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