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
OutputFixedIncomeStyleBreakdown
objectFixed income style box breakdown by credit quality (High/Medium/Low) and duration (Limited/Moderate/Extensive).
AsOfDatestring(date-time)
End date of analysis.
HighLtdnumber(double)
High credit quality / Limited duration.
HighModnumber(double)
High credit quality / Moderate duration.
HighExtnumber(double)
High credit quality / Extensive duration.
MedLtdnumber(double)
Medium credit quality / Limited duration.
MedModnumber(double)
Medium credit quality / Moderate duration.
MedExtnumber(double)
Medium credit quality / Extensive duration.
LowLtdnumber(double)
Low credit quality / Limited duration.
LowModnumber(double)
Low credit quality / Moderate duration.
LowExtnumber(double)
Low credit quality / Extensive duration.
Unclassifiednumber(double)
Percentage not classified into a style box category.
SecurityBreakdownarray[object]
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Example
OutputFixedIncomeStyleBreakdownItem
objectHighLtdnumber(double)
High credit quality / Limited duration.
HighModnumber(double)
High credit quality / Moderate duration.
HighExtnumber(double)
High credit quality / Extensive duration.
MedLtdnumber(double)
Medium credit quality / Limited duration.
MedModnumber(double)
Medium credit quality / Moderate duration.
MedExtnumber(double)
Medium credit quality / Extensive duration.
LowLtdnumber(double)
Low credit quality / Limited duration.
LowModnumber(double)
Low credit quality / Moderate duration.
LowExtnumber(double)
Low credit quality / Extensive duration.
Unclassifiednumber(double)
Percentage not classified into a style box category.
Example