Portfolio X-Ray API

OutputCreditQuality

object

The percentage of the portfolio’s fixed income holdings assigned to each credit quality rating band.

AsOfDatestring(date-time)

End date of analysis.

Portfolioobject
Show Child Parameters
Benchmarkobject
Show Child Parameters
Example

OutputCreditQualityItem

object
AAAnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

AAnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

Anumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

BBBnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

BBnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

Bnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

BelowBnumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

NotRatednumber(double)

Percentage of fixed income holdings assigned to this credit quality rating band.

Example

OutputDataItemBenchmarkTrailingTimePeriod

object
Idstring

Time period identifier.

Allowed values:YearToDateMonth3Month6Year1Year2Year3Year5Year10SinceInception

Valuenumber(double)

Value for the time period.

Example

OutputDataItemCalendarYearReturnTimePeriod

object
Idinteger(int32)

Calendar year return identifier (1–10, representing the 10 most recent years).

Valuenumber(double)

Calendar year return value.

GrossValuenumber(double)

Gross calendar year return value.

Example

OutputDataItemCaptureRatioTimePeriod

object
Idstring

Time period identifier.

Allowed values:Year1Year3Year5Year10

Valuenumber(double)

Capture ratio value for the time period.

Example