gs_quant.markets.securities.AssetType¶
- class AssetType(value)[source]¶
Asset type enumeration
Enumeration of different types of asset or security.
- __init__()¶
Attributes
INDEXIndex which tracks an evolving portfolio of securities, and can be traded through cash or derivatives markets
ETFExchange traded fund which tracks an evolving portfolio of securities and is listed on an exchange to be traded as a security
CUSTOM_BASKETBespoke basket which provides exposure to a customized collection of assets with levels published daily; can be traded on swap and rebalanced programmatically
RESEARCH_BASKETBespoke basket which provides exposure to a customized collection of assets with levels published daily; basket composition maintained by Goldman Sachs Investment Research
STOCKListed equities which provide access to equity holding in a company and participation in dividends and other distributions in common, preferred or other variants which provide different investor rights
FUTUREStandardized listed contract which provides delivery of an asset at a pre-defined forward date and can be settled in cash or physical form
CROSSFX cross or currency pair
CURRENCYCurrency
RATERate
CASHCash
WEATHER_INDEXWeather Index
SWAPSwap
SWAPTIONSwaption
OPTIONOption
BINARYBinary
COMMODITY_REFERENCE_PRICECommodity Reference Price
COMMODITY_NATURAL_GAS_HUBCOMMODITY_EU_NATURAL_GAS_HUBCOMMODITY_POWER_NODECommodity Power Node
COMMODITY_POWER_AGGREGATED_NODESCommodity Power Aggregated Nodes
BONDBond
FUTURE_MARKETFuture Market
FUTURE_CONTRACTFuture Contract
COMMODITYCommodity
CRYPTOCURRENCYCrypto
FORWARDForward
FUNDFund
DEFAULT_SWAPDefault Swap
SYSTEMATIC_HEDGINGSystematic Hedging
ACCESSAccess
RISK_PREMIARisk Premia
MULTI_ASSET_ALLOCATIONMulti Asset Allocation
ADRGDRDUTCH_CERTNYRSRECEIPTUNITMUTUAL_FUNDRIGHTPREFERREDMISCREITPRIVATE_COMPPREFERENCELIMITED_PARTNERSHIPTRACKING_STOCKROYALTY_TRUSTCLOSED_END_FUNDOPEN_END_FUNDFUND_OF_FUNDSMLPSTAPLED_SECURITYSAVINGS_SHAREEQUITY_WRTSAVINGS_PLANEQUITY_INDEXCOMMON_STOCK