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))