Data types
Data parameters used by the API are of the following standard C++ types:
- integer
- double
- long
- boolean
- string
- vector<string>
- vector < vector <string > >
Symbolic constants
A symbolic constant represents a system-defined integer that is used to refer to a particular library parameter. For instance, the symbolic constant that refers to the security master data array is FT_SECURITY_DATA, and the command to assign a data array called security_data to act as the security master data array is
FIA_parameter ( FT_SECURITY_DATA, security_data );The naming conventions for symbolic constants are
- Each symbolic constant is a string delimited with an underscore character.
- Symbolic constants are always in capitals.
- All constants have the prefix ‘FT’.
- The type of the constant is shown by the string immediately following the FT prefix. For instance, FT_STRING_CARRY_DECOMPOSITION refers to a string variable, while FT_BOOL_ROLLDOWN_ATTRIBUTION refers to a Boolean
Since C++ allows overloading, the FT_parameter function can be used for all the above data types.
# Auto-generated constants file for calling FIA from Python
# DO NOT MODIFY THIS FILE
# Version v2.4.5
FT_MATRIX_PORTFOLIO = 0
FT_MATRIX_BENCHMARK = 1
FT_MATRIX_SECURITY = 2
FT_MATRIX_YIELDCURVE = 3
FT_MATRIX_STRESS = 4
FT_MATRIX_FX = 6
FT_MATRIX_INDEX = 7
FT_MATRIX_RESULTS = 8
FT_MATRIX_RISKS = 9
FT_MATRIX_CURVES = 10
FT_MATRIX_DIAGNOSTIC = 11
FT_MATRIX_UNIT_PRICE_PORTFOLIO = 12
FT_MATRIX_UNIT_PRICE_BENCHMARK = 13
FT_BOOL_FILE_HEADERS = 1000
FT_BOOL_ROLLDOWN_ATTRIBUTION = 1001
FT_BOOL_CONVEXITY_ATTRIBUTION = 1002
FT_BOOL_PAYDOWN_ATTRIBUTION = 1003
FT_BOOL_SECURITY_SPECIFIC_ATTRIBUTION = 1004
FT_BOOL_LEVERAGE_ATTRIBUTION = 1005
FT_BOOL_HEDGED_RETURNS = 1006
FT_BOOL_PRICE_RETURN = 1007
FT_BOOL_DTS = 1008
FT_BOOL_SPREAD_ATTRIBUTION = 1009
FT_BOOL_INTERACTION_ATTRIBUTION = 1010
FT_BOOL_NORMALISED_STOCK_SELECTION = 1011
FT_BOOL_KARNOSKY_SINGER = 1012
FT_BOOL_CSV_REPORT = 1013
FT_BOOL_XLS_REPORT = 1014
FT_BOOL_JSON_REPORT = 1015
FT_BOOL_ROOT_LEVEL_ONLY = 1016
FT_BOOL_LOOK_THROUGH = 1017
FT_BOOL_TOTALS_AT_TOP = 1018
FT_BOOL_SORT_DESCENDING = 1019
FT_BOOL_SHOW_SECURITY_ID = 1020
FT_BOOL_SHOW_SECURITY_AA = 1021
FT_BOOL_SHOW_RISK_TYPE = 1022
FT_BOOL_SUMMARY_ATTRIBUTION_REPORT = 1023
FT_BOOL_STRESS_REPORT = 1024
FT_BOOL_PORTFOLIO_RISK_NUMBER_REPORT = 1025
FT_BOOL_SECURITY_RISK_NUMBER_REPORT = 1026
FT_BOOL_SECURITY_ATTRIBUTION_REPORT = 1027
FT_BOOL_INTERACTIVE_ATTRIBUTION_REPORT = 1028
FT_BOOL_DURATION_EXPOSURE_REPORT = 1029
FT_BOOL_MATURITY_EXPOSURE_REPORT = 1030
FT_BOOL_DATE_RISK_REPORT = 1031
FT_BOOL_EX_POST_RISK_REPORT = 1032
FT_BOOL_CURVE_REPORT = 1033
FT_BOOL_SQL_DATA_REPORT = 1034
FT_BOOL_TREEMAP_REPORT = 1035
FT_BOOL_UNIT_PRICE_REPORT = 1036
FT_BOOL_INTERPOLATE_AT_TTM = 1037
FT_BOOL_ADD_SPREADS = 1038
FT_BOOL_BASIS_POINTS = 1039
FT_BOOL_SILENT = 1040
FT_BOOL_REPORT_FOOTER = 1041
FT_BOOL_LOCAL_TO_BASE = 1042
FT_BOOL_BASE_TO_LOCAL = 1043
FT_BOOL_PORTFOLIO_BASE_TO_LOCAL = 1044
FT_BOOL_PORTFOLIO_LOCAL_TO_BASE = 1045
FT_BOOL_BENCHMARK_BASE_TO_LOCAL = 1046
FT_BOOL_BENCHMARK_LOCAL_TO_BASE = 1047
FT_STRING_DATE_FORMAT = 2000
FT_STRING_SECURITY_DATE_FORMAT = 2001
FT_STRING_PORTFOLIO_DATE_FORMAT = 2002
FT_STRING_BENCHMARK_DATE_FORMAT = 2003
FT_STRING_YIELDCURVE_DATE_FORMAT = 2004
FT_STRING_FX_DATE_FORMAT = 2005
FT_STRING_INDEX_DATE_FORMAT = 2006
FT_STRING_UNIT_PRICE_DATE_FORMAT = 2007
FT_STRING_CARRY_DECOMPOSITION = 2008
FT_STRING_SOVEREIGN_CURVE_DECOMPOSITION = 2009
FT_STRING_AVERAGE_CURVE_LEVEL = 2010
FT_STRING_KRD_VALUES = 2011
FT_STRING_BRINSON_ALLOCATION_SECTORS = 2012
FT_STRING_BRINSON_MODEL = 2013
FT_STRING_CARRY_ALLOCATION_SECTORS = 2014
FT_STRING_CURVE_ALLOCATION_SECTORS = 2015
FT_STRING_SPREAD_ALLOCATION_SECTORS = 2016
FT_STRING_RESIDUAL_ALLOCATION_SECTORS = 2017
FT_STRING_OFF_BENCHMARK = 2018
FT_STRING_OFF_BENCHMARK_SECTOR = 2019
FT_STRING_REPORT_DIRECTORY = 2020
FT_STRING_SINGLE_EXCEL_REPORT_FILE = 2021
FT_STRING_ZIP_FILE = 2022
FT_STRING_LOGO_FILE = 2023
FT_STRING_MATURITY_BUCKETS = 2024
FT_STRING_DURATION_BUCKETS = 2025
FT_STRING_COUPON_BUCKETS = 2026
FT_STRING_TENOR_BUCKETS = 2027
FT_STRING_START_DATE = 2029
FT_STRING_END_DATE = 2030
FT_STRING_SMOOTHING_MODEL = 2031
FT_STRING_LIBDIR = 2032
FT_STRING_BASE_CURRENCY = 2033
FT_STRING_HEDGE_CURRENCY = 2034
FT_STRING_FX_RETURN_LABEL = 2035
FT_STRING_TIME_RETURN_LABEL = 2036
FT_STRING_RUNNING_YIELD_LABEL = 2037
FT_STRING_PULL_TO_PAR_LABEL = 2038
FT_STRING_RISK_FREE_CARRY_LABEL = 2039
FT_STRING_CREDIT_CARRY_LABEL = 2040
FT_STRING_ROLLDOWN_RETURN_LABEL = 2041
FT_STRING_SPREAD_RETURN_LABEL = 2042
FT_STRING_RESIDUAL_RETURN_LABEL = 2043
FT_STRING_SOVEREIGN_CURVE_RETURN_LABEL = 2044
FT_STRING_DURATION_CURVE_RETURN_LABEL = 2045
FT_STRING_NON_PARALLEL_RETURN_LABEL = 2046
FT_STRING_CONVEXITY_RETURN_LABEL = 2047
FT_STRING_TOTAL_RETURN_LABEL = 2048
FT_STRING_SHIFT_RETURN_LABEL = 2049
FT_STRING_TWIST_RETURN_LABEL = 2050
FT_STRING_CURVATURE_RETURN_LABEL = 2051
FT_STRING_PAYDOWN_RETURN_LABEL = 2052
FT_STRING_UNATTRIBUTED_RETURN_LABEL = 2053
FT_STRING_PRICE_RETURN_LABEL = 2054
FT_STRING_SECURITY_SPECIFIC_RETURN_LABEL = 2055
FT_STRING_INTERACTION_RETURN_LABEL = 2056
FT_STRING_DELTA_RETURN_LABEL = 2057
FT_STRING_LEVERAGE_RETURN_LABEL = 2058
FT_STRING_CAPITAL_RETURN_LABEL = 2059
FT_STRING_INTERVAL = 2060
FT_STRING_PORTFOLIO_NAMES = 2061
FT_STRING_BENCHMARK_NAMES = 2062
FT_STRING_ENCRYPTION_PASSWORD = 2063
FT_DOUBLE_LOWER_TWIST_MATURITY = 3000
FT_DOUBLE_UPPER_TWIST_MATURITY = 3001
FT_DOUBLE_SHIFT_MATURITY = 3002
FT_DOUBLE_HEDGE_RATIO = 3004
FT_INT_N_CORES = 4000
FT_INT_BATCH_ID = 4001
FT_INT_NDP = 4002
FT_STRING_REPORT_SECTORS = 5000