Index

A

accrual_end_date (redukti.cashflow_pb2.CFFloatingPeriod attribute) (redukti.cashflow_pb2.CFOis attribute) accrual_start_date (redukti.cashflow_pb2.CFFloatingPeriod attribute) (redukti.cashflow_pb2.CFOis attribute) add_OpenReduktiServicesServicer_to_server() (in module redukti.services_pb2_grpc) add_template() (redukti.library.InstrumentTemplateRepository method) adjust() (redukti.Calendar method) adjust_date() (redukti.InterestRateIndex method) adjusted_end_dates (redukti.schedule_pb2.Schedule attribute) adjusted_payment_dates (redukti.schedule_pb2.Schedule attribute)

adjusted_start_dates (redukti.schedule_pb2.Schedule attribute) advance() (redukti.Calendar method) (redukti.Date method) ADVar (class in redukti) amount (redukti.cashflow_pb2.CFSimple attribute) as_of_date (redukti.bootstrap_pb2.ParCurveSet attribute) (redukti.curve_pb2.ZeroCurveSet attribute) (redukti.valuation_pb2.PricingContext attribute) (redukti.valuation_pb2.SetZeroCurvesRequest attribute) assign() (redukti.ADVar method) available_pages (redukti.services_pb2.ResponseHeader attribute)

B

bootstrap_curves_reply (redukti.services_pb2.Response attribute) bootstrap_curves_request (redukti.services_pb2.Request attribute) BootstrapCurvesReply (class in redukti.bootstrap_pb2) BootstrapCurvesRequest (class in redukti.bootstrap_pb2) build_curves() (redukti.library.ServerCommand method)

build_vanilla_swap() (in module redukti.library) business_center (redukti.calendar_pb2.RegisterCalendarRequest attribute) business_date (redukti.bootstrap_pb2.BootstrapCurvesRequest attribute) (redukti.valuation_pb2.CurveInterpolationRequest attribute) business_date() (redukti.library.MarketData method)

C

calculation_frequency (redukti.schedule_pb2.ScheduleParameters attribute) Calendar (class in redukti) cashflows (redukti.cashflow_pb2.CFStream attribute) (redukti.valuation_pb2.ValuationRequest attribute) CFCollection (class in redukti.cashflow_pb2) CFFloating (class in redukti.cashflow_pb2) CFFloatingPeriod (class in redukti.cashflow_pb2) CFFra (class in redukti.cashflow_pb2) CFOis (class in redukti.cashflow_pb2) CFSimple (class in redukti.cashflow_pb2) CFSingle (class in redukti.cashflow_pb2) CFStream (class in redukti.cashflow_pb2) compounding_method (redukti.cashflow_pb2.CFFloating attribute) compounding_method1 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) compounding_method2 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) currency (redukti.cashflow_pb2.CFFloating attribute) (redukti.cashflow_pb2.CFFra attribute) (redukti.cashflow_pb2.CFSimple attribute) (redukti.curve_pb2.IRCurveDefinition attribute) (redukti.curve_pb2.ZeroCurveSet attribute) (redukti.index_pb2.IndexDefinition attribute) (redukti.instrument_templates_pb2.InstrumentTemplate attribute) (redukti.valuation_pb2.PricingCurveIdentifier attribute) curve (redukti.valuation_pb2.CurveInterpolationRequest attribute) curve_definition_id (redukti.bootstrap_pb2.ParCurve attribute) (redukti.curve_pb2.ZeroCurve attribute) (redukti.curve_pb2.ZeroCurveParSensitivities attribute)

curve_definition_id_1 (redukti.valuation_pb2.IRCurveSensitivities attribute) curve_definition_id_2 (redukti.valuation_pb2.IRCurveSensitivities attribute) curve_definitions (redukti.bootstrap_pb2.BootstrapCurvesRequest attribute) (redukti.valuation_pb2.RegisterCurveDefinitionsRequest attribute) curve_definitions() (redukti.library.MarketData method) curve_group (redukti.curve_pb2.IRCurveDefinition attribute) (redukti.curve_pb2.ZeroCurveSet attribute) (redukti.valuation_pb2.PricingContext attribute) (redukti.valuation_pb2.SetCurveMappingsRequest attribute) (redukti.valuation_pb2.SetZeroCurvesRequest attribute) curve_group() (redukti.library.MarketData method) curve_interpolation_reply (redukti.services_pb2.Response attribute) curve_interpolation_request (redukti.services_pb2.Request attribute) curve_type (redukti.curve_pb2.IRCurveDefinition attribute) CurveId (class in redukti) CurveInterpolationReply (class in redukti.valuation_pb2) CurveInterpolationRequest (class in redukti.valuation_pb2) CurveMapping (class in redukti.valuation_pb2) curves (redukti.bootstrap_pb2.BootstrapCurvesReply attribute) cycle (redukti.bootstrap_pb2.ParCurveSet attribute) (redukti.curve_pb2.ZeroCurveSet attribute) (redukti.valuation_pb2.PricingContext attribute) (redukti.valuation_pb2.SetZeroCurvesRequest attribute)

D

Date (class in redukti) date_components() (redukti.InterestRateIndex method) dates (redukti.valuation_pb2.CurveInterpolationRequest attribute) day() (redukti.Date method) day_count_fraction (redukti.cashflow_pb2.CFFloating attribute) (redukti.cashflow_pb2.CFFra attribute) (redukti.cashflow_pb2.CFOis attribute) (redukti.index_pb2.IndexDefinition attribute) day_count_fraction1 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) day_count_fraction2 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) DayFraction (class in redukti) default_for_index_family (redukti.index_pb2.IndexDefinition attribute) definition (redukti.valuation_pb2.CurveInterpolationRequest attribute) delay_for (redukti.services_pb2.HelloRequest attribute) derivative_order (redukti.valuation_pb2.PricingContext attribute) DESCRIPTOR (redukti.bootstrap_pb2.BootstrapCurvesReply attribute) (redukti.bootstrap_pb2.BootstrapCurvesRequest attribute) (redukti.bootstrap_pb2.ParCurve attribute) (redukti.bootstrap_pb2.ParCurveSet attribute) (redukti.bootstrap_pb2.ParInstrument attribute) (redukti.bootstrap_pb2.ParRates attribute) (redukti.calendar_pb2.RegisterCalendarReply attribute) (redukti.calendar_pb2.RegisterCalendarRequest attribute) (redukti.cashflow_pb2.CFCollection attribute) (redukti.cashflow_pb2.CFFloating attribute) (redukti.cashflow_pb2.CFFloatingPeriod attribute) (redukti.cashflow_pb2.CFFra attribute) (redukti.cashflow_pb2.CFOis attribute) (redukti.cashflow_pb2.CFSimple attribute) (redukti.cashflow_pb2.CFSingle attribute) (redukti.cashflow_pb2.CFStream attribute) (redukti.curve_pb2.IRCurveDefinition attribute) (redukti.curve_pb2.ZeroCurve attribute) (redukti.curve_pb2.ZeroCurveParSensitivities attribute) (redukti.curve_pb2.ZeroCurveParSensitivities.ValuesEntry attribute) (redukti.curve_pb2.ZeroCurveSet attribute) (redukti.index_pb2.IndexDefinition attribute) (redukti.index_pb2.RegisterIndexDefinitionReply attribute) (redukti.index_pb2.RegisterIndexDefinitionRequest attribute) (redukti.instrument_templates_pb2.InstrumentTemplate attribute) (redukti.schedule_pb2.Schedule attribute) (redukti.schedule_pb2.ScheduleParameters attribute) (redukti.services_pb2.HelloReply attribute) (redukti.services_pb2.HelloRequest attribute) (redukti.services_pb2.Request attribute) (redukti.services_pb2.RequestHeader attribute) (redukti.services_pb2.Response attribute) (redukti.services_pb2.ResponseHeader attribute) (redukti.services_pb2.ShutdownReply attribute) (redukti.services_pb2.ShutdownRequest attribute) (redukti.shared_pb2.ReplyHeader attribute) (redukti.valuation_pb2.CurveInterpolationReply attribute) (redukti.valuation_pb2.CurveInterpolationRequest attribute) (redukti.valuation_pb2.CurveMapping attribute) (redukti.valuation_pb2.FixingsByIndexTenor attribute) (redukti.valuation_pb2.FixingsByIndexTenor.FixingsEntry attribute) (redukti.valuation_pb2.IRCurveSensitivities attribute) (redukti.valuation_pb2.IRCurveSensitivities.ValuesEntry attribute) (redukti.valuation_pb2.PricingContext attribute) (redukti.valuation_pb2.PricingCurveIdentifier attribute) (redukti.valuation_pb2.RegisterCurveDefinitionsReply attribute) (redukti.valuation_pb2.RegisterCurveDefinitionsRequest attribute) (redukti.valuation_pb2.ResetValuationServiceReply attribute) (redukti.valuation_pb2.ResetValuationServiceRequest attribute) (redukti.valuation_pb2.SetCurveMappingsReply attribute) (redukti.valuation_pb2.SetCurveMappingsRequest attribute) (redukti.valuation_pb2.SetFixingsReply attribute) (redukti.valuation_pb2.SetFixingsRequest attribute) (redukti.valuation_pb2.SetZeroCurvesReply attribute) (redukti.valuation_pb2.SetZeroCurvesRequest attribute) (redukti.valuation_pb2.ValuationReply attribute) (redukti.valuation_pb2.ValuationRequest attribute) (redukti.valuation_pb2.ValuationResult attribute) (redukti.valuation_pb2.ValuationResult.ValuationsEntry attribute)

discount() (redukti.InterpolatedYieldCurve method) (redukti.SvenssonCurve method) (redukti.YieldCurve method) discount_curve_definition_id (redukti.bootstrap_pb2.ParInstrument attribute) discount_curves (redukti.valuation_pb2.SetZeroCurvesRequest attribute) discounting_index_family (redukti.cashflow_pb2.CFFloating attribute) (redukti.cashflow_pb2.CFSimple attribute) dmy() (redukti.Date static method) do_bootstrap() (in module redukti.commands)

E

effective_date (redukti.schedule_pb2.ScheduleParameters attribute) elapsed_time (redukti.services_pb2.ResponseHeader attribute) eom (redukti.index_pb2.IndexDefinition attribute) ex_coupon_calendars (redukti.schedule_pb2.ScheduleParameters attribute) ex_coupon_convention (redukti.schedule_pb2.ScheduleParameters attribute)

ex_coupon_date (redukti.cashflow_pb2.CFFloating attribute) (redukti.cashflow_pb2.CFSimple attribute) ex_coupon_date_offsets (redukti.schedule_pb2.Schedule attribute) ex_coupon_lag (redukti.schedule_pb2.ScheduleParameters attribute) exp() (redukti.ADVar method)

F

factor (redukti.cashflow_pb2.CFStream attribute) find_curve_definition() (redukti.library.MarketData method) find_zero_curve_by_id() (redukti.library.MarketData method) first_payment_date (redukti.schedule_pb2.ScheduleParameters attribute) first_regular_period_start_date (redukti.schedule_pb2.ScheduleParameters attribute) fixed_discounting_index_family (redukti.instrument_templates_pb2.InstrumentTemplate attribute) fixed_rate (redukti.cashflow_pb2.CFFra attribute) fixing_calendars (redukti.index_pb2.IndexDefinition attribute) fixing_calendars_join_rule (redukti.index_pb2.IndexDefinition attribute) fixing_date() (redukti.InterestRateIndex method) fixing_lag (redukti.index_pb2.IndexDefinition attribute) fixings (redukti.valuation_pb2.FixingsByIndexTenor attribute) fixings() (redukti.library.MarketData method) fixings_by_index_tenor (redukti.valuation_pb2.SetFixingsRequest attribute) FixingsByIndexTenor (class in redukti.valuation_pb2) FixingsByIndexTenor.FixingsEntry (class in redukti.valuation_pb2)

floating (redukti.cashflow_pb2.CFSingle attribute) floating_index1 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) floating_index2 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) floating_period (redukti.cashflow_pb2.CFFra attribute) floating_periods (redukti.cashflow_pb2.CFFloating attribute) floating_tenor (redukti.bootstrap_pb2.ParInstrument attribute) floating_tenor1 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) floating_tenor2 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) forward_curve_definition_id (redukti.bootstrap_pb2.ParInstrument attribute) forward_curves (redukti.valuation_pb2.SetZeroCurvesRequest attribute) forward_rate() (redukti.InterpolatedYieldCurve method) (redukti.SvenssonCurve method) (redukti.YieldCurve method) forward_tenor (redukti.valuation_pb2.CurveInterpolationRequest attribute) fra (redukti.cashflow_pb2.CFSingle attribute) from_id (redukti.valuation_pb2.CurveMapping attribute) from_scenario (redukti.valuation_pb2.PricingContext attribute)

G

generate_par_sensitivities (redukti.bootstrap_pb2.BootstrapCurvesRequest attribute) generate_schedule() (redukti.ScheduleGenerator static method) get_index() (redukti.InterestRateIndex static method) get_index_by_isdaindex() (redukti.InterestRateIndex static method) get_sensitivities() (redukti.InterpolatedYieldCurve method) (redukti.YieldCurve method)

get_template() (redukti.library.InstrumentTemplateRepository method) get_valuation() (redukti.library.ServerCommand method) gradient() (redukti.ADVar method) GRPCAdapter (class in redukti.library)

H

has_back_stub (redukti.schedule_pb2.Schedule attribute) has_fixings() (redukti.library.MarketData method) has_front_stub (redukti.schedule_pb2.Schedule attribute) header (redukti.bootstrap_pb2.BootstrapCurvesReply attribute) (redukti.calendar_pb2.RegisterCalendarReply attribute) (redukti.index_pb2.RegisterIndexDefinitionReply attribute) (redukti.services_pb2.Request attribute) (redukti.services_pb2.Response attribute) (redukti.valuation_pb2.CurveInterpolationReply attribute) (redukti.valuation_pb2.RegisterCurveDefinitionsReply attribute) (redukti.valuation_pb2.ResetValuationServiceReply attribute) (redukti.valuation_pb2.SetCurveMappingsReply attribute) (redukti.valuation_pb2.SetFixingsReply attribute) (redukti.valuation_pb2.SetZeroCurvesReply attribute) (redukti.valuation_pb2.ValuationReply attribute)

hello() (redukti.library.ServerCommand method) hello_reply (redukti.services_pb2.Response attribute) hello_request (redukti.services_pb2.Request attribute) HelloReply (class in redukti.services_pb2) HelloRequest (class in redukti.services_pb2) hessian() (redukti.ADVar method) holidays (redukti.calendar_pb2.RegisterCalendarRequest attribute)

I

id (redukti.curve_pb2.IRCurveDefinition attribute) id() (redukti.CurveId method) immediate (redukti.services_pb2.HelloRequest attribute) index (redukti.cashflow_pb2.CFFloatingPeriod attribute) (redukti.cashflow_pb2.CFOis attribute) (redukti.valuation_pb2.FixingsByIndexTenor attribute) index2 (redukti.cashflow_pb2.CFFloatingPeriod attribute) index_calendars (redukti.index_pb2.IndexDefinition attribute) index_calendars_join_rule (redukti.index_pb2.IndexDefinition attribute) index_definition (redukti.index_pb2.RegisterIndexDefinitionRequest attribute) index_family (redukti.curve_pb2.IRCurveDefinition attribute) (redukti.index_pb2.IndexDefinition attribute) (redukti.valuation_pb2.PricingCurveIdentifier attribute) IndexDefinition (class in redukti.index_pb2) init_zero_curves() (redukti.library.MarketData method) InMemoryRequestProcessor (class in redukti) instrument_ids (redukti.bootstrap_pb2.ParRates attribute) instrument_key (redukti.bootstrap_pb2.ParInstrument attribute) instrument_type (redukti.bootstrap_pb2.ParInstrument attribute)

instruments (redukti.bootstrap_pb2.ParCurve attribute) InstrumentTemplate (class in redukti.instrument_templates_pb2) InstrumentTemplateRepository (class in redukti.library) InterestRateIndex (class in redukti) interpolate() (redukti.Interpolator method) interpolate_with_numeric_sensitivities() (redukti.Interpolator method) interpolate_with_sensitivities() (redukti.Interpolator method) interpolated_on (redukti.curve_pb2.IRCurveDefinition attribute) InterpolatedYieldCurve (class in redukti) Interpolator (class in redukti) interpolator_type (redukti.curve_pb2.IRCurveDefinition attribute) IRCurveDefinition (class in redukti.curve_pb2) IRCurveSensitivities (class in redukti.valuation_pb2) IRCurveSensitivities.ValuesEntry (class in redukti.valuation_pb2) is_holiday() (redukti.Calendar method) is_local() (redukti.library.GRPCAdapter method) (redukti.library.LocalAdapter method) is_ois_index() (in module redukti.library) is_todays_fixings_included (redukti.valuation_pb2.PricingContext attribute) isda_index (redukti.index_pb2.IndexDefinition attribute)

K

key (redukti.curve_pb2.ZeroCurveParSensitivities.ValuesEntry attribute) (redukti.valuation_pb2.FixingsByIndexTenor.FixingsEntry attribute) (redukti.valuation_pb2.IRCurveSensitivities.ValuesEntry attribute) (redukti.valuation_pb2.ValuationResult.ValuationsEntry attribute)

L

last_day_of_month() (redukti.Calendar method) last_regular_payment_date (redukti.schedule_pb2.ScheduleParameters attribute) last_regular_period_end_date (redukti.schedule_pb2.ScheduleParameters attribute)

load_market_data() (in module redukti.library) LocalAdapter (class in redukti.library) log() (redukti.ADVar method) long_tenor_convention (redukti.index_pb2.IndexDefinition attribute)

M

mappings (redukti.valuation_pb2.SetCurveMappingsRequest attribute) MarketData (class in redukti.library) maturities (redukti.curve_pb2.ZeroCurve attribute) maturity_date() (redukti.InterestRateIndex method)

maturity_generation_rule (redukti.curve_pb2.IRCurveDefinition attribute) max_solver_iterations (redukti.bootstrap_pb2.BootstrapCurvesRequest attribute) message (redukti.services_pb2.HelloReply attribute) month() (redukti.Date method)

N

name (redukti.services_pb2.HelloRequest attribute) notional (redukti.cashflow_pb2.CFFloatingPeriod attribute) (redukti.cashflow_pb2.CFOis attribute)

num_instruments (redukti.curve_pb2.ZeroCurveParSensitivities attribute) num_maturities (redukti.curve_pb2.ZeroCurveParSensitivities attribute)

O

ois (redukti.cashflow_pb2.CFSingle attribute) OpenReduktiServicesServicer (class in redukti.services_pb2_grpc)

OpenReduktiServicesStub (class in redukti.services_pb2_grpc) order (redukti.valuation_pb2.IRCurveSensitivities attribute)

P

page_number (redukti.services_pb2.ResponseHeader attribute) page_size (redukti.services_pb2.RequestHeader attribute) (redukti.services_pb2.ResponseHeader attribute) par_curve_set (redukti.bootstrap_pb2.BootstrapCurvesRequest attribute) par_curves (redukti.bootstrap_pb2.ParCurveSet attribute) par_rates (redukti.bootstrap_pb2.ParCurve attribute) par_sensitivities (redukti.bootstrap_pb2.BootstrapCurvesReply attribute) (redukti.valuation_pb2.SetZeroCurvesRequest attribute) ParCurve (class in redukti.bootstrap_pb2) ParCurveSet (class in redukti.bootstrap_pb2) ParInstrument (class in redukti.bootstrap_pb2) ParRates (class in redukti.bootstrap_pb2) parse() (redukti.Date static method) password (redukti.services_pb2.ShutdownRequest attribute) payment_calendars (redukti.instrument_templates_pb2.InstrumentTemplate attribute) (redukti.schedule_pb2.ScheduleParameters attribute) payment_convention (redukti.schedule_pb2.ScheduleParameters attribute)

payment_cutoff_date (redukti.valuation_pb2.PricingContext attribute) payment_date (redukti.cashflow_pb2.CFFloating attribute) (redukti.cashflow_pb2.CFFra attribute) (redukti.cashflow_pb2.CFOis attribute) (redukti.cashflow_pb2.CFSimple attribute) payment_day_convention (redukti.instrument_templates_pb2.InstrumentTemplate attribute) payment_frequency (redukti.schedule_pb2.ScheduleParameters attribute) payment_frequency1 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) payment_frequency2 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) payment_lag (redukti.schedule_pb2.ScheduleParameters attribute) period_calendars (redukti.schedule_pb2.ScheduleParameters attribute) period_convention (redukti.schedule_pb2.ScheduleParameters attribute) pricing_context (redukti.valuation_pb2.ValuationRequest attribute) pricing_context() (redukti.library.MarketData method) PricingContext (class in redukti.valuation_pb2) PricingCurveIdentifier (class in redukti.valuation_pb2) product_sub_type (redukti.instrument_templates_pb2.InstrumentTemplate attribute)

Q

qualifier (redukti.bootstrap_pb2.ParCurveSet attribute) (redukti.curve_pb2.ZeroCurveSet attribute) (redukti.valuation_pb2.PricingContext attribute) (redukti.valuation_pb2.SetZeroCurvesRequest attribute)

R

rate_type (redukti.valuation_pb2.CurveInterpolationRequest attribute) read_curvedefinitions() (redukti.library.MarketData method) read_fixings() (redukti.library.MarketData method) read_parcurves() (redukti.library.MarketData method) redukti (module) redukti.bootstrap_pb2 (module) redukti.calendar_pb2 (module) redukti.cashflow_pb2 (module) redukti.commands (module) redukti.curve_pb2 (module) redukti.enums_pb2 (module) redukti.index_pb2 (module) redukti.instrument_templates_pb2 (module) redukti.library (module) redukti.schedule_pb2 (module) redukti.services_pb2 (module) redukti.services_pb2_grpc (module) redukti.shared_pb2 (module) redukti.valuation_pb2 (module) register_calendar() (redukti.Calendar static method) (redukti.library.ServerCommand method) register_calendar_reply (redukti.services_pb2.Response attribute) register_calendar_request (redukti.services_pb2.Request attribute) register_curve_definitions() (redukti.library.ServerCommand method) register_curve_definitions_reply (redukti.services_pb2.Response attribute) register_curve_definitions_request (redukti.services_pb2.Request attribute) register_curve_mappings() (redukti.library.ServerCommand method) register_fixings() (redukti.library.ServerCommand method) register_index_definition() (redukti.library.ServerCommand method) register_index_definition_reply (redukti.services_pb2.Response attribute) register_index_definition_request (redukti.services_pb2.Request attribute) register_market_data() (redukti.library.ServerCommand method)

register_zero_curves() (redukti.library.ServerCommand method) RegisterCalendarReply (class in redukti.calendar_pb2) RegisterCalendarRequest (class in redukti.calendar_pb2) RegisterCurveDefinitionsReply (class in redukti.valuation_pb2) RegisterCurveDefinitionsRequest (class in redukti.valuation_pb2) RegisterIndexDefinitionReply (class in redukti.index_pb2) RegisterIndexDefinitionRequest (class in redukti.index_pb2) ReplyHeader (class in redukti.shared_pb2) Request (class in redukti.services_pb2) request_time (redukti.services_pb2.RequestHeader attribute) requested_page_number (redukti.services_pb2.RequestHeader attribute) RequestHeader (class in redukti.services_pb2) reset_frequency_if_compounding1 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) reset_frequency_if_compounding2 (redukti.instrument_templates_pb2.InstrumentTemplate attribute) reset_valuation_service() (redukti.library.ServerCommand method) reset_valuation_service_reply (redukti.services_pb2.Response attribute) reset_valuation_service_request (redukti.services_pb2.Request attribute) ResetValuationServiceReply (class in redukti.valuation_pb2) ResetValuationServiceRequest (class in redukti.valuation_pb2) Response (class in redukti.services_pb2) response_code (redukti.services_pb2.ResponseHeader attribute) (redukti.shared_pb2.ReplyHeader attribute) response_message (redukti.services_pb2.ResponseHeader attribute) (redukti.shared_pb2.ReplyHeader attribute) response_sub_code (redukti.services_pb2.ResponseHeader attribute) (redukti.shared_pb2.ReplyHeader attribute) ResponseHeader (class in redukti.services_pb2) result (redukti.valuation_pb2.ValuationReply attribute) risk_type_1 (redukti.valuation_pb2.IRCurveSensitivities attribute) risk_type_2 (redukti.valuation_pb2.IRCurveSensitivities attribute) roll_convention (redukti.schedule_pb2.ScheduleParameters attribute) run() (in module redukti.commands)

S

scenario (redukti.bootstrap_pb2.ParCurveSet attribute) (redukti.curve_pb2.ZeroCurveSet attribute) (redukti.valuation_pb2.SetZeroCurvesRequest attribute) Schedule (class in redukti.schedule_pb2) ScheduleGenerator (class in redukti) ScheduleParameters (class in redukti.schedule_pb2) sensitivities (redukti.valuation_pb2.ValuationResult attribute) sensitivity_type (redukti.valuation_pb2.IRCurveSensitivities attribute) serial() (redukti.Date method) serve() (redukti.InMemoryRequestProcessor method) (redukti.library.GRPCAdapter method) (redukti.library.LocalAdapter method) (redukti.services_pb2_grpc.OpenReduktiServicesServicer method) ServerCommand (class in redukti.library) set_curve_mappings_reply (redukti.services_pb2.Response attribute) set_curve_mappings_request (redukti.services_pb2.Request attribute) set_fixings_reply (redukti.services_pb2.Response attribute) set_fixings_request (redukti.services_pb2.Request attribute) set_zero_curves_reply (redukti.services_pb2.Response attribute) set_zero_curves_request (redukti.services_pb2.Request attribute)

SetCurveMappingsReply (class in redukti.valuation_pb2) SetCurveMappingsRequest (class in redukti.valuation_pb2) SetFixingsReply (class in redukti.valuation_pb2) SetFixingsRequest (class in redukti.valuation_pb2) SetZeroCurvesReply (class in redukti.valuation_pb2) SetZeroCurvesRequest (class in redukti.valuation_pb2) short_tenor_convention (redukti.index_pb2.IndexDefinition attribute) short_tenor_threshold (redukti.index_pb2.IndexDefinition attribute) show_templates() (redukti.library.InstrumentTemplateRepository method) shutdown_reply (redukti.services_pb2.Response attribute) shutdown_request (redukti.services_pb2.Request attribute) shutdown_valuation_service() (redukti.library.ServerCommand method) ShutdownReply (class in redukti.services_pb2) ShutdownRequest (class in redukti.services_pb2) simple (redukti.cashflow_pb2.CFSingle attribute) solver_type (redukti.bootstrap_pb2.BootstrapCurvesRequest attribute) spread (redukti.cashflow_pb2.CFFloatingPeriod attribute) streams (redukti.cashflow_pb2.CFCollection attribute) stub_location (redukti.schedule_pb2.ScheduleParameters attribute) SvenssonCurve (class in redukti)

T

tenor (redukti.cashflow_pb2.CFFloatingPeriod attribute) (redukti.curve_pb2.IRCurveDefinition attribute) (redukti.index_pb2.IndexDefinition attribute) (redukti.valuation_pb2.FixingsByIndexTenor attribute) (redukti.valuation_pb2.PricingCurveIdentifier attribute) tenor2 (redukti.cashflow_pb2.CFFloatingPeriod attribute) tenors (redukti.curve_pb2.IRCurveDefinition attribute) term (redukti.schedule_pb2.ScheduleParameters attribute)

termination_date (redukti.schedule_pb2.ScheduleParameters attribute) time_from_reference() (redukti.InterpolatedYieldCurve method) (redukti.SvenssonCurve method) (redukti.YieldCurve method) to_id (redukti.valuation_pb2.CurveMapping attribute) to_scenario (redukti.valuation_pb2.PricingContext attribute) trade_index (redukti.cashflow_pb2.CFSimple attribute) type (redukti.valuation_pb2.PricingCurveIdentifier attribute)

U

user_id (redukti.services_pb2.RequestHeader attribute)

user_role (redukti.services_pb2.RequestHeader attribute)

V

valuation_reply (redukti.services_pb2.Response attribute) valuation_request (redukti.services_pb2.Request attribute) ValuationReply (class in redukti.valuation_pb2) ValuationRequest (class in redukti.valuation_pb2) ValuationResult (class in redukti.valuation_pb2) ValuationResult.ValuationsEntry (class in redukti.valuation_pb2) valuations (redukti.valuation_pb2.ValuationResult attribute) value (redukti.curve_pb2.ZeroCurveParSensitivities.ValuesEntry attribute) (redukti.valuation_pb2.FixingsByIndexTenor.FixingsEntry attribute) (redukti.valuation_pb2.IRCurveSensitivities.ValuesEntry attribute) (redukti.valuation_pb2.ValuationResult.ValuationsEntry attribute)

value() (redukti.ADVar method) value_date() (redukti.InterestRateIndex method) value_date_calendars (redukti.index_pb2.IndexDefinition attribute) value_date_calendars_join_rule (redukti.index_pb2.IndexDefinition attribute) values (redukti.bootstrap_pb2.ParRates attribute) (redukti.curve_pb2.ZeroCurve attribute) (redukti.curve_pb2.ZeroCurveParSensitivities attribute) (redukti.valuation_pb2.CurveInterpolationReply attribute) (redukti.valuation_pb2.IRCurveSensitivities attribute)

W

weekend_mask (redukti.calendar_pb2.RegisterCalendarRequest attribute)

Y

year() (redukti.Date method) year_fraction() (redukti.DayFraction method) year_fraction_with_finalperiod() (redukti.DayFraction method)

year_fraction_with_refdates() (redukti.DayFraction method) yield_curves() (redukti.library.MarketData method) YieldCurve (class in redukti)

Z

zero_curves (redukti.curve_pb2.ZeroCurveSet attribute) zero_par_sensitivities (redukti.curve_pb2.ZeroCurveSet attribute) zero_rate() (redukti.InterpolatedYieldCurve method) (redukti.SvenssonCurve method) (redukti.YieldCurve method)

ZeroCurve (class in redukti.curve_pb2) ZeroCurveParSensitivities (class in redukti.curve_pb2) ZeroCurveParSensitivities.ValuesEntry (class in redukti.curve_pb2) ZeroCurveSet (class in redukti.curve_pb2)