gs_quant.markets.portfolio.Portfolio

class Portfolio(priceables=(), name=None)

A collection of instruments

Portfolio holds a collection of instruments in order to run pricing and risk scenarios

__init__(priceables=(), name=None)

Creates a portfolio object which can be used to hold instruments

Parameters:

priceables (Union[PriceableImpl, Iterable[PriceableImpl], dict, None]) – constructed with an instrument, portfolio, iterable of either, or a dictionary where key is name and value is a priceable

Methods

__init__([priceables, name])	Creates a portfolio object which can be used to hold instruments
append(priceables)
as_dict([as_camel_case])	Dictionary of the public, non-null properties and values
calc(risk_measure[, fn])	Calculate the value of the risk_measure
clone([clone_instruments])	Clone this object, overriding specified values
default_instance()	Construct a default instance of this type
dollar_price()	Present value in USD
extend(portfolio)
from_asset_id(asset_id[, date])
from_asset_name(name)
from_book(book[, book_type, activity_type])
from_csv(csv_file[, mappings])
from_eti(eti)
from_frame(data[, mappings])
from_instance(instance)	Copy the values from an existing instance of the same type to our self :type instance: :param instance: from which to copy: :return:
from_portfolio_id(cls, portfolio_id)	Deprecated since version 0.8.293: from_portfolio_id is now deprecated, please use Portfolio.get(portfolio_id=portfolio_id) instead.
from_portfolio_name(cls, name)	Deprecated since version 0.8.293: from_portfolio_name is now deprecated, please use Portfolio.get(portfolio_name=portfolio_name) instead.
from_quote(quote_id)
get([portfolio_id, portfolio_name])
market()	Market Data map of coordinates and values.
paths(key)	rtype: Tuple[PortfolioPath, ...]
pop(item)	rtype: PriceableImpl
price([currency])	Present value in local currency.
properties()	The public property names of this class
properties_init()	The public property names of this class
resolve([in_place])	Resolve non-supplied properties of an instrument
save([overwrite])
save_as_quote([overwrite])	rtype: str
save_to_shadowbook(name)
scale(scaling[, in_place])
subset(paths[, name])
to_csv(csv_file[, mappings, ignored_cols])
to_frame([mappings])	rtype: DataFrame

Attributes

all_instruments
all_paths
all_portfolios
id
instruments
portfolios
priceables
quote_id