gs_quant.markets.index.Index.get_underlier_attribution¶
- Index.get_underlier_attribution()[source]¶
Get the attribution of the immediate (one-level-down) underliers of the Index. Currently supports STS indices only.
- Return type:
DataFrame
- Returns:
pandas DataFrame with the attribution of the immediate underliers.
Examples
>>> from gs_quant.markets.index import Index >>> >>> index = Index.get("GSMBXXXX") >>> index.get_underlier_attribution()