/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.pnl;
/**
* Constants to be used in PnL Functions
*/
public final class PnLFunctionUtils {
/** Constraint used in MarkToMarketPnLFunction and MarkToMarketPnLAliasFunction */
public static final String PNL_TRADE_TYPE_CONSTRAINT = "TradeType";
/** Constrains PNL to all trades that have been executed on the valuation date */
public static final String PNL_TRADE_TYPE_NEW = "New";
/** Constrains PNL to all trades in the portfolio that existed at the Open of trading on the valuation date */
public static final String PNL_TRADE_TYPE_OPEN = "Open";
/** Does not constrains PNL to a subset of trades. All trades are included.
* This equals the net of NEW and OPEN
*/
public static final String PNL_TRADE_TYPE_ALL = "All";
}