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
OutputFixedIncomeStyleBreakdownSecurity
objectSecurityIdstring
Unique identifier of a security.
Analyzednumber(double)
Percentage of security analyzed.
NotAnalyzednumber(double)
Percentage of security not analyzed.
FixedIncomeStyleBreakdownItemobject
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Example
OutputFixedIncomeStyleItem
objectEffectiveDurationnumber(double)
Holding-weighted average price sensitivity to interest rate changes, including the impact of option features. Expressed in years.
EffectiveMaturitynumber(double)
Holding-weighted average term at which principal is expected to be paid. Expressed in years.
Example
OutputFixedIncomeSuperSectorDataBreakdown
objectSecurityIdstring
Unique identifier of a security.
FixedIncomeSuperSectorDataItemsarray[object]
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Example
OutputGeometricAverageCapitalization
objectGeometric average capitalization data for the portfolio and benchmark.
AsOfDatestring(date-time)
End date of analysis.
Portfolioobject
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Benchmarkobject
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Example