gs_quant.markets.securities.Asset

class Asset(id_, asset_class, name, exchange=None, currency=None, parameters=None, entity=None)

__init__(id_, asset_class, name, exchange=None, currency=None, parameters=None, entity=None)

Methods

__init__(id_, asset_class, name[, exchange, ...])
entity_type()	rtype: EntityType
get(id_value, id_type[, as_of, ...])	rtype: Optional[Asset]
get_close_price_for_date(date)	rtype: Series
get_close_prices([start, end])	Get close price series
get_data_coordinate(measure[, dimensions, ...])	rtype: DataCoordinate
get_data_series(measure[, dimensions, ...])	Get asset series
get_entitlements()
get_entity()	rtype: Optional[Dict]
get_hloc_prices([start, end, interval_frequency])	Get high, low, open, close (hloc) prices
get_identifier(id_type[, as_of])	Get asset identifier
get_identifiers([as_of])	Get asset identifiers
get_latest_close_price()	rtype: float
get_marquee_id()
get_type()	Overridden by sub-classes to return security type
get_unique_entity_key()	rtype: EntityKey
get_url()	Retrieve url to asset's product page on Marquee

Attributes

data_dimension