Skip to content / 跳到正文
EN
/
中文
☾
fincore_cpp
v0.1.0
Start here
Installation
Requirements
Build from a checkout
Build options
Install and consume
Verify the install
Platform notes
Documentation build
Quickstart
Build a return series and read a few numbers
Prepare a factor panel
Render a report
Handle failures where they happen
Next steps
Tutorial: a monthly performance report from prices
Set up
Step 1 — Turn prices into returns
Step 2 — Headline statistics
Step 3 — A rolling view
Step 4 — A monthly table
Step 5 — Compare with a benchmark
Step 6 — Build and render the report
What you built
Where to go next
Data and numerical conventions
Frames and time
Returns, units and annualization
Missing values and alignment
Ownership and lifetime
Determinism and digests
Errors
Reports and files
Frequencies and labels
Architecture and design choices
Layers
Ownership
Determinism
Errors and degenerate results
Concurrency
Extension points
What is deliberately not here
How the documentation mirrors this
Guides
Metrics and rolling windows
Inputs and units
Annualization
Return and ratio family
Drawdown family
Distribution and stability statistics
Rolling windows and tables
Worked example
Choosing a metric
Portfolio, risk, optimization and simulation
Portfolio inputs own their data
Positions, transactions and capacity
Risk estimates
Backtesting what you estimated
Walk-forward validation
Optimization
Simulation
Failure model summary
Factor research: from rows to tables
The input panel
Analysis configuration
What the model contains
Tears and artifacts
Point-in-time joins
Exports and comparison
A minimal study
Reports, runtime and extensions
One document, many backends
Artifact bundles
Escaping and non-finite values
Runtime catalog
Sessions and caching
Extensions
A minimal report
Cookbook
Rolling metrics for one series
The deepest drawdowns as a table
VaR plus a coverage verdict
GARCH VaR over a multi-day horizon
Quantile means from a factor panel
A point-in-time panel from revisions
A reproducible simulation
Add a table to a report and export it
Examples and demos
Render a factor report
Render one document through every backend
An interactive ImPlot dashboard
Benchmarks
Where the code lives
Reference
API reference
Modules
Core types and errors
Metrics
Performance
Risk
Optimization
Portfolio
Attribution
Factor research
Simulation
Reports
Runtime
Visualization
Extensions
How to read a reference page
Conventions used by every module
Coverage
Migrating from Python fincore
Mapping table
Porting checklist
Known differences that bite
What parity means here
Performance method and limits
How the harness measures
What the numbers mean
Reproducing a measurement
Limits and honest gaps
Troubleshooting
Configure or build fails
Runtime errors
Numbers that surprise you
Documentation build fails
Publication problems
Reporting a problem
Contributing to code and documentation
Before you start
Code changes
Comment standard
Documentation changes
Commits and pull requests
Review and evidence
Publication and platform status
GitHub Pages — live
Read the Docs — live, one project
Rule
Versions and release notes
What version you are reading
Current status
Change log for this cycle
How the next release will be cut
Glossary
Maintainer notes
Comment rounds
API pages
Translation
Generated artifacts
Language
English
简体中文
Index
·
Search
fincore_cpp
Index
Edit on GitHub
Index
F
F
fincore::add_closing_transactions (C++ function)
fincore::add_custom_calendar_timedelta (C++ function)
,
[1]
fincore::adjust_returns (C++ function)
fincore::adjust_returns_for_slippage (C++ function)
fincore::adjusted_sharpe_ratio (C++ function)
fincore::agg_all_long_short (C++ function)
fincore::aggregate_returns (C++ function)
fincore::align_and_warn (C++ function)
fincore::align_binary_metric_inputs (C++ function)
,
[1]
fincore::align_on_common_index (C++ function)
fincore::align_time_series (C++ function)
fincore::aligned_series (C++ function)
,
[1]
fincore::alignment_error (C++ function)
fincore::alignment_policy (C++ enum)
fincore::alignment_policy::inner (C++ enumerator)
fincore::alignment_policy::outer_dropna (C++ enumerator)
fincore::alignment_policy::strict (C++ enumerator)
fincore::all_days_calendar (C++ function)
fincore::all_operations (C++ function)
fincore::alpha (C++ function)
fincore::alpha_beta (C++ function)
fincore::alpha_percentile_rank (C++ function)
fincore::analysis_context (C++ class)
fincore::analysis_context::analysis_context (C++ function)
fincore::analysis_context::computation_count (C++ function)
fincore::analysis_context::summary (C++ function)
fincore::analysis_session (C++ class)
fincore::analysis_session::analysis_session (C++ function)
fincore::analysis_session::cache_entries (C++ function)
fincore::analysis_session::catalog_digest (C++ function)
fincore::analysis_session::clear (C++ function)
fincore::analysis_session::close (C++ function)
fincore::analysis_session::closed (C++ function)
fincore::analysis_session::run (C++ function)
fincore::analysis_snapshot (C++ class)
fincore::analysis_snapshot::analysis_snapshot (C++ function)
,
[1]
fincore::analysis_snapshot::digest (C++ function)
fincore::analysis_snapshot::materialize (C++ function)
fincore::analyze_factor (C++ function)
,
[1]
fincore::analyze_performance_by_style (C++ function)
,
[1]
fincore::analyze_simulation_paths (C++ function)
fincore::annual_active_return (C++ function)
fincore::annual_active_return_by_year (C++ function)
fincore::annual_alpha (C++ function)
fincore::annual_beta (C++ function)
fincore::annual_return (C++ function)
fincore::annual_return_by_year (C++ function)
fincore::annual_volatility (C++ function)
fincore::annual_volatility_by_year (C++ function)
fincore::annualization_factor (C++ function)
fincore::annualize (C++ function)
fincore::antithetic_path_column_prefix (C++ member)
fincore::antithetic_variates (C++ function)
fincore::apply_factor_costs (C++ function)
fincore::apply_sector_mappings_to_round_trips (C++ function)
fincore::apply_slippage_penalty (C++ function)
fincore::artifact_bundle (C++ struct)
fincore::artifact_bundle::add (C++ function)
fincore::artifact_bundle::artifacts (C++ member)
fincore::artifact_bundle::close (C++ function)
fincore::artifact_bundle::closed (C++ function)
fincore::artifact_bundle::descriptors (C++ member)
fincore::artifact_bundle::is_closed (C++ member)
fincore::artifact_bundle::metadata (C++ member)
fincore::artifact_descriptor (C++ struct)
fincore::artifact_descriptor::media_type (C++ member)
fincore::artifact_descriptor::provenance (C++ member)
fincore::assess_liquidity (C++ function)
fincore::attribution_alignment (C++ struct)
fincore::attribution_alignment::factor_loadings (C++ member)
fincore::attribution_alignment::factor_returns (C++ member)
fincore::attribution_alignment::positions (C++ member)
fincore::attribution_alignment::returns (C++ member)
fincore::attribution_alignment::warnings (C++ member)
fincore::attribution_common_returns_column (C++ member)
fincore::attribution_factor_column (C++ member)
fincore::attribution_factor_operations (C++ function)
fincore::attribution_operations (C++ function)
fincore::attribution_specific_returns_column (C++ member)
fincore::attribution_symbol_column (C++ member)
fincore::attribution_tilt_returns_column (C++ member)
fincore::attribution_timing_returns_column (C++ member)
fincore::attribution_total_returns_column (C++ member)
fincore::average_cumulative_return_by_quantile (C++ function)
fincore::axes_style (C++ function)
fincore::backshift_returns_series (C++ function)
fincore::backtest_es (C++ function)
fincore::backtest_var (C++ function)
fincore::bar_chart (C++ struct)
fincore::bar_chart::group_labels (C++ member)
fincore::bar_chart::series_labels (C++ member)
fincore::bar_chart::values (C++ member)
fincore::basel_traffic_light (C++ function)
fincore::batch (C++ function)
fincore::batch_fetch_error (C++ class)
fincore::batch_fetch_error::batch_fetch_error (C++ function)
fincore::batch_fetch_error::errors (C++ function)
fincore::batch_fetch_error::partial_results (C++ function)
fincore::batch_fetch_error::provider (C++ function)
fincore::bayesian_cone_percentile_1_column (C++ member)
fincore::bayesian_cone_percentile_25_column (C++ member)
fincore::bayesian_cone_percentile_50_column (C++ member)
fincore::bayesian_cone_percentile_5_column (C++ member)
fincore::bayesian_cone_percentile_75_column (C++ member)
fincore::bayesian_cone_percentile_95_column (C++ member)
fincore::bayesian_cone_percentile_99_column (C++ member)
fincore::benchmark_column (C++ member)
fincore::benjamini_hochberg (C++ function)
fincore::beta (C++ function)
fincore::beta_fragility_heuristic (C++ function)
fincore::bokeh_backend (C++ class)
fincore::bokeh_backend::background_fill_color (C++ function)
fincore::bokeh_backend::bokeh_backend (C++ function)
fincore::bokeh_backend::create_document (C++ function)
fincore::bokeh_backend::grid_line_color (C++ function)
fincore::bokeh_backend::height (C++ function)
fincore::bokeh_backend::last_show_status (C++ function)
fincore::bokeh_backend::plot_drawdown (C++ function)
fincore::bokeh_backend::plot_monthly_heatmap (C++ function)
fincore::bokeh_backend::plot_returns (C++ function)
fincore::bokeh_backend::plot_rolling_sharpe (C++ function)
fincore::bokeh_backend::save_html (C++ function)
fincore::bokeh_backend::show (C++ function)
fincore::bokeh_backend::sizing_mode (C++ function)
fincore::bokeh_backend::text_color (C++ function)
fincore::bokeh_backend::theme (C++ function)
fincore::bokeh_backend::width (C++ function)
fincore::bokeh_document (C++ struct)
fincore::bokeh_document::axis_location (C++ member)
fincore::bokeh_document::axis_visible (C++ member)
fincore::bokeh_document::background_fill_color (C++ member)
fincore::bokeh_document::border_fill_color (C++ member)
fincore::bokeh_document::color_bar (C++ member)
fincore::bokeh_document::color_bar_desired_ticks (C++ member)
fincore::bokeh_document::color_bar_ticker (C++ member)
fincore::bokeh_document::color_mapper_palette (C++ member)
fincore::bokeh_document::glyphs (C++ member)
fincore::bokeh_document::grid_line_color (C++ member)
fincore::bokeh_document::grid_visible (C++ member)
fincore::bokeh_document::height (C++ member)
fincore::bokeh_document::hovers (C++ member)
fincore::bokeh_document::legend_click_policy (C++ member)
fincore::bokeh_document::legend_location (C++ member)
fincore::bokeh_document::major_label_standoff (C++ member)
fincore::bokeh_document::major_label_text_font_size (C++ member)
fincore::bokeh_document::mapper_high (C++ member)
fincore::bokeh_document::mapper_low (C++ member)
fincore::bokeh_document::mapper_range_set (C++ member)
fincore::bokeh_document::save_html (C++ function)
fincore::bokeh_document::sizing_mode (C++ member)
fincore::bokeh_document::spans (C++ member)
fincore::bokeh_document::text_color (C++ member)
fincore::bokeh_document::title (C++ member)
fincore::bokeh_document::to_html (C++ function)
fincore::bokeh_document::to_json (C++ function)
fincore::bokeh_document::to_svg (C++ function)
fincore::bokeh_document::toolbar_location (C++ member)
fincore::bokeh_document::width (C++ member)
fincore::bokeh_document::x_axis_label (C++ member)
fincore::bokeh_document::x_axis_type (C++ member)
fincore::bokeh_document::x_factors (C++ member)
fincore::bokeh_document::y_axis_label (C++ member)
fincore::bokeh_document::y_factors (C++ member)
fincore::bokeh_glyph (C++ struct)
fincore::bokeh_glyph::color (C++ member)
fincore::bokeh_glyph::fill_alpha (C++ member)
fincore::bokeh_glyph::fill_color (C++ member)
fincore::bokeh_glyph::kind (C++ enum)
fincore::bokeh_glyph::kind::line (C++ enumerator)
fincore::bokeh_glyph::kind::rect (C++ enumerator)
fincore::bokeh_glyph::kind::varea (C++ enumerator)
fincore::bokeh_glyph::legend_label (C++ member)
fincore::bokeh_glyph::line_dash (C++ member)
fincore::bokeh_glyph::line_width (C++ member)
fincore::bokeh_glyph::mapper_high (C++ member)
fincore::bokeh_glyph::mapper_low (C++ member)
fincore::bokeh_glyph::mapper_range_set (C++ member)
fincore::bokeh_glyph::palette (C++ member)
fincore::bokeh_glyph::rect_values (C++ member)
fincore::bokeh_glyph::rect_x (C++ member)
fincore::bokeh_glyph::rect_y (C++ member)
fincore::bokeh_glyph::type (C++ member)
fincore::bokeh_glyph::x_field (C++ member)
fincore::bokeh_glyph::x_labels (C++ member)
fincore::bokeh_glyph::x_values (C++ member)
fincore::bokeh_glyph::y_field (C++ member)
fincore::bokeh_glyph::y_values (C++ member)
fincore::bokeh_hover (C++ struct)
fincore::bokeh_hover::formatters (C++ member)
fincore::bokeh_hover::mode (C++ member)
fincore::bokeh_hover::tooltips (C++ member)
fincore::bokeh_span (C++ struct)
fincore::bokeh_span::dimension (C++ member)
fincore::bokeh_span::line_alpha (C++ member)
fincore::bokeh_span::line_color (C++ member)
fincore::bokeh_span::location (C++ member)
fincore::bootstrap_confidence_interval (C++ function)
fincore::bootstrap_confidence_interval_result (C++ struct)
fincore::bootstrap_confidence_interval_result::lower (C++ member)
fincore::bootstrap_confidence_interval_result::upper (C++ member)
fincore::bootstrap_distribution (C++ function)
,
[1]
fincore::bootstrap_metric_stats (C++ struct)
fincore::bootstrap_metric_stats::name (C++ member)
fincore::bootstrap_metric_stats::samples (C++ member)
fincore::bootstrap_metric_stats::summary (C++ member)
fincore::bootstrap_statistic (C++ enum)
fincore::bootstrap_statistic::maximum (C++ enumerator)
fincore::bootstrap_statistic::mean (C++ enumerator)
fincore::bootstrap_statistic::median (C++ enumerator)
fincore::bootstrap_statistic::minimum (C++ enumerator)
fincore::bootstrap_statistic::sample_standard_deviation (C++ enumerator)
fincore::bootstrap_statistic::sharpe_ratio (C++ enumerator)
fincore::bootstrap_statistic::sortino_ratio (C++ enumerator)
fincore::bootstrap_statistic_column (C++ member)
fincore::bootstrap_summary (C++ function)
fincore::bootstrap_summary_result (C++ struct)
fincore::bootstrap_summary_result::mean (C++ member)
fincore::bootstrap_summary_result::sample_standard_deviation (C++ member)
fincore::bootstrap_summary_result::sharpe_ratio (C++ member)
fincore::bootstrap_summary_result::sortino_ratio (C++ member)
fincore::bootstrap_summary_statistic (C++ struct)
fincore::bootstrap_summary_statistic::confidence_interval (C++ member)
fincore::bootstrap_summary_statistic::standard_error (C++ member)
fincore::bootstrap_summary_statistic::value (C++ member)
fincore::brinson_allocation_column (C++ member)
fincore::brinson_attribution (C++ function)
fincore::brinson_benchmark_return_column (C++ member)
fincore::brinson_cumulative (C++ function)
fincore::brinson_cumulative_result (C++ struct)
fincore::brinson_cumulative_result::allocation (C++ member)
fincore::brinson_cumulative_result::benchmark_cumulative (C++ member)
fincore::brinson_cumulative_result::interaction (C++ member)
fincore::brinson_cumulative_result::portfolio_cumulative (C++ member)
fincore::brinson_cumulative_result::selection (C++ member)
fincore::brinson_cumulative_result::total (C++ member)
fincore::brinson_interaction_column (C++ member)
fincore::brinson_period_result (C++ struct)
fincore::brinson_period_result::allocation (C++ member)
fincore::brinson_period_result::benchmark_return (C++ member)
fincore::brinson_period_result::interaction (C++ member)
fincore::brinson_period_result::portfolio_return (C++ member)
fincore::brinson_period_result::selection (C++ member)
fincore::brinson_period_result::total (C++ member)
fincore::brinson_portfolio_return_column (C++ member)
fincore::brinson_results (C++ function)
fincore::brinson_selection_column (C++ member)
fincore::brinson_total_column (C++ member)
fincore::BrinsonAttribution (C++ class)
fincore::BrinsonAttribution::BrinsonAttribution (C++ function)
fincore::BrinsonAttribution::calculate (C++ function)
fincore::BrinsonAttribution::sector_mapping (C++ function)
fincore::build_bar_chart (C++ function)
fincore::build_correlation_matrix (C++ function)
fincore::build_cumulative_returns_by_quantile (C++ function)
fincore::build_drawdown_chart (C++ function)
fincore::build_events_distribution (C++ function)
fincore::build_factor_portfolio_inputs (C++ function)
fincore::build_factor_report (C++ function)
fincore::build_factor_tear_charts (C++ function)
fincore::build_frontier_chart (C++ function)
fincore::build_histogram (C++ function)
fincore::build_ic_qq (C++ function)
fincore::build_mean_quantile_returns_spread_time_series (C++ function)
fincore::build_monthly_heatmap (C++ function)
fincore::build_monthly_ic_heatmap (C++ function)
fincore::build_portfolio_report (C++ function)
fincore::build_quantile_returns_violin (C++ function)
fincore::build_returns_chart (C++ function)
fincore::build_risk_report (C++ function)
fincore::build_risk_validation_report (C++ function)
fincore::build_rolling_sharpe_chart (C++ function)
fincore::build_series_chart (C++ function)
fincore::builtin_catalog (C++ function)
fincore::burke_ratio (C++ function)
fincore::business_day_calendar (C++ function)
fincore::cal_treynor_ratio (C++ function)
fincore::calc_distribution_stats (C++ function)
fincore::calculate_idiosyncratic_risk (C++ function)
fincore::calculate_regression_attribution (C++ function)
,
[1]
fincore::calculate_style_tilts (C++ function)
fincore::calmar_ratio (C++ function)
fincore::canonical_dataframe_csv (C++ function)
fincore::capacity_assessment (C++ struct)
fincore::capacity_assessment::liquidation_days (C++ member)
fincore::capacity_assessment::low_liquidity_transactions (C++ member)
fincore::capacity_assessment::ticker_maximums (C++ member)
fincore::capacity_config (C++ struct)
fincore::capacity_config::capital_base (C++ member)
fincore::capacity_config::last_n_days (C++ member)
fincore::capacity_config::max_bar_consumption (C++ member)
fincore::capacity_config::mean_volume_window (C++ member)
fincore::capm_r_squared (C++ function)
fincore::capture (C++ function)
fincore::cash_column (C++ member)
fincore::cashflow_adjusted_returns (C++ function)
fincore::cashflow_adjusted_twr (C++ function)
fincore::chart_series (C++ struct)
fincore::chart_series::benchmark (C++ member)
fincore::chart_series::dashed (C++ member)
fincore::chart_series::index (C++ member)
fincore::chart_series::label (C++ member)
fincore::chart_series::values (C++ member)
fincore::check_dependencies (C++ function)
fincore::christoffersen_lr (C++ function)
fincore::close_owned_figures (C++ function)
fincore::common_sense_ratio (C++ function)
fincore::common_start_returns (C++ function)
fincore::compute_bayes_cone (C++ function)
fincore::compute_cap_exposures (C++ function)
fincore::compute_consistency_score (C++ function)
fincore::compute_exposures (C++ function)
fincore::compute_forward_returns (C++ function)
fincore::compute_sector_exposures (C++ function)
fincore::compute_style_factor_exposures (C++ function)
fincore::compute_volume_exposures (C++ function)
fincore::conditional_es (C++ function)
fincore::conditional_sharpe_ratio (C++ function)
fincore::conditional_value_at_risk (C++ function)
fincore::conditional_var (C++ function)
fincore::cone_bounds_column_name (C++ function)
fincore::consecutive_stats (C++ function)
fincore::contextual_error (C++ function)
fincore::copy_for_consumer (C++ function)
fincore::cornell_timing (C++ function)
fincore::correlation_matrix (C++ struct)
fincore::correlation_matrix::labels (C++ member)
fincore::correlation_matrix::present (C++ member)
fincore::correlation_matrix::unit (C++ member)
fincore::correlation_matrix::values (C++ member)
fincore::create_perf_attrib_stats (C++ function)
fincore::cumulative_quantile_series (C++ struct)
fincore::cumulative_quantile_series::dates (C++ member)
fincore::cumulative_quantile_series::quantile (C++ member)
fincore::cumulative_quantile_series::values (C++ member)
fincore::cumulative_return (C++ function)
,
[1]
,
[2]
fincore::cumulative_returns (C++ function)
,
[1]
,
[2]
fincore::cumulative_returns_less_costs (C++ function)
,
[1]
fincore::custom_stress_scenario (C++ struct)
fincore::custom_stress_scenario::name (C++ member)
fincore::custom_stress_scenario::return_multiplier (C++ member)
fincore::custom_stress_scenario::return_shift (C++ member)
fincore::customize (C++ function)
fincore::daily_annualization (C++ member)
fincore::daily_consecutive_statistics (C++ struct)
fincore::daily_consecutive_statistics::max_consecutive_down_days (C++ member)
fincore::daily_consecutive_statistics::max_consecutive_gain (C++ member)
fincore::daily_consecutive_statistics::max_consecutive_loss (C++ member)
fincore::daily_consecutive_statistics::max_consecutive_up_days (C++ member)
fincore::daily_consecutive_stats (C++ function)
fincore::daily_frequency_name (C++ member)
fincore::daily_txn_bar (C++ struct)
fincore::daily_txn_bar::amount (C++ member)
fincore::daily_txn_bar::date (C++ member)
fincore::daily_txn_bar::price (C++ member)
fincore::daily_txn_bar::symbol (C++ member)
fincore::daily_txn_bar::volume (C++ member)
fincore::daily_txns_with_bar_data (C++ function)
fincore::data_alignment_error (C++ function)
fincore::data_operations (C++ function)
fincore::data_provider (C++ class)
fincore::data_provider::batch_adjust_default (C++ function)
fincore::data_provider::fetch (C++ function)
fincore::data_provider::fetch_multiple (C++ function)
fincore::data_provider::get_info (C++ function)
fincore::data_provider::provider_name (C++ function)
fincore::data_provider::to_returns (C++ function)
fincore::data_provider::validate_dates (C++ function)
fincore::data_provider::~data_provider (C++ function)
fincore::data_snapshot (C++ class)
fincore::data_snapshot::as_of (C++ function)
fincore::data_snapshot::content_sha256 (C++ function)
fincore::data_snapshot::data (C++ function)
fincore::data_snapshot::data_snapshot (C++ function)
,
[1]
fincore::data_snapshot::from_frame (C++ function)
fincore::data_snapshot::identity_kwargs (C++ function)
fincore::data_snapshot::price_adjustment (C++ function)
fincore::data_snapshot::provider (C++ function)
fincore::data_snapshot::requested_end (C++ function)
fincore::data_snapshot::requested_start (C++ function)
fincore::data_snapshot::schema_version (C++ function)
fincore::data_snapshot::stored_data (C++ function)
fincore::data_snapshot::timezone (C++ function)
fincore::data_snapshot::to_manifest (C++ function)
fincore::data_snapshot::to_manifest_dict (C++ function)
fincore::data_snapshot_schema_version (C++ member)
fincore::dataframe (C++ type)
fincore::dataframe_content_sha256 (C++ function)
fincore::dataframe_snapshot (C++ class)
fincore::dataframe_snapshot::content_sha256 (C++ function)
fincore::dataframe_snapshot::copy (C++ function)
fincore::dataframe_snapshot::data (C++ function)
fincore::dataframe_snapshot::dataframe_snapshot (C++ function)
,
[1]
fincore::days_to_liquidate_positions (C++ function)
fincore::DECIMAL_TO_BPS (C++ member)
fincore::decimal_to_bps (C++ member)
fincore::default_cone_standard_deviations (C++ member)
fincore::default_round_trip_max_delta (C++ member)
fincore::deflated_sharpe_ratio (C++ function)
fincore::dense_array (C++ struct)
fincore::dense_array::shape (C++ member)
fincore::dense_array::values (C++ member)
fincore::dependency_error (C++ function)
fincore::dependency_status (C++ struct)
fincore::dependency_status::available (C++ member)
fincore::dependency_status::extra (C++ member)
fincore::dependency_status::name (C++ member)
fincore::deserialize_factor_model (C++ function)
fincore::deserialize_serializable_value (C++ function)
fincore::diff_custom_calendar_timedeltas (C++ function)
fincore::disclosure_context (C++ struct)
fincore::disclosure_context::annualized (C++ member)
fincore::disclosure_context::benchmark (C++ member)
fincore::disclosure_context::cashflows (C++ member)
fincore::disclosure_context::convention (C++ member)
fincore::disclosure_context::data_quality (C++ member)
fincore::disclosure_context::fees (C++ member)
fincore::disclosure_context::frequency (C++ member)
fincore::disclosure_context::notes (C++ member)
fincore::disclosure_context::return_type (C++ member)
fincore::disclosure_context::risk_free (C++ member)
fincore::disclosure_context::sample_period (C++ member)
fincore::disclosure_context::units (C++ member)
fincore::distribution_stats (C++ struct)
fincore::distribution_stats::iqr (C++ member)
fincore::distribution_stats::mean (C++ member)
fincore::distribution_stats::median (C++ member)
fincore::distribution_stats::p25 (C++ member)
fincore::distribution_stats::p5 (C++ member)
fincore::distribution_stats::p75 (C++ member)
fincore::distribution_stats::p95 (C++ member)
fincore::distribution_stats::std (C++ member)
fincore::down_alpha_beta (C++ function)
fincore::down_capture (C++ function)
fincore::down_capture_return (C++ function)
fincore::downside_risk (C++ function)
fincore::drawdown_period (C++ struct)
fincore::drawdown_period::duration_periods (C++ member)
fincore::drawdown_period::recovery (C++ member)
fincore::drawdown_period::recovery_duration_periods (C++ member)
fincore::drawdown_period::start (C++ member)
fincore::drawdown_period::valley (C++ member)
fincore::drawdown_period::value (C++ member)
fincore::drawdown_series (C++ function)
fincore::drawdown_table_row (C++ struct)
fincore::drawdown_table_row::duration_business_days (C++ member)
fincore::drawdown_table_row::net_drawdown_percent (C++ member)
fincore::drawdown_table_row::peak (C++ member)
fincore::drawdown_table_row::recovery (C++ member)
fincore::drawdown_table_row::valley (C++ member)
fincore::drawdown_window (C++ struct)
fincore::drawdown_window::peak (C++ member)
fincore::drawdown_window::recovery (C++ member)
fincore::drawdown_window::valley (C++ member)
fincore::efficient_frontier (C++ function)
fincore::efficient_frontier_result (C++ struct)
fincore::efficient_frontier_result::asset_names (C++ member)
fincore::efficient_frontier_result::frontier_diagnostics (C++ member)
fincore::efficient_frontier_result::frontier_returns (C++ member)
fincore::efficient_frontier_result::frontier_sharpe (C++ member)
fincore::efficient_frontier_result::frontier_volatilities (C++ member)
fincore::efficient_frontier_result::frontier_weights (C++ member)
fincore::efficient_frontier_result::max_sharpe (C++ member)
fincore::efficient_frontier_result::max_sharpe_diagnostics (C++ member)
fincore::efficient_frontier_result::max_sharpe_ratio (C++ member)
fincore::efficient_frontier_result::min_variance (C++ member)
fincore::efficient_frontier_result::min_variance_diagnostics (C++ member)
fincore::efficient_frontier_result::periods_per_year (C++ member)
fincore::egarch_parameters (C++ struct)
fincore::egarch_parameters::alpha (C++ member)
fincore::egarch_parameters::beta (C++ member)
fincore::egarch_parameters::gamma (C++ member)
fincore::egarch_parameters::omega (C++ member)
fincore::egarch_result (C++ struct)
fincore::egarch_result::conditional_variances (C++ member)
fincore::egarch_result::converged (C++ member)
fincore::egarch_result::log_likelihood (C++ member)
fincore::egarch_result::params (C++ member)
fincore::egarch_result::residuals (C++ member)
fincore::enhanced_non_matching_timezone_error (C++ class)
fincore::enhanced_non_matching_timezone_error::enhanced_non_matching_timezone_error (C++ function)
fincore::ensure_datetime_index_series (C++ function)
,
[1]
fincore::ensure_not_nan (C++ function)
fincore::error_info (C++ struct)
fincore::error_info::category (C++ member)
fincore::error_info::code (C++ member)
fincore::error_info::fields (C++ member)
fincore::error_info::from_dict (C++ function)
fincore::error_info::message (C++ member)
fincore::error_info::report (C++ member)
fincore::error_info::to_dict (C++ function)
fincore::error_info::to_json (C++ function)
fincore::es_calibration_score (C++ function)
fincore::estimate_factor_capacity (C++ function)
fincore::estimate_simulation_parameters (C++ function)
fincore::evaluate_and_export_factor_research_detailed (C++ function)
fincore::evaluate_factor_research (C++ function)
,
[1]
,
[2]
fincore::evaluate_factor_research_detailed (C++ function)
fincore::evaluate_factor_research_panel (C++ function)
fincore::EVALUATION_CONFIG_SCHEMA_VERSION (C++ member)
fincore::evaluation_config_schema_version (C++ member)
fincore::event_window_cell (C++ struct)
fincore::event_window_cell::asset (C++ member)
fincore::event_window_cell::event_date (C++ member)
fincore::event_window_cell::offset (C++ member)
fincore::event_window_cell::value (C++ member)
fincore::event_window_result (C++ struct)
fincore::event_window_result::after (C++ member)
fincore::event_window_result::asset_labels (C++ member)
fincore::event_window_result::before (C++ member)
fincore::event_window_result::cells (C++ member)
fincore::event_window_result::event_dates (C++ member)
fincore::event_window_result::offsets (C++ member)
fincore::events_distribution_chart (C++ struct)
fincore::events_distribution_chart::bucket_starts (C++ member)
fincore::events_distribution_chart::counts (C++ member)
fincore::events_distribution_chart::requested_bars (C++ member)
fincore::events_distribution_chart::title (C++ member)
fincore::events_distribution_chart::to_svg (C++ function)
fincore::events_distribution_chart::valid (C++ member)
fincore::events_distribution_chart::x_label (C++ member)
fincore::events_distribution_chart::y_label (C++ member)
fincore::evt_cvar (C++ function)
fincore::evt_model (C++ enum)
fincore::evt_model::gev (C++ enumerator)
fincore::evt_model::gpd (C++ enumerator)
fincore::evt_tail (C++ enum)
fincore::evt_tail::lower (C++ enumerator)
fincore::evt_tail::upper (C++ enumerator)
fincore::evt_var (C++ function)
fincore::excess_sharpe (C++ function)
fincore::execution_plan (C++ struct)
fincore::execution_plan::catalog_digest (C++ member)
fincore::execution_plan::requests (C++ member)
fincore::expected_exception_count (C++ function)
fincore::export_factor_research (C++ function)
fincore::export_factor_research_detailed (C++ function)
fincore::exposure_bundle (C++ struct)
fincore::exposure_bundle::gross_exposure (C++ member)
fincore::exposure_bundle::long_exposure (C++ member)
fincore::exposure_bundle::net_exposure (C++ member)
fincore::exposure_bundle::short_exposure (C++ member)
fincore::extensions::default_hook_priority (C++ member)
fincore::extensions::discover_extensions (C++ function)
,
[1]
fincore::extensions::discovered_extension (C++ struct)
fincore::extensions::discovered_extension::distribution (C++ member)
fincore::extensions::discovered_extension::fingerprint (C++ function)
fincore::extensions::discovered_extension::group (C++ member)
fincore::extensions::discovered_extension::name (C++ member)
fincore::extensions::discovered_extension::to_json (C++ function)
fincore::extensions::discovered_extension::value (C++ member)
fincore::extensions::entry_point_groups (C++ function)
fincore::extensions::ENTRY_POINT_GROUPS (C++ member)
fincore::extensions::extension_hook (C++ class)
fincore::extensions::extension_hook::callback (C++ function)
fincore::extensions::extension_hook::event (C++ function)
fincore::extensions::extension_hook::extension_hook (C++ function)
fincore::extensions::extension_hook::fingerprint (C++ function)
fincore::extensions::extension_hook::priority (C++ function)
fincore::extensions::extension_hook::provenance (C++ function)
fincore::extensions::extension_hook_callback (C++ type)
fincore::extensions::extension_hook_invocation (C++ struct)
fincore::extensions::extension_hook_invocation::keywords (C++ member)
fincore::extensions::extension_hook_invocation::value (C++ member)
fincore::extensions::extension_keywords (C++ type)
fincore::extensions::extension_manifest (C++ type)
fincore::extensions::extension_operation (C++ struct)
fincore::extensions::extension_operation::capability_id (C++ member)
fincore::extensions::extension_operation::deterministic (C++ member)
fincore::extensions::extension_operation::domain (C++ member)
fincore::extensions::extension_operation::implementation_fingerprint (C++ member)
fincore::extensions::extension_operation::mode_approval (C++ member)
fincore::extensions::extension_operation::operation_id (C++ member)
fincore::extensions::extension_operation::optional_extra (C++ member)
fincore::extensions::extension_operation::provenance (C++ member)
fincore::extensions::extension_operation::rng_policy (C++ member)
fincore::extensions::extension_operation::semantic_mode (C++ member)
fincore::extensions::extension_operation::to_json (C++ function)
fincore::extensions::extension_renderer_callback (C++ type)
fincore::extensions::extension_snapshot (C++ class)
fincore::extensions::extension_snapshot::digest (C++ function)
fincore::extensions::extension_snapshot::execute_hooks (C++ function)
fincore::extensions::extension_snapshot::extension_snapshot (C++ function)
fincore::extensions::extension_snapshot::hooks (C++ function)
fincore::extensions::extension_snapshot::hooks_for (C++ function)
fincore::extensions::extension_snapshot::operations (C++ function)
fincore::extensions::extension_snapshot::renderer (C++ function)
fincore::extensions::extension_snapshot::renderers (C++ function)
fincore::extensions::extension_snapshot::to_json (C++ function)
fincore::extensions::extension_snapshot::with_hook (C++ function)
fincore::extensions::extension_snapshot::with_operation (C++ function)
fincore::extensions::extension_snapshot::with_renderer (C++ function)
fincore::extensions::extension_value (C++ type)
fincore::extensions::load_extension (C++ function)
fincore::extensions::loaded_extension (C++ struct)
fincore::extensions::loaded_extension::fingerprint (C++ member)
fincore::extensions::loaded_extension::manifest (C++ member)
fincore::extensions::normalize_extension_name (C++ function)
fincore::extensions::operations (C++ function)
fincore::extensions::renderer_registration (C++ class)
fincore::extensions::renderer_registration::fingerprint (C++ function)
fincore::extensions::renderer_registration::name (C++ function)
fincore::extensions::renderer_registration::provenance (C++ function)
fincore::extensions::renderer_registration::renderer (C++ function)
fincore::extensions::renderer_registration::renderer_registration (C++ function)
fincore::extract_interesting_date_ranges (C++ function)
fincore::extract_round_trips (C++ function)
fincore::extreme_risk (C++ function)
fincore::extreme_risk_result (C++ struct)
fincore::extreme_risk_result::alpha (C++ member)
fincore::extreme_risk_result::cvar (C++ member)
fincore::extreme_risk_result::location (C++ member)
fincore::extreme_risk_result::n_blocks (C++ member)
fincore::extreme_risk_result::n_exceedances (C++ member)
fincore::extreme_risk_result::scale (C++ member)
fincore::extreme_risk_result::tail_index (C++ member)
fincore::extreme_risk_result::threshold (C++ member)
fincore::extreme_risk_result::var (C++ member)
fincore::factor_alpha_beta (C++ function)
fincore::factor_alpha_beta_row (C++ struct)
fincore::factor_alpha_beta_row::annual_alpha (C++ member)
fincore::factor_alpha_beta_row::beta (C++ member)
fincore::factor_alpha_beta_row::label (C++ member)
fincore::factor_analysis_config (C++ struct)
fincore::factor_analysis_config::by_group (C++ member)
fincore::factor_analysis_config::equal_weight (C++ member)
fincore::factor_analysis_config::group_neutral (C++ member)
fincore::factor_analysis_config::include_portfolio_inputs (C++ member)
fincore::factor_analysis_config::long_short (C++ member)
fincore::factor_analysis_config::periods (C++ member)
fincore::factor_analysis_config::portfolio_benchmark_period (C++ member)
fincore::factor_analysis_config::time_aggregation (C++ member)
fincore::factor_analysis_config::turnover_periods (C++ member)
fincore::factor_analysis_fingerprint_version (C++ member)
fincore::factor_analysis_model (C++ struct)
fincore::factor_analysis_model::alpha_beta (C++ member)
fincore::factor_analysis_model::config (C++ member)
fincore::factor_analysis_model::event_analysis (C++ member)
fincore::factor_analysis_model::event_input_snapshot (C++ member)
fincore::factor_analysis_model::factor_cumulative_returns (C++ member)
fincore::factor_analysis_model::factor_data (C++ member)
fincore::factor_analysis_model::factor_positions (C++ member)
fincore::factor_analysis_model::factor_returns (C++ member)
fincore::factor_analysis_model::factor_weights (C++ member)
fincore::factor_analysis_model::forward_periods (C++ member)
fincore::factor_analysis_model::group_snapshots (C++ member)
fincore::factor_analysis_model::grouped_results (C++ member)
fincore::factor_analysis_model::information_coefficient (C++ member)
fincore::factor_analysis_model::mean_information_coefficient (C++ member)
fincore::factor_analysis_model::mean_return_spread (C++ member)
fincore::factor_analysis_model::mean_returns_by_date (C++ member)
fincore::factor_analysis_model::mean_returns_by_quantile (C++ member)
fincore::factor_analysis_model::portfolio_inputs (C++ member)
fincore::factor_analysis_model::quantile_cumulative_returns (C++ member)
fincore::factor_analysis_model::quantile_statistics (C++ member)
fincore::factor_analysis_model::quantile_turnover (C++ member)
fincore::factor_analysis_model::rank_autocorrelation (C++ member)
fincore::factor_analysis_model::result_fingerprint (C++ member)
fincore::factor_analysis_model::result_fingerprint_version (C++ member)
fincore::factor_analysis_model::summary_information_coefficient (C++ member)
fincore::factor_analysis_model::time_aggregated_information (C++ member)
fincore::factor_analysis_model::to_serializable (C++ function)
fincore::factor_analysis_operations (C++ function)
fincore::factor_analyze_operation_id (C++ member)
fincore::factor_attribution_component_column (C++ member)
fincore::factor_attribution_contribution_column (C++ member)
fincore::factor_attribution_decomposition (C++ function)
fincore::factor_capacity_result (C++ struct)
fincore::factor_capacity_result::assets (C++ member)
fincore::factor_capacity_result::binding_asset (C++ member)
fincore::factor_capacity_result::binding_date (C++ member)
fincore::factor_capacity_result::dates (C++ member)
fincore::factor_capacity_result::max_participation (C++ member)
fincore::factor_capacity_result::maximum_portfolio_value (C++ member)
fincore::factor_capacity_result::maximum_portfolio_value_by_date (C++ member)
fincore::factor_capacity_result::trade_weights (C++ member)
fincore::factor_cost_model (C++ struct)
fincore::factor_cost_model::half_spread_bps (C++ member)
fincore::factor_cost_model::impact_coefficient (C++ member)
fincore::factor_cost_model::impact_exponent (C++ member)
fincore::factor_cost_model::max_participation (C++ member)
fincore::factor_cost_result (C++ struct)
fincore::factor_cost_result::assets (C++ member)
fincore::factor_cost_result::borrow_cost (C++ member)
fincore::factor_cost_result::capacity (C++ member)
fincore::factor_cost_result::dates (C++ member)
fincore::factor_cost_result::gross_returns (C++ member)
fincore::factor_cost_result::impact_cost (C++ member)
fincore::factor_cost_result::model (C++ member)
fincore::factor_cost_result::net_returns (C++ member)
fincore::factor_cost_result::participation (C++ member)
fincore::factor_cost_result::portfolio_value (C++ member)
fincore::factor_cost_result::spread_cost (C++ member)
fincore::factor_cost_result::total_cost (C++ member)
fincore::factor_cost_result::trade_weights (C++ member)
fincore::factor_cost_result::turnover (C++ member)
fincore::factor_cumulative_curve (C++ struct)
fincore::factor_cumulative_curve::period (C++ member)
fincore::factor_cumulative_curve::values (C++ member)
fincore::factor_cumulative_returns (C++ function)
fincore::factor_data_error (C++ class)
fincore::factor_data_error_alias (C++ type)
fincore::factor_event_model (C++ struct)
fincore::factor_event_model::event_dates (C++ member)
fincore::factor_event_model::mean_returns (C++ member)
fincore::factor_event_model::offsets (C++ member)
fincore::factor_event_model::quantile_average_returns (C++ member)
fincore::factor_event_model::return_distribution (C++ member)
fincore::factor_event_tear_charts (C++ struct)
fincore::factor_event_tear_charts::mean_returns (C++ member)
fincore::factor_event_tear_charts::offsets (C++ member)
fincore::factor_event_tear_charts::quantile_average_returns (C++ member)
fincore::factor_event_tear_charts::return_distribution (C++ member)
fincore::factor_group_analysis (C++ struct)
fincore::factor_group_analysis::factor_returns (C++ member)
fincore::factor_group_analysis::factor_weights (C++ member)
fincore::factor_group_analysis::group (C++ member)
fincore::factor_group_analysis::information_coefficient (C++ member)
fincore::factor_group_analysis::mean_information_coefficient (C++ member)
fincore::factor_group_analysis::mean_returns_by_quantile (C++ member)
fincore::factor_group_analysis::quantile_statistics (C++ member)
fincore::factor_group_analysis::quantile_turnover (C++ member)
fincore::factor_group_analysis::rank_autocorrelation (C++ member)
fincore::factor_group_snapshot (C++ struct)
fincore::factor_group_snapshot::group (C++ member)
fincore::factor_group_snapshot::information_coefficient (C++ member)
fincore::factor_group_snapshot::mean_information_coefficient (C++ member)
fincore::factor_group_snapshot::mean_return_spread (C++ member)
fincore::factor_group_snapshot::mean_returns_by_date (C++ member)
fincore::factor_group_snapshot::mean_returns_by_quantile (C++ member)
fincore::factor_group_snapshot::time_aggregated_information (C++ member)
fincore::factor_group_tear_charts (C++ struct)
fincore::factor_group_tear_charts::group (C++ member)
fincore::factor_group_tear_charts::information_coefficient (C++ member)
fincore::factor_group_tear_charts::quantile_returns (C++ member)
fincore::factor_group_tear_charts::rank_autocorrelation (C++ member)
fincore::factor_group_tear_charts::spread (C++ member)
fincore::factor_group_tear_charts::turnover (C++ member)
fincore::factor_grouping (C++ struct)
fincore::factor_grouping::group_by_asset (C++ member)
fincore::factor_grouping::group_labels (C++ member)
fincore::factor_hypothesis (C++ struct)
fincore::factor_hypothesis::adjusted_p_value (C++ member)
fincore::factor_hypothesis::label (C++ member)
fincore::factor_hypothesis::mean_ic (C++ member)
fincore::factor_hypothesis::n_observations (C++ member)
fincore::factor_hypothesis::p_value (C++ member)
fincore::factor_hypothesis::rejected (C++ member)
fincore::factor_hypothesis::t_stat (C++ member)
fincore::factor_hypothesis::testable (C++ member)
fincore::factor_ic_summary (C++ struct)
fincore::factor_ic_summary::groups (C++ member)
fincore::factor_ic_summary::labels (C++ member)
fincore::factor_ic_summary::means (C++ member)
fincore::factor_ic_table (C++ struct)
fincore::factor_ic_table::dates (C++ member)
fincore::factor_ic_table::groups (C++ member)
fincore::factor_ic_table::labels (C++ member)
fincore::factor_ic_table::values (C++ member)
fincore::factor_information_coefficient (C++ function)
fincore::factor_loading_table (C++ struct)
fincore::factor_loading_table::assets (C++ member)
fincore::factor_loading_table::dates (C++ member)
fincore::factor_loading_table::factors (C++ member)
fincore::factor_loading_table::values (C++ member)
fincore::factor_loss_exceeded (C++ class)
fincore::factor_loss_exceeded::factor_loss_exceeded (C++ function)
fincore::factor_loss_exceeded::loss_report (C++ member)
fincore::factor_loss_exceeded_error (C++ type)
fincore::factor_loss_report (C++ struct)
fincore::factor_loss_report::binning_count (C++ member)
fincore::factor_loss_report::binning_loss (C++ member)
fincore::factor_loss_report::factor_input_loss (C++ member)
fincore::factor_loss_report::finite_factor_count (C++ member)
fincore::factor_loss_report::forward_returns_count (C++ member)
fincore::factor_loss_report::forward_returns_loss (C++ member)
fincore::factor_loss_report::input_count (C++ member)
fincore::factor_loss_report::total_loss (C++ member)
fincore::factor_model_envelope (C++ struct)
fincore::factor_model_envelope::config (C++ member)
fincore::factor_model_envelope::fingerprint_version (C++ member)
fincore::factor_model_envelope::forward_periods (C++ member)
fincore::factor_model_envelope::loss_report (C++ member)
fincore::factor_model_envelope::result_fingerprint (C++ member)
fincore::factor_model_envelope::schema (C++ member)
fincore::factor_model_inference (C++ function)
fincore::factor_operation_descriptor (C++ struct)
fincore::factor_operation_descriptor::capability_id (C++ member)
fincore::factor_operation_descriptor::domain (C++ member)
fincore::factor_operation_descriptor::operation_id (C++ member)
fincore::factor_operation_descriptor::provenance (C++ member)
fincore::factor_operation_descriptors (C++ function)
fincore::factor_operations_digest (C++ function)
fincore::factor_portfolio_inputs (C++ struct)
fincore::factor_portfolio_inputs::benchmark_returns (C++ member)
fincore::factor_portfolio_inputs::positions (C++ member)
fincore::factor_portfolio_inputs::returns (C++ member)
fincore::factor_position_series (C++ struct)
fincore::factor_position_series::period (C++ member)
fincore::factor_position_series::positions (C++ member)
fincore::factor_positions (C++ function)
fincore::factor_prediction_column (C++ member)
fincore::factor_quantile_curve (C++ struct)
fincore::factor_quantile_curve::dates (C++ member)
fincore::factor_quantile_curve::period (C++ member)
fincore::factor_quantile_curve::quantiles (C++ member)
fincore::factor_quantile_curve::values (C++ member)
fincore::factor_quantile_statistics (C++ struct)
fincore::factor_quantile_statistics::count (C++ member)
fincore::factor_quantile_statistics::count_percent (C++ member)
fincore::factor_quantile_statistics::maximum (C++ member)
fincore::factor_quantile_statistics::mean (C++ member)
fincore::factor_quantile_statistics::minimum (C++ member)
fincore::factor_quantile_statistics::quantile (C++ member)
fincore::factor_quantile_statistics::stddev (C++ member)
fincore::factor_rank_autocorrelation (C++ function)
fincore::factor_rank_autocorrelation_series (C++ struct)
fincore::factor_rank_autocorrelation_series::lag (C++ member)
fincore::factor_rank_autocorrelation_series::values (C++ member)
fincore::factor_regression_alpha_name (C++ member)
fincore::factor_regression_coefficient_column (C++ member)
fincore::factor_regression_factor_column (C++ member)
fincore::factor_regression_fitted_column (C++ member)
fincore::factor_regression_predictions (C++ function)
fincore::factor_regression_residual_column (C++ member)
fincore::factor_regression_result (C++ struct)
fincore::factor_regression_result::alpha (C++ member)
fincore::factor_regression_result::coefficients (C++ member)
fincore::factor_regression_result::fitted_returns (C++ member)
fincore::factor_regression_result::r_squared (C++ member)
fincore::factor_regression_result::residuals (C++ member)
fincore::factor_return_table (C++ struct)
fincore::factor_return_table::dates (C++ member)
fincore::factor_return_table::labels (C++ member)
fincore::factor_return_table::values (C++ member)
fincore::factor_returns (C++ function)
fincore::factor_row (C++ struct)
fincore::factor_row::asset (C++ member)
fincore::factor_row::date (C++ member)
fincore::factor_row::factor (C++ member)
fincore::factor_row::forward_returns (C++ member)
fincore::factor_row::group (C++ member)
fincore::factor_row::has_group (C++ member)
fincore::factor_row::quantile (C++ member)
fincore::factor_series (C++ struct)
fincore::factor_series::assets (C++ member)
fincore::factor_series::dates (C++ member)
fincore::factor_series::values (C++ member)
fincore::factor_series_result (C++ struct)
fincore::factor_series_result::dates (C++ member)
fincore::factor_series_result::values (C++ member)
fincore::factor_spread_row (C++ struct)
fincore::factor_spread_row::group (C++ member)
fincore::factor_spread_row::period (C++ member)
fincore::factor_spread_row::spread (C++ member)
fincore::factor_spread_row::standard_error (C++ member)
fincore::factor_tear_charts (C++ struct)
fincore::factor_tear_charts::event_analysis (C++ member)
fincore::factor_tear_charts::group_snapshots (C++ member)
fincore::factor_tear_charts::grouped (C++ member)
fincore::factor_tear_charts::information_coefficient (C++ member)
fincore::factor_tear_charts::quantile_returns (C++ member)
fincore::factor_tear_charts::rank_autocorrelation (C++ member)
fincore::factor_tear_charts::spread (C++ member)
fincore::factor_tear_charts::turnover (C++ member)
fincore::factor_time_information_table (C++ struct)
fincore::factor_time_information_table::dates (C++ member)
fincore::factor_time_information_table::frequency (C++ member)
fincore::factor_time_information_table::groups (C++ member)
fincore::factor_time_information_table::labels (C++ member)
fincore::factor_time_information_table::means (C++ member)
fincore::factor_turnover_series (C++ struct)
fincore::factor_turnover_series::lag (C++ member)
fincore::factor_turnover_series::quantile (C++ member)
fincore::factor_turnover_series::values (C++ member)
fincore::factor_value (C++ class)
fincore::factor_value::array_type (C++ type)
fincore::factor_value::as_array (C++ function)
,
[1]
fincore::factor_value::as_bool (C++ function)
fincore::factor_value::as_integer (C++ function)
fincore::factor_value::as_number (C++ function)
fincore::factor_value::as_object (C++ function)
,
[1]
fincore::factor_value::as_string (C++ function)
fincore::factor_value::at (C++ function)
fincore::factor_value::factor_value (C++ function)
,
[1]
,
[2]
,
[3]
,
[4]
,
[5]
,
[6]
,
[7]
,
[8]
,
[9]
fincore::factor_value::find (C++ function)
fincore::factor_value::is_array (C++ function)
fincore::factor_value::is_bool (C++ function)
fincore::factor_value::is_integer (C++ function)
fincore::factor_value::is_null (C++ function)
fincore::factor_value::is_number (C++ function)
fincore::factor_value::is_object (C++ function)
fincore::factor_value::is_string (C++ function)
fincore::factor_value::object_type (C++ type)
fincore::factor_value::operator== (C++ function)
fincore::factor_weight_row (C++ struct)
fincore::factor_weight_row::asset (C++ member)
fincore::factor_weight_row::date (C++ member)
fincore::factor_weight_row::weight (C++ member)
fincore::factor_weights (C++ function)
fincore::factor_workflow (C++ struct)
fincore::factor_workflow::build (C++ member)
fincore::factor_workflow::model_operation_id (C++ member)
fincore::factor_workflow::renderer (C++ member)
fincore::factor_workflow::sections (C++ member)
fincore::factor_workflow::workflow_id (C++ member)
fincore::factor_workflows (C++ function)
fincore::fama_french_fit_result (C++ struct)
fincore::fama_french_fit_result::alpha (C++ member)
fincore::fama_french_fit_result::betas (C++ member)
fincore::fama_french_fit_result::fitted_returns (C++ member)
fincore::fama_french_fit_result::r_squared (C++ member)
fincore::fama_french_fit_result::residuals (C++ member)
fincore::fama_french_provider (C++ type)
fincore::fama_macbeth (C++ function)
fincore::fama_macbeth_covariance (C++ enum)
fincore::fama_macbeth_covariance::iid (C++ enumerator)
fincore::fama_macbeth_covariance::newey_west (C++ enumerator)
fincore::fama_macbeth_estimate (C++ struct)
fincore::fama_macbeth_estimate::mean (C++ member)
fincore::fama_macbeth_estimate::std_error (C++ member)
fincore::fama_macbeth_estimate::t_stat (C++ member)
fincore::fama_macbeth_result (C++ struct)
fincore::fama_macbeth_result::covariance (C++ member)
fincore::fama_macbeth_result::exposure (C++ member)
fincore::fama_macbeth_result::intercept (C++ member)
fincore::fama_macbeth_result::n_cross_sections (C++ member)
fincore::fama_macbeth_result::newey_west_lags (C++ member)
fincore::FamaFrenchModel (C++ class)
fincore::FamaFrenchModel::alpha (C++ function)
fincore::FamaFrenchModel::attribution_decomposition (C++ function)
fincore::FamaFrenchModel::betas (C++ function)
fincore::FamaFrenchModel::factors (C++ function)
fincore::FamaFrenchModel::FamaFrenchModel (C++ function)
fincore::FamaFrenchModel::fit (C++ function)
fincore::FamaFrenchModel::get_factor_exposures (C++ function)
fincore::FamaFrenchModel::model_type (C++ function)
fincore::FamaFrenchModel::predict (C++ function)
fincore::FamaFrenchModel::risk_free_rate (C++ function)
fincore::FamaFrenchModelPatch (C++ type)
fincore::fdr_result (C++ struct)
fincore::fdr_result::adjusted_p_values (C++ member)
fincore::fdr_result::alpha (C++ member)
fincore::fdr_result::p_values (C++ member)
fincore::fdr_result::rejected (C++ member)
fincore::fee_treatment (C++ enum)
fincore::fee_treatment::gross (C++ enumerator)
fincore::fee_treatment::net (C++ enumerator)
fincore::fetch_ff_factors (C++ function)
,
[1]
fincore::fetch_style_factors (C++ function)
,
[1]
fincore::FF3_FACTORS (C++ member)
fincore::FF4MOM_FACTORS (C++ member)
fincore::FF5_FACTORS (C++ member)
fincore::fincore_error (C++ class)
fincore::fincore_error::category (C++ function)
fincore::fincore_error::code (C++ function)
fincore::fincore_error::fields (C++ function)
fincore::fincore_error::fincore_error (C++ function)
,
[1]
fincore::fincore_error::from_dict (C++ function)
fincore::fincore_error::info (C++ function)
fincore::fincore_error::report (C++ function)
fincore::find_factor_workflow (C++ function)
fincore::fingerprint_value (C++ function)
,
[1]
,
[2]
,
[3]
fincore::fit_egarch (C++ function)
fincore::fit_factor_regression (C++ function)
fincore::fit_garch11 (C++ function)
fincore::fit_gjr_garch (C++ function)
fincore::flatten (C++ function)
,
[1]
fincore::forecast_cone_bootstrap (C++ function)
,
[1]
fincore::forecast_egarch (C++ function)
fincore::forecast_es (C++ function)
fincore::forecast_garch11 (C++ function)
fincore::forecast_gjr_garch (C++ function)
fincore::forecast_var (C++ function)
fincore::forecast_volatility (C++ function)
fincore::forward_return_table (C++ struct)
fincore::forward_return_table::assets (C++ member)
fincore::forward_return_table::dates (C++ member)
fincore::forward_return_table::labels (C++ member)
fincore::forward_return_table::values (C++ member)
fincore::frequency (C++ enum)
fincore::frequency::daily (C++ enumerator)
fincore::frequency::monthly (C++ enumerator)
fincore::frequency::quarterly (C++ enumerator)
fincore::frequency::weekly (C++ enumerator)
fincore::frequency::yearly (C++ enumerator)
fincore::frequency_name (C++ function)
fincore::from_json (C++ function)
fincore::from_payload (C++ function)
fincore::frontier_chart_data (C++ struct)
fincore::frontier_chart_data::max_sharpe_return (C++ member)
fincore::frontier_chart_data::max_sharpe_volatility (C++ member)
fincore::frontier_chart_data::min_variance_return (C++ member)
fincore::frontier_chart_data::min_variance_volatility (C++ member)
fincore::frontier_chart_data::returns (C++ member)
fincore::frontier_chart_data::sharpe (C++ member)
fincore::frontier_chart_data::volatilities (C++ member)
fincore::frontier_chart_data::x_label (C++ member)
fincore::frontier_chart_data::y_label (C++ member)
fincore::frontier_config (C++ struct)
fincore::frontier_config::max_weight (C++ member)
fincore::frontier_config::n_points (C++ member)
fincore::frontier_config::periods_per_year (C++ member)
fincore::frontier_config::risk_free_rate (C++ member)
fincore::frontier_config::short_allowed (C++ member)
fincore::frontier_point_diagnostics (C++ struct)
fincore::frontier_point_diagnostics::lower_bound_residual (C++ member)
fincore::frontier_point_diagnostics::solver (C++ member)
fincore::frontier_point_diagnostics::sum_residual (C++ member)
fincore::frontier_point_diagnostics::target_return_residual (C++ member)
fincore::frontier_point_diagnostics::upper_bound_residual (C++ member)
fincore::frontier_solver (C++ enum)
fincore::frontier_solver::bounded_linear_max_return (C++ enumerator)
fincore::frontier_solver::min_variance (C++ enumerator)
fincore::frontier_solver::min_variance_degenerate (C++ enumerator)
fincore::frontier_solver::projected_gradient (C++ enumerator)
fincore::frozen_mapping (C++ class)
fincore::frozen_mapping::at (C++ function)
fincore::frozen_mapping::begin (C++ function)
fincore::frozen_mapping::const_iterator (C++ type)
fincore::frozen_mapping::contains (C++ function)
fincore::frozen_mapping::empty (C++ function)
fincore::frozen_mapping::end (C++ function)
fincore::frozen_mapping::find (C++ function)
fincore::frozen_mapping::frozen_mapping (C++ function)
,
[1]
,
[2]
fincore::frozen_mapping::operator== (C++ function)
fincore::frozen_mapping::size (C++ function)
fincore::frozen_mapping::snapshot (C++ function)
fincore::frozen_mapping::storage_type (C++ type)
fincore::garch11_log_likelihood (C++ function)
fincore::garch11_parameters (C++ struct)
fincore::garch11_parameters::alpha (C++ member)
fincore::garch11_parameters::beta (C++ member)
fincore::garch11_parameters::mu (C++ member)
fincore::garch11_parameters::omega (C++ member)
fincore::garch11_result (C++ struct)
fincore::garch11_result::conditional_variances (C++ member)
fincore::garch11_result::converged (C++ member)
fincore::garch11_result::log_likelihood (C++ member)
fincore::garch11_result::params (C++ member)
fincore::garch11_result::residuals (C++ member)
fincore::garch_conditional_estimate (C++ struct)
fincore::garch_conditional_estimate::conditional_variances (C++ member)
fincore::garch_conditional_estimate::converged (C++ member)
fincore::garch_conditional_estimate::value (C++ member)
fincore::garch_forecast_result (C++ struct)
fincore::garch_forecast_result::converged (C++ member)
fincore::garch_forecast_result::forecasts (C++ member)
fincore::garch_forecast_result::log_likelihood (C++ member)
fincore::garch_model (C++ enum)
fincore::garch_model::egarch (C++ enumerator)
fincore::garch_model::garch (C++ enumerator)
fincore::garch_model::gjr_garch (C++ enumerator)
fincore::gbm_from_returns (C++ function)
fincore::gbm_path_column_prefix (C++ member)
fincore::gen_drawdown_table (C++ function)
fincore::gen_round_trip_stats (C++ function)
fincore::generate_correlation_breakdown (C++ function)
fincore::geometric_brownian_motion (C++ function)
fincore::get_all_drawdowns (C++ function)
fincore::get_all_drawdowns_detailed (C++ function)
fincore::get_forward_returns_columns (C++ function)
fincore::get_long_short_notional (C++ function)
fincore::get_long_short_pos (C++ function)
fincore::get_low_liquidity_transactions (C++ function)
fincore::get_max_days_to_liquidate_by_ticker (C++ function)
fincore::get_max_median_position_concentration (C++ function)
fincore::get_percent_alloc (C++ function)
fincore::get_sector_exposures (C++ function)
fincore::get_top_drawdowns (C++ function)
fincore::get_top_long_short_abs (C++ function)
fincore::get_turnover (C++ function)
fincore::get_txn_vol (C++ function)
fincore::gev_fit (C++ function)
fincore::gev_parameters (C++ struct)
fincore::gev_parameters::mu (C++ member)
fincore::gev_parameters::n_blocks (C++ member)
fincore::gev_parameters::sigma (C++ member)
fincore::gev_parameters::xi (C++ member)
fincore::gjr_garch_parameters (C++ struct)
fincore::gjr_garch_parameters::alpha (C++ member)
fincore::gjr_garch_parameters::beta (C++ member)
fincore::gjr_garch_parameters::gamma (C++ member)
fincore::gjr_garch_parameters::omega (C++ member)
fincore::gjr_garch_result (C++ struct)
fincore::gjr_garch_result::conditional_variances (C++ member)
fincore::gjr_garch_result::converged (C++ member)
fincore::gjr_garch_result::log_likelihood (C++ member)
fincore::gjr_garch_result::params (C++ member)
fincore::gjr_garch_result::residuals (C++ member)
fincore::gpd_estimation_method (C++ enum)
fincore::gpd_estimation_method::mle (C++ enumerator)
fincore::gpd_estimation_method::pwm (C++ enumerator)
fincore::gpd_fit (C++ function)
fincore::gpd_parameters (C++ struct)
fincore::gpd_parameters::beta (C++ member)
fincore::gpd_parameters::n_exceed (C++ member)
fincore::gpd_parameters::threshold (C++ member)
fincore::gpd_parameters::xi (C++ member)
fincore::gpd_risk_estimates (C++ function)
fincore::gpd_risk_estimates_result (C++ struct)
fincore::gpd_risk_estimates_result::es (C++ member)
fincore::gpd_risk_estimates_result::scale (C++ member)
fincore::gpd_risk_estimates_result::shape (C++ member)
fincore::gpd_risk_estimates_result::threshold (C++ member)
fincore::gpd_risk_estimates_result::var (C++ member)
fincore::grid_cell (C++ struct)
fincore::grid_cell::col (C++ member)
fincore::grid_cell::full_row (C++ member)
fincore::grid_cell::index (C++ member)
fincore::grid_cell::row (C++ member)
fincore::grid_figure (C++ class)
fincore::grid_figure::cells (C++ function)
fincore::grid_figure::close (C++ function)
fincore::grid_figure::closed (C++ function)
fincore::grid_figure::cols (C++ function)
fincore::grid_figure::create_new_figure (C++ function)
fincore::grid_figure::current_col (C++ function)
fincore::grid_figure::current_row (C++ function)
fincore::grid_figure::grid_figure (C++ function)
fincore::grid_figure::height (C++ function)
fincore::grid_figure::hspace (C++ function)
fincore::grid_figure::next_cell (C++ function)
fincore::grid_figure::next_row (C++ function)
fincore::grid_figure::rows (C++ function)
fincore::grid_figure::width (C++ function)
fincore::grid_figure::wspace (C++ function)
fincore::gross_lev (C++ function)
fincore::groupby_consecutive_transactions (C++ function)
fincore::handle_numerical_error (C++ function)
fincore::heat_grid (C++ struct)
fincore::heat_grid::color_centered (C++ member)
fincore::heat_grid::color_max (C++ member)
fincore::heat_grid::color_min (C++ member)
fincore::heat_grid::columns (C++ member)
fincore::heat_grid::present (C++ member)
fincore::heat_grid::title (C++ member)
fincore::heat_grid::unit (C++ member)
fincore::heat_grid::values (C++ member)
fincore::heat_grid::years (C++ member)
fincore::henriksson_merton_timing (C++ function)
fincore::hill_estimate (C++ struct)
fincore::hill_estimate::tail_observations (C++ member)
fincore::hill_estimate::xi (C++ member)
fincore::hill_estimator (C++ function)
fincore::histogram_bins (C++ struct)
fincore::histogram_bins::counts (C++ member)
fincore::histogram_bins::density (C++ member)
fincore::histogram_bins::edges (C++ member)
fincore::histogram_bins::n_observations (C++ member)
fincore::historical_value_at_risk (C++ function)
fincore::html_metric (C++ struct)
fincore::html_metric::key (C++ member)
fincore::html_metric::missing (C++ function)
fincore::html_metric::number (C++ member)
fincore::html_metric::number_metric (C++ function)
fincore::html_metric::text (C++ member)
fincore::html_metric::text_metric (C++ function)
fincore::html_report_builder (C++ class)
fincore::html_report_builder::add_heading (C++ function)
fincore::html_report_builder::add_html (C++ function)
fincore::html_report_builder::add_metric_cards (C++ function)
,
[1]
fincore::html_report_builder::add_stats_table (C++ function)
fincore::html_report_builder::add_title (C++ function)
fincore::html_report_builder::build (C++ function)
fincore::html_report_builder::css (C++ function)
fincore::html_report_builder::plot_drawdown (C++ function)
fincore::html_report_builder::plot_monthly_heatmap (C++ function)
fincore::html_report_builder::plot_returns (C++ function)
fincore::html_report_builder::plot_rolling_sharpe (C++ function)
fincore::html_report_builder::save (C++ function)
fincore::html_report_builder::sections (C++ function)
fincore::hurst_exponent (C++ function)
fincore::ic_confidence_interval (C++ function)
fincore::ic_inference_result (C++ struct)
fincore::ic_inference_result::alpha (C++ member)
fincore::ic_inference_result::hypotheses (C++ member)
fincore::ic_interval (C++ struct)
fincore::ic_interval::lower (C++ member)
fincore::ic_interval::upper (C++ member)
fincore::ic_mean (C++ function)
fincore::ic_t_stat (C++ function)
fincore::idiosyncratic_risk_result (C++ struct)
fincore::idiosyncratic_risk_result::assets (C++ member)
fincore::idiosyncratic_risk_result::market_beta (C++ member)
fincore::idiosyncratic_risk_result::specific_volatility (C++ member)
fincore::infer_trading_calendar (C++ function)
fincore::information_coefficient_inference (C++ function)
fincore::information_ratio (C++ function)
fincore::information_ratio_by_year (C++ function)
fincore::input_contract_error (C++ function)
fincore::input_error (C++ class)
fincore::insufficient_data_error (C++ function)
fincore::invalid_period_error (C++ function)
fincore::kappa_three_ratio (C++ function)
fincore::kupiec_lr (C++ function)
fincore::kurtosis (C++ function)
fincore::latin_hypercube_dimension_column_prefix (C++ member)
fincore::latin_hypercube_sampling (C++ function)
fincore::legacy_forward_returns_loss (C++ function)
fincore::load_optional_module (C++ function)
fincore::long_short_aggregate (C++ struct)
fincore::long_short_aggregate::all_trades (C++ member)
fincore::long_short_aggregate::long_trades (C++ member)
fincore::long_short_aggregate::short_trades (C++ member)
fincore::long_short_aggregate::statistic_names (C++ member)
fincore::loss_rate (C++ function)
fincore::losses_negative_sign_convention (C++ member)
fincore::m_squared (C++ function)
fincore::make_error (C++ function)
fincore::make_operation_resolution_error (C++ function)
fincore::make_operations_provider (C++ function)
fincore::make_series (C++ function)
fincore::make_transaction_frame (C++ function)
fincore::map_transaction (C++ function)
fincore::mar_ratio (C++ function)
fincore::market_timing_return (C++ function)
fincore::materialize_pit_factor (C++ function)
fincore::matrix (C++ class)
fincore::matrix::at (C++ function)
,
[1]
fincore::matrix::columns (C++ function)
fincore::matrix::matrix (C++ function)
,
[1]
fincore::matrix::row (C++ function)
fincore::matrix::rows (C++ function)
fincore::matrix::values (C++ function)
fincore::max_consecutive_down_days (C++ function)
fincore::max_consecutive_down_end_date (C++ function)
fincore::max_consecutive_down_months (C++ function)
fincore::max_consecutive_down_start_date (C++ function)
fincore::max_consecutive_down_weeks (C++ function)
fincore::max_consecutive_gain (C++ function)
fincore::max_consecutive_loss (C++ function)
fincore::max_consecutive_up_days (C++ function)
fincore::max_consecutive_up_end_date (C++ function)
fincore::max_consecutive_up_months (C++ function)
fincore::max_consecutive_up_start_date (C++ function)
fincore::max_consecutive_up_weeks (C++ function)
fincore::max_drawdown (C++ function)
fincore::max_drawdown_by_year (C++ function)
fincore::max_drawdown_days (C++ function)
fincore::max_drawdown_months (C++ function)
fincore::max_drawdown_period (C++ function)
fincore::max_drawdown_recovery_days (C++ function)
fincore::max_drawdown_recovery_months (C++ function)
fincore::max_drawdown_recovery_weeks (C++ function)
fincore::max_drawdown_underwater (C++ function)
fincore::max_drawdown_weeks (C++ function)
fincore::max_drawdown_window (C++ function)
fincore::max_loss_exceeded_error (C++ class)
fincore::max_loss_exceeded_error::loss_report (C++ member)
fincore::max_loss_exceeded_error::max_loss_exceeded_error (C++ function)
fincore::max_single_day_gain (C++ function)
fincore::max_single_day_gain_date (C++ function)
fincore::max_single_day_loss (C++ function)
fincore::max_single_day_loss_date (C++ function)
fincore::mean_information_coefficient (C++ function)
fincore::mean_return_by_quantile (C++ function)
fincore::mean_return_by_quantile_by_date (C++ function)
fincore::mean_return_spread (C++ function)
fincore::metrics_operations (C++ function)
fincore::metrics_performance_operations (C++ function)
fincore::missing_data_error (C++ function)
fincore::month_labels (C++ member)
fincore::monthly_frequency_name (C++ member)
fincore::monthly_ic_heatmap_chart (C++ struct)
fincore::monthly_ic_heatmap_chart::group (C++ member)
fincore::monthly_ic_heatmap_chart::month_columns (C++ member)
fincore::monthly_ic_heatmap_chart::period (C++ member)
fincore::monthly_ic_heatmap_chart::present (C++ member)
fincore::monthly_ic_heatmap_chart::title (C++ member)
fincore::monthly_ic_heatmap_chart::to_svg (C++ function)
fincore::monthly_ic_heatmap_chart::values (C++ member)
fincore::monthly_ic_heatmap_chart::years (C++ member)
fincore::multi_horizon_prepared_factor_data (C++ struct)
fincore::multi_horizon_prepared_factor_data::by_horizon (C++ member)
fincore::mwr (C++ function)
fincore::named_factor_panel (C++ struct)
fincore::named_factor_panel::name (C++ member)
fincore::named_factor_panel::values (C++ member)
fincore::named_research_result (C++ struct)
fincore::named_research_result::name (C++ member)
fincore::named_research_result::result (C++ member)
fincore::named_returns (C++ struct)
fincore::named_returns::name (C++ member)
fincore::named_returns::returns (C++ member)
fincore::nanoseconds_per_day (C++ member)
fincore::native_backend (C++ class)
fincore::native_backend::as_float_array (C++ function)
,
[1]
fincore::native_backend::cumulative_product (C++ function)
,
[1]
fincore::native_backend::name (C++ member)
fincore::native_backend::sample_standard_deviation (C++ function)
,
[1]
fincore::non_matching_timezone_error (C++ class)
fincore::non_matching_timezone_error::non_matching_timezone_error (C++ function)
fincore::normalize (C++ function)
fincore::normalize_attribution_positions (C++ function)
fincore::normalize_research_evaluation_spec (C++ function)
fincore::normalize_time_series_timezone (C++ function)
fincore::NOT_RUN_INTERACTIVE (C++ member)
fincore::numerical_convergence_error (C++ function)
fincore::numerical_error (C++ function)
fincore::omega_ratio (C++ function)
fincore::operation_catalog (C++ class)
fincore::operation_catalog::digest (C++ function)
fincore::operation_catalog::extension_snapshot (C++ function)
fincore::operation_catalog::operation_catalog (C++ function)
fincore::operation_catalog::operation_ids (C++ function)
fincore::operation_catalog::operations (C++ function)
fincore::operation_catalog::resolve (C++ function)
fincore::operation_catalog::with_extensions (C++ function)
fincore::operation_descriptor (C++ struct)
fincore::operation_descriptor::capability_id (C++ member)
fincore::operation_descriptor::deterministic (C++ member)
fincore::operation_descriptor::domain (C++ member)
fincore::operation_descriptor::operation_descriptor (C++ function)
,
[1]
fincore::operation_descriptor::operation_id (C++ member)
fincore::operation_descriptor::provenance_owner (C++ member)
fincore::operation_descriptor::rng_policy (C++ member)
fincore::operation_descriptor::source_module (C++ member)
fincore::operation_request (C++ struct)
fincore::operation_request::config (C++ member)
fincore::operation_request::config_digest (C++ member)
fincore::operation_request::input_digest (C++ member)
fincore::operation_request::inputs (C++ member)
fincore::operation_request::operation_id (C++ member)
fincore::operation_request::operation_request (C++ function)
fincore::operation_resolution_error (C++ class)
fincore::operation_resolution_error::operation_resolution_error (C++ function)
fincore::operation_spec (C++ struct)
fincore::operation_spec::callable (C++ member)
fincore::operation_spec::capability_id (C++ member)
fincore::operation_spec::deterministic (C++ member)
fincore::operation_spec::domain (C++ member)
fincore::operation_spec::implementation_fingerprint (C++ function)
fincore::operation_spec::mode_approval (C++ member)
fincore::operation_spec::operation_id (C++ member)
fincore::operation_spec::provenance (C++ member)
fincore::operation_spec::rng_policy (C++ member)
fincore::operation_spec::semantic_mode (C++ member)
fincore::operations_provider (C++ type)
fincore::optimization_error (C++ class)
fincore::optimization_operations (C++ function)
fincore::optimize_portfolio (C++ function)
fincore::owned_figures (C++ struct)
fincore::owned_figures::closed (C++ member)
fincore::owned_figures::figures (C++ member)
fincore::pandas_frequency (C++ function)
fincore::pandas_frequency_alias (C++ function)
fincore::parse_json_value (C++ function)
fincore::parse_timedelta_nanoseconds (C++ function)
fincore::perf_attrib (C++ function)
fincore::perf_attrib_core (C++ function)
fincore::perf_attribution_result (C++ struct)
fincore::perf_attribution_result::attribution (C++ member)
fincore::perf_attribution_result::risk_exposures (C++ member)
fincore::perf_attribution_statistics (C++ struct)
fincore::perf_attribution_statistics::factor_summary (C++ member)
fincore::perf_attribution_statistics::summary (C++ member)
fincore::perf_stats (C++ function)
,
[1]
fincore::perf_stats_bootstrap (C++ function)
,
[1]
fincore::performance_operations (C++ function)
fincore::pinned_version_major (C++ member)
fincore::pinned_version_minor (C++ member)
fincore::pinned_version_patch (C++ member)
fincore::pinned_version_string (C++ member)
fincore::pit_observation (C++ struct)
fincore::pit_observation::asset (C++ member)
fincore::pit_observation::in_universe (C++ member)
fincore::pit_observation::point (C++ member)
fincore::pit_point (C++ struct)
fincore::pit_point::as_of (C++ member)
fincore::pit_point::effective_from (C++ member)
fincore::pit_point::known_at (C++ member)
fincore::pit_point::value (C++ member)
fincore::plan (C++ function)
fincore::plot_bar_chart (C++ function)
fincore::plot_correlation_matrix (C++ function)
fincore::plot_cumulative_returns (C++ function)
fincore::plot_cumulative_returns_by_quantile (C++ function)
fincore::plot_drawdown (C++ function)
fincore::plot_drawdown_chart (C++ function)
fincore::plot_events_distribution (C++ function)
fincore::plot_events_distribution_chart (C++ function)
fincore::plot_frontier_chart (C++ function)
fincore::plot_histogram (C++ function)
fincore::plot_ic_qq (C++ function)
fincore::plot_mean_quantile_returns_spread_time_series (C++ function)
fincore::plot_monthly_heatmap (C++ function)
fincore::plot_monthly_ic_heatmap (C++ function)
,
[1]
fincore::plot_qq_chart (C++ function)
fincore::plot_quantile_cumulative_chart (C++ function)
fincore::plot_quantile_returns_violin (C++ function)
fincore::plot_rolling_metric (C++ function)
fincore::plot_series_chart (C++ function)
fincore::plot_spread_time_series (C++ function)
fincore::plot_violin_chart (C++ function)
fincore::plotly_annotation (C++ struct)
fincore::plotly_annotation::show_arrow (C++ member)
fincore::plotly_annotation::text (C++ member)
fincore::plotly_annotation::x (C++ member)
fincore::plotly_annotation::xref (C++ member)
fincore::plotly_annotation::y (C++ member)
fincore::plotly_annotation::yref (C++ member)
fincore::plotly_axis (C++ struct)
fincore::plotly_axis::reversed (C++ member)
fincore::plotly_axis::side (C++ member)
fincore::plotly_axis::tick_text (C++ member)
fincore::plotly_axis::tick_values (C++ member)
fincore::plotly_axis::tickmode (C++ member)
fincore::plotly_axis::title (C++ member)
fincore::plotly_backend (C++ class)
fincore::plotly_backend::colors (C++ function)
fincore::plotly_backend::create_document (C++ function)
fincore::plotly_backend::default_template (C++ function)
fincore::plotly_backend::effective_template (C++ function)
fincore::plotly_backend::figure (C++ function)
fincore::plotly_backend::has_figure (C++ function)
fincore::plotly_backend::height (C++ function)
fincore::plotly_backend::last_show_status (C++ function)
fincore::plotly_backend::plot_correlation_matrix (C++ function)
fincore::plotly_backend::plot_drawdown (C++ function)
fincore::plotly_backend::plot_efficient_frontier (C++ function)
fincore::plotly_backend::plot_monthly_heatmap (C++ function)
fincore::plotly_backend::plot_returns (C++ function)
fincore::plotly_backend::plot_rolling_sharpe (C++ function)
fincore::plotly_backend::plotly_backend (C++ function)
fincore::plotly_backend::save_html (C++ function)
fincore::plotly_backend::save_image (C++ function)
fincore::plotly_backend::set_figure (C++ function)
fincore::plotly_backend::show (C++ function)
fincore::plotly_backend::show_legend (C++ function)
fincore::plotly_backend::theme (C++ function)
fincore::plotly_backend::width (C++ function)
fincore::plotly_color_theme (C++ struct)
fincore::plotly_color_theme::background (C++ member)
fincore::plotly_color_theme::dark (C++ member)
fincore::plotly_color_theme::grid (C++ member)
fincore::plotly_color_theme::highlight (C++ member)
fincore::plotly_color_theme::negative (C++ member)
fincore::plotly_color_theme::neutral (C++ member)
fincore::plotly_color_theme::positive (C++ member)
fincore::plotly_color_theme::text (C++ member)
fincore::plotly_color_theme::warning (C++ member)
fincore::plotly_document (C++ struct)
fincore::plotly_document::annotations (C++ member)
fincore::plotly_document::font_color (C++ member)
fincore::plotly_document::grid_color (C++ member)
fincore::plotly_document::height (C++ member)
fincore::plotly_document::hovermode (C++ member)
fincore::plotly_document::paper_background (C++ member)
fincore::plotly_document::plot_background (C++ member)
fincore::plotly_document::save_html (C++ function)
fincore::plotly_document::save_image (C++ function)
fincore::plotly_document::shapes (C++ member)
fincore::plotly_document::show_legend (C++ member)
fincore::plotly_document::template_name (C++ member)
fincore::plotly_document::title (C++ member)
fincore::plotly_document::to_html (C++ function)
fincore::plotly_document::to_json (C++ function)
fincore::plotly_document::to_svg (C++ function)
fincore::plotly_document::traces (C++ member)
fincore::plotly_document::width (C++ member)
fincore::plotly_document::x_axis (C++ member)
fincore::plotly_document::y_axis (C++ member)
fincore::plotly_shape (C++ struct)
fincore::plotly_shape::line_color (C++ member)
fincore::plotly_shape::line_dash (C++ member)
fincore::plotly_shape::line_width (C++ member)
fincore::plotly_shape::type (C++ member)
fincore::plotly_shape::x0 (C++ member)
fincore::plotly_shape::x1 (C++ member)
fincore::plotly_shape::xref (C++ member)
fincore::plotly_shape::y0 (C++ member)
fincore::plotly_shape::y1 (C++ member)
fincore::plotly_shape::yref (C++ member)
fincore::plotly_trace (C++ struct)
fincore::plotly_trace::color_max (C++ member)
fincore::plotly_trace::color_min (C++ member)
fincore::plotly_trace::color_range_set (C++ member)
fincore::plotly_trace::color_stops (C++ member)
fincore::plotly_trace::colorbar_tickformat (C++ member)
fincore::plotly_trace::colorbar_title (C++ member)
fincore::plotly_trace::colorscale (C++ member)
fincore::plotly_trace::custom_data (C++ member)
fincore::plotly_trace::fill (C++ member)
fincore::plotly_trace::fill_color (C++ member)
fincore::plotly_trace::heatmap_columns (C++ member)
fincore::plotly_trace::heatmap_x (C++ member)
fincore::plotly_trace::heatmap_y (C++ member)
fincore::plotly_trace::heatmap_z (C++ member)
fincore::plotly_trace::hovertemplate (C++ member)
fincore::plotly_trace::kind (C++ enum)
fincore::plotly_trace::kind::heatmap (C++ enumerator)
fincore::plotly_trace::kind::scatter (C++ enumerator)
fincore::plotly_trace::line_color (C++ member)
fincore::plotly_trace::line_dash (C++ member)
fincore::plotly_trace::line_width (C++ member)
fincore::plotly_trace::marker_color (C++ member)
fincore::plotly_trace::marker_size (C++ member)
fincore::plotly_trace::marker_symbol (C++ member)
fincore::plotly_trace::mode (C++ member)
fincore::plotly_trace::name (C++ member)
fincore::plotly_trace::type (C++ member)
fincore::plotly_trace::x_labels (C++ member)
fincore::plotly_trace::x_values (C++ member)
fincore::plotly_trace::y_values (C++ member)
fincore::plotly_trace::zmid_zero (C++ member)
fincore::plotting_context (C++ function)
fincore::portfolio_inputs (C++ class)
fincore::portfolio_inputs::materialize (C++ function)
fincore::portfolio_inputs::portfolio_inputs (C++ function)
fincore::portfolio_objective (C++ enum)
fincore::portfolio_objective::max_sharpe (C++ enumerator)
fincore::portfolio_objective::min_variance (C++ enumerator)
fincore::portfolio_objective::target_return (C++ enumerator)
fincore::portfolio_objective::target_risk (C++ enumerator)
fincore::portfolio_operations (C++ function)
fincore::portfolio_optimization_config (C++ struct)
fincore::portfolio_optimization_config::max_weight (C++ member)
fincore::portfolio_optimization_config::min_weight (C++ member)
fincore::portfolio_optimization_config::objective (C++ member)
fincore::portfolio_optimization_config::risk_free_rate (C++ member)
fincore::portfolio_optimization_config::sector_constraints (C++ member)
fincore::portfolio_optimization_config::sector_map (C++ member)
fincore::portfolio_optimization_config::short_allowed (C++ member)
fincore::portfolio_optimization_config::target_return (C++ member)
fincore::portfolio_optimization_config::target_volatility (C++ member)
fincore::portfolio_optimization_result (C++ struct)
fincore::portfolio_optimization_result::asset_names (C++ member)
fincore::portfolio_optimization_result::expected_return (C++ member)
fincore::portfolio_optimization_result::objective (C++ member)
fincore::portfolio_optimization_result::sharpe (C++ member)
fincore::portfolio_optimization_result::volatility (C++ member)
fincore::portfolio_optimization_result::weights (C++ member)
fincore::portfolio_point (C++ struct)
fincore::portfolio_point::expected_return (C++ member)
fincore::portfolio_point::volatility (C++ member)
fincore::portfolio_point::weights (C++ member)
fincore::portfolio_risk_simulation_operations (C++ function)
fincore::portfolio_transaction (C++ struct)
fincore::portfolio_transaction::amount (C++ member)
fincore::portfolio_transaction::date (C++ member)
fincore::portfolio_transaction::price (C++ member)
fincore::portfolio_transaction::symbol (C++ member)
fincore::position_record (C++ struct)
fincore::position_record::date (C++ member)
fincore::position_record::symbol (C++ member)
fincore::position_record::value (C++ member)
fincore::predefined_stress_scenario (C++ enum)
fincore::predefined_stress_scenario::crash (C++ enumerator)
fincore::predefined_stress_scenario::spike (C++ enumerator)
fincore::predefined_stress_scenario::volatility_crush (C++ enumerator)
fincore::predefined_stress_scenario::volatility_spike (C++ enumerator)
fincore::prepare_factor_config (C++ struct)
fincore::prepare_factor_config::binning_by_group (C++ member)
fincore::prepare_factor_config::bins (C++ member)
fincore::prepare_factor_config::cumulative_returns (C++ member)
fincore::prepare_factor_config::filter_zscore (C++ member)
fincore::prepare_factor_config::grouping (C++ member)
fincore::prepare_factor_config::max_loss (C++ member)
fincore::prepare_factor_config::periods (C++ member)
fincore::prepare_factor_config::quantiles (C++ member)
fincore::prepare_factor_config::use_bins (C++ member)
fincore::prepare_factor_config::zero_aware (C++ member)
fincore::prepare_factor_data (C++ function)
fincore::prepare_factor_data_by_horizon (C++ function)
fincore::prepare_factor_data_from_forward_returns (C++ function)
fincore::prepare_pit_factor_data (C++ function)
fincore::prepared_factor_data (C++ struct)
fincore::prepared_factor_data::forward_labels (C++ member)
fincore::prepared_factor_data::loss_report (C++ member)
fincore::prepared_factor_data::rows (C++ member)
fincore::printf_tick_formatter (C++ class)
fincore::printf_tick_formatter::format (C++ function)
fincore::printf_tick_formatter::format_string (C++ function)
fincore::printf_tick_formatter::printf_tick_formatter (C++ function)
fincore::qq_chart (C++ struct)
fincore::qq_chart::series (C++ member)
fincore::qq_chart::to_svg (C++ function)
fincore::qq_chart::x_label (C++ member)
fincore::qq_chart::y_label (C++ member)
fincore::qq_series (C++ struct)
fincore::qq_series::mean (C++ member)
fincore::qq_series::observed_quantiles (C++ member)
fincore::qq_series::period (C++ member)
fincore::qq_series::reference_intercept (C++ member)
fincore::qq_series::reference_slope (C++ member)
fincore::qq_series::scale (C++ member)
fincore::qq_series::theoretical_quantiles (C++ member)
fincore::quantile_cumulative_chart (C++ struct)
fincore::quantile_cumulative_chart::log_scale (C++ member)
fincore::quantile_cumulative_chart::period (C++ member)
fincore::quantile_cumulative_chart::reference (C++ member)
fincore::quantile_cumulative_chart::series (C++ member)
fincore::quantile_cumulative_chart::title (C++ member)
fincore::quantile_cumulative_chart::to_svg (C++ function)
fincore::quantile_cumulative_chart::y_label (C++ member)
fincore::quantile_cumulative_chart::y_max (C++ member)
fincore::quantile_cumulative_chart::y_min (C++ member)
fincore::quantile_date_return_table (C++ struct)
fincore::quantile_date_return_table::dates (C++ member)
fincore::quantile_date_return_table::groups (C++ member)
fincore::quantile_date_return_table::labels (C++ member)
fincore::quantile_date_return_table::means (C++ member)
fincore::quantile_date_return_table::quantiles (C++ member)
fincore::quantile_date_return_table::standard_errors (C++ member)
fincore::quantile_event_statistics (C++ struct)
fincore::quantile_event_statistics::means (C++ member)
fincore::quantile_event_statistics::offsets (C++ member)
fincore::quantile_event_statistics::quantile (C++ member)
fincore::quantile_event_statistics::standard_deviations (C++ member)
fincore::quantile_return_table (C++ struct)
fincore::quantile_return_table::groups (C++ member)
fincore::quantile_return_table::labels (C++ member)
fincore::quantile_return_table::means (C++ member)
fincore::quantile_return_table::quantiles (C++ member)
fincore::quantile_return_table::standard_errors (C++ member)
fincore::quantile_spread_result (C++ struct)
fincore::quantile_spread_result::groups (C++ member)
fincore::quantile_spread_result::labels (C++ member)
fincore::quantile_spread_result::spreads (C++ member)
fincore::quantile_spread_result::standard_errors (C++ member)
fincore::quantile_turnover (C++ function)
fincore::quantization_config (C++ struct)
fincore::quantization_config::bins (C++ member)
fincore::quantization_config::by_group (C++ member)
fincore::quantization_config::no_raise (C++ member)
fincore::quantization_config::quantiles (C++ member)
fincore::quantization_config::use_bins (C++ member)
fincore::quantization_config::zero_aware (C++ member)
fincore::quantize_factor (C++ function)
fincore::quarterly_frequency_name (C++ member)
fincore::r_cubed (C++ function)
fincore::r_cubed_turtle (C++ function)
fincore::ranked_position (C++ struct)
fincore::ranked_position::symbol (C++ member)
fincore::ranked_position::value (C++ member)
fincore::refit_parameters (C++ struct)
fincore::refit_parameters::date (C++ member)
fincore::refit_parameters::forecast (C++ member)
fincore::refit_parameters::mean (C++ member)
fincore::refit_parameters::n_observations (C++ member)
fincore::refit_parameters::standard_deviation (C++ member)
fincore::relative_win_rate (C++ function)
fincore::render_bokeh (C++ function)
fincore::render_customization (C++ struct)
fincore::render_customization::axes (C++ member)
fincore::render_customization::colorblind_palette (C++ member)
fincore::render_customization::context (C++ member)
fincore::render_customization::despine_left (C++ member)
fincore::render_customization::palette (C++ member)
fincore::render_customization::set_context (C++ member)
fincore::render_disclosure (C++ function)
fincore::render_html (C++ function)
fincore::render_matplotlib (C++ function)
fincore::render_model (C++ struct)
fincore::render_model::factor_returns (C++ member)
fincore::render_model::period (C++ member)
fincore::render_model::render_model (C++ function)
fincore::render_model::returns (C++ member)
fincore::render_pdf_bytes (C++ function)
fincore::render_plotly (C++ function)
fincore::render_xlsx (C++ function)
fincore::renderer_callback (C++ type)
fincore::renderer_map (C++ type)
fincore::renderer_snapshot (C++ class)
fincore::renderer_snapshot::render (C++ function)
fincore::renderer_snapshot::renderer_snapshot (C++ function)
fincore::renderer_snapshot::resolve_renderer (C++ function)
fincore::report_artifact (C++ struct)
fincore::report_artifact::content (C++ member)
fincore::report_artifact::name (C++ member)
fincore::report_artifact::owned (C++ member)
fincore::report_artifact::path (C++ member)
fincore::report_artifact_bundle (C++ struct)
fincore::report_artifact_bundle::artifacts (C++ member)
fincore::report_artifact_bundle::axes (C++ member)
fincore::report_artifact_bundle::bokeh (C++ member)
fincore::report_artifact_bundle::find (C++ function)
fincore::report_artifact_bundle::metadata (C++ member)
fincore::report_artifact_bundle::plotly (C++ member)
fincore::report_artifact_bundle::report_digest (C++ function)
fincore::report_cell (C++ struct)
fincore::report_cell::boolean (C++ member)
fincore::report_cell::boolean_cell (C++ function)
fincore::report_cell::kind (C++ enum)
fincore::report_cell::kind::boolean (C++ enumerator)
fincore::report_cell::kind::missing (C++ enumerator)
fincore::report_cell::kind::number (C++ enumerator)
fincore::report_cell::kind::text (C++ enumerator)
fincore::report_cell::missing (C++ function)
fincore::report_cell::number (C++ member)
fincore::report_cell::number_cell (C++ function)
fincore::report_cell::text (C++ member)
fincore::report_cell::text_cell (C++ function)
fincore::report_cell::type (C++ member)
fincore::report_chart_backend (C++ enum)
fincore::report_chart_backend::echarts (C++ enumerator)
fincore::report_chart_backend::inline_svg (C++ enumerator)
fincore::report_document (C++ struct)
fincore::report_document::domain (C++ member)
fincore::report_document::metadata (C++ member)
fincore::report_document::offline_assets (C++ member)
fincore::report_document::schema_version (C++ member)
fincore::report_document::section (C++ function)
,
[1]
fincore::report_document::sections (C++ member)
fincore::report_document::semantic_digest (C++ function)
fincore::report_document::semantic_payload (C++ function)
fincore::report_document::title (C++ member)
fincore::report_document::to_json (C++ function)
fincore::report_document_schema_version (C++ member)
fincore::report_html_options (C++ struct)
fincore::report_html_options::chart_backend (C++ member)
fincore::report_html_options::language (C++ member)
fincore::report_metric (C++ struct)
fincore::report_metric::boolean (C++ member)
fincore::report_metric::key (C++ member)
fincore::report_metric::label (C++ member)
fincore::report_metric::number (C++ member)
fincore::report_metric::text (C++ member)
fincore::report_metric::unit (C++ member)
fincore::report_operations (C++ function)
fincore::report_section (C++ struct)
fincore::report_section::key (C++ member)
fincore::report_section::legends (C++ member)
fincore::report_section::metrics (C++ member)
fincore::report_section::notes (C++ member)
fincore::report_section::semantic_payload (C++ function)
fincore::report_section::series (C++ member)
fincore::report_section::tables (C++ member)
fincore::report_section::title (C++ member)
fincore::report_section::units (C++ member)
fincore::report_series (C++ struct)
fincore::report_series::key (C++ member)
fincore::report_series::title (C++ member)
fincore::report_series::unit (C++ member)
fincore::report_series::x (C++ member)
fincore::report_series::x_label (C++ member)
fincore::report_series::y (C++ member)
fincore::report_series::y_label (C++ member)
fincore::report_static_axes (C++ struct)
fincore::report_static_axes::label (C++ member)
fincore::report_static_axes::name (C++ member)
fincore::report_static_axes::owned (C++ member)
fincore::report_static_axes::section_key (C++ member)
fincore::report_static_axes::series_key (C++ member)
fincore::report_static_axes::title (C++ member)
fincore::report_static_axes::unit (C++ member)
fincore::report_static_axes::x (C++ member)
fincore::report_static_axes::x_label (C++ member)
fincore::report_static_axes::y (C++ member)
fincore::report_static_axes::y_label (C++ member)
fincore::report_table (C++ struct)
fincore::report_table::columns (C++ member)
fincore::report_table::key (C++ member)
fincore::report_table::rows (C++ member)
fincore::report_table::title (C++ member)
fincore::request_policy (C++ struct)
fincore::request_policy::connect_timeout (C++ member)
fincore::request_policy::max_attempts (C++ member)
fincore::request_policy::read_timeout (C++ member)
fincore::request_policy::remaining_attempts (C++ function)
fincore::request_policy::request_policy (C++ function)
,
[1]
fincore::request_policy::should_retry (C++ function)
fincore::request_policy::total_timeout (C++ member)
fincore::request_policy::validate (C++ function)
fincore::require_double_column (C++ function)
fincore::research_api_version (C++ member)
fincore::research_capabilities (C++ struct)
fincore::research_capabilities::api_version (C++ member)
fincore::research_capabilities::export_formats (C++ member)
fincore::research_capabilities::labels (C++ member)
fincore::research_capabilities::metrics (C++ member)
fincore::research_capabilities::preprocess (C++ member)
fincore::research_capabilities::result_schema_version (C++ member)
fincore::research_capabilities::result_tables (C++ member)
fincore::research_capabilities::statuses (C++ member)
fincore::research_capabilities_report (C++ function)
fincore::research_comparison_row (C++ struct)
fincore::research_comparison_row::comparison (C++ member)
fincore::research_comparison_row::icir (C++ member)
fincore::research_comparison_row::icir_left (C++ member)
fincore::research_comparison_row::icir_right (C++ member)
fincore::research_comparison_row::left (C++ member)
fincore::research_comparison_row::mean_ic (C++ member)
fincore::research_comparison_row::mean_ic_left (C++ member)
fincore::research_comparison_row::mean_ic_right (C++ member)
fincore::research_comparison_row::n_dates_left (C++ member)
fincore::research_comparison_row::n_dates_right (C++ member)
fincore::research_comparison_row::period (C++ member)
fincore::research_comparison_row::right (C++ member)
fincore::research_config_error (C++ class)
fincore::research_config_error::default_category (C++ member)
fincore::research_config_error::default_code (C++ member)
fincore::research_config_error::research_config_error (C++ function)
fincore::research_correlation_row (C++ struct)
fincore::research_correlation_row::left (C++ member)
fincore::research_correlation_row::mean_correlation (C++ member)
fincore::research_correlation_row::n_dates (C++ member)
fincore::research_correlation_row::right (C++ member)
fincore::research_correlation_row::std_correlation (C++ member)
fincore::research_data_quality_error (C++ class)
fincore::research_data_quality_error::default_category (C++ member)
fincore::research_data_quality_error::default_code (C++ member)
fincore::research_data_quality_error::research_data_quality_error (C++ function)
fincore::research_dataset_error (C++ class)
fincore::research_dataset_error::default_category (C++ member)
fincore::research_dataset_error::default_code (C++ member)
fincore::research_dataset_error::research_dataset_error (C++ function)
fincore::research_dependency_error (C++ class)
fincore::research_dependency_error::default_category (C++ member)
fincore::research_dependency_error::default_code (C++ member)
fincore::research_dependency_error::research_dependency_error (C++ function)
fincore::research_detailed_api_version (C++ member)
fincore::research_detailed_coverage_row (C++ struct)
fincore::research_detailed_coverage_row::direction (C++ member)
fincore::research_detailed_coverage_row::evaluable_cells (C++ member)
fincore::research_detailed_coverage_row::factor (C++ member)
fincore::research_detailed_coverage_row::finite_cells (C++ member)
fincore::research_detailed_coverage_row::input_cells (C++ member)
fincore::research_detailed_coverage_row::kind (C++ member)
fincore::research_detailed_coverage_row::label_cells (C++ member)
fincore::research_detailed_coverage_row::status (C++ member)
fincore::research_detailed_diagnostic (C++ struct)
fincore::research_detailed_diagnostic::code (C++ member)
fincore::research_detailed_diagnostic::factor (C++ member)
fincore::research_detailed_diagnostic::message (C++ member)
fincore::research_detailed_diagnostic::severity (C++ member)
fincore::research_detailed_diagnostic::stage (C++ member)
fincore::research_detailed_export_outcome (C++ struct)
fincore::research_detailed_export_outcome::diagnostics (C++ member)
fincore::research_detailed_export_outcome::exported (C++ member)
fincore::research_detailed_export_outcome::label_rows (C++ member)
fincore::research_detailed_export_outcome::manifest (C++ member)
fincore::research_detailed_export_outcome::signal_rows (C++ member)
fincore::research_detailed_export_outcome::status (C++ member)
fincore::research_detailed_export_schema_id (C++ member)
fincore::research_detailed_export_schema_version (C++ member)
fincore::research_detailed_ic_row (C++ struct)
fincore::research_detailed_ic_row::factor (C++ member)
fincore::research_detailed_ic_row::ic (C++ member)
fincore::research_detailed_ic_row::n_assets (C++ member)
fincore::research_detailed_ic_row::period (C++ member)
fincore::research_detailed_ic_row::rank_ic (C++ member)
fincore::research_detailed_ic_row::time (C++ member)
fincore::research_detailed_ic_summary_row (C++ struct)
fincore::research_detailed_ic_summary_row::factor (C++ member)
fincore::research_detailed_ic_summary_row::icir (C++ member)
fincore::research_detailed_ic_summary_row::mean_ic (C++ member)
fincore::research_detailed_ic_summary_row::mean_rank_ic (C++ member)
fincore::research_detailed_ic_summary_row::n_dates (C++ member)
fincore::research_detailed_ic_summary_row::period (C++ member)
fincore::research_detailed_ic_summary_row::rank_icir (C++ member)
fincore::research_detailed_ic_summary_row::std_ic (C++ member)
fincore::research_detailed_ic_summary_row::std_rank_ic (C++ member)
fincore::research_detailed_quantile_return_row (C++ struct)
fincore::research_detailed_quantile_return_row::factor (C++ member)
fincore::research_detailed_quantile_return_row::mean_return (C++ member)
fincore::research_detailed_quantile_return_row::n_assets (C++ member)
fincore::research_detailed_quantile_return_row::period (C++ member)
fincore::research_detailed_quantile_return_row::quantile (C++ member)
fincore::research_detailed_quantile_return_row::time (C++ member)
fincore::research_detailed_result (C++ struct)
fincore::research_detailed_result::comparisons (C++ member)
fincore::research_detailed_result::correlation (C++ member)
fincore::research_detailed_result::coverage (C++ member)
fincore::research_detailed_result::diagnostics (C++ member)
fincore::research_detailed_result::ic (C++ member)
fincore::research_detailed_result::ic_summary (C++ member)
fincore::research_detailed_result::labels (C++ member)
fincore::research_detailed_result::manifest (C++ member)
fincore::research_detailed_result::quantile_returns (C++ member)
fincore::research_detailed_result::schema_version (C++ member)
fincore::research_detailed_result::signals (C++ member)
fincore::research_detailed_result::spreads (C++ member)
fincore::research_detailed_result::stability (C++ member)
fincore::research_detailed_result::status (C++ member)
fincore::research_detailed_result::turnover (C++ member)
fincore::research_detailed_result_schema_version (C++ member)
fincore::research_detailed_spread_row (C++ struct)
fincore::research_detailed_spread_row::bottom_quantile (C++ member)
fincore::research_detailed_spread_row::factor (C++ member)
fincore::research_detailed_spread_row::period (C++ member)
fincore::research_detailed_spread_row::spread (C++ member)
fincore::research_detailed_spread_row::time (C++ member)
fincore::research_detailed_spread_row::top_quantile (C++ member)
fincore::research_detailed_stability_row (C++ struct)
fincore::research_detailed_stability_row::factor (C++ member)
fincore::research_detailed_stability_row::lag (C++ member)
fincore::research_detailed_stability_row::mean_rank_autocorrelation (C++ member)
fincore::research_detailed_stability_row::n_dates (C++ member)
fincore::research_detailed_stability_row::std_rank_autocorrelation (C++ member)
fincore::research_detailed_turnover_row (C++ struct)
fincore::research_detailed_turnover_row::factor (C++ member)
fincore::research_detailed_turnover_row::period (C++ member)
fincore::research_detailed_turnover_row::quantile (C++ member)
fincore::research_detailed_turnover_row::time (C++ member)
fincore::research_detailed_turnover_row::turnover (C++ member)
fincore::research_error (C++ class)
fincore::research_error::research_error (C++ function)
fincore::research_evaluation_input (C++ struct)
fincore::research_evaluation_input::calendar_id (C++ member)
fincore::research_evaluation_input::combinations (C++ member)
fincore::research_evaluation_input::comparisons (C++ member)
fincore::research_evaluation_input::direction_overrides (C++ member)
fincore::research_evaluation_input::end (C++ member)
fincore::research_evaluation_input::feed_time_kind (C++ member)
fincore::research_evaluation_input::frequency (C++ member)
fincore::research_evaluation_input::label (C++ member)
fincore::research_evaluation_input::max_loss (C++ member)
fincore::research_evaluation_input::min_assets (C++ member)
fincore::research_evaluation_input::min_quantile_assets (C++ member)
fincore::research_evaluation_input::periods (C++ member)
fincore::research_evaluation_input::precomputed_entry (C++ member)
fincore::research_evaluation_input::preprocess (C++ member)
fincore::research_evaluation_input::price_basis (C++ member)
fincore::research_evaluation_input::quantiles (C++ member)
fincore::research_evaluation_input::segments (C++ member)
fincore::research_evaluation_input::snapshot_id (C++ member)
fincore::research_evaluation_input::source_timezone (C++ member)
fincore::research_evaluation_input::stability_lags (C++ member)
fincore::research_evaluation_input::start (C++ member)
fincore::research_evaluation_input::targets (C++ member)
fincore::research_evaluation_input::unknown_fields (C++ member)
fincore::research_evaluation_spec (C++ struct)
fincore::research_evaluation_spec::calendar_id (C++ member)
fincore::research_evaluation_spec::combinations (C++ member)
fincore::research_evaluation_spec::comparisons (C++ member)
fincore::research_evaluation_spec::direction_overrides (C++ member)
fincore::research_evaluation_spec::end (C++ member)
fincore::research_evaluation_spec::feed_time_kind (C++ member)
fincore::research_evaluation_spec::frequency (C++ member)
fincore::research_evaluation_spec::label (C++ member)
fincore::research_evaluation_spec::max_loss (C++ member)
fincore::research_evaluation_spec::min_assets (C++ member)
fincore::research_evaluation_spec::min_quantile_assets (C++ member)
fincore::research_evaluation_spec::periods (C++ member)
fincore::research_evaluation_spec::precomputed_entry (C++ member)
fincore::research_evaluation_spec::preprocess (C++ member)
fincore::research_evaluation_spec::price_basis (C++ member)
fincore::research_evaluation_spec::quantiles (C++ member)
fincore::research_evaluation_spec::segments (C++ member)
fincore::research_evaluation_spec::snapshot_id (C++ member)
fincore::research_evaluation_spec::source_timezone (C++ member)
fincore::research_evaluation_spec::stability_lags (C++ member)
fincore::research_evaluation_spec::start (C++ member)
fincore::research_evaluation_spec::targets (C++ member)
fincore::research_export_result (C++ struct)
fincore::research_export_result::directory (C++ member)
fincore::research_export_result::files (C++ member)
fincore::research_factor_comparisons (C++ function)
fincore::research_factor_computation_error (C++ class)
fincore::research_factor_computation_error::default_category (C++ member)
fincore::research_factor_computation_error::default_code (C++ member)
fincore::research_factor_computation_error::research_factor_computation_error (C++ function)
fincore::research_factor_correlations (C++ function)
fincore::research_factor_panel (C++ struct)
fincore::research_factor_panel::name (C++ member)
fincore::research_factor_panel::values (C++ member)
fincore::research_label_row (C++ struct)
fincore::research_label_row::asset (C++ member)
fincore::research_label_row::date (C++ member)
fincore::research_label_row::period (C++ member)
fincore::research_label_row::value (C++ member)
fincore::research_panel_result (C++ struct)
fincore::research_panel_result::comparisons (C++ member)
fincore::research_panel_result::correlations (C++ member)
fincore::research_panel_result::factors (C++ member)
fincore::research_panel_result::manifest (C++ member)
fincore::research_panel_result::signals (C++ member)
fincore::research_panel_result::status (C++ member)
fincore::research_result (C++ struct)
fincore::research_result::coverage (C++ member)
fincore::research_result::diagnostics (C++ member)
fincore::research_result::information_coefficient (C++ member)
fincore::research_result::information_coefficient_summary (C++ member)
fincore::research_result::labels (C++ member)
fincore::research_result::manifest (C++ member)
fincore::research_result::quantile_returns (C++ member)
fincore::research_result::schema_version (C++ member)
fincore::research_result::signals (C++ member)
fincore::research_result::spread (C++ member)
fincore::research_result::stability (C++ member)
fincore::research_result::stability_lags (C++ member)
fincore::research_result::status (C++ member)
fincore::research_result::table (C++ function)
fincore::research_result::to_serializable (C++ function)
fincore::research_result::turnover (C++ member)
fincore::research_result_schema_version (C++ member)
fincore::research_signal_row (C++ struct)
fincore::research_signal_row::asset (C++ member)
fincore::research_signal_row::date (C++ member)
fincore::research_signal_row::direction (C++ member)
fincore::research_signal_row::factor (C++ member)
fincore::research_signal_row::group (C++ member)
fincore::research_signal_row::preprocess (C++ member)
fincore::research_signal_row::processed_value (C++ member)
fincore::research_signal_row::value (C++ member)
fincore::research_spec (C++ struct)
fincore::research_spec::calendar_id (C++ member)
fincore::research_spec::combinations (C++ member)
fincore::research_spec::comparisons (C++ member)
fincore::research_spec::direction_overrides (C++ member)
fincore::research_spec::end (C++ member)
fincore::research_spec::frequency (C++ member)
fincore::research_spec::groups (C++ member)
fincore::research_spec::label (C++ member)
fincore::research_spec::max_loss (C++ member)
fincore::research_spec::min_assets (C++ member)
fincore::research_spec::min_quantile_assets (C++ member)
fincore::research_spec::periods (C++ member)
fincore::research_spec::preprocess (C++ member)
fincore::research_spec::price_basis (C++ member)
fincore::research_spec::quantiles (C++ member)
fincore::research_spec::segments (C++ member)
fincore::research_spec::snapshot_id (C++ member)
fincore::research_spec::stability_lags (C++ member)
fincore::research_spec::start (C++ member)
fincore::research_spec::targets (C++ member)
fincore::research_table (C++ struct)
fincore::research_table::columns (C++ member)
fincore::research_table::name (C++ member)
fincore::research_table::rows (C++ member)
fincore::residual_risk (C++ function)
fincore::resource_lifecycle_error (C++ function)
fincore::result_contract_error (C++ function)
fincore::return_aggregation_period (C++ enum)
fincore::return_aggregation_period::monthly (C++ enumerator)
fincore::return_aggregation_period::quarterly (C++ enumerator)
fincore::return_aggregation_period::weekly (C++ enumerator)
fincore::return_aggregation_period::yearly (C++ enumerator)
fincore::return_aggregation_period_column (C++ member)
fincore::return_aggregation_year_column (C++ member)
fincore::returns_column (C++ member)
fincore::risk_backtest_method (C++ enum)
fincore::risk_backtest_method::es (C++ enumerator)
fincore::risk_backtest_method::var (C++ enumerator)
fincore::risk_backtest_result (C++ struct)
fincore::risk_backtest_result::christoffersen_lr (C++ member)
fincore::risk_backtest_result::christoffersen_pvalue (C++ member)
fincore::risk_backtest_result::confidence_level (C++ member)
fincore::risk_backtest_result::diagnostics (C++ member)
fincore::risk_backtest_result::exception_rate (C++ member)
fincore::risk_backtest_result::exceptions (C++ member)
fincore::risk_backtest_result::expected_exceptions (C++ member)
fincore::risk_backtest_result::inputs_digest (C++ member)
fincore::risk_backtest_result::kupiec_lr (C++ member)
fincore::risk_backtest_result::kupiec_pvalue (C++ member)
fincore::risk_backtest_result::method (C++ member)
fincore::risk_backtest_result::observations (C++ member)
fincore::risk_backtest_result::status (C++ member)
fincore::risk_backtest_status (C++ enum)
fincore::risk_backtest_status::experimental (C++ enumerator)
fincore::risk_backtest_status::fail (C++ enumerator)
fincore::risk_backtest_status::inconclusive (C++ enumerator)
fincore::risk_backtest_status::pass (C++ enumerator)
fincore::risk_backtest_status_name (C++ function)
fincore::risk_distribution (C++ enum)
fincore::risk_distribution::historical (C++ enumerator)
fincore::risk_distribution::normal (C++ enumerator)
fincore::risk_estimate (C++ struct)
fincore::risk_estimate::confidence_level (C++ member)
fincore::risk_estimate::diagnostics (C++ member)
fincore::risk_estimate::estimate (C++ member)
fincore::risk_estimate::forecast_index (C++ member)
fincore::risk_estimate::forecast_timestamp (C++ member)
fincore::risk_estimate::forecast_values (C++ member)
fincore::risk_estimate::has_forecast (C++ member)
fincore::risk_estimate::has_forecast_timestamp (C++ member)
fincore::risk_estimate::horizon (C++ member)
fincore::risk_estimate::inputs_digest (C++ member)
fincore::risk_estimate::kernel (C++ member)
fincore::risk_estimate::method (C++ member)
fincore::risk_estimate::note (C++ member)
fincore::risk_estimate::sign_convention (C++ member)
fincore::risk_estimate::status (C++ member)
fincore::risk_estimate_status (C++ enum)
fincore::risk_estimate_status::failed (C++ enumerator)
fincore::risk_estimate_status::insufficient_data (C++ enumerator)
fincore::risk_estimate_status::ok (C++ enumerator)
fincore::risk_forecast_config (C++ struct)
fincore::risk_forecast_config::block_size (C++ member)
fincore::risk_forecast_config::confidence_level (C++ member)
fincore::risk_forecast_config::evt_kernel (C++ member)
fincore::risk_forecast_config::garch_kernel (C++ member)
fincore::risk_forecast_config::horizon (C++ member)
fincore::risk_forecast_config::method (C++ member)
fincore::risk_forecast_config::tail (C++ member)
fincore::risk_forecast_config::threshold (C++ member)
fincore::risk_forecast_event (C++ struct)
fincore::risk_forecast_event::date (C++ member)
fincore::risk_forecast_event::exception (C++ member)
fincore::risk_forecast_event::forecast (C++ member)
fincore::risk_forecast_event::realized (C++ member)
fincore::risk_forecast_event::refit (C++ member)
fincore::risk_forecast_method (C++ enum)
fincore::risk_forecast_method::evt (C++ enumerator)
fincore::risk_forecast_method::garch (C++ enumerator)
fincore::risk_forecast_method::historical (C++ enumerator)
fincore::risk_forecast_target (C++ enum)
fincore::risk_forecast_target::es (C++ enumerator)
fincore::risk_forecast_target::pair (C++ enumerator)
fincore::risk_forecast_target::var (C++ enumerator)
fincore::risk_forecast_target_name (C++ function)
fincore::risk_model_spec (C++ struct)
fincore::risk_model_spec::confidence_level (C++ member)
fincore::risk_model_spec::distribution (C++ member)
fincore::risk_model_spec::forecast_target (C++ member)
fincore::risk_model_spec::horizon (C++ member)
fincore::risk_model_spec::model_version (C++ member)
fincore::risk_model_spec::refit_cadence (C++ member)
fincore::risk_model_spec::sign_convention (C++ member)
fincore::risk_model_spec::tail (C++ member)
fincore::risk_model_spec::window (C++ member)
fincore::risk_operations (C++ function)
fincore::risk_parity (C++ function)
fincore::risk_parity_result (C++ struct)
fincore::risk_parity_result::asset_names (C++ member)
fincore::risk_parity_result::risk_contributions (C++ member)
fincore::risk_parity_result::volatility (C++ member)
fincore::risk_parity_result::weights (C++ member)
fincore::risk_refit_event (C++ struct)
fincore::risk_refit_event::date (C++ member)
fincore::risk_refit_event::forecast (C++ member)
fincore::risk_refit_event::mean (C++ member)
fincore::risk_refit_event::n_observations (C++ member)
fincore::risk_refit_event::standard_deviation (C++ member)
fincore::risk_report_diagnostics (C++ struct)
fincore::risk_report_diagnostics::backtest_status (C++ member)
fincore::risk_report_diagnostics::forecast_count (C++ member)
fincore::risk_report_diagnostics::method (C++ member)
fincore::risk_report_diagnostics::n_observations (C++ member)
fincore::risk_report_diagnostics::quantile_method (C++ member)
fincore::risk_report_diagnostics::reason (C++ member)
fincore::risk_report_diagnostics::refit_cadence (C++ member)
fincore::risk_report_diagnostics::window (C++ member)
fincore::risk_tail (C++ enum)
fincore::risk_tail::lower (C++ enumerator)
fincore::risk_tail::upper (C++ enumerator)
fincore::risk_tail_name (C++ function)
fincore::risk_validation_report (C++ struct)
fincore::risk_validation_report::backtest (C++ member)
fincore::risk_validation_report::diagnostics (C++ member)
fincore::risk_validation_report::disclosure (C++ member)
fincore::risk_validation_report::forecast_events (C++ member)
fincore::risk_validation_report::has_backtest (C++ member)
fincore::risk_validation_report::inputs_digest (C++ member)
fincore::risk_validation_report::refits (C++ member)
fincore::risk_validation_report::schema_version (C++ member)
fincore::risk_validation_report::specification (C++ member)
fincore::risk_validation_report::status (C++ member)
fincore::risk_validation_report::timestamp_index_name (C++ member)
fincore::risk_validation_report::timestamp_timezone (C++ member)
fincore::risk_validation_report::to_dict (C++ function)
fincore::risk_validation_report::to_json (C++ function)
fincore::risk_validation_report::traffic_light_zone (C++ member)
fincore::risk_validation_report::write_json (C++ function)
fincore::risk_validation_report_dict (C++ struct)
fincore::risk_validation_report_dict::backtest (C++ member)
fincore::risk_validation_report_dict::diagnostics (C++ member)
fincore::risk_validation_report_dict::disclosure (C++ member)
fincore::risk_validation_report_dict::forecast_events (C++ member)
fincore::risk_validation_report_dict::inputs_digest (C++ member)
fincore::risk_validation_report_dict::refits (C++ member)
fincore::risk_validation_report_dict::schema_version (C++ member)
fincore::risk_validation_report_dict::specification (C++ member)
fincore::risk_validation_report_dict::status (C++ member)
fincore::risk_validation_report_dict::timestamp_index_name (C++ member)
fincore::risk_validation_report_dict::timestamp_timezone (C++ member)
fincore::risk_validation_report_dict::traffic_light_zone (C++ member)
fincore::risk_validation_report_schema_version (C++ member)
fincore::roll_alpha (C++ function)
fincore::roll_alpha_beta (C++ function)
fincore::roll_annual_volatility (C++ function)
fincore::roll_beta (C++ function)
fincore::roll_down_capture (C++ function)
fincore::roll_max_drawdown (C++ function)
fincore::roll_sharpe_ratio (C++ function)
fincore::roll_sortino_ratio (C++ function)
fincore::roll_up_capture (C++ function)
fincore::roll_up_down_capture (C++ function)
fincore::rolling_beta (C++ function)
,
[1]
fincore::rolling_engine (C++ class)
fincore::rolling_engine::compute (C++ function)
fincore::rolling_engine::rolling_engine (C++ function)
fincore::rolling_factor_exposures (C++ function)
fincore::rolling_metric (C++ enum)
fincore::rolling_metric::beta (C++ enumerator)
fincore::rolling_metric::max_drawdown (C++ enumerator)
fincore::rolling_metric::mean_return (C++ enumerator)
fincore::rolling_metric::sharpe (C++ enumerator)
fincore::rolling_metric::volatility (C++ enumerator)
fincore::rolling_regression (C++ function)
fincore::rolling_sharpe (C++ function)
fincore::rolling_volatility (C++ function)
fincore::round_trip_close_datetime_column (C++ member)
fincore::round_trip_duration_column (C++ member)
fincore::round_trip_long_column (C++ member)
fincore::round_trip_open_datetime_column (C++ member)
fincore::round_trip_pnl_column (C++ member)
fincore::round_trip_return_column (C++ member)
fincore::round_trip_stat_table (C++ struct)
fincore::round_trip_stat_table::column_labels (C++ member)
fincore::round_trip_stat_table::row_labels (C++ member)
fincore::round_trip_stat_table::values (C++ member)
fincore::round_trip_statistic (C++ struct)
fincore::round_trip_statistic::compute (C++ member)
fincore::round_trip_statistic::name (C++ member)
fincore::round_trip_stats (C++ struct)
fincore::round_trip_stats::duration (C++ member)
fincore::round_trip_stats::pnl (C++ member)
fincore::round_trip_stats::returns (C++ member)
fincore::round_trip_stats::summary (C++ member)
fincore::round_trip_stats::symbol_labels (C++ member)
fincore::round_trip_stats::symbol_stat_labels (C++ member)
fincore::round_trip_stats::symbol_values (C++ member)
fincore::round_trip_transaction (C++ struct)
fincore::round_trip_transaction::amount (C++ member)
fincore::round_trip_transaction::date (C++ member)
fincore::round_trip_transaction::price (C++ member)
fincore::round_trip_transaction::symbol (C++ member)
fincore::run (C++ function)
fincore::runtime_config (C++ type)
fincore::runtime_diagnostic_error (C++ function)
fincore::runtime_inputs (C++ type)
fincore::runtime_result (C++ struct)
fincore::runtime_result::metadata (C++ member)
fincore::runtime_result::value (C++ member)
fincore::runtime_result_payload (C++ struct)
fincore::runtime_result_payload::metadata (C++ member)
fincore::runtime_result_payload::schema_version (C++ member)
fincore::runtime_result_payload::value (C++ member)
fincore::runtime_result_schema_version (C++ member)
fincore::runtime_value (C++ struct)
fincore::runtime_value::data (C++ member)
fincore::runtime_value::runtime_value (C++ function)
,
[1]
,
[2]
,
[3]
,
[4]
,
[5]
,
[6]
,
[7]
,
[8]
,
[9]
,
[10]
,
[11]
fincore::runtime_value::storage (C++ type)
fincore::runtime_value_digest (C++ function)
fincore::safe_correlation (C++ function)
fincore::safe_divide (C++ function)
fincore::safe_sqrt (C++ function)
fincore::scenario_table (C++ function)
fincore::second_max_drawdown (C++ function)
fincore::second_max_drawdown_days (C++ function)
fincore::second_max_drawdown_recovery_days (C++ function)
fincore::sector_allocation_constraint (C++ struct)
fincore::sector_allocation_constraint::lower (C++ member)
fincore::sector_allocation_constraint::sector (C++ member)
fincore::sector_allocation_constraint::upper (C++ member)
fincore::sector_assignment (C++ struct)
fincore::sector_assignment::sector (C++ member)
fincore::sector_assignment::symbol (C++ member)
fincore::sector_definition (C++ struct)
fincore::sector_definition::id (C++ member)
fincore::sector_definition::name (C++ member)
fincore::semantic_digest (C++ function)
fincore::serial_correlation (C++ function)
fincore::serializable_value (C++ function)
,
[1]
,
[2]
fincore::series_chart (C++ struct)
fincore::series_chart::fill_to_zero (C++ member)
fincore::series_chart::series (C++ member)
fincore::series_chart::title (C++ member)
fincore::series_chart::window (C++ member)
fincore::series_chart::y_label (C++ member)
fincore::series_chart::zero_line (C++ member)
fincore::series_chart_spec (C++ struct)
fincore::series_chart_spec::benchmark (C++ member)
fincore::series_chart_spec::column (C++ member)
fincore::series_chart_spec::label (C++ member)
fincore::sharpe_confidence_interval (C++ function)
fincore::sharpe_ratio (C++ function)
fincore::sharpe_ratio_by_year (C++ function)
fincore::sharpe_standard_error (C++ function)
fincore::show_owned_figures (C++ function)
fincore::simple_returns (C++ function)
fincore::simulate_monte_carlo (C++ function)
fincore::simulate_monte_carlo_from_parameters (C++ function)
fincore::simulate_paths (C++ function)
,
[1]
fincore::simulation_operations (C++ function)
fincore::simulation_parameters (C++ struct)
fincore::simulation_parameters::drift (C++ member)
fincore::simulation_parameters::volatility (C++ member)
fincore::simulation_result (C++ class)
fincore::simulation_result::observation_count (C++ function)
fincore::simulation_result::operator= (C++ function)
,
[1]
fincore::simulation_result::path_count (C++ function)
fincore::simulation_result::paths (C++ function)
fincore::simulation_result::simulation_result (C++ function)
,
[1]
fincore::simulation_result::statistics (C++ function)
fincore::simulation_result::terminal_conditional_value_at_risk (C++ function)
fincore::simulation_result::terminal_value_at_risk (C++ function)
fincore::simulation_result::~simulation_result (C++ function)
fincore::simulation_terminal_percentiles (C++ struct)
fincore::simulation_terminal_percentiles::percentile_1 (C++ member)
fincore::simulation_terminal_percentiles::percentile_25 (C++ member)
fincore::simulation_terminal_percentiles::percentile_5 (C++ member)
fincore::simulation_terminal_percentiles::percentile_50 (C++ member)
fincore::simulation_terminal_percentiles::percentile_75 (C++ member)
fincore::simulation_terminal_percentiles::percentile_95 (C++ member)
fincore::simulation_terminal_percentiles::percentile_99 (C++ member)
fincore::simulation_terminal_statistics (C++ struct)
fincore::simulation_terminal_statistics::mean (C++ member)
fincore::simulation_terminal_statistics::median (C++ member)
fincore::simulation_terminal_statistics::percentiles (C++ member)
fincore::simulation_terminal_statistics::sample_standard_deviation (C++ member)
fincore::skewness (C++ function)
fincore::snapshot_pandas (C++ function)
,
[1]
fincore::sortino_ratio (C++ function)
fincore::spread_time_series_chart (C++ struct)
fincore::spread_time_series_chart::band_lower (C++ member)
fincore::spread_time_series_chart::band_upper (C++ member)
fincore::spread_time_series_chart::bandwidth (C++ member)
fincore::spread_time_series_chart::dates (C++ member)
fincore::spread_time_series_chart::period (C++ member)
fincore::spread_time_series_chart::rolling_mean (C++ member)
fincore::spread_time_series_chart::spreads (C++ member)
fincore::spread_time_series_chart::title (C++ member)
fincore::spread_time_series_chart::to_svg (C++ function)
fincore::spread_time_series_chart::y_label (C++ member)
fincore::spread_time_series_chart::y_limit (C++ member)
fincore::stability_of_timeseries (C++ function)
fincore::stack_positions (C++ function)
fincore::standard_error_of_mean (C++ function)
fincore::sterling_ratio (C++ function)
fincore::stress_cumulative_return_column (C++ member)
fincore::stress_final_value_column (C++ member)
fincore::stress_max_drawdown_column (C++ member)
fincore::stress_scenario_name_column (C++ member)
fincore::stress_scenario_result (C++ struct)
fincore::stress_scenario_result::cumulative_return (C++ member)
fincore::stress_scenario_result::final_value (C++ member)
fincore::stress_scenario_result::max_drawdown (C++ member)
fincore::stress_scenario_result::name (C++ member)
fincore::stress_scenario_result::stressed_returns (C++ member)
fincore::stress_scenario_result::volatility (C++ member)
fincore::stress_test (C++ function)
,
[1]
fincore::stress_volatility_column (C++ member)
fincore::student_t_two_sided_p (C++ function)
fincore::stutzer_index (C++ function)
fincore::style_analysis (C++ function)
fincore::style_analysis_options (C++ struct)
fincore::style_analysis_options::book_to_price (C++ member)
fincore::style_analysis_options::market_caps (C++ member)
fincore::style_analysis_options::momentum_window (C++ member)
fincore::style_analysis_options::size_quantiles (C++ member)
fincore::style_analysis_options::value_scores (C++ member)
fincore::style_analysis_result (C++ struct)
fincore::style_analysis_result::exposures (C++ member)
fincore::style_analysis_result::overall_returns (C++ member)
fincore::style_analysis_result::returns_by_style (C++ member)
fincore::style_asset_column (C++ member)
fincore::style_attribution_contribution_column (C++ member)
fincore::style_attribution_residual_name (C++ member)
fincore::style_context (C++ struct)
fincore::style_context::font_scale (C++ member)
fincore::style_context::name (C++ member)
fincore::style_context::rc (C++ member)
fincore::style_equal_weight_column (C++ member)
fincore::style_factor_provider (C++ type)
fincore::style_growth_column (C++ member)
fincore::style_high_column (C++ member)
fincore::style_large_column (C++ member)
fincore::style_loser_column (C++ member)
fincore::style_low_column (C++ member)
fincore::style_mid_column (C++ member)
fincore::style_name_column (C++ member)
fincore::style_return_column (C++ member)
fincore::style_small_column (C++ member)
fincore::style_value_column (C++ member)
fincore::style_winner_column (C++ member)
fincore::StyleResult (C++ class)
fincore::StyleResult::exposures (C++ function)
fincore::StyleResult::overall_returns (C++ function)
fincore::StyleResult::returns_by_style (C++ function)
fincore::StyleResult::style_summary (C++ function)
fincore::StyleResult::StyleResult (C++ function)
,
[1]
fincore::StyleResult::to_dict (C++ function)
fincore::summarize_paths (C++ function)
,
[1]
fincore::tail_ratio (C++ function)
fincore::third_max_drawdown (C++ function)
fincore::third_max_drawdown_days (C++ function)
fincore::third_max_drawdown_recovery_days (C++ function)
fincore::ticker_liquidity (C++ struct)
fincore::ticker_liquidity::days_to_liquidate (C++ member)
fincore::ticker_liquidity::position_allocation_pct (C++ member)
fincore::ticker_liquidity::symbol (C++ member)
fincore::timedelta_strings_to_integers (C++ function)
fincore::timedelta_to_string (C++ function)
fincore::timestamp (C++ type)
fincore::to_dataframe (C++ function)
,
[1]
,
[2]
fincore::to_json (C++ function)
fincore::to_json_string (C++ function)
fincore::to_payload (C++ function)
fincore::to_research_spec (C++ function)
fincore::to_serializable (C++ function)
fincore::top_positions (C++ struct)
fincore::top_positions::absolute_positions (C++ member)
fincore::top_positions::long_positions (C++ member)
fincore::top_positions::short_positions (C++ member)
fincore::tracking_difference (C++ function)
fincore::tracking_error (C++ function)
fincore::trade_record (C++ struct)
fincore::trade_record::amount (C++ member)
fincore::trade_record::date (C++ member)
fincore::trade_record::symbol (C++ member)
fincore::trading_calendar (C++ struct)
fincore::trading_calendar::busday_count (C++ function)
fincore::trading_calendar::holidays (C++ member)
fincore::trading_calendar::is_session (C++ function)
fincore::trading_calendar::is_trading_day (C++ function)
fincore::trading_calendar::weekdays (C++ member)
fincore::trading_value_at_risk (C++ function)
fincore::transaction_amount_column (C++ member)
fincore::transaction_bar_volume_column (C++ member)
fincore::transaction_liquidity (C++ struct)
fincore::transaction_liquidity::date (C++ member)
fincore::transaction_liquidity::max_percent_bar_consumed (C++ member)
fincore::transaction_liquidity::symbol (C++ member)
fincore::transaction_price_column (C++ member)
fincore::transaction_symbol_column (C++ member)
fincore::transport_error_kind (C++ enum)
fincore::transport_error_kind::connection (C++ enumerator)
fincore::transport_error_kind::none (C++ enumerator)
fincore::transport_error_kind::operating_system (C++ enumerator)
fincore::transport_error_kind::other (C++ enumerator)
fincore::transport_error_kind::timeout (C++ enumerator)
fincore::transport_error_kind::validation (C++ enumerator)
fincore::treynor_mazuy_timing (C++ function)
fincore::turnover_denominator (C++ enum)
fincore::turnover_denominator::actual_gross_book (C++ enumerator)
fincore::turnover_denominator::portfolio_value (C++ enumerator)
fincore::twr (C++ function)
fincore::unsupported_format_error (C++ function)
fincore::up_alpha_beta (C++ function)
fincore::up_capture (C++ function)
fincore::up_capture_return (C++ function)
fincore::up_down_capture (C++ function)
fincore::utc_timestamp (C++ function)
fincore::utc_year (C++ function)
fincore::validate_finite_array (C++ function)
fincore::validate_mapping (C++ function)
fincore::validate_pit_alignment (C++ function)
fincore::validate_returns (C++ function)
,
[1]
fincore::validate_risk_model_spec (C++ function)
fincore::validation_error (C++ function)
fincore::var_cov_var_normal (C++ function)
fincore::var_excess_return (C++ function)
fincore::version (C++ function)
fincore::version_major (C++ member)
fincore::version_minor (C++ member)
fincore::version_patch (C++ member)
fincore::version_string (C++ member)
fincore::violin_chart (C++ struct)
fincore::violin_chart::groups (C++ member)
fincore::violin_chart::title (C++ member)
fincore::violin_chart::to_svg (C++ function)
fincore::violin_chart::y_label (C++ member)
fincore::violin_group (C++ struct)
fincore::violin_group::density_x (C++ member)
fincore::violin_group::density_y (C++ member)
fincore::violin_group::first_quartile (C++ member)
fincore::violin_group::median (C++ member)
fincore::violin_group::period (C++ member)
fincore::violin_group::quantile (C++ member)
fincore::violin_group::samples (C++ member)
fincore::violin_group::third_quartile (C++ member)
fincore::walk_forward_status (C++ enum)
fincore::walk_forward_status::insufficient_data (C++ enumerator)
fincore::walk_forward_status::ok (C++ enumerator)
fincore::walk_forward_status::unsupported (C++ enumerator)
fincore::walk_forward_status_name (C++ function)
fincore::walk_forward_var (C++ function)
fincore::walk_forward_var_result (C++ struct)
fincore::walk_forward_var_result::backtest (C++ member)
fincore::walk_forward_var_result::fits (C++ member)
fincore::walk_forward_var_result::forecast (C++ member)
fincore::walk_forward_var_result::has_backtest (C++ member)
fincore::walk_forward_var_result::index (C++ member)
fincore::walk_forward_var_result::inputs_digest (C++ member)
fincore::walk_forward_var_result::n_observations (C++ member)
fincore::walk_forward_var_result::realized (C++ member)
fincore::walk_forward_var_result::refit_timestamps (C++ member)
fincore::walk_forward_var_result::spec (C++ member)
fincore::walk_forward_var_result::status (C++ member)
fincore::walk_forward_var_result::unsupported_reason (C++ member)
fincore::weekly_frequency_name (C++ member)
fincore::win_rate (C++ function)
fincore::with_metadata (C++ function)
fincore::write_artifact_bundle (C++ function)
fincore::write_pdf (C++ function)
fincore::xirr (C++ function)
fincore::xlsx_render_options (C++ struct)
fincore::xlsx_render_options::sheet_prefix (C++ member)
fincore::yearly_frequency_name (C++ member)