def refreshReferenceData(self):
self.custodyDictOID = Engine.getCustodyDictOID()
self.corporateEventTypeOID = Engine.getCorporateEventTypeDictOID()
self.assetDictOID = Engine.getAssetDictOID()
USDMXN = PricingInterface.getExchangeRateByCurrency('USD', 'MXN')
if USDMXN == 0:
USDMXN = 1
self.setUSDMXN(USDMXN)
def calculateCustodyPnL(self, pnlCalculationList, fromDate, toDate):
from engine.engine import Engine
custodyDictOID = Engine.getCustodyDictOID()
for custodyOID in custodyDictOID.iterkeys():
pnlCalculationList.append(self.calculatePnl(custodyOID, fromDate, toDate))