Blotter
Subtype of Portfolio SpecThe portfolio is defined through an object of type Blotter that is supplied in association with the key Blotter
This method is very efficient particularly when the portfolio consists of a great number of tradables because it does not require the prior creation of the corresponding Tradable objects.
Note that a Blotter object is lightweight due to the fact it contains the minimum of data required to build the tradables if and when needed.