gs_quant.markets.securities.SecurityMaster¶
- class SecurityMaster[source]¶
Security Master
The SecurityMaster class provides an interface to security lookup functions. This allows querying and retrieval of different security types (assets) based on a variety of different identifiers through point-in-time lookups.
Uses the current PricingContext to provide as of dates if optional arguments are not provided. Will return the relevant asset subclass depending on the type of the security
See also
- __init__()¶
Methods
__init__()asset_type_to_str(asset_class, asset_type)get_all_identifiers([class_, types, as_of, ...])Get identifiers for all matching assets.
get_all_identifiers_gen([class_, types, ...])Get identifiers for all matching assets.
get_asset(id_value, id_type[, as_of, ...])Get an asset by identifier and identifier type
get_identifiers(id_values, id_type[, as_of, ...])Get identifiers for given assets.
map_identifiers(input_type, ids[, ...])Map to other identifier types, from given IDs.
set_source(source)