Index

A

ABSOLUTE (serenity_types.pricing.derivatives.options.volsurface.StrikeType attribute) absolute_contribution (serenity_types.risk.factor.TotalFactorRisk attribute) absolute_contribution_risk (serenity_types.risk.factor.RiskAttributionResponse attribute) absolute_performance (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticResult attribute) absolute_risk (serenity_sdk.types.factors.SectorFactorExposure attribute) (serenity_types.risk.factor.SectorFactorExposure attribute) absolute_risk_contribution (serenity_sdk.types.factors.TotalFactorRisk attribute) Account (class in serenity_types.account.core) account() (serenity_sdk.api.provider.SerenityApiProvider method) account_id (serenity_types.account.core.Account attribute) (serenity_types.counterparty.custody.CustodySource attribute) (serenity_types.ledger.balance.Balance attribute) (serenity_types.refdata.asset.UnsupportedAsset attribute) (serenity_types.risk.simulators.simulator_contributors.SourcedPositionContributor attribute) account_ids (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioMetadataBaseRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataCreateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataUpdateRequest attribute) account_name (serenity_types.counterparty.custody.CustodySource attribute) account_source (serenity_types.account.core.Account attribute) (serenity_types.account.core.AccountBaseRequest attribute) (serenity_types.account.core.AccountCreationRequest attribute) (serenity_types.account.core.AccountUpdateRequest attribute) AccountBaseRequest (class in serenity_types.account.core) AccountCreationRequest (class in serenity_types.account.core) AccountSource (class in serenity_types.account.core) AccountUpdateRequest (class in serenity_types.account.core) ACTIVE (serenity_types.refdata.asset.AssetStatus attribute) active_return (serenity_types.valuation.portfolio_analytic.BrinsonAttribution attribute) additive_bump (serenity_types.pricing.derivatives.options.valuation.MarketDataOverride attribute) aggregation_type (serenity_types.risk.simulators.greek_measures.GreekMeasureParameters attribute) ALGOSTABLE (serenity_types.refdata.token.PegMechanism attribute) allocation (serenity_types.valuation.portfolio_analytic.BrinsonAttribution attribute) AMERICAN (serenity_types.refdata.options.OptionStyle attribute) annualised_active_premium (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRelativePerformance attribute) annualised_return (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticLogReturn attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSimpleReturn attribute) annualised_volatility (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticVolatility attribute) APIPathMapper (class in serenity_sdk.client.raw) ARBITRAGE (serenity_types.portfolio.core.StrategyType attribute) as_of_date (serenity_sdk.types.common.CalculationContext attribute) (serenity_sdk.types.common.PricingContext attribute) (serenity_types.pricing.core.PricingContext attribute) (serenity_types.risk.factor.RiskAttributionRequest attribute) as_of_datetime (serenity_types.risk.measures.PortfolioRiskResponse attribute) as_of_from_ts (serenity_types.pricing.core.EffectiveDateTime attribute) as_of_time (serenity_types.portfolio.core.PortfolioSnapshot attribute) (serenity_types.portfolio.core.PortfolioSnapshotBaseRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotCreateRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotUpdateRequest attribute) (serenity_types.pricing.core.PricingContext attribute) (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) (serenity_types.pricing.derivatives.options.volsurface.Slice attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceVersion attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveVersion attribute) (serenity_types.risk.measures.RichRiskMeasuresRequest attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureRequest attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) (serenity_types.risk.simulators.greek_measures.InternalGreekMeasureRequest attribute) as_of_times (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceAvailability attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceVersionRequest attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveAvailability attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveVersionRequest attribute) (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfaces attribute) (serenity_types.risk.factor.FactorsReturnsHourly attribute) (serenity_types.valuation.core.BasePortfolioComposition attribute) (serenity_types.valuation.core.PositionTimeseries attribute) (serenity_types.valuation.portfolio_analytic.BrinsonAttribution attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) as_of_to_ts (serenity_types.pricing.core.EffectiveDateTime attribute)

AsOfTimeRange (class in serenity_types.pricing.core) Asset (class in serenity_types.refdata.asset) ASSET (serenity_types.risk.scenarios.ShockTo attribute) asset_id (serenity_types.ledger.balance.Balance attribute) (serenity_types.portfolio.core.AssetPosition attribute) (serenity_types.pricing.derivatives.options.valuation.AssetValuation attribute) (serenity_types.refdata.asset.Asset attribute) (serenity_types.refdata.asset.AssetSummary attribute) (serenity_types.refdata.legacy.Currency attribute) (serenity_types.refdata.legacy.Future attribute) (serenity_types.refdata.legacy.Index attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.legacy.Perpetual attribute) (serenity_types.refdata.legacy.ReferenceRate attribute) (serenity_types.refdata.legacy.TokenAsset attribute) (serenity_types.risk.factor.AssetFactorExposureMatrixElement attribute) (serenity_types.risk.factor.AssetFactorIndexWeight attribute) (serenity_types.risk.factor.AssetResidualValue attribute) (serenity_types.risk.factor.AssetRisk attribute) (serenity_types.risk.measures.AssetContribution attribute) (serenity_types.risk.scenarios.AssetPnL attribute) (serenity_types.risk.simulators.simulator_contributors.QuotedAssetContributor attribute) (serenity_types.risk.simulators.simulator_contributors.SourcedPositionContributor attribute) (serenity_types.risk.simulators.simulator_contributors.UnderlierContributor attribute) (serenity_types.risk.simulators.simulator_contributors.UnsourcedPositionContributor attribute) (serenity_types.valuation.core.AssetWeight attribute) (serenity_types.valuation.core.TradeCommission attribute) (serenity_types.valuation.core.Transfers attribute) asset_id1 (serenity_types.risk.factor.AssetMatrixElement attribute) asset_id2 (serenity_types.risk.factor.AssetMatrixElement attribute) asset_ids (serenity_types.valuation.core.PortfolioComposition attribute) (serenity_types.valuation.core.PositionTimeseries attribute) (serenity_types.valuation.portfolio_analytic.CustomAssetsGroups attribute) asset_marginal_risk (serenity_types.risk.factor.RiskAttributionResponse attribute) asset_pnl (serenity_types.risk.scenarios.AssetPnL attribute) (serenity_types.risk.scenarios.ScenarioResult attribute) asset_positions (serenity_types.portfolio.core.SimplePortfolio attribute) asset_status (serenity_types.refdata.asset.Asset attribute) asset_symbol (serenity_types.refdata.asset.AssetSummary attribute) asset_type (serenity_types.pricing.derivatives.options.valuation.AssetValuation attribute) (serenity_types.refdata.asset.Asset attribute) (serenity_types.refdata.asset.AssetSummary attribute) (serenity_types.refdata.options.OTCOption attribute) asset_types (serenity_types.refdata.asset.AssetSearchRequest attribute) AssetContribution (class in serenity_types.risk.measures) AssetFactorExposureMatrixElement (class in serenity_types.risk.factor) AssetFactorIndexWeight (class in serenity_types.risk.factor) AssetMaster (class in serenity_sdk.types.refdata) AssetMatrixElement (class in serenity_types.risk.factor) AssetPnL (class in serenity_types.risk.scenarios) AssetPosition (class in serenity_types.portfolio.core) AssetResidualValue (class in serenity_types.risk.factor) AssetRisk (class in serenity_types.risk.factor) AssetSearchRequest (class in serenity_types.refdata.asset) AssetStatus (class in serenity_types.refdata.asset) AssetSummary (class in serenity_types.refdata.asset) AssetType (class in serenity_types.refdata.asset) AssetValuation (class in serenity_types.pricing.derivatives.options.valuation) AssetWeight (class in serenity_types.valuation.core) Auth0ClientCredAuth (class in serenity_sdk.client.auth0_client_cred_auth) Auth0DeviceAuth (class in serenity_sdk.client.auth0_device_auth) AuthHeaders (class in serenity_sdk.client.auth) authority (serenity_types.refdata.asset.XRefSymbol attribute) (serenity_types.refdata.symbology.XRefSymbol attribute) AuthToken (class in serenity_sdk.client.base_auth) auto_rebalancing (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute) auto_rebalancing_definition (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute) Axis (class in serenity_types.pricing.derivatives.options.volsurface) axis (serenity_types.pricing.derivatives.options.volsurface.SliceSpecification attribute)

B

Balance (class in serenity_types.ledger.balance) balances (serenity_types.portfolio.core.PortfolioSnapshot attribute) (serenity_types.portfolio.core.PortfolioSnapshotBaseRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotCreateRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotUpdateRequest attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) base_asset_id (serenity_types.valuation.core.Trades attribute) base_currency_id (serenity_sdk.types.common.CalculationContext attribute) (serenity_sdk.types.common.PricingContext attribute) (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioMetadataBaseRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataCreateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataUpdateRequest attribute) (serenity_types.portfolio.core.SimplePortfolio attribute) (serenity_types.pricing.core.PricingContext attribute) (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) (serenity_types.risk.factor.RiskAttributionRequest attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute) (serenity_types.valuation.portfolio_analytic.BasePortfolioAnalyticRequest attribute) base_exposure_id (serenity_types.risk.simulators.driver_keys.ExchangeRateKey attribute) (serenity_types.risk.simulators.driver_keys.FuturesBasisKey attribute) (serenity_types.risk.simulators.driver_keys.InterestRateKey attribute) (serenity_types.risk.simulators.driver_keys.PerpetualBasisKey attribute) (serenity_types.risk.simulators.driver_keys.SpotPriceKey attribute) base_pnl (serenity_types.risk.scenarios.PnL attribute) (serenity_types.risk.scenarios.ScenarioRun attribute) base_results (serenity_types.valuation.portfolio_analytic.BrinsonAttributionOutput attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticOutput attribute) BaseAuthCredential (class in serenity_sdk.client.base_auth) BasePortfolioAnalyticRequest (class in serenity_types.valuation.portfolio_analytic) BasePortfolioComposition (class in serenity_types.valuation.core)

BASIS_POINT (serenity_types.risk.simulators.greek_measures.GreekMeasureUnit attribute) batch_requests (serenity_types.pricing.derivatives.options.valuation.StrategyValuationRequestBatch attribute) batch_results (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResultBatch attribute) benchmark (serenity_types.valuation.portfolio_analytic.BrinsonAttributionExposure attribute) benchmark_latest_snapshot (serenity_types.valuation.benchmark.BenchmarkMetadataAndSnapshotInfo attribute) benchmark_metadata (serenity_types.valuation.benchmark.BenchmarkMetadataAndSnapshotInfo attribute) benchmark_type (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) BenchmarkMetadata (class in serenity_types.valuation.benchmark) BenchmarkMetadataAndSnapshotInfo (class in serenity_types.valuation.benchmark) benchmarks (serenity_types.valuation.portfolio_analytic.CorePortfolioAnalyticRequest attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRequest attribute) BenchmarkSnapshot (class in serenity_types.valuation.benchmark) BenchmarkSnapshotInfo (class in serenity_types.valuation.benchmark) BenchmarkType (class in serenity_types.valuation.benchmark) BLACK_SCHOLES (serenity_types.pricing.derivatives.options.volsurface.VolModel attribute) blockchain_network_id (serenity_types.refdata.legacy.Token attribute) booking_details (serenity_types.risk.measures.OTCAssetPosition attribute) BrinsonAttribution (class in serenity_types.valuation.portfolio_analytic) BrinsonAttributionExposure (class in serenity_types.valuation.portfolio_analytic) BrinsonAttributionOutput (class in serenity_types.valuation.portfolio_analytic) BrinsonAttributionRequest (class in serenity_types.valuation.portfolio_analytic) BrinsonAttributionResult (class in serenity_types.valuation.portfolio_analytic) build_time (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceVersion attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveVersion attribute) buy_amount (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) by_asset (serenity_types.risk.factor.RiskBreakdown attribute) by_assets (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticPearsonCorrelationGroup attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticStatisticsGroup attribute) by_benchmark (serenity_types.valuation.portfolio_analytic.BrinsonAttributionResult attribute) by_portfolios (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticPearsonCorrelationGroup attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticStatisticsGroup attribute) by_sector (serenity_types.risk.factor.RiskBreakdown attribute)

C

CalculationContext (class in serenity_sdk.types.common) calibration_params (serenity_types.pricing.derivatives.options.volsurface.InterpolatedVolatilitySurface attribute) CALL (serenity_types.refdata.options.OptionType attribute) call_api() (serenity_sdk.client.raw.SerenityClient method) CallType (class in serenity_sdk.client.raw) calmar_ratio (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticAbsolutePerformance attribute) CASH (serenity_types.refdata.derivatives.SettlementType attribute) cash (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) cash_change (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) cash_position_value (serenity_sdk.types.valuation.PortfolioValue attribute) (serenity_types.valuation.core.PortfolioValue attribute) cash_treatment (serenity_sdk.types.common.PricingContext attribute) (serenity_types.pricing.core.PricingContext attribute) CashTreatment (class in serenity_sdk.types.common) (class in serenity_types.pricing.core) CGAR (serenity_types.risk.measures.MeasureType attribute) check_all_fields_equal_len() (serenity_types.valuation.core.Trades class method) (serenity_types.valuation.core.Transfers class method) check_as_of_times_include_tz() (serenity_types.valuation.core.BasePortfolioComposition class method) (serenity_types.valuation.core.PositionTimeseries class method) check_asset_type_vs_asset_id() (serenity_types.pricing.derivatives.options.valuation.OptionValuation class method) check_bump_or_replace_but_not_both() (serenity_types.pricing.derivatives.options.valuation.MarketDataOverride class method) check_duplicated_asset_ids() (serenity_types.valuation.core.PortfolioComposition class method) check_duplicated_transient_asset_ids() (serenity_types.valuation.core.CustomizedPortfolioComposition class method) check_historical_mode_projection_method() (serenity_types.pricing.derivatives.options.valuation.ValuationRequest class method) check_include_expired_vs_expiries() (serenity_types.refdata.asset.AssetSearchRequest class method) check_initial_weights_sum() (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition class method) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest class method) check_metadata_id_or_positions() (serenity_types.valuation.core.PortfolioByMetadataIdOrCompositionValue class method) check_non_empty_leg_list() (serenity_types.pricing.derivatives.options.valuation.StrategyValuationRequest class method) check_non_empty_options_list() (serenity_types.pricing.derivatives.options.valuation.OptionValuationRequest class method) check_option_asset_id_vs_asset_id() (serenity_types.pricing.derivatives.options.valuation.OptionValuation class method) check_option_valuation_id_vs_valuation_id() (serenity_types.pricing.derivatives.options.valuation.OptionValuation class method) check_portfolio_snapshot_id_and_portfolio_balances() (serenity_types.risk.simulators.greek_measures.GreekMeasureRequest class method) check_ratio_vs_qty() (serenity_types.pricing.derivatives.options.valuation.AssetValuation class method) check_trade_datetime_include_tz() (serenity_types.valuation.core.Trades class method) check_transfer_datetime_include_tz() (serenity_types.valuation.core.Transfers class method) check_vol_surface_id_or_vol_surface() (serenity_types.pricing.derivatives.options.valuation.ValuationRequest class method) check_yield_curve_ids_or_yield_curve() (serenity_types.pricing.derivatives.options.valuation.YieldCurveOverride class method) ChildContributor (class in serenity_types.risk.simulators.simulator_contributors) children (serenity_types.risk.simulators.simulator_trees.EntityTreeNode attribute) clone_scenario() (serenity_sdk.api.scenarios.ScenariosApi method) close (serenity_sdk.types.valuation.PositionValues attribute) (serenity_sdk.types.valuation.ValuationResult attribute) (serenity_types.valuation.core.PortfolioValuationResponse attribute) (serenity_types.valuation.core.PositionValuation attribute) close_date (serenity_types.risk.factor.FactorReturn attribute) close_frequency (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromTradesRequest attribute) code_version (serenity_types.catalog.model.ModelConfiguration attribute) COLLATERIZED_DEBT_POSITION (serenity_types.refdata.token.PegMechanism attribute) commission (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) commission_in_usd (serenity_types.valuation.core.Trades attribute) COMPLETED (serenity_types.risk.scenarios.RunStatus attribute) composition_history (serenity_types.valuation.benchmark.BenchmarkSnapshot attribute) (serenity_types.valuation.benchmark.CustomBenchmarkSnapshotRequest attribute) (serenity_types.valuation.benchmark.UpdateCustomBenchmarkSnapshotRequest attribute) compounding_frequency (serenity_types.valuation.portfolio_analytic.BasePortfolioAnalyticRequest attribute) CompoundingFrequency (class in serenity_types.valuation.core) CompoundingFrequencyInput (class in serenity_types.valuation.core) compute_greek_measures() (serenity_sdk.api.risk_analytics.RiskAnalyticsAPI method) compute_option_valuations() (serenity_sdk.api.pricing.PricerApi method) compute_portfolio_net_delta_value() (serenity_sdk.api.valuation.ValuationApi method) compute_portfolio_performance_attribution() (serenity_sdk.api.risk_analytics.RiskAnalyticsAPI method) compute_portfolio_statistics() (serenity_sdk.api.risk_analytics.RiskAnalyticsAPI method) compute_portfolio_value() (serenity_sdk.api.valuation.ValuationApi method) compute_risk_attrib() (serenity_sdk.api.risk.RiskApi method) compute_risk_measures() (serenity_sdk.api.risk.RiskApi method) compute_strategy_valuation() (serenity_sdk.api.pricing.PricerApi method)

confidence_level (serenity_types.risk.measures.MeasureParameters attribute) ConnectionConfig (class in serenity_sdk.client.config) connector_id (serenity_types.account.core.Account attribute) (serenity_types.counterparty.custody.CustodySource attribute) contract_address (serenity_types.refdata.asset.UnsupportedAsset attribute) contract_size (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) (serenity_types.refdata.derivatives.DerivativeAsset attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) contributions (serenity_types.risk.measures.PortfolioRiskResponse attribute) contributor_id (serenity_types.risk.simulators.simulator_contributors.ResidualContributor attribute) (serenity_types.risk.simulators.simulator_contributors.SimulatorContributor attribute) contributor_trees (serenity_types.risk.simulators.entity_holders.EntityHolder attribute) contributor_type (serenity_types.risk.simulators.simulator_contributors.ResidualContributor attribute) (serenity_types.risk.simulators.simulator_contributors.SimulatorContributor attribute) ContributorId (class in serenity_types.risk.simulators.simulator_contributors) contributors (serenity_types.risk.simulators.entity_holders.EntityHolder attribute) ContributorType (class in serenity_types.risk.simulators.simulator_contributors) convert_nan_to_zero_portfolio_value() (serenity_types.valuation.core.PortfolioValue class method) convert_nan_to_zero_position_value() (serenity_types.valuation.core.PositionValue class method) CoreBrinsonAttributionRequest (class in serenity_types.valuation.portfolio_analytic) CorePortfolioAnalyticRequest (class in serenity_types.valuation.portfolio_analytic) CorePortfolioCompositionAndTrades (class in serenity_types.valuation.core) create_auth_headers() (in module serenity_sdk.client.auth) create_custom_scenario() (serenity_sdk.api.scenarios.ScenariosApi method) create_lookup_key() (serenity_sdk.types.common.SectorPath method) create_portfolio() (serenity_sdk.types.refdata.AssetMaster method) create_portfolio_from_allocation() (serenity_sdk.api.analytics.PortfolioAnalyticsApi method) create_portfolio_from_trades() (serenity_sdk.api.analytics.PortfolioAnalyticsApi method) create_portfolio_metadata() (serenity_sdk.api.portfolio.PortfolioApi method) create_portfolio_snapshot() (serenity_sdk.api.portfolio.PortfolioApi method) CreateCustomBenchmarkSnapshotRequest (class in serenity_types.valuation.benchmark) CTM_BASIS (serenity_types.storage.core.DatasetContent attribute) CTM_PROJ_RATE (serenity_types.storage.core.DatasetContent attribute) cumulative_return (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticLogReturn attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSimpleReturn attribute) Currency (class in serenity_types.refdata.currency) (class in serenity_types.refdata.legacy) CURRENCY (serenity_types.refdata.asset.AssetType attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureReference attribute) current (serenity_types.valuation.core.PortfolioValuationResponse attribute) (serenity_types.valuation.core.PositionValuation attribute) CURVE (serenity_types.pricing.derivatives.options.volsurface.DiscountingMethod attribute) (serenity_types.pricing.derivatives.options.volsurface.ProjectionMethod attribute) curve_usage (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveDefinition attribute) CurvePoint (class in serenity_types.pricing.derivatives.rates.yield_curve) CurveUsage (class in serenity_types.pricing.derivatives.rates.yield_curve) CUSTODIAN (serenity_types.account.core.SourcePlatformType attribute) CUSTODY_PROVIDER (serenity_types.account.core.SourcePlatformType attribute) (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) custody_provider_type (serenity_types.risk.simulators.simulator_contributors.CustodyTypeContributor attribute) custody_sources (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) (serenity_types.risk.simulators.greek_measures.InternalGreekMeasureRequest attribute) custody_type (serenity_types.counterparty.custody.CustodySource attribute) CUSTODY_TYPE (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) CustodyProviderContributor (class in serenity_types.risk.simulators.simulator_contributors) CustodyProviderType (class in serenity_types.counterparty.custody) CustodySource (class in serenity_types.counterparty.custody) CustodyTypeContributor (class in serenity_types.risk.simulators.simulator_contributors) CUSTOM (serenity_types.risk.scenarios.ScenarioSource attribute) (serenity_types.valuation.benchmark.BenchmarkType attribute) custom_assets_groups (serenity_types.valuation.portfolio_analytic.BrinsonAttributionRequest attribute) (serenity_types.valuation.portfolio_analytic.CoreBrinsonAttributionRequest attribute) CUSTOM_GENERATED (serenity_types.risk.scenarios.ScenarioSource attribute) CustomAssetsGroups (class in serenity_types.valuation.portfolio_analytic) CustomBenchmarkAutoRebalancingDefinition (class in serenity_types.valuation.benchmark) CustomBenchmarkMetadataRequest (class in serenity_types.valuation.benchmark) CustomBenchmarkSnapshotRequest (class in serenity_types.valuation.benchmark) CustomizedPortfolioComposition (class in serenity_types.valuation.core) CustomScenarioGeneratorRequest (class in serenity_types.risk.scenarios) CVAR (serenity_types.risk.measures.MeasureType attribute)

D

DAILY (serenity_types.pricing.core.Interval attribute) (serenity_types.valuation.core.CompoundingFrequency attribute) (serenity_types.valuation.core.CompoundingFrequencyInput attribute) (serenity_types.valuation.core.PortfolioTimeseriesFrequency attribute) (serenity_types.valuation.core.RebalancingFrequency attribute) DAO (serenity_types.refdata.organization.OrganizationType attribute) data_parameters (serenity_types.catalog.model.ModelConfiguration attribute) DATA_PROVIDER (serenity_types.refdata.organization.OrganizationType attribute) dataset_content (serenity_types.storage.core.DatasetContentInfo attribute) dataset_content_info (serenity_types.storage.core.DatasetContentUrlAndToken attribute) dataset_content_time_range (serenity_types.storage.core.DatasetContentInfo attribute) DatasetContent (class in serenity_types.storage.core) DatasetContentInfo (class in serenity_types.storage.core) DatasetContentTimeRange (class in serenity_types.storage.core) DatasetContentUrlAndToken (class in serenity_types.storage.core) DAY (serenity_types.risk.simulators.greek_measures.GreekMeasureUnit attribute) DEALER (serenity_types.refdata.organization.OrganizationType attribute) definition (serenity_types.pricing.derivatives.options.volsurface.InterpolatedVolatilitySurface attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceAvailability attribute) (serenity_types.pricing.derivatives.rates.yield_curve.InterpolatedYieldCurve attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveAvailability attribute) DELETE (serenity_sdk.client.raw.CallType attribute) delete_custom_scenario() (serenity_sdk.api.scenarios.ScenariosApi method) delete_portfolio_metadata() (serenity_sdk.api.portfolio.PortfolioApi method) delete_portfolio_snapshot() (serenity_sdk.api.portfolio.PortfolioApi method) deleted (serenity_types.risk.scenarios.ScenarioDefinition attribute) DELISTED (serenity_types.refdata.asset.AssetStatus attribute) delta (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) DELTA (serenity_types.risk.simulators.greek_measures.GreekMeasureType attribute) delta_ccy (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) delta_ccy_exposure (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) delta_qty (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) delta_qty_exposure (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) deployment_date (serenity_types.catalog.model.ModelConfiguration attribute) DEPRECATED (serenity_types.catalog.model.ModelStatus attribute) DerivativeAsset (class in serenity_types.refdata.derivatives) describe_assets() (serenity_sdk.api.refdata.RefdataApi method) description (serenity_types.catalog.model.Model attribute) (serenity_types.catalog.model.ModelClass attribute) (serenity_types.catalog.model.ModelConfiguration attribute) (serenity_types.catalog.model.ModelConfigurationSummary attribute) (serenity_types.portfolio.core.Strategy attribute) (serenity_types.refdata.symbology.SymbolAuthority attribute) (serenity_types.risk.scenarios.ScenarioDefinition attribute) (serenity_types.risk.simulators.driver_keys.DriverKey attribute) (serenity_types.risk.simulators.driver_keys.FuturesBasisKey attribute) (serenity_types.risk.simulators.driver_keys.PerpetualBasisKey attribute) (serenity_types.risk.simulators.driver_keys.SpotPriceKey attribute) (serenity_types.risk.simulators.simulator_contributors.PortfolioSnapshotContributor attribute) (serenity_types.risk.simulators.simulator_contributors.ResidualContributor attribute) (serenity_types.risk.simulators.simulator_contributors.SimulatorContributor attribute) (serenity_types.risk.simulators.simulator_contributors.SimulatorRootContributor attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute)

DEV (serenity_sdk.client.config.Environment attribute) difference (serenity_types.valuation.portfolio_analytic.BrinsonAttributionExposure attribute) discount_factor (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) discount_factors (serenity_types.pricing.derivatives.rates.yield_curve.InterpolatedYieldCurve attribute) DISCOUNTING (serenity_types.pricing.derivatives.rates.yield_curve.CurveUsage attribute) discounting_curve_override (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) discounting_method (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) discounting_rate (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute) DiscountingMethod (class in serenity_types.pricing.derivatives.options.volsurface) display_name (serenity_types.account.core.SourcePlatform attribute) (serenity_types.catalog.model.Model attribute) (serenity_types.catalog.model.ModelClass attribute) (serenity_types.catalog.model.ModelConfiguration attribute) (serenity_types.catalog.model.ModelConfigurationSummary attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceDefinition attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveDefinition attribute) (serenity_types.refdata.asset.Asset attribute) (serenity_types.refdata.asset.AssetSummary attribute) (serenity_types.refdata.legacy.Currency attribute) (serenity_types.refdata.legacy.Index attribute) (serenity_types.refdata.legacy.ReferenceRate attribute) (serenity_types.refdata.legacy.Token attribute) (serenity_types.refdata.organization.Organization attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute) DOWNDEV (serenity_types.risk.measures.MeasureType attribute) downside_capture_ratio (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRelativePerformance attribute) downside_volatility (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticVolatility attribute) DRIVER_KEY (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) driver_key (serenity_types.risk.simulators.simulator_contributors.DriverKeyContributor attribute) driver_key_type (serenity_types.risk.simulators.driver_keys.DriverKey attribute) (serenity_types.risk.simulators.driver_keys.FuturesBasisKey attribute) (serenity_types.risk.simulators.driver_keys.PerpetualBasisKey attribute) (serenity_types.risk.simulators.driver_keys.SpotPriceKey attribute) driver_keys (serenity_types.risk.simulators.entity_holders.EntityHolder attribute) DriverKey (class in serenity_types.risk.simulators.driver_keys) DriverKey.Config (class in serenity_types.risk.simulators.driver_keys) DriverKeyContributor (class in serenity_types.risk.simulators.simulator_contributors) DriverKeyId (class in serenity_types.risk.simulators.driver_keys) DriverKeyType (class in serenity_types.risk.simulators.driver_keys) DriverMoneyness (class in serenity_types.risk.simulators.driver_keys) DriverTenor (class in serenity_types.risk.simulators.driver_keys) duration (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) durations (serenity_types.pricing.derivatives.rates.yield_curve.InterpolatedYieldCurve attribute)

E

EASTUS (serenity_sdk.client.config.Region attribute) EASTUS_2 (serenity_sdk.client.config.Region attribute) effective_datetime (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.BenchmarkSnapshotInfo attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute) (serenity_types.valuation.benchmark.CustomBenchmarkSnapshotRequest attribute) (serenity_types.valuation.benchmark.UpdateCustomBenchmarkSnapshotRequest attribute) effective_time (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceVersion attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveVersion attribute) effective_times (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceAvailability attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveAvailability attribute) EffectiveDateTime (class in serenity_types.pricing.core) end_date (serenity_types.risk.scenarios.CustomScenarioGeneratorRequest attribute) (serenity_types.risk.scenarios.ScenarioRequest attribute) (serenity_types.risk.scenarios.ScenarioResult attribute) end_date_display (serenity_types.risk.scenarios.ScenarioDefinition attribute) end_datetime (serenity_types.risk.scenarios.ScenarioRun attribute) (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromTradesRequest attribute) end_time (serenity_types.pricing.core.AsOfTimeRange attribute) ensure_not_expired() (serenity_sdk.client.auth.AuthHeaders method) entity_holder (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) entity_id (serenity_types.risk.simulators.simulator_trees.EntityTreeNode attribute) EntityHolder (class in serenity_types.risk.simulators.entity_holders) EntityId (class in serenity_types.risk.simulators.entities) EntityTreeNode (class in serenity_types.risk.simulators.simulator_trees)

EntityTreeNode.Config (class in serenity_types.risk.simulators.simulator_trees) Environment (class in serenity_sdk.client.config) EUROPEAN (serenity_types.refdata.options.OptionStyle attribute) EVENT_DRIVEN (serenity_types.portfolio.core.StrategyType attribute) excess_max_drawdown (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRelativePerformance attribute) EXCHANGE (serenity_types.account.core.SourcePlatformType attribute) (serenity_types.refdata.organization.OrganizationType attribute) exchange_id (serenity_types.refdata.derivatives.ListedDerivative attribute) exchange_ids (serenity_types.refdata.asset.AssetSearchRequest attribute) EXCHANGE_RATE (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) EXCHANGE_WALLET (serenity_types.counterparty.custody.CustodyProviderType attribute) ExchangeRateKey (class in serenity_types.risk.simulators.driver_keys) EXPERIMENTAL (serenity_types.catalog.model.ModelStatus attribute) expiration_date (serenity_types.refdata.derivatives.Expiry attribute) expiration_time (serenity_types.refdata.derivatives.Expiry attribute) EXPIRED (serenity_types.refdata.asset.AssetStatus attribute) expiries (serenity_types.refdata.asset.AssetSearchRequest attribute) Expiry (class in serenity_types.refdata.derivatives) expiry (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) (serenity_types.refdata.futures.Future attribute) (serenity_types.refdata.options.ListedOption attribute) expiry_datetime (serenity_types.refdata.futures.Future attribute) (serenity_types.refdata.legacy.Future attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.options.ListedOption attribute) (serenity_types.refdata.options.OTCOption attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) exposures (serenity_types.valuation.portfolio_analytic.BrinsonAttribution attribute)

F

factor (serenity_sdk.types.factors.SectorFactorExposure attribute) (serenity_sdk.types.factors.TotalFactorRisk attribute) (serenity_types.risk.factor.AssetFactorExposureMatrixElement attribute) (serenity_types.risk.factor.FactorReturn attribute) (serenity_types.risk.factor.SectorFactorExposure attribute) (serenity_types.risk.factor.TotalFactorRisk attribute) (serenity_types.risk.scenarios.FactorPnL attribute) FACTOR (serenity_types.risk.scenarios.ShockTo attribute) factor1 (serenity_types.risk.factor.FactorMatrixElement attribute) factor2 (serenity_types.risk.factor.FactorMatrixElement attribute) factor_exposure (serenity_sdk.types.factors.FactorExposureValue attribute) (serenity_sdk.types.factors.SectorFactorExposure attribute) (serenity_sdk.types.factors.TotalFactorRisk attribute) (serenity_types.risk.factor.FactorExposureValue attribute) (serenity_types.risk.factor.SectorFactorExposure attribute) (serenity_types.risk.factor.TotalFactorRisk attribute) factor_exposure_base_ccy (serenity_sdk.types.factors.FactorExposureValue attribute) (serenity_types.risk.factor.FactorExposureValue attribute) (serenity_types.risk.scenarios.FactorPnL attribute) factor_name (serenity_types.risk.simulators.simulator_contributors.ModelFactorContributor attribute) factor_pnl (serenity_types.risk.scenarios.FactorPnL attribute) (serenity_types.risk.scenarios.ScenarioResult attribute) factor_risk (serenity_sdk.types.factors.Risk attribute) (serenity_types.risk.factor.Risk attribute) FactorExposureValue (class in serenity_sdk.types.factors) (class in serenity_types.risk.factor) FactorMatrixElement (class in serenity_types.risk.factor) FactorPnL (class in serenity_types.risk.scenarios)

FactorReturn (class in serenity_types.risk.factor) factorRisk (serenity_types.risk.factor.RiskAttributionResponse attribute) FactorRiskTables (class in serenity_sdk.renderers.table) factors (serenity_types.risk.factor.FactorsReturnsHourly attribute) FactorsReturnsHourly (class in serenity_types.risk.factor) FAILED (serenity_types.risk.scenarios.RunStatus attribute) family (serenity_types.refdata.legacy.Index attribute) FIAT_ONLY (serenity_sdk.types.common.CashTreatment attribute) (serenity_types.pricing.core.CashTreatment attribute) FIAT_PEGGED_STABLECOINS (serenity_sdk.types.common.CashTreatment attribute) (serenity_types.pricing.core.CashTreatment attribute) FileConnectionConfig (class in serenity_sdk.client.config) fill_price (serenity_types.valuation.core.Trades attribute) FIXING (serenity_types.pricing.derivatives.rates.yield_curve.RateSourceType attribute) FLAT_FWD (serenity_types.pricing.derivatives.rates.yield_curve.InterpolationMethod attribute) forward_price (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute) full_list_files_url (serenity_types.storage.core.DatasetContentUrlAndToken attribute) funding_rate (serenity_types.pricing.derivatives.options.valuation.PerpetualLegValuationResult attribute) FUNDING_RATE (serenity_types.pricing.derivatives.rates.yield_curve.RateSourceType attribute) Future (class in serenity_types.refdata.futures) (class in serenity_types.refdata.legacy) FUTURE (serenity_types.refdata.asset.AssetType attribute) FUTURE_PX (serenity_types.pricing.derivatives.rates.yield_curve.RateSourceType attribute) FutureLegValuationResult (class in serenity_types.pricing.derivatives.options.valuation) FUTURES (serenity_types.pricing.derivatives.options.volsurface.ProjectionMethod attribute) FUTURES_BASIS (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) FuturesBasisKey (class in serenity_types.risk.simulators.driver_keys)

G

gamma (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) GAMMA (serenity_types.risk.simulators.greek_measures.GreekMeasureType attribute) gamma_ccy (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) gamma_qty (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) GAR (serenity_types.risk.measures.MeasureType attribute) generate_custom_scenario() (serenity_sdk.api.scenarios.ScenariosApi method) GET (serenity_sdk.client.raw.CallType attribute) get_absolute_risk_by_asset() (serenity_sdk.types.factors.RiskAttributionResult method) get_absolute_risk_by_sector() (serenity_sdk.types.factors.RiskAttributionResult method) get_api_path() (serenity_sdk.client.raw.APIPathMapper method) get_asset_covariance_matrix() (serenity_sdk.api.risk.RiskApi method) get_asset_factor_exposures() (serenity_sdk.api.risk.RiskApi method) get_asset_id_by_symbol() (serenity_sdk.types.refdata.AssetMaster method) get_asset_residual_covariance_matrix() (serenity_sdk.api.risk.RiskApi method) get_asset_sectors() (serenity_sdk.types.factors.RiskAttributionResult method) get_asset_summaries() (serenity_sdk.api.refdata.RefdataApi method) get_asset_types() (serenity_sdk.api.refdata.RefdataApi method) get_assets() (serenity_sdk.types.common.Portfolio method) get_available_volatility_surface_versions() (serenity_sdk.api.pricing.PricerApi method) get_available_yield_curve_versions() (serenity_sdk.api.pricing.PricerApi method) get_balances_by_metadata_id() (serenity_sdk.api.portfolio.PortfolioApi method) get_credential_user_app() (in module serenity_sdk.client.auth) get_ctm_download_url_and_token() (serenity_sdk.api.storage.StorageApi method) get_currency() (serenity_sdk.api.refdata.RefdataApi method) get_custom_scenarios() (serenity_sdk.api.scenarios.ScenariosApi method) get_exchanges() (serenity_sdk.api.refdata.RefdataApi method) get_factor_correlation_matrix() (serenity_sdk.api.risk.RiskApi method) get_factor_covariance_matrix() (serenity_sdk.api.risk.RiskApi method) get_factor_portfolios() (serenity_sdk.api.risk.RiskApi method) get_factor_returns() (serenity_sdk.api.risk.RiskApi method) get_http_headers() (serenity_sdk.client.auth.AuthHeaders method) get_marginal_risk_by_asset() (serenity_sdk.types.factors.RiskAttributionResult method) get_model_class_names() (serenity_sdk.types.model.ModelMetadata method) get_model_classes() (serenity_sdk.api.model.ModelApi method) get_model_configuration_id() (serenity_sdk.types.model.ModelMetadata method) get_model_configurations() (serenity_sdk.api.model.ModelApi method) (serenity_sdk.types.model.ModelMetadata method) get_model_names() (serenity_sdk.types.model.ModelMetadata method) get_models() (serenity_sdk.api.model.ModelApi method) get_portfolio_metadata() (serenity_sdk.api.portfolio.PortfolioApi method)

get_portfolio_risk_by_factor() (serenity_sdk.types.factors.RiskAttributionResult method) get_portfolio_snapshot() (serenity_sdk.api.portfolio.PortfolioApi method) get_portfolio_variance() (serenity_sdk.types.factors.RiskAttributionResult method) get_portfolio_volatility() (serenity_sdk.types.factors.RiskAttributionResult method) get_predefined_scenarios() (serenity_sdk.api.scenarios.ScenariosApi method) get_raw_output() (serenity_sdk.types.factors.RiskAttributionResult method) get_relative_risk_by_asset() (serenity_sdk.types.factors.RiskAttributionResult method) get_relative_risk_by_sector() (serenity_sdk.types.factors.RiskAttributionResult method) get_scenario() (serenity_sdk.api.scenarios.ScenariosApi method) get_scenario_result() (serenity_sdk.api.scenarios.ScenariosApi method) get_scenario_run() (serenity_sdk.api.scenarios.ScenariosApi method) get_scenario_runs() (serenity_sdk.api.scenarios.ScenariosApi method) get_sector_factor_exposures() (serenity_sdk.types.factors.RiskAttributionResult method) get_sector_taxonomies() (serenity_sdk.api.refdata.RefdataApi method) get_supported_currencies() (serenity_sdk.api.pricing.PricerApi method) get_supported_futures() (serenity_sdk.api.pricing.PricerApi method) get_supported_options() (serenity_sdk.api.pricing.PricerApi method) get_supported_underliers() (serenity_sdk.api.pricing.PricerApi method) get_symbol_authorities() (serenity_sdk.api.refdata.RefdataApi method) get_symbol_by_id() (serenity_sdk.types.refdata.AssetMaster method) get_token() (serenity_sdk.client.auth0_client_cred_auth.Auth0ClientCredAuth method) (serenity_sdk.client.auth0_device_auth.Auth0DeviceAuth method) (serenity_sdk.client.base_auth.BaseAuthCredential method) get_tokens() (serenity_sdk.api.refdata.RefdataApi method) get_url() (serenity_sdk.client.config.ConnectionConfig method) get_volatility_surface_version() (serenity_sdk.api.pricing.PricerApi method) get_yield_curve_version() (serenity_sdk.api.pricing.PricerApi method) GLOBAL (serenity_sdk.client.config.Region attribute) gmv (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) greek_measure_parameters (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) greek_measures (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) GreekMeasureAggregationType (class in serenity_types.risk.simulators.greek_measures) GreekMeasureParameters (class in serenity_types.risk.simulators.greek_measures) GreekMeasureParameters.Config (class in serenity_types.risk.simulators.greek_measures) GreekMeasureReference (class in serenity_types.risk.simulators.greek_measures) GreekMeasureRequest (class in serenity_types.risk.simulators.greek_measures) GreekMeasureResponse (class in serenity_types.risk.simulators.greek_measures) GreekMeasureType (class in serenity_types.risk.simulators.greek_measures) GreekMeasureUnit (class in serenity_types.risk.simulators.greek_measures) GROSS (serenity_types.risk.simulators.greek_measures.GreekMeasureAggregationType attribute) gross_holdings_value (serenity_sdk.types.valuation.PortfolioValue attribute) (serenity_types.valuation.core.PortfolioValue attribute)

H

HK_EOD (serenity_sdk.types.common.MarkTime attribute) (serenity_types.pricing.core.MarkTime attribute) holding_pnl (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) horizon_scale (serenity_types.risk.measures.RiskComputationRequest attribute)

HOURLY (serenity_types.pricing.core.Interval attribute) (serenity_types.valuation.core.CompoundingFrequency attribute) (serenity_types.valuation.core.CompoundingFrequencyInput attribute) (serenity_types.valuation.core.PortfolioTimeseriesFrequency attribute)

I

implied_vol_override (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) include_expired (serenity_types.refdata.asset.AssetSearchRequest attribute) Index (class in serenity_types.refdata.legacy) INDEX (serenity_types.portfolio.core.StrategyType attribute) (serenity_types.refdata.asset.AssetType attribute) index_asset_id (serenity_types.refdata.legacy.ReferenceRate attribute) index_family (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) INDEX_PROVIDER (serenity_types.refdata.organization.OrganizationType attribute) information_ratio (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRelativePerformance attribute) initial_cash_quantity (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest attribute) initial_positions (serenity_types.valuation.portfolio_analytic.PortfolioFromTradesRequest attribute) initial_weights (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest attribute) input_params (serenity_types.pricing.derivatives.options.volsurface.InterpolatedVolatilitySurface attribute) INSTITUTIONAL_CUSTODIAN (serenity_types.counterparty.custody.CustodyProviderType attribute) interaction (serenity_types.valuation.portfolio_analytic.BrinsonAttribution attribute)

INTEREST_RATE (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) InterestRateKey (class in serenity_types.risk.simulators.driver_keys) intermediate_values (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) InternalGreekMeasureRequest (class in serenity_types.risk.simulators.greek_measures) interpolated (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceVersion attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveVersion attribute) InterpolatedVolatilitySurface (class in serenity_types.pricing.derivatives.options.volsurface) InterpolatedYieldCurve (class in serenity_types.pricing.derivatives.rates.yield_curve) interpolation_method (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveDefinition attribute) InterpolationMethod (class in serenity_types.pricing.derivatives.rates.yield_curve) Interval (class in serenity_types.pricing.core) INVERSE (serenity_types.refdata.derivatives.PayoffType attribute) is_supported (serenity_types.refdata.asset.Asset attribute) iso_currency_code (serenity_types.refdata.currency.Currency attribute) (serenity_types.refdata.legacy.Currency attribute) iv (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute)

K

key_id (serenity_types.risk.simulators.driver_keys.DriverKey attribute) (serenity_types.risk.simulators.driver_keys.FuturesBasisKey attribute) (serenity_types.risk.simulators.driver_keys.PerpetualBasisKey attribute) (serenity_types.risk.simulators.driver_keys.SpotPriceKey attribute)

KGAR (serenity_types.risk.measures.MeasureType attribute) kurtosis (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticStatistics attribute) KVAR (serenity_types.risk.measures.MeasureType attribute)

L

label (serenity_types.pricing.derivatives.options.volsurface.PillarDate attribute) (serenity_types.risk.simulators.simulator_trees.EntityTreeNode attribute) last_updated (serenity_types.risk.scenarios.ScenarioDefinition attribute) last_updated_by (serenity_types.risk.scenarios.ScenarioDefinition attribute) leg_results (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) legs (serenity_types.pricing.derivatives.options.valuation.StrategyValuationRequest attribute) LegValuationResult (class in serenity_types.pricing.derivatives.options.valuation) LENDING_RATE (serenity_types.pricing.derivatives.rates.yield_curve.RateSourceType attribute) license_contact (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) license_required (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) limit (serenity_types.refdata.asset.AssetSearchRequest attribute) LINEAR (serenity_types.refdata.derivatives.PayoffType attribute) linked_asset_id (serenity_types.refdata.legacy.ReferenceRate attribute) list_portfolio_metadata() (serenity_sdk.api.portfolio.PortfolioApi method) list_portfolio_snapshots() (serenity_sdk.api.portfolio.PortfolioApi method) listed_on (serenity_types.refdata.legacy.Future attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.legacy.Perpetual attribute)

LISTED_OPTION (serenity_types.refdata.asset.AssetType attribute) ListedDerivative (class in serenity_types.refdata.derivatives) ListedOption (class in serenity_types.refdata.legacy) (class in serenity_types.refdata.options) listing_ts (serenity_types.refdata.derivatives.DerivativeAsset attribute) LN_EOD (serenity_sdk.types.common.MarkTime attribute) (serenity_types.pricing.core.MarkTime attribute) load_asset_master() (serenity_sdk.api.refdata.RefdataApi method) load_local_config() (in module serenity_sdk.client.config) load_model_metadata() (serenity_sdk.api.model.ModelApi method) LOG (serenity_types.valuation.core.ReturnsType attribute) LOG_MONEYNESS (serenity_types.pricing.derivatives.options.volsurface.StrikeType attribute) logo (serenity_types.refdata.legacy.Token attribute) long_amount (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) LONG_ONLY (serenity_types.portfolio.core.StrategyType attribute) LONG_SHORT (serenity_types.portfolio.core.StrategyType attribute) lookback_days (serenity_types.risk.measures.RiskComputationRequest attribute)

M

magnitude (serenity_types.risk.scenarios.Shock attribute) MANAGED_SELF_CUSTODY (serenity_types.counterparty.custody.CustodyProviderType attribute) MANUAL (serenity_types.counterparty.custody.CustodyProviderType attribute) marginal_contribution (serenity_types.risk.factor.TotalFactorRisk attribute) marginal_risk (serenity_sdk.types.factors.SectorFactorExposure attribute) (serenity_types.risk.factor.SectorFactorExposure attribute) marginal_risk_contribution (serenity_sdk.types.factors.TotalFactorRisk attribute) mark_price (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute) mark_prices (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) mark_time (serenity_sdk.types.common.CalculationContext attribute) (serenity_sdk.types.common.PricingContext attribute) (serenity_types.pricing.core.PricingContext attribute) (serenity_types.risk.factor.RiskAttributionRequest attribute) (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition attribute) (serenity_types.valuation.portfolio_analytic.BasePortfolioAnalyticRequest attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest attribute) MARKET_NEUTRAL (serenity_types.portfolio.core.StrategyType attribute) MarketDataOverride (class in serenity_types.pricing.derivatives.options.valuation) MarkTime (class in serenity_sdk.types.common) (class in serenity_types.pricing.core) max_allowed_snapshots (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfacesConfigs attribute) max_datetime (serenity_types.storage.core.DatasetContentTimeRange attribute) max_drawdown (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticAbsolutePerformance attribute) max_snapshot_datetime (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfacesDatetimeRange attribute) mean (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticStatistics attribute) measure_type (serenity_types.risk.measures.MeasureParameters attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureParameters attribute) MeasureParameters (class in serenity_types.risk.measures) measures (serenity_types.risk.measures.RiskComputationRequest attribute) MeasureType (class in serenity_types.risk.measures) merge_duplicated_asset_positions() (serenity_types.portfolio.core.SimplePortfolio class method) (serenity_types.risk.factor.RiskAttributionRequest class method) (serenity_types.valuation.core.NetDeltaConversionRequest class method) (serenity_types.valuation.core.PortfolioValuationRequest class method) (serenity_types.valuation.portfolio_analytic.PortfolioFromTradesRequest class method) metadata_id (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.BenchmarkSnapshotInfo attribute) (serenity_types.valuation.benchmark.CreateCustomBenchmarkSnapshotRequest attribute) (serenity_types.valuation.core.PortfolioByMetadataIdOrCompositionValue attribute) min_datetime (serenity_types.storage.core.DatasetContentTimeRange attribute) min_max_datetime() (serenity_types.storage.core.DatasetContentTimeRange class method) min_snapshot_datetime (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfacesDatetimeRange attribute) Model (class in serenity_types.catalog.model) model() (serenity_sdk.api.provider.SerenityApiProvider method) model_class_id (serenity_types.catalog.model.Model attribute) (serenity_types.catalog.model.ModelClass attribute) model_config_id (serenity_sdk.types.common.CalculationContext attribute) (serenity_types.catalog.model.ModelConfiguration attribute) (serenity_types.catalog.model.ModelConfigurationSummary attribute) (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) (serenity_types.risk.factor.RiskAttributionRequest attribute) (serenity_types.risk.scenarios.CustomScenarioGeneratorRequest attribute) (serenity_types.risk.scenarios.ScenarioDefinition attribute) (serenity_types.risk.scenarios.ScenarioRequest attribute) (serenity_types.risk.simulators.simulator_contributors.ModelFactorContributor attribute) MODEL_FACTOR (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) model_id (serenity_types.catalog.model.Model attribute) (serenity_types.catalog.model.ModelConfiguration attribute) (serenity_types.catalog.model.ModelConfigurationSummary attribute) model_parameters (serenity_types.catalog.model.ModelConfiguration attribute) model_status (serenity_types.catalog.model.ModelConfiguration attribute) (serenity_types.catalog.model.ModelConfigurationSummary attribute) ModelApi (class in serenity_sdk.api.model) ModelClass (class in serenity_types.catalog.model) ModelConfiguration (class in serenity_types.catalog.model) ModelConfigurationSummary (class in serenity_types.catalog.model)

ModelFactorContributor (class in serenity_types.risk.simulators.simulator_contributors) ModelMetadata (class in serenity_sdk.types.model) ModelStatus (class in serenity_types.catalog.model) module serenity_sdk.api.analytics serenity_sdk.api.core serenity_sdk.api.model serenity_sdk.api.portfolio serenity_sdk.api.pricing serenity_sdk.api.provider serenity_sdk.api.refdata serenity_sdk.api.risk serenity_sdk.api.risk_analytics serenity_sdk.api.scenarios serenity_sdk.api.storage serenity_sdk.api.valuation serenity_sdk.client.auth serenity_sdk.client.auth0_client_cred_auth serenity_sdk.client.auth0_device_auth serenity_sdk.client.base_auth serenity_sdk.client.config serenity_sdk.client.raw serenity_sdk.renderers.table serenity_sdk.types.common serenity_sdk.types.factors serenity_sdk.types.model serenity_sdk.types.refdata serenity_sdk.types.valuation serenity_types.account.core serenity_types.catalog.model serenity_types.counterparty.custody serenity_types.ledger.balance serenity_types.portfolio.core serenity_types.pricing.core serenity_types.pricing.derivatives.options.valuation serenity_types.pricing.derivatives.options.volsurface serenity_types.pricing.derivatives.rates.yield_curve serenity_types.pricing.derivatives.rates.yield_surface serenity_types.refdata.asset serenity_types.refdata.currency serenity_types.refdata.derivatives serenity_types.refdata.futures serenity_types.refdata.legacy serenity_types.refdata.options serenity_types.refdata.organization serenity_types.refdata.symbology serenity_types.refdata.token serenity_types.risk.factor serenity_types.risk.measures serenity_types.risk.scenarios serenity_types.risk.simulators.driver_keys serenity_types.risk.simulators.entities serenity_types.risk.simulators.entity_holders serenity_types.risk.simulators.greek_measures serenity_types.risk.simulators.simulator_contributors serenity_types.risk.simulators.simulator_trees serenity_types.storage.core serenity_types.valuation.benchmark serenity_types.valuation.core serenity_types.valuation.portfolio_analytic MONEYNESS (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) moneyness (serenity_types.risk.simulators.simulator_contributors.MoneynessContributor attribute) MoneynessContributor (class in serenity_types.risk.simulators.simulator_contributors) moneynesses (serenity_types.risk.simulators.driver_keys.VolatilityPointKey attribute) MONTHLY (serenity_types.valuation.core.CompoundingFrequency attribute) (serenity_types.valuation.core.CompoundingFrequencyInput attribute) (serenity_types.valuation.core.PortfolioTimeseriesFrequency attribute)

N

name (serenity_types.account.core.Account attribute) (serenity_types.account.core.AccountBaseRequest attribute) (serenity_types.account.core.AccountCreationRequest attribute) (serenity_types.account.core.AccountUpdateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioMetadataBaseRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataCreateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataUpdateRequest attribute) (serenity_types.refdata.symbology.SymbolAuthority attribute) (serenity_types.risk.scenarios.CustomScenarioGeneratorRequest attribute) (serenity_types.risk.scenarios.ScenarioDefinition attribute) NATIVE (serenity_types.risk.simulators.greek_measures.GreekMeasureReference attribute) native_symbol (serenity_types.refdata.asset.Asset attribute) (serenity_types.refdata.asset.AssetSummary attribute) (serenity_types.refdata.legacy.Token attribute)

NET (serenity_types.risk.simulators.greek_measures.GreekMeasureAggregationType attribute) net_asset_value (serenity_sdk.types.valuation.PortfolioValue attribute) (serenity_types.valuation.core.PortfolioValue attribute) net_delta_asset_positions (serenity_types.portfolio.core.NetDeltaPortfolioPositions attribute) net_holdings_value (serenity_sdk.types.valuation.PortfolioValue attribute) (serenity_types.valuation.core.PortfolioValue attribute) net_pnl (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) NetDeltaConversionRequest (class in serenity_types.valuation.core) NetDeltaPortfolioPositions (class in serenity_types.portfolio.core) network_id (serenity_types.refdata.token.TokenAsset attribute) NONE (serenity_types.risk.simulators.greek_measures.GreekMeasureAggregationType attribute) notional_value (serenity_types.pricing.derivatives.options.valuation.LegValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.TokenLegValuationResult attribute) npv (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) NY_EOD (serenity_sdk.types.common.MarkTime attribute) (serenity_types.pricing.core.MarkTime attribute)

O

offset (serenity_types.refdata.asset.AssetSearchRequest attribute) option_asset_id (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute) OPTION_PX (serenity_types.pricing.derivatives.rates.yield_curve.RateSourceType attribute) option_style (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.options.ListedOption attribute) (serenity_types.refdata.options.OTCOption attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) option_type (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.options.ListedOption attribute) (serenity_types.refdata.options.OTCOption attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) option_valuation_id (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) OPTION_VANILLA (serenity_types.risk.measures.OTCAssetTypes attribute) options (serenity_types.pricing.derivatives.options.valuation.OptionValuationRequest attribute) OptionStyle (class in serenity_types.refdata.options) OptionType (class in serenity_types.refdata.options) OptionValuation (class in serenity_types.pricing.derivatives.options.valuation) OptionValuationRequest (class in serenity_types.pricing.derivatives.options.valuation) OptionValuationResult (class in serenity_types.pricing.derivatives.options.valuation) ORACLE (serenity_types.refdata.organization.OrganizationType attribute) Organization (class in serenity_types.refdata.organization) organization_id (serenity_types.refdata.organization.Organization attribute) organization_type (serenity_types.refdata.organization.Organization attribute) OrganizationType (class in serenity_types.refdata.organization) origin_network_id (serenity_types.refdata.token.WrappedTokenAsset attribute)

original_asset_positions (serenity_types.portfolio.core.NetDeltaPortfolioPositions attribute) OTC_ASSET (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) otc_asset_id (serenity_types.risk.measures.OTCAssetContribution attribute) (serenity_types.risk.measures.OTCAssetPosition attribute) (serenity_types.risk.simulators.simulator_contributors.OtcAssetContributor attribute) otc_asset_type (serenity_types.risk.measures.OTCAssetContribution attribute) (serenity_types.risk.measures.OTCAssetPosition attribute) (serenity_types.risk.simulators.simulator_contributors.OtcAssetContributor attribute) OTC_OPTION (serenity_types.refdata.asset.AssetType attribute) OTCAssetContribution (class in serenity_types.risk.measures) OtcAssetContributor (class in serenity_types.risk.simulators.simulator_contributors) OTCAssetPosition (class in serenity_types.risk.measures) OTCAssetTypes (class in serenity_types.risk.measures) OTCOption (class in serenity_types.refdata.options) OTCOptionVanillaBookingDetails (class in serenity_types.risk.measures) OTHER (serenity_types.account.core.SourcePlatformType attribute) (serenity_types.portfolio.core.StrategyType attribute) (serenity_types.refdata.organization.OrganizationType attribute) owner (serenity_types.account.core.Account attribute) (serenity_types.account.core.AccountBaseRequest attribute) (serenity_types.account.core.AccountCreationRequest attribute) (serenity_types.account.core.AccountUpdateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioMetadataBaseRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataCreateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataUpdateRequest attribute) (serenity_types.risk.scenarios.ScenarioDefinition attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute)

P

parent_id (serenity_types.risk.simulators.simulator_contributors.ChildContributor attribute) (serenity_types.risk.simulators.simulator_contributors.ResidualContributor attribute) PATCH (serenity_sdk.client.raw.CallType attribute) payoff_type (serenity_types.refdata.futures.Future attribute) (serenity_types.refdata.futures.Perpetual attribute) PayoffType (class in serenity_types.refdata.derivatives) pearson_correlation (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticResult attribute) peg_mechanism (serenity_types.refdata.token.PeggedTokenAsset attribute) PEGGED_TOKEN (serenity_types.refdata.asset.AssetType attribute) PeggedTokenAsset (class in serenity_types.refdata.token) PegMechanism (class in serenity_types.refdata.token) PERCENT (serenity_types.risk.simulators.greek_measures.GreekMeasureUnit attribute) Perpetual (class in serenity_types.refdata.futures) (class in serenity_types.refdata.legacy) PERPETUAL (serenity_types.refdata.asset.AssetType attribute) PERPETUAL_BASIS (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) PerpetualBasisKey (class in serenity_types.risk.simulators.driver_keys) PerpetualLegValuationResult (class in serenity_types.pricing.derivatives.options.valuation) PHYSICAL (serenity_types.refdata.derivatives.SettlementType attribute) pillar_date (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) PillarDate (class in serenity_types.pricing.derivatives.options.volsurface) platform_id (serenity_types.account.core.SourcePlatform attribute) platform_type (serenity_types.account.core.SourcePlatform attribute) PnL (class in serenity_types.risk.scenarios) pnl_by_shock (serenity_types.risk.scenarios.PnL attribute) pnl_risk_scenarios (serenity_types.risk.measures.PortfolioRiskResponse attribute) points (serenity_types.pricing.derivatives.rates.yield_curve.RawYieldCurve attribute) (serenity_types.risk.simulators.driver_keys.VolatilitySliceKey attribute) Portfolio (class in serenity_sdk.types.common) portfolio (serenity_types.risk.factor.RiskAttributionRequest attribute) (serenity_types.risk.measures.PortfolioRiskResponse attribute) (serenity_types.risk.measures.RichRiskMeasuresRequest attribute) (serenity_types.risk.scenarios.ScenarioRequest attribute) (serenity_types.valuation.core.NetDeltaConversionRequest attribute) (serenity_types.valuation.core.PortfolioValuationRequest attribute) (serenity_types.valuation.portfolio_analytic.BrinsonAttributionExposure attribute) (serenity_types.valuation.portfolio_analytic.CorePortfolioAnalyticRequest attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRequest attribute) portfolio() (serenity_sdk.api.provider.SerenityApiProvider method) portfolio_analytics() (serenity_sdk.api.provider.SerenityApiProvider method) portfolio_as_of_time (serenity_types.risk.simulators.greek_measures.GreekMeasureRequest attribute) portfolio_balances (serenity_types.risk.simulators.greek_measures.GreekMeasureRequest attribute) (serenity_types.risk.simulators.greek_measures.InternalGreekMeasureRequest attribute) portfolio_composition (serenity_types.valuation.core.PortfolioCompositionAndTrades attribute) portfolio_end_datetime (serenity_types.valuation.core.PortfolioByMetadataIdOrCompositionValue attribute) portfolio_id (serenity_types.portfolio.core.SimplePortfolio attribute) portfolio_manager (serenity_types.portfolio.core.SimplePortfolio attribute) portfolio_metadata_id (serenity_types.portfolio.core.PortfolioSnapshot attribute) (serenity_types.portfolio.core.PortfolioSnapshotBaseRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotCreateRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotUpdateRequest attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureRequest attribute) portfolio_name (serenity_types.portfolio.core.SimplePortfolio attribute) portfolio_pnl (serenity_types.risk.scenarios.ScenarioResult attribute) PORTFOLIO_SNAPSHOT (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) portfolio_start_datetime (serenity_types.valuation.core.PortfolioByMetadataIdOrCompositionValue attribute) PortfolioAnalyticAbsolutePerformance (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticLogReturn (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticOutput (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticPearsonCorrelationGroup (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticRelativePerformance (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticRequest (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticResult (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticsApi (class in serenity_sdk.api.analytics) PortfolioAnalyticSimpleReturn (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticStatistics (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticStatisticsGroup (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticSummary (class in serenity_types.valuation.portfolio_analytic) PortfolioAnalyticVolatility (class in serenity_types.valuation.portfolio_analytic) PortfolioApi (class in serenity_sdk.api.portfolio) PortfolioByMetadataIdOrCompositionValue (class in serenity_types.valuation.core) PortfolioComposition (class in serenity_types.valuation.core) PortfolioCompositionAndTrades (class in serenity_types.valuation.core) PortfolioFromAllocationRequest (class in serenity_types.valuation.portfolio_analytic) PortfolioFromTradesRequest (class in serenity_types.valuation.portfolio_analytic)

PortfolioMetadata (class in serenity_types.portfolio.core) PortfolioMetadataBaseRequest (class in serenity_types.portfolio.core) PortfolioMetadataCreateRequest (class in serenity_types.portfolio.core) PortfolioMetadataUpdateRequest (class in serenity_types.portfolio.core) PortfolioRiskMeasuresValue (class in serenity_types.risk.measures) PortfolioRiskResponse (class in serenity_types.risk.measures) PortfolioSnapshot (class in serenity_types.portfolio.core) PortfolioSnapshotBaseRequest (class in serenity_types.portfolio.core) PortfolioSnapshotContributor (class in serenity_types.risk.simulators.simulator_contributors) PortfolioSnapshotCreateRequest (class in serenity_types.portfolio.core) PortfolioSnapshotUpdateRequest (class in serenity_types.portfolio.core) PortfolioTimeseriesAndTrades (class in serenity_types.valuation.core) PortfolioTimeseriesFrequency (class in serenity_types.valuation.core) PortfolioTradesAndTransfers (class in serenity_types.valuation.core) PortfolioValuationRequest (class in serenity_types.valuation.core) PortfolioValuationResponse (class in serenity_types.valuation.core) PortfolioValue (class in serenity_sdk.types.valuation) (class in serenity_types.valuation.core) positions (serenity_sdk.types.valuation.ValuationResult attribute) (serenity_types.valuation.core.CorePortfolioCompositionAndTrades attribute) (serenity_types.valuation.core.PortfolioByMetadataIdOrCompositionValue attribute) (serenity_types.valuation.core.PortfolioTimeseriesAndTrades attribute) (serenity_types.valuation.core.PortfolioValuationResponse attribute) PositionTimeseries (class in serenity_types.valuation.core) PositionValuation (class in serenity_types.valuation.core) PositionValue (class in serenity_sdk.types.valuation) (class in serenity_types.valuation.core) PositionValues (class in serenity_sdk.types.valuation) POST (serenity_sdk.client.raw.CallType attribute) PREDEFINED (serenity_types.risk.scenarios.ScenarioSource attribute) (serenity_types.valuation.benchmark.BenchmarkType attribute) prefix (serenity_types.storage.core.DatasetContentUrlAndToken attribute) PRELOADED (serenity_types.valuation.benchmark.BenchmarkType attribute) previous (serenity_sdk.types.valuation.PositionValues attribute) (serenity_sdk.types.valuation.ValuationResult attribute) (serenity_types.valuation.core.PortfolioValuationResponse attribute) (serenity_types.valuation.core.PositionValuation attribute) price (serenity_sdk.types.valuation.PositionValue attribute) (serenity_types.valuation.core.PositionValue attribute) pricer() (serenity_sdk.api.provider.SerenityApiProvider method) PricerApi (class in serenity_sdk.api.pricing) prices (serenity_types.valuation.core.CustomizedPortfolioComposition attribute) (serenity_types.valuation.core.PortfolioComposition attribute) pricing_context (serenity_types.risk.scenarios.ScenarioRequest attribute) (serenity_types.valuation.core.NetDeltaConversionRequest attribute) (serenity_types.valuation.core.PortfolioValuationRequest attribute) (serenity_types.valuation.core.PortfolioValuationResponse attribute) PricingContext (class in serenity_sdk.types.common) (class in serenity_types.pricing.core) PROD (serenity_sdk.client.config.Environment attribute) PROJECTION (serenity_types.pricing.derivatives.rates.yield_curve.CurveUsage attribute) PROJECTION_CURVE (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) projection_curve_override (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) projection_method (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) projection_rate (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute) PROJECTION_RATE (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) projection_rates (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfaces attribute) ProjectionCurveKey (class in serenity_types.risk.simulators.driver_keys) ProjectionMethod (class in serenity_types.pricing.derivatives.options.volsurface) ProjectionRateKey (class in serenity_types.risk.simulators.driver_keys) provider_id (serenity_types.account.core.SourcePlatform attribute) (serenity_types.counterparty.custody.CustodySource attribute) (serenity_types.refdata.legacy.Index attribute) (serenity_types.refdata.legacy.ReferenceRate attribute) (serenity_types.risk.simulators.simulator_contributors.CustodyProviderContributor attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) provider_name (serenity_types.account.core.SourcePlatform attribute) (serenity_types.counterparty.custody.CustodySource attribute) PUT (serenity_sdk.client.raw.CallType attribute) (serenity_types.refdata.options.OptionType attribute) pv (serenity_types.pricing.derivatives.options.valuation.LegValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.TokenLegValuationResult attribute) (serenity_types.risk.measures.PortfolioRiskMeasuresValue attribute)

Q

qty (serenity_types.pricing.derivatives.options.valuation.AssetValuation attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationRequest attribute) (serenity_types.valuation.core.PositionValue attribute) QUALIFIED_CUSTODIAN (serenity_types.counterparty.custody.CustodyProviderType attribute) QUANT_SYSTEMATIC (serenity_types.portfolio.core.StrategyType attribute) quantities (serenity_types.valuation.core.BasePortfolioComposition attribute) (serenity_types.valuation.core.PositionTimeseries attribute) quantity (serenity_sdk.types.valuation.PositionValue attribute) (serenity_types.ledger.balance.Balance attribute) (serenity_types.portfolio.core.AssetPosition attribute) (serenity_types.refdata.asset.UnsupportedAsset attribute) (serenity_types.risk.measures.OTCAssetPosition attribute) QUANTITY (serenity_types.risk.simulators.greek_measures.GreekMeasureReference attribute)

quantity (serenity_types.valuation.core.TradeCommission attribute) (serenity_types.valuation.core.Trades attribute) (serenity_types.valuation.core.Transfers attribute) QUANTO (serenity_types.refdata.derivatives.PayoffType attribute) quote_asset_id (serenity_types.refdata.derivatives.DerivativeAsset attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) (serenity_types.valuation.core.Trades attribute) quote_exposure_id (serenity_types.risk.simulators.driver_keys.ExchangeRateKey attribute) (serenity_types.risk.simulators.driver_keys.FuturesBasisKey attribute) (serenity_types.risk.simulators.driver_keys.PerpetualBasisKey attribute) (serenity_types.risk.simulators.driver_keys.SpotPriceKey attribute) QUOTED_ASSET (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) QuotedAssetContributor (class in serenity_types.risk.simulators.simulator_contributors)

R

rate (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) rate_override (serenity_types.pricing.derivatives.options.valuation.YieldCurveOverride attribute) rate_source_type (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveDefinition attribute) rate_sources (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) rates (serenity_types.pricing.derivatives.rates.yield_curve.InterpolatedYieldCurve attribute) (serenity_types.risk.simulators.driver_keys.ProjectionCurveKey attribute) RateSourceType (class in serenity_types.pricing.derivatives.rates.yield_curve) ratio (serenity_types.pricing.derivatives.options.valuation.AssetValuation attribute) raw (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceVersion attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveVersion attribute) RawVolatilitySurface (class in serenity_types.pricing.derivatives.options.volsurface) RawYieldCurve (class in serenity_types.pricing.derivatives.rates.yield_curve) rebalancing_frequency (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest attribute) RebalancingFrequency (class in serenity_types.valuation.core) RECOMMENDED (serenity_types.catalog.model.ModelStatus attribute) refdata() (serenity_sdk.api.provider.SerenityApiProvider method) RefdataApi (class in serenity_sdk.api.refdata) reference (serenity_types.risk.simulators.greek_measures.GreekMeasureParameters attribute) reference_assets (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) reference_index_id (serenity_types.refdata.derivatives.DerivativeAsset attribute) referenced_exposure_id (serenity_types.refdata.token.PeggedTokenAsset attribute) ReferenceRate (class in serenity_types.refdata.legacy) Region (class in serenity_sdk.client.config) relative_beta (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRelativePerformance attribute) relative_contribution (serenity_types.risk.factor.TotalFactorRisk attribute) relative_contribution_risk (serenity_types.risk.factor.RiskAttributionResponse attribute) relative_performance (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticResult attribute) relative_risk (serenity_sdk.types.factors.SectorFactorExposure attribute) (serenity_types.risk.factor.SectorFactorExposure attribute) relative_risk_contribution (serenity_sdk.types.factors.TotalFactorRisk attribute)

replacement (serenity_types.pricing.derivatives.options.valuation.MarketDataOverride attribute) request (serenity_types.risk.measures.PortfolioRiskResponse attribute) RESIDUAL (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) ResidualContributor (class in serenity_types.risk.simulators.simulator_contributors) returns (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticResult attribute) returns_by_period (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticLogReturn attribute) returns_type (serenity_types.valuation.portfolio_analytic.BasePortfolioAnalyticRequest attribute) ReturnsType (class in serenity_types.valuation.core) rho (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) RHO (serenity_types.risk.simulators.greek_measures.GreekMeasureType attribute) rho_ccy (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) rho_qty (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) RichRiskMeasuresRequest (class in serenity_types.risk.measures) Risk (class in serenity_sdk.types.factors) (class in serenity_types.risk.factor) risk() (serenity_sdk.api.provider.SerenityApiProvider method) risk_analytics() (serenity_sdk.api.provider.SerenityApiProvider method) risk_computation_request (serenity_types.risk.measures.RichRiskMeasuresRequest attribute) risk_ratio (serenity_types.risk.measures.PortfolioRiskMeasuresValue attribute) RiskAnalyticsAPI (class in serenity_sdk.api.risk_analytics) RiskApi (class in serenity_sdk.api.risk) RiskAttributionRequest (class in serenity_types.risk.factor) RiskAttributionResponse (class in serenity_types.risk.factor) RiskAttributionResult (class in serenity_sdk.types.factors) RiskBreakdown (class in serenity_types.risk.factor) RiskComputationRequest (class in serenity_types.risk.measures) root_url (serenity_types.storage.core.DatasetContentUrlAndToken attribute) run_id (serenity_types.risk.scenarios.ScenarioRun attribute) run_scenario() (serenity_sdk.api.scenarios.ScenariosApi method) RUNNING (serenity_types.risk.scenarios.RunStatus attribute) RunStatus (class in serenity_types.risk.scenarios)

S

sampling_hours (serenity_types.risk.measures.RiskComputationRequest attribute) sas_token (serenity_types.storage.core.DatasetContentUrlAndToken attribute) scenario (serenity_types.risk.scenarios.ScenarioRequest attribute) scenario_id (serenity_types.risk.scenarios.ScenarioCloneRequest attribute) (serenity_types.risk.scenarios.ScenarioDefinition attribute) (serenity_types.risk.scenarios.ScenarioRequest attribute) scenario_name (serenity_types.risk.scenarios.ScenarioCloneRequest attribute) scenario_request (serenity_types.risk.scenarios.ScenarioRun attribute) scenario_run_id (serenity_types.risk.scenarios.ScenarioResult attribute) scenario_version (serenity_types.risk.scenarios.ScenarioDefinition attribute) ScenarioCloneRequest (class in serenity_types.risk.scenarios) ScenarioDefinition (class in serenity_types.risk.scenarios) ScenarioRequest (class in serenity_types.risk.scenarios) ScenarioResult (class in serenity_types.risk.scenarios) ScenarioRun (class in serenity_types.risk.scenarios) scenarios() (serenity_sdk.api.provider.SerenityApiProvider method) ScenariosApi (class in serenity_sdk.api.scenarios) ScenarioSource (class in serenity_types.risk.scenarios) schema_version (serenity_types.risk.scenarios.ScenarioRequest attribute) (serenity_types.risk.scenarios.ScenarioResult attribute) search_assets() (serenity_sdk.api.refdata.RefdataApi method) sector_level_1 (serenity_types.valuation.portfolio_analytic.CustomAssetsGroups attribute) sector_level_2 (serenity_types.valuation.portfolio_analytic.CustomAssetsGroups attribute) sector_level_3 (serenity_types.valuation.portfolio_analytic.CustomAssetsGroups attribute) sector_levels (serenity_sdk.types.common.SectorPath attribute) (serenity_types.risk.factor.AssetRisk attribute) (serenity_types.risk.factor.SectorFactorExposure attribute) (serenity_types.risk.factor.SectorLevelRisk attribute) (serenity_types.risk.scenarios.AssetPnL attribute) sector_path (serenity_sdk.types.factors.SectorFactorExposure attribute) sector_taxonomy_id (serenity_types.risk.factor.RiskAttributionRequest attribute) (serenity_types.risk.scenarios.ScenarioRequest attribute) (serenity_types.valuation.portfolio_analytic.BrinsonAttributionRequest attribute) (serenity_types.valuation.portfolio_analytic.CoreBrinsonAttributionRequest attribute) SectorFactorExposure (class in serenity_sdk.types.factors) (class in serenity_types.risk.factor) sectorFactorExposures (serenity_types.risk.factor.RiskAttributionResponse attribute) SectorLevelRisk (class in serenity_types.risk.factor) SectorPath (class in serenity_sdk.types.common) sectors (serenity_types.valuation.portfolio_analytic.BrinsonAttributionExposure attribute) selection (serenity_types.valuation.portfolio_analytic.BrinsonAttribution attribute) SELF_CUSTODY (serenity_types.counterparty.custody.CustodyProviderType attribute) SELF_DISCOUNTING (serenity_types.pricing.derivatives.options.volsurface.DiscountingMethod attribute) sell_amount (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) serenity_sdk.api.analytics module serenity_sdk.api.core module serenity_sdk.api.model module serenity_sdk.api.portfolio module serenity_sdk.api.pricing module serenity_sdk.api.provider module serenity_sdk.api.refdata module serenity_sdk.api.risk module serenity_sdk.api.risk_analytics module serenity_sdk.api.scenarios module serenity_sdk.api.storage module serenity_sdk.api.valuation module serenity_sdk.client.auth module serenity_sdk.client.auth0_client_cred_auth module serenity_sdk.client.auth0_device_auth module serenity_sdk.client.base_auth module serenity_sdk.client.config module serenity_sdk.client.raw module serenity_sdk.renderers.table module serenity_sdk.types.common module serenity_sdk.types.factors module serenity_sdk.types.model module serenity_sdk.types.refdata module serenity_sdk.types.valuation module serenity_types.account.core module serenity_types.catalog.model module serenity_types.counterparty.custody module serenity_types.ledger.balance module serenity_types.portfolio.core module serenity_types.pricing.core module serenity_types.pricing.derivatives.options.valuation module serenity_types.pricing.derivatives.options.volsurface module serenity_types.pricing.derivatives.rates.yield_curve module serenity_types.pricing.derivatives.rates.yield_surface module serenity_types.refdata.asset module serenity_types.refdata.currency module serenity_types.refdata.derivatives module serenity_types.refdata.futures module serenity_types.refdata.legacy module serenity_types.refdata.options module serenity_types.refdata.organization module serenity_types.refdata.symbology module serenity_types.refdata.token module serenity_types.risk.factor module serenity_types.risk.measures module serenity_types.risk.scenarios module serenity_types.risk.simulators.driver_keys module serenity_types.risk.simulators.entities module serenity_types.risk.simulators.entity_holders module

serenity_types.risk.simulators.greek_measures module serenity_types.risk.simulators.simulator_contributors module serenity_types.risk.simulators.simulator_trees module serenity_types.storage.core module serenity_types.valuation.benchmark module serenity_types.valuation.core module serenity_types.valuation.portfolio_analytic module SerenityApi (class in serenity_sdk.api.core) SerenityApiProvider (class in serenity_sdk.api.provider) SerenityClient (class in serenity_sdk.client.raw) SerenityError set_as_of_time_from_as_of_date() (serenity_types.pricing.core.PricingContext class method) settlement_asset_id (serenity_types.refdata.derivatives.DerivativeAsset attribute) (serenity_types.refdata.legacy.Future attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.legacy.Perpetual attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) settlement_type (serenity_types.refdata.derivatives.DerivativeAsset attribute) (serenity_types.refdata.legacy.Future attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.legacy.Perpetual attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) SettlementType (class in serenity_types.refdata.derivatives) sharpe_ratio (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticAbsolutePerformance attribute) Shock (class in serenity_types.risk.scenarios) shock_id (serenity_types.risk.scenarios.Shock attribute) (serenity_types.risk.scenarios.ShockPnL attribute) shock_pnl (serenity_types.risk.scenarios.ShockPnL attribute) shock_target (serenity_types.risk.scenarios.Shock attribute) ShockPnL (class in serenity_types.risk.scenarios) shocks (serenity_types.risk.scenarios.ScenarioDefinition attribute) ShockTo (class in serenity_types.risk.scenarios) short_amount (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) short_name (serenity_types.catalog.model.Model attribute) (serenity_types.catalog.model.ModelClass attribute) (serenity_types.catalog.model.ModelConfiguration attribute) (serenity_types.catalog.model.ModelConfigurationSummary attribute) (serenity_types.refdata.organization.Organization attribute) SHORT_ONLY (serenity_types.portfolio.core.StrategyType attribute) SIMPLE (serenity_types.valuation.core.ReturnsType attribute) SimplePortfolio (class in serenity_types.portfolio.core) simulated_results (serenity_types.valuation.portfolio_analytic.BrinsonAttributionOutput attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticOutput attribute) simulated_trades (serenity_types.valuation.portfolio_analytic.BasePortfolioAnalyticRequest attribute) simulation_id (serenity_types.risk.simulators.greek_measures.GreekMeasureRequest attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureResponse attribute) (serenity_types.risk.simulators.greek_measures.InternalGreekMeasureRequest attribute) (serenity_types.risk.simulators.simulator_contributors.SimulatorRootContributor attribute) SIMULATOR_ROOT (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) SimulatorContributor (class in serenity_types.risk.simulators.simulator_contributors) SimulatorContributor.Config (class in serenity_types.risk.simulators.simulator_contributors) SimulatorRootContributor (class in serenity_types.risk.simulators.simulator_contributors) skew (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticStatistics attribute) Slice (class in serenity_types.pricing.derivatives.options.volsurface) SliceRequest (class in serenity_types.pricing.derivatives.options.volsurface) slices (serenity_types.pricing.derivatives.options.volsurface.SliceRequest attribute) (serenity_types.risk.simulators.driver_keys.VolatilitySurfaceKey attribute) SliceSpecification (class in serenity_types.pricing.derivatives.options.volsurface) SMART_CONTRACT_LOCK (serenity_types.counterparty.custody.CustodyProviderType attribute) snapshot_id (serenity_types.portfolio.core.PortfolioSnapshot attribute) (serenity_types.risk.simulators.simulator_contributors.PortfolioSnapshotContributor attribute) (serenity_types.valuation.benchmark.BenchmarkSnapshotInfo attribute) sortino_ratio (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticAbsolutePerformance attribute) source (serenity_types.risk.scenarios.ScenarioDefinition attribute) source_identifier (serenity_types.account.core.AccountSource attribute) source_platform_id (serenity_types.account.core.AccountSource attribute) SOURCED_POSITION (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) SourcedPositionContributor (class in serenity_types.risk.simulators.simulator_contributors) SourcePlatform (class in serenity_types.account.core) SourcePlatformType (class in serenity_types.account.core) specific_risk (serenity_sdk.types.factors.Risk attribute) (serenity_types.risk.factor.Risk attribute) specification (serenity_types.pricing.derivatives.options.volsurface.Slice attribute) spot_basis (serenity_types.pricing.derivatives.options.valuation.FutureLegValuationResult attribute) spot_notional (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) spot_price (serenity_types.pricing.derivatives.options.valuation.FutureLegValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.volsurface.RawVolatilitySurface attribute) SPOT_PRICE (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) spot_price_override (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) SpotPriceKey (class in serenity_types.risk.simulators.driver_keys) STAKING_RATE (serenity_types.pricing.derivatives.rates.yield_curve.RateSourceType attribute) start_date (serenity_types.risk.scenarios.CustomScenarioGeneratorRequest attribute) (serenity_types.risk.scenarios.ScenarioRequest attribute) (serenity_types.risk.scenarios.ScenarioResult attribute) start_date_display (serenity_types.risk.scenarios.ScenarioDefinition attribute) start_datetime (serenity_types.risk.scenarios.ScenarioRun attribute) (serenity_types.valuation.benchmark.CustomBenchmarkAutoRebalancingDefinition attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromAllocationRequest attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromTradesRequest attribute) start_time (serenity_types.pricing.core.AsOfTimeRange attribute) statistics (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticResult attribute) status (serenity_types.risk.scenarios.ScenarioRun attribute) stddev (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticStatistics attribute) STDEV (serenity_types.risk.measures.MeasureType attribute) storage() (serenity_sdk.api.provider.SerenityApiProvider method) StorageApi (class in serenity_sdk.api.storage) Strategy (class in serenity_types.portfolio.core) strategy (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioMetadataBaseRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataCreateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataUpdateRequest attribute) STRATEGY (serenity_types.refdata.asset.AssetType attribute) strategy_type (serenity_types.portfolio.core.Strategy attribute) StrategyType (class in serenity_types.portfolio.core) StrategyValuationRequest (class in serenity_types.pricing.derivatives.options.valuation) StrategyValuationRequestBatch (class in serenity_types.pricing.derivatives.options.valuation) StrategyValuationResult (class in serenity_types.pricing.derivatives.options.valuation) StrategyValuationResultBatch (class in serenity_types.pricing.derivatives.options.valuation) strict (serenity_types.risk.factor.RiskAttributionRequest attribute) strike (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) STRIKE (serenity_types.pricing.derivatives.options.volsurface.Axis attribute) strike_price (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.options.ListedOption attribute) (serenity_types.refdata.options.OTCOption attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) strike_type (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) (serenity_types.pricing.derivatives.options.volsurface.RawVolatilitySurface attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceDefinition attribute) strike_value (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute) strikes (serenity_types.pricing.derivatives.options.volsurface.InterpolatedVolatilitySurface attribute) (serenity_types.refdata.asset.AssetSearchRequest attribute) StrikeType (class in serenity_types.pricing.derivatives.options.volsurface) summary (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticResult attribute) supported_underlier_ids (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfacesConfigs attribute) surfaces (serenity_types.pricing.derivatives.options.volsurface.SliceRequest attribute) SVI (serenity_types.pricing.derivatives.options.volsurface.VolModel attribute) symbol (serenity_types.refdata.asset.Asset attribute) (serenity_types.refdata.asset.UnsupportedAsset attribute) (serenity_types.refdata.asset.XRefSymbol attribute) (serenity_types.refdata.legacy.Index attribute) (serenity_types.refdata.legacy.Token attribute) (serenity_types.refdata.symbology.XRefSymbol attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.CustomBenchmarkMetadataRequest attribute) SymbolAuthority (class in serenity_types.refdata.symbology)

T

tag (serenity_types.risk.measures.MeasureParameters attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureParameters attribute) tags (serenity_types.account.core.SourcePlatform attribute) (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioMetadataBaseRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataCreateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataUpdateRequest attribute) target_type (serenity_types.risk.scenarios.Shock attribute) tenor (serenity_types.pricing.derivatives.rates.yield_curve.CurvePoint attribute) (serenity_types.risk.simulators.driver_keys.InterestRateKey attribute) (serenity_types.risk.simulators.driver_keys.ProjectionRateKey attribute) (serenity_types.risk.simulators.driver_keys.VolatilityPointKey attribute) (serenity_types.risk.simulators.driver_keys.VolatilitySliceKey attribute) TENOR (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) tenor (serenity_types.risk.simulators.simulator_contributors.TenorContributor attribute) TenorContributor (class in serenity_types.risk.simulators.simulator_contributors) TEST (serenity_sdk.client.config.Environment attribute) theta (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) THETA (serenity_types.risk.simulators.greek_measures.GreekMeasureType attribute) theta_ccy (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) theta_qty (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) time_to_expiries (serenity_types.pricing.derivatives.options.volsurface.InterpolatedVolatilitySurface attribute) TIME_TO_EXPIRY (serenity_types.pricing.derivatives.options.volsurface.Axis attribute) time_to_expiry (serenity_types.pricing.derivatives.options.volsurface.PillarDate attribute) (serenity_types.pricing.derivatives.options.volsurface.VolPoint attribute) to_asset_positions() (serenity_sdk.types.common.Portfolio method) to_asset_risk_data_frame() (serenity_sdk.renderers.table.FactorRiskTables method) to_factor_risk_data_frame() (serenity_sdk.renderers.table.FactorRiskTables method) to_legacy_portfolio() (serenity_sdk.api.portfolio.PortfolioApi method) to_sector_factor_risk_data_frame() (serenity_sdk.renderers.table.FactorRiskTables method) to_sector_risk_data_frame() (serenity_sdk.renderers.table.FactorRiskTables method) to_total_risk_data_frame() (serenity_sdk.renderers.table.FactorRiskTables method) Token (class in serenity_types.refdata.legacy) TOKEN (serenity_types.refdata.asset.AssetType attribute)

token (serenity_types.refdata.legacy.TokenAsset attribute) token_id (serenity_types.refdata.legacy.Token attribute) token_issuance_id (serenity_types.refdata.token.TokenAsset attribute) TokenAsset (class in serenity_types.refdata.legacy) (class in serenity_types.refdata.token) TOKENIZED_ASSET (serenity_types.refdata.token.PegMechanism attribute) TOKENIZED_CASH (serenity_types.refdata.token.PegMechanism attribute) TokenLegValuationResult (class in serenity_types.pricing.derivatives.options.valuation) total_pnl (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) total_risk (serenity_sdk.types.factors.Risk attribute) (serenity_types.risk.factor.Risk attribute) (serenity_types.risk.factor.RiskAttributionResponse attribute) total_shock_pnl (serenity_types.risk.scenarios.PnL attribute) (serenity_types.risk.scenarios.ScenarioRun attribute) TotalFactorRisk (class in serenity_sdk.types.factors) (class in serenity_types.risk.factor) TotalRisk (class in serenity_types.risk.factor) tracking_error (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRelativePerformance attribute) trade_amount (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) trade_datetime (serenity_types.valuation.core.Trades attribute) trade_end_ts (serenity_types.refdata.derivatives.DerivativeAsset attribute) TradeCommission (class in serenity_types.valuation.core) Trades (class in serenity_types.valuation.core) trades (serenity_types.valuation.core.PortfolioTimeseriesAndTrades attribute) (serenity_types.valuation.core.PortfolioTradesAndTransfers attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromTradesRequest attribute) trading_pnl (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) training_date (serenity_types.catalog.model.ModelConfiguration attribute) transfer_amount (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticSummary attribute) transfer_datetime (serenity_types.valuation.core.Transfers attribute) Transfers (class in serenity_types.valuation.core) transfers (serenity_types.valuation.core.PortfolioTimeseriesAndTrades attribute) (serenity_types.valuation.core.PortfolioTradesAndTransfers attribute) (serenity_types.valuation.portfolio_analytic.PortfolioFromTradesRequest attribute) TRANSIENT (serenity_types.valuation.benchmark.BenchmarkType attribute) transient_asset_ids (serenity_types.valuation.core.CustomizedPortfolioComposition attribute)

U

UNDERLIER (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) underlier_asset_id (serenity_types.pricing.derivatives.options.valuation.OptionValuation attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceDefinition attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveDefinition attribute) (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfaces attribute) (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfacesDatetimeRange attribute) (serenity_types.refdata.derivatives.DerivativeAsset attribute) (serenity_types.refdata.legacy.Future attribute) (serenity_types.refdata.legacy.ListedOption attribute) (serenity_types.refdata.legacy.Perpetual attribute) (serenity_types.risk.measures.OTCOptionVanillaBookingDetails attribute) underlier_assets (serenity_types.refdata.asset.AssetSearchRequest attribute) UnderlierContributor (class in serenity_types.risk.simulators.simulator_contributors) unit (serenity_types.risk.simulators.greek_measures.GreekMeasureParameters attribute) UNITY (serenity_types.risk.simulators.greek_measures.GreekMeasureUnit attribute) UNLISTED (serenity_types.refdata.asset.AssetStatus attribute) UNSOURCED_POSITION (serenity_types.risk.simulators.simulator_contributors.ContributorType attribute) UnsourcedPositionContributor (class in serenity_types.risk.simulators.simulator_contributors) unsupported_assets (serenity_types.portfolio.core.PortfolioSnapshot attribute) (serenity_types.portfolio.core.PortfolioSnapshotBaseRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotCreateRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotUpdateRequest attribute) UnsupportedAsset (class in serenity_types.refdata.asset) UnsupportedOperationError update_custom_scenario() (serenity_sdk.api.scenarios.ScenariosApi method) update_portfolio_metadata() (serenity_sdk.api.portfolio.PortfolioApi method)

update_portfolio_snapshot() (serenity_sdk.api.portfolio.PortfolioApi method) UpdateCustomBenchmarkSnapshotRequest (class in serenity_types.valuation.benchmark) updated_at (serenity_types.account.core.Account attribute) (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioSnapshot attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.BenchmarkSnapshotInfo attribute) updated_by (serenity_types.account.core.Account attribute) (serenity_types.account.core.AccountBaseRequest attribute) (serenity_types.account.core.AccountCreationRequest attribute) (serenity_types.account.core.AccountUpdateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioMetadataBaseRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataCreateRequest attribute) (serenity_types.portfolio.core.PortfolioMetadataUpdateRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshot attribute) (serenity_types.portfolio.core.PortfolioSnapshotBaseRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotCreateRequest attribute) (serenity_types.portfolio.core.PortfolioSnapshotUpdateRequest attribute) (serenity_types.valuation.benchmark.BenchmarkMetadata attribute) (serenity_types.valuation.benchmark.BenchmarkSnapshotInfo attribute) UPDEV (serenity_types.risk.measures.MeasureType attribute) upside_capture_ratio (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticRelativePerformance attribute) upside_volatility (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticVolatility attribute) UTC (serenity_sdk.types.common.MarkTime attribute) (serenity_types.pricing.core.MarkTime attribute)

V

validate_all_fields() (serenity_types.valuation.core.BasePortfolioComposition class method) validate_assignment (serenity_types.risk.simulators.driver_keys.DriverKey.Config attribute) (serenity_types.risk.simulators.greek_measures.GreekMeasureParameters.Config attribute) (serenity_types.risk.simulators.simulator_contributors.SimulatorContributor.Config attribute) (serenity_types.risk.simulators.simulator_trees.EntityTreeNode.Config attribute) validate_portfolio() (serenity_types.risk.measures.RichRiskMeasuresRequest class method) validate_taxonomy_source() (serenity_types.valuation.portfolio_analytic.BrinsonAttributionRequest class method) (serenity_types.valuation.portfolio_analytic.CoreBrinsonAttributionRequest class method) valuation() (serenity_sdk.api.provider.SerenityApiProvider method) valuation_id (serenity_types.pricing.derivatives.options.valuation.AssetValuation attribute) (serenity_types.pricing.derivatives.options.valuation.LegValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.TokenLegValuationResult attribute) ValuationApi (class in serenity_sdk.api.valuation) ValuationRequest (class in serenity_types.pricing.derivatives.options.valuation) ValuationResult (class in serenity_sdk.types.valuation) value (serenity_sdk.types.valuation.PositionValue attribute) (serenity_types.pricing.derivatives.options.volsurface.SliceSpecification attribute) (serenity_types.risk.factor.AssetFactorExposureMatrixElement attribute) (serenity_types.risk.factor.AssetMatrixElement attribute) (serenity_types.risk.factor.AssetResidualValue attribute) (serenity_types.risk.factor.FactorMatrixElement attribute) (serenity_types.risk.factor.FactorReturn attribute) VALUE (serenity_types.risk.simulators.greek_measures.GreekMeasureType attribute) value (serenity_types.valuation.core.PositionValue attribute) values (serenity_types.pricing.derivatives.options.volsurface.Slice attribute) (serenity_types.risk.factor.FactorsReturnsHourly attribute) (serenity_types.risk.measures.AssetContribution attribute) (serenity_types.risk.measures.OTCAssetContribution attribute) (serenity_types.risk.measures.PortfolioRiskMeasuresValue attribute) VAR (serenity_types.risk.measures.MeasureType attribute) variance (serenity_types.risk.factor.TotalRisk attribute) vega (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) VEGA (serenity_types.risk.simulators.greek_measures.GreekMeasureType attribute)

vega_ccy (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) vega_qty (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.StrategyValuationResult attribute) version (serenity_types.account.core.Account attribute) (serenity_types.catalog.model.ModelConfiguration attribute) (serenity_types.portfolio.core.PortfolioMetadata attribute) (serenity_types.portfolio.core.PortfolioSnapshot attribute) vol_model (serenity_types.pricing.derivatives.options.valuation.OptionValuationResult attribute) (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceDefinition attribute) vol_points (serenity_types.pricing.derivatives.options.volsurface.RawVolatilitySurface attribute) vol_surface (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) vol_surface_id (serenity_types.pricing.derivatives.options.valuation.ValuationRequest attribute) (serenity_types.pricing.derivatives.options.volsurface.Slice attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceDefinition attribute) (serenity_types.pricing.derivatives.options.volsurface.VolatilitySurfaceVersionRequest attribute) volatility (serenity_types.risk.factor.TotalRisk attribute) (serenity_types.valuation.portfolio_analytic.PortfolioAnalyticResult attribute) VOLATILITY_POINT (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) VOLATILITY_SLICE (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) VOLATILITY_SURFACE (serenity_types.risk.simulators.driver_keys.DriverKeyType attribute) VolatilityPointKey (class in serenity_types.risk.simulators.driver_keys) VolatilitySliceKey (class in serenity_types.risk.simulators.driver_keys) VolatilitySurfaceAvailability (class in serenity_types.pricing.derivatives.options.volsurface) VolatilitySurfaceDefinition (class in serenity_types.pricing.derivatives.options.volsurface) VolatilitySurfaceKey (class in serenity_types.risk.simulators.driver_keys) VolatilitySurfaceVersion (class in serenity_types.pricing.derivatives.options.volsurface) VolatilitySurfaceVersionRequest (class in serenity_types.pricing.derivatives.options.volsurface) VolModel (class in serenity_types.pricing.derivatives.options.volsurface) VolPoint (class in serenity_types.pricing.derivatives.options.volsurface) vols (serenity_types.pricing.derivatives.options.volsurface.InterpolatedVolatilitySurface attribute) (serenity_types.pricing.derivatives.options.volsurface.Slice attribute)

W

WALLET (serenity_types.account.core.SourcePlatformType attribute) warnings (serenity_types.risk.scenarios.ScenarioResult attribute) WEEKLY (serenity_types.valuation.core.CompoundingFrequency attribute) (serenity_types.valuation.core.CompoundingFrequencyInput attribute) weight (serenity_sdk.types.valuation.PositionValue attribute) (serenity_types.risk.factor.AssetFactorIndexWeight attribute) (serenity_types.valuation.core.AssetWeight attribute) (serenity_types.valuation.core.PositionValue attribute)

weights (serenity_types.valuation.core.BasePortfolioComposition attribute) WRAPPED_TOKEN (serenity_types.refdata.asset.AssetType attribute) wrapped_token_issuance_id (serenity_types.refdata.token.WrappedTokenAsset attribute) WrappedTokenAsset (class in serenity_types.refdata.token)

X

xref (serenity_types.account.core.SourcePlatform attribute) xref_symbols (serenity_types.refdata.asset.AssetSummary attribute)

XRefSymbol (class in serenity_types.refdata.asset) (class in serenity_types.refdata.symbology)

Y

YEARLY (serenity_types.valuation.core.CompoundingFrequency attribute) (serenity_types.valuation.core.CompoundingFrequencyInput attribute) yield_curve (serenity_types.pricing.derivatives.options.valuation.YieldCurveOverride attribute) yield_curve_id (serenity_types.pricing.derivatives.options.valuation.YieldCurveOverride attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveDefinition attribute) (serenity_types.pricing.derivatives.rates.yield_curve.YieldCurveVersionRequest attribute) yield_surface_id (serenity_types.pricing.derivatives.rates.yield_surface.YieldSurfaces attribute)

YieldCurveAvailability (class in serenity_types.pricing.derivatives.rates.yield_curve) YieldCurveDefinition (class in serenity_types.pricing.derivatives.rates.yield_curve) YieldCurveOverride (class in serenity_types.pricing.derivatives.options.valuation) YieldCurveVersion (class in serenity_types.pricing.derivatives.rates.yield_curve) YieldCurveVersionRequest (class in serenity_types.pricing.derivatives.rates.yield_curve) YieldSurfaces (class in serenity_types.pricing.derivatives.rates.yield_surface) YieldSurfacesConfigs (class in serenity_types.pricing.derivatives.rates.yield_surface) YieldSurfacesDatetimeRange (class in serenity_types.pricing.derivatives.rates.yield_surface)