Portfolio X-Ray API

OutputFixedIncomeStyleBreakdownSecurity

object
SecurityIdstring

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

object
EffectiveDurationnumber(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

object
SecurityIdstring

Unique identifier of a security.

FixedIncomeSuperSectorDataItemsarray[object]
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Example

OutputGeometricAverageCapitalization

object

Geometric 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

OutputGeometricAverageCapitalizationItem

object
Valuenumber(double)

Geometric average capitalization value.

Example