OutputFixedIncomeAnalysis
objectFixed income analysis data.
AsOfDatestring(date-time)
End date of analysis.
FixedIncomeSectorsobject
The portfolio’s fixed income exposure broken down by super sector. Percentages may reflect long, short, net, or long-rescaled positions.
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FixedIncomeMaturityobject
Fixed income maturity distribution data for the portfolio and benchmark.
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CreditQualityobject
The percentage of the portfolio’s fixed income holdings assigned to each credit quality rating band.
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InterestRateRiskobject
Interest rate risk data for the portfolio and benchmark.
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Example
OutputFixedIncomeMaturity
objectFixed income maturity distribution data for the portfolio and benchmark.
Portfolioobject
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Benchmarkobject
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Example
OutputFixedIncomeMaturityItem
objectMaturityarray[object]
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Example
OutputFixedIncomeSectors
objectThe portfolio’s fixed income exposure broken down by super sector. Percentages may reflect long, short, net, or long-rescaled positions.
AsOfDatestring(date-time)
End date of analysis.
Idstring
Fixed income sector identifier.
Portfolioarray[object]
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Benchmarkarray[object]
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SecurityBreakdownarray[object]
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Example
OutputFixedIncomeStyle
objectFixed income style data.
AsOfDatestring(date-time)
End date of analysis.
PortfolioAnalyzednumber(double)
Percentage of portfolio analyzed.
Portfolioobject
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Benchmarkobject
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FixedIncomeStyleBreakdownobject
Fixed income style box breakdown by credit quality (High/Medium/Low) and duration (Limited/Moderate/Extensive).
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Example