the ISIN scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierOG_SYNTHETIC_TICKER | Yes | Yes | Constructs an identifier within the OG_SYNTHETIC_TICKER scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierRIC | Yes | Yes | Constructs an identifier within the RIC scheme by which the OpenGamma engine can refer to an entity | |
| IdentifierSEDOL1 | Yes | Yes | Constructs an identifier within the SEDOL1 scheme by which the OpenGamma engine can refer to an entity | |
| Keys | Yes | Yes | Retrieves the keys from a map structure | |
| List | Yes | Yes | Builds a list | |
| MatrixValues | Yes | Yes | Displays the values in a matrix | |
| Values | Yes | Yes | Retrieves the values from a map structure corresponding to the given keys |
Labels
Page: Excel Functions - A
Page: Excel Functions - B
Page: Excel Functions - C
Page: Excel Functions - E
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