Index

_

__init__() (AdditionProcessor method) (AppendProcessor method) (Asset method) (AssetClass method) (AssetIdentifier method) (AssetType method) (Basket method) (BasketType method) (ChangeProcessor method) (Component method) (CoordinateProcessor method) (CorporateActionType method) (CorrelationProcessor method) (CustomBasketStyles method) (DataContext method), [1] (DataGrid method) (Dataset method), [1] (DivisionProcessor method) (EntityProcessor method) (EpidemicModel method) (FactorRiskModel method) (FactorRiskReport method) (Fields method), [1] (HistoricalPricingContext method), [1] (Index method) (IndicesDatasets method) (LastProcessor method) (MacroRiskModel method) (MarqueeRiskModel method) (MultiplicationProcessor method) (PercentilesProcessor method) (PerformanceReport method) (Portfolio method) (PortfolioManager method) (Position method) (PositionSet method) (Priceable method) (PricingContext method), [1] (Region method) (Report method) (ReportJobFuture method) (ResearchBasketStyles method) (ReturnsProcessor method) (ReturnType method) (RiskModel method) (SecurityMaster method) (SEIR method) (SharpeRatioProcessor method) (SIR method) (Stock method) (SubtractionProcessor method) (ThematicReport method) (ThematicRiskModel method) (VolatilityProcessor method) (WeightingStrategy method) (Workspace method)

A

abs_() (in module gs_quant.timeseries.algebra) add() (in module gs_quant.timeseries.algebra) add_factor_risk_report() (Basket method) add_filter() (DataGrid method) add_sort() (DataGrid method) AdditionProcessor (class in gs_quant.analytics.processors) aggregate_queries() (DataGrid static method) aggregate_risk() (in module gs_quant.risk) alias (Workspace attribute) align() (in module gs_quant.timeseries.datetime) and_() (in module gs_quant.timeseries.algebra) annualization_factor (FXVolatilitySwap attribute) annualize() (in module gs_quant.timeseries.econometrics) AppendProcessor (class in gs_quant.analytics.processors) as_dict() (AdditionProcessor method) (AppendProcessor method) (ChangeProcessor method) (Component method) (CoordinateProcessor method) (CorrelationProcessor method) (DataGrid method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (ReturnsProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method) (Workspace method)

Asset (class in gs_quant.markets.securities) AssetClass (class in gs_quant.markets.securities) AssetIdentifier (class in gs_quant.markets.securities) AssetType (class in gs_quant.markets.securities)

B

base_cpi (InflationSwap attribute) BaseCPI (in module gs_quant.risk) Basket (class in gs_quant.markets.baskets) (class in gs_quant.timeseries.backtesting) basket_series() (in module gs_quant.timeseries.backtesting) BasketType (class in gs_quant.markets.indices_utils) bbgid (Security attribute) bbid (Security attribute) bbid_equivalent (Security attribute) bcid (Security attribute) beta() (in module gs_quant.timeseries.econometrics) bollinger_bands() (in module gs_quant.timeseries.technicals) bucketize() (in module gs_quant.timeseries.datetime) build_graph() (AdditionProcessor method) (AppendProcessor method) (ChangeProcessor method) (CoordinateProcessor method) (CorrelationProcessor method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (ReturnsProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method)

business_day_count() (in module gs_quant.datetime.date) business_day_offset() (in module gs_quant.datetime.date) buy_sell (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (FXVolatilitySwap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRSwaption attribute)

C

calculate() (AdditionProcessor method) (AppendProcessor method) (ChangeProcessor method) (CoordinateProcessor method) (CorrelationProcessor method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (ReturnsProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method) calculate_mean_return (FXVolatilitySwap attribute) call_to_action (Workspace attribute) cancel_rebalance() (Basket method) cap_floor (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) cap_rate (IRCap attribute) ceil() (in module gs_quant.timeseries.algebra) change() (in module gs_quant.timeseries.econometrics) ChangeProcessor (class in gs_quant.analytics.processors) cid (Security attribute) cins (Security attribute) clearing_house (InflationSwap attribute) (IRBasisSwap attribute) (IRSwap attribute) (IRSwaption attribute)

clone() (Basket method) cm_id (Security attribute) coin_metrics_id (Security attribute) commission (EqSynthetic attribute) commission_type (EqSynthetic attribute) commission_units (EqSynthetic attribute) CommodDelta (in module gs_quant.risk) CommodOTCSwap (class in gs_quant.instrument) CommodTheta (in module gs_quant.risk) CommodVega (in module gs_quant.risk) compare() (in module gs_quant.timeseries.analysis) Component (class in gs_quant.analytics.workspaces) container_ids (Component attribute) CoordinateProcessor (class in gs_quant.analytics.processors) CorporateActionType (class in gs_quant.markets.indices_utils) correlation() (in module gs_quant.timeseries.econometrics) CorrelationProcessor (class in gs_quant.analytics.processors) count() (in module gs_quant.timeseries.analysis) cov() (in module gs_quant.timeseries.statistics) create() (Basket method) (DataGrid method) (Workspace method) cross (Security attribute) currency (EqCliquet attribute) (EqSynthetic attribute) (Forward attribute) cusip (Security attribute) CustomBasketStyles (class in gs_quant.markets.indices_utils)

D

dataclass_json_config (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute) DataContext (class in gs_quant.data) (class in gs_quant.data.core) DataGrid (class in gs_quant.analytics.datagrid.datagrid) Dataset (class in gs_quant.data) (class in gs_quant.data.dataset)

date_range() (in module gs_quant.datetime.date) (in module gs_quant.timeseries.datetime) day() (in module gs_quant.timeseries.datetime) days_in_contract (EqVarianceSwap attribute) delete() (DataGrid method) (FactorRiskModel method) (FactorRiskReport method) (MacroRiskModel method) (MarqueeRiskModel method) (PerformanceReport method) (Report method) (ThematicReport method) (ThematicRiskModel method) (Workspace method) delete_all() (Workspace method) delete_factor_metadata() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) delete_factor_risk_report() (Basket method) delisted (Security attribute) denominated (EqVarianceSwap attribute) description (Workspace attribute) designated_maturity (EqSynthetic attribute) diff() (in module gs_quant.timeseries.analysis) disclaimer (Workspace attribute) display_id (Security attribute) divide() (in module gs_quant.timeseries.algebra) dividend_pay_ratio (EqSynthetic attribute) DivisionProcessor (class in gs_quant.analytics.processors) dollar_cross (Security attribute) DollarPrice (in module gs_quant.risk) done() (ReportJobFuture method)

E

effective_date (EqSynthetic attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) eid (Security attribute) em_id (Security attribute) end (CommodOTCSwap attribute) entitlements (Workspace attribute) entity_type() (Basket class method) EntityProcessor (class in gs_quant.analytics.processors) EpidemicModel (class in gs_quant.models.epidemiology) eq_leg (EqSynthetic attribute) EqAnnualImpliedVol (in module gs_quant.risk) EqCliquet (class in gs_quant.instrument) EqDelta (in module gs_quant.risk) EqForward (class in gs_quant.instrument) EqGamma (in module gs_quant.risk) EqOption (class in gs_quant.instrument)

EqSpot (in module gs_quant.risk) EqSynthetic (class in gs_quant.instrument) equalize_position_weights() (PositionSet method) EqVarianceSwap (class in gs_quant.instrument) EqVega (in module gs_quant.risk) excess_returns_() (in module gs_quant.timeseries.econometrics) exchange (EqOption attribute) exchange_code (Security attribute) exercise_style (FXOption attribute) exp() (in module gs_quant.timeseries.algebra) expiration_date (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (IRSwaption attribute) expiration_time (FXBinary attribute) (FXMultiCrossBinary attribute) (FXOption attribute) expiry (EqSynthetic attribute) expiry_settlement_days (EqVarianceSwap attribute) exponential_moving_average() (in module gs_quant.timeseries.technicals) exponential_spread_volatility() (in module gs_quant.timeseries.technicals) exponential_std() (in module gs_quant.timeseries.statistics) exponential_volatility() (in module gs_quant.timeseries.technicals)

F

FactorRiskModel (class in gs_quant.models.risk_model) FactorRiskReport (class in gs_quant.markets.report) FairVarStrike (in module gs_quant.risk) FairVolStrike (in module gs_quant.risk) fee (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) fee_currency (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) fee_payment_date (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) Fields (class in gs_quant.data) (class in gs_quant.data.fields) filter_() (in module gs_quant.timeseries.algebra) filter_dates() (in module gs_quant.timeseries.algebra) first() (in module gs_quant.timeseries.analysis) first_fixing_date (FXVolatilitySwap attribute) first_valuation_date (EqCliquet attribute) fixed_first_stub (IRSwap attribute) (IRXccySwapFixFlt attribute) fixed_holidays (IRSwap attribute) (IRXccySwapFixFlt attribute) fixed_last_stub (IRSwap attribute) (IRXccySwapFixFlt attribute) fixed_rate (InflationSwap attribute) (IRSwap attribute) (IRXccySwapFixFlt attribute) fixed_rate_accrual_convention (IRSwap attribute) fixed_rate_business_day_convention (InflationSwap attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) fixed_rate_currency (IRXccySwapFixFlt attribute) fixed_rate_day_count_fraction (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) fixed_rate_frequency (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) fixing_frequency (FXVolatilitySwap attribute) fixing_schedule_dates (EqVarianceSwap attribute) fixing_source (FXMultiCrossBinaryLeg attribute) (FXVolatilitySwap attribute) floating_first_stub (IRSwap attribute) (IRXccySwapFixFlt attribute) floating_holidays (IRSwap attribute) (IRXccySwapFixFlt attribute) floating_last_stub (IRSwap attribute) (IRXccySwapFixFlt attribute) floating_rate_accrual_convention (IRSwap attribute) floating_rate_business_day_convention (InflationSwap attribute) (IRCap attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute)

floating_rate_currency (IRXccySwapFixFlt attribute) floating_rate_day_count_fraction (IRCap attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) floating_rate_designated_maturity (IRCap attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) floating_rate_for_the_initial_calculation_period (IRSwap attribute) (IRXccySwapFixFlt attribute) floating_rate_frequency (IRCap attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) floating_rate_option (IRCap attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) floating_rate_spread (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) floor() (in module gs_quant.timeseries.algebra) floor_rate (IRFloor attribute) floordiv() (in module gs_quant.timeseries.algebra) force_forward_tradable (EqVarianceSwap attribute) Forward (class in gs_quant.instrument) forward_price (EqForward attribute) forward_rate (FXForward attribute) ForwardPrice (in module gs_quant.risk) from_dict() (AdditionProcessor class method) (AppendProcessor class method) (ChangeProcessor class method) (Component class method) (CoordinateProcessor class method) (CorrelationProcessor class method) (DataGrid class method) (DivisionProcessor class method) (EntityProcessor class method) (LastProcessor class method) (MultiplicationProcessor class method) (PercentilesProcessor class method) (ReturnsProcessor class method) (SharpeRatioProcessor class method) (SubtractionProcessor class method) (VolatilityProcessor class method) (Workspace class method) from_dicts() (PositionSet class method) from_frame() (PositionSet class method) from_list() (PositionSet class method) from_many_targets() (FactorRiskModel class method) (MacroRiskModel class method) (MarqueeRiskModel class method) (ThematicRiskModel class method) from_target() (FactorRiskModel class method) (FactorRiskReport class method) (MacroRiskModel class method) (MarqueeRiskModel class method) (PerformanceReport class method) (Report class method) (ThematicReport class method) (ThematicRiskModel class method) funding_leg (EqSynthetic attribute) future_contract (EqOption attribute) fx_data_source (EqSynthetic attribute) FXAnnualATMImpliedVol (in module gs_quant.risk) FXAnnualImpliedVol (in module gs_quant.risk) FXBinary (class in gs_quant.instrument) FXDelta (in module gs_quant.risk) FXForward (class in gs_quant.instrument) FXGamma (in module gs_quant.risk) FXMultiCrossBinary (class in gs_quant.instrument) FXMultiCrossBinaryLeg (class in gs_quant.instrument) FXOption (class in gs_quant.instrument) FXSpot (in module gs_quant.risk) FXVega (in module gs_quant.risk) FXVolatilitySwap (class in gs_quant.instrument)

G

generate_series() (in module gs_quant.timeseries.statistics) get() (Basket class method) (FactorRiskModel class method) (FactorRiskReport class method) (Index class method) (MacroRiskModel class method) (MarqueeRiskModel class method) (PerformanceReport class method) (Report class method) (ThematicReport class method) (ThematicRiskModel class method) get_all_esg_data() (PortfolioManager method) get_all_fund_of_fund_tags() (PortfolioManager method) get_all_thematic_exposures() (PortfolioManager method) (ThematicReport method) get_annual_risk() (FactorRiskReport method) get_asset_count() (PerformanceReport method) get_asset_count_long() (PerformanceReport method) get_asset_count_priced() (PerformanceReport method) get_asset_count_short() (PerformanceReport method) get_asset_universe() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_aum() (PerformanceReport method) (PortfolioManager method) get_aum_source() (PerformanceReport method) (PortfolioManager method) get_benchmark_coordinate() (CorrelationProcessor method) get_benchmark_id() (FactorRiskReport method) get_bottom_five_thematic_exposures() (PortfolioManager method) (ThematicReport method) get_brinson_attribution() (PerformanceReport method) get_by_alias() (Workspace class method) get_by_id() (Workspace class method) get_calendar() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_carbon_analytics() (PortfolioManager method) get_carbon_attribution_table() (PortfolioManager method) get_carbon_coverage() (PortfolioManager method) get_carbon_emissions() (PortfolioManager method) get_carbon_emissions_allocation() (PortfolioManager method) get_carbon_sbti_netzero_coverage() (PortfolioManager method) get_close_price_for_date() (Basket method) (Index method) get_close_prices() (Basket method) (Index method) get_constituent_instruments() (Index method) get_constituent_instruments_for_date() (Index method) get_constituents() (Index method) get_constituents_dataset_coverage() (in module gs_quant.markets.indices_utils) get_constituents_for_date() (Index method) get_corporate_actions() (Basket method) get_covariance_matrix() (FactorRiskModel method) get_currency() (Index method) get_custom_aum() (PerformanceReport method) (PortfolioManager method) get_daily_return() (FactorRiskModel method) get_daily_risk() (FactorRiskReport method) get_data() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_data_coordinate() (Basket method) (Index method) get_data_series() (Basket method) (Index method) get_dates() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_default_params() (AdditionProcessor method) (AppendProcessor method) (ChangeProcessor method) (CoordinateProcessor method) (CorrelationProcessor method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method) get_details() (Basket method) get_entitlements() (Index method) (PortfolioManager method) get_entity() (Basket method) (Index method) get_esg_bottom_ten() (PortfolioManager method) get_esg_by_region() (PortfolioManager method) get_esg_by_sector() (PortfolioManager method) get_esg_quintiles() (PortfolioManager method) get_esg_summary() (PortfolioManager method) get_esg_top_ten() (PortfolioManager method) get_estimation_universe_weights() (FactorRiskModel method) get_ex_ante_var() (FactorRiskReport method) get_excess_returns_query() (SharpeRatioProcessor method) get_factor() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_factor_data() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_factor_exposure() (FactorRiskReport method) get_factor_pnl() (FactorRiskReport method) get_factor_portfolios() (FactorRiskModel method) get_factor_proportion_of_risk() (FactorRiskReport method) get_factor_returns_by_id() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_factor_returns_by_name() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_factor_risk_report() (Index method) (PortfolioManager method) get_factor_risk_reports() (PortfolioManager method) get_factor_standard_deviation() (MacroRiskModel method) get_factor_z_score() (MacroRiskModel method) get_fair_value_gap() (MacroRiskModel method) get_flagship_baskets() (in module gs_quant.markets.indices_utils) get_flagships_constituents() (in module gs_quant.markets.indices_utils) get_flagships_performance() (in module gs_quant.markets.indices_utils) get_flagships_with_assets() (in module gs_quant.markets.indices_utils) get_fundamentals() (Basket method) (Index method) get_global_predicted_beta() (FactorRiskModel method) get_gross_exposure() (PerformanceReport method) get_historical_beta() (FactorRiskModel method) get_id() (DataGrid method) get_identifier() (Basket method) (Index method)

get_identifiers() (Basket method) (Index method) get_issuer_specific_covariance() (FactorRiskModel method) get_latest_close_price() (Basket method) (Index method) get_latest_constituent_instruments() (Index method) get_latest_constituents() (Index method) get_latest_position_set() (Basket method) (Index method) (PortfolioManager method) get_latest_rebalance_data() (Basket method) get_latest_rebalance_date() (Basket method) get_live_date() (Basket method) get_long_exposure() (PerformanceReport method) get_macro_exposure() (PortfolioManager method) get_many() (FactorRiskModel class method) (MacroRiskModel class method) (ThematicRiskModel class method) get_many_factors() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_many_measures() (PerformanceReport method) get_marquee_id() (Basket method) (Index method) get_measure() (PerformanceReport method) get_missing_dates() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_most_recent_date_from_calendar() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_most_recent_job() (FactorRiskReport method) (PerformanceReport method) (Report method) (ThematicReport method) get_my_baskets() (in module gs_quant.markets.indices_utils) get_net_exposure() (PerformanceReport method) get_performance_report() (PortfolioManager method) get_plot_expression() (AdditionProcessor method) (AppendProcessor method) (ChangeProcessor method) (CoordinateProcessor method) (CorrelationProcessor method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (ReturnsProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method) get_pnl() (PerformanceReport method) get_pnl_contribution() (PerformanceReport method) (PortfolioManager method) get_portfolio_constituents() (PerformanceReport method) get_position_dates() (Index method) (PortfolioManager method) get_position_set_for_date() (Basket method) (Index method) (PortfolioManager method) get_position_sets() (Basket method) (Index method) (PortfolioManager method) get_positions() (PositionSet method) get_positions_data() (Basket method) (Index method) (PerformanceReport method) (PortfolioManager method) get_predicted_beta() (FactorRiskModel method) get_r_squared() (MacroRiskModel method) get_rebalance_approval_status() (Basket method) get_reports() (PortfolioManager method) get_residual_variance() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_results() (FactorRiskReport method) get_return_type() (Index method) get_risk_model_id() (FactorRiskReport method) get_schedule_dates() (PortfolioManager method) get_servicing_cost_long_pnl() (PerformanceReport method) get_servicing_cost_short_pnl() (PerformanceReport method) get_short_exposure() (PerformanceReport method) get_specific_return() (FactorRiskModel method) get_specific_risk() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_status_of_reports() (Index method) (PortfolioManager method) get_table() (FactorRiskReport method) get_tag_name_hierarchy() (PortfolioManager method) get_thematic_beta() (PortfolioManager method) get_thematic_betas() (ThematicReport method) get_thematic_breakdown() (PortfolioManager method) (ThematicReport method) get_thematic_data() (ThematicReport method) get_thematic_exposure() (PortfolioManager method) (ThematicReport method) get_thematic_report() (PortfolioManager method) get_top_five_thematic_exposures() (PortfolioManager method) (ThematicReport method) get_total_risk() (FactorRiskModel method) get_trading_cost_pnl() (PerformanceReport method) get_trading_pnl() (PerformanceReport method) get_turnover() (PerformanceReport method) get_type() (Basket method) (Index method) get_underlier_attribution() (Index method) get_underlier_tree() (Index method) get_underlier_weights() (Index method) get_unique_entity_key() (Basket method) (Index method) get_universe_exposure() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) get_universe_factor_exposure() (FactorRiskModel method) get_universe_sensitivity() (MacroRiskModel method) (ThematicRiskModel method) get_unpriced_positions() (PositionSet method) get_unresolved_positions() (PositionSet method) get_url() (Basket method) (Index method) get_view() (FactorRiskReport method) global_cap (EqCliquet attribute) global_floor (EqCliquet attribute) gs_quant.markets.indices_utils module gsid (Security attribute) gsid_equivalent (Security attribute) gsideid (Security attribute) gsn (Security attribute) gss (Security attribute)

H

height (Component attribute) HistoricalPricingContext (class in gs_quant.markets) (class in gs_quant.markets.historical)

holiday_calendar (EqVarianceSwap attribute)

I

id (Workspace attribute) id_ (Component attribute) if_() (in module gs_quant.timeseries.algebra) Index (class in gs_quant.markets.index) index (InflationSwap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) index() (in module gs_quant.timeseries.econometrics) index1 (IRCMSSpreadOptionStrip attribute) index1_tenor (IRCMSSpreadOption attribute) index2 (IRCMSSpreadOptionStrip attribute) index2_tenor (IRCMSSpreadOption attribute) IndicesDatasets (class in gs_quant.markets.indices_utils) InflationDelta (in module gs_quant.risk) InflationDeltaParallel (in module gs_quant.risk) InflationSwap (class in gs_quant.instrument) initial_date (EqVarianceSwap attribute) initial_fx_rate (IRXccySwap attribute) initial_spot (EqVarianceSwap attribute) initial_spot_valuation_time (EqVarianceSwap attribute) initial_valuation_date (EqSynthetic attribute) initialize() (DataGrid method) instrument_quantity (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute)

interpolate() (in module gs_quant.timeseries.datetime) IRAnnualATMImpliedVol (in module gs_quant.risk) IRAnnualImpliedVol (in module gs_quant.risk) IRBasis (in module gs_quant.risk) IRBasisSwap (class in gs_quant.instrument) IRCap (class in gs_quant.instrument) IRCMSOption (class in gs_quant.instrument) IRCMSOptionStrip (class in gs_quant.instrument) IRCMSSpreadOption (class in gs_quant.instrument) IRCMSSpreadOptionStrip (class in gs_quant.instrument) IRDailyImpliedVol (in module gs_quant.risk) IRDelta (in module gs_quant.risk) IRDeltaLocalCcy (in module gs_quant.risk) IRDeltaParallel (in module gs_quant.risk) IRFloor (class in gs_quant.instrument) IRFwdRate (in module gs_quant.risk) IRGammaParallel (in module gs_quant.risk) IRGammaParallelLocalCcy (in module gs_quant.risk) IRSpotRate (in module gs_quant.risk) IRSwap (class in gs_quant.instrument) IRSwaption (class in gs_quant.instrument) IRVega (in module gs_quant.risk) IRVegaLocalCcy (in module gs_quant.risk) IRVegaParallel (in module gs_quant.risk) IRXccyDelta (in module gs_quant.risk) IRXccyDeltaParallel (in module gs_quant.risk) IRXccySwap (class in gs_quant.instrument) IRXccySwapFixFix (class in gs_quant.instrument) IRXccySwapFixFlt (class in gs_quant.instrument) is_business_day() (in module gs_quant.datetime.date) isin (Security attribute)

J

jsn (Security attribute)

L

lag() (in module gs_quant.timeseries.analysis) last() (in module gs_quant.timeseries.analysis) last_fixing_date (FXVolatilitySwap attribute) last_valuation_date (EqCliquet attribute) last_value() (in module gs_quant.timeseries.analysis)

LastProcessor (class in gs_quant.analytics.processors) legs (CommodOTCSwap attribute) (FXMultiCrossBinary attribute) LinearRegression (class in gs_quant.timeseries.statistics) lms_id (Security attribute) log() (in module gs_quant.timeseries.algebra)

M

macd() (in module gs_quant.timeseries.technicals) MacroRiskModel (class in gs_quant.models.risk_model) maintainers (Workspace attribute) MarqueeRiskModel (class in gs_quant.models.risk_model) max_() (in module gs_quant.timeseries.statistics) max_drawdown() (in module gs_quant.timeseries.econometrics) mdapi (Security attribute) mdapi_class (Security attribute) mean() (in module gs_quant.timeseries.statistics) median() (in module gs_quant.timeseries.statistics) metadata (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute)

method_of_settlement (EqOption attribute) (FXOption attribute) mic (Security attribute) min_() (in module gs_quant.timeseries.statistics) mode() (in module gs_quant.timeseries.statistics) module gs_quant.markets.indices_utils month() (in module gs_quant.timeseries.datetime) moving_average() (in module gs_quant.timeseries.technicals) mq_symbol (Security attribute) MultiplicationProcessor (class in gs_quant.analytics.processors) multiplier (EqOption attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) multiply() (in module gs_quant.timeseries.algebra)

N

name (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute) (Workspace attribute) not_() (in module gs_quant.timeseries.algebra) notional_amount (EqCliquet attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute)

notional_amount_in_other_currency (FXForward attribute) (FXOption attribute) notional_currency (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) notional_reset_side (IRXccySwap attribute) num_of_underlyers (EqSynthetic attribute) number_of_options (EqOption attribute) number_of_periods (CommodOTCSwap attribute) number_of_shares (EqForward attribute)

O

oet_terms (EqSynthetic attribute) open() (DataGrid method) (Workspace method) option_style (EqOption attribute)

option_type (EqOption attribute) (FXBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) or_() (in module gs_quant.timeseries.algebra)

P

pair (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) pay_or_receive (InflationSwap attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwapFixFlt attribute) payer_business_day_convention (IRBasisSwap attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) payer_currency (IRXccySwap attribute) (IRXccySwapFixFix attribute) payer_day_count_fraction (IRBasisSwap attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) payer_designated_maturity (IRBasisSwap attribute) (IRXccySwap attribute) payer_first_stub (IRXccySwap attribute) payer_frequency (IRBasisSwap attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) payer_holidays (IRXccySwap attribute) payer_last_stub (IRXccySwap attribute) payer_rate (IRXccySwapFixFix attribute) payer_rate_option (IRBasisSwap attribute) (IRXccySwap attribute) payer_spread (IRBasisSwap attribute) (IRXccySwap attribute) payment_bdc (EqSynthetic attribute) payment_delay (EqSynthetic attribute) payment_frequency (EqCliquet attribute) percentile() (in module gs_quant.timeseries.statistics) percentiles() (in module gs_quant.timeseries.statistics) PercentilesProcessor (class in gs_quant.analytics.processors) PerformanceReport (class in gs_quant.markets.report) PERSISTED_COMPONENTS (Workspace attribute) pl_id (Security attribute) plot_id (Security attribute) pnode_id (Security attribute) point_sort_order() (in module gs_quant.datetime.point) poll() (DataGrid method) poll_report() (Basket method) (PortfolioManager method) poll_status() (Basket method) polling_time (DataGrid attribute) Portfolio (class in gs_quant.markets.portfolio) PortfolioManager (class in gs_quant.markets.portfolio_manager) Position (class in gs_quant.markets.position_set) PositionSet (class in gs_quant.markets.position_set) post_process() (AdditionProcessor method) (AppendProcessor method) (ChangeProcessor method) (CoordinateProcessor method) (CorrelationProcessor method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method) power() (in module gs_quant.timeseries.algebra) premium (EqCliquet attribute) (EqOption attribute) (EqVarianceSwap attribute) (FXBinary attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (FXVolatilitySwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwaption attribute)

premium_currency (EqOption attribute) (FXBinary attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (FXVolatilitySwap attribute) premium_payment_date (EqOption attribute) (FXBinary attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (FXVolatilitySwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwaption attribute) prepend() (in module gs_quant.timeseries.datetime) prev_business_date() (in module gs_quant.datetime.date) Price (in module gs_quant.risk) price() (PositionSet method) Priceable (class in gs_quant.base) prices() (in module gs_quant.timeseries.econometrics) PricingContext (class in gs_quant.markets) (class in gs_quant.markets.core) primary_country_ric (Security attribute) prime_id (Security attribute) principal_exchange (IRBasisSwap attribute) (IRSwap attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) process() (AdditionProcessor method) (AppendProcessor method) (ChangeProcessor method) (CoordinateProcessor method) (CorrelationProcessor method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (ReturnsProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method) product() (in module gs_quant.timeseries.statistics) provider (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute) ps_id (Security attribute)

Q

quantity (CommodOTCSwap attribute) (EqVarianceSwap attribute) quantity_ (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute)

quantity_period (CommodOTCSwap attribute) quantity_unit (CommodOTCSwap attribute) quarter() (in module gs_quant.timeseries.datetime)

R

range_() (in module gs_quant.timeseries.statistics) rate_option (EqSynthetic attribute) (IRCMSOption attribute) rate_tenor (EqSynthetic attribute) rcic (Security attribute) receiver_business_day_convention (IRBasisSwap attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) receiver_currency (IRXccySwap attribute) (IRXccySwapFixFix attribute) receiver_day_count_fraction (IRBasisSwap attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) receiver_designated_maturity (IRBasisSwap attribute) (IRXccySwap attribute) receiver_first_stub (IRXccySwap attribute) receiver_frequency (IRBasisSwap attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) receiver_holidays (IRXccySwap attribute) receiver_last_stub (IRXccySwap attribute) receiver_notional_amount (IRXccySwapFixFix attribute) receiver_rate (IRXccySwapFixFix attribute) receiver_rate_option (IRBasisSwap attribute) (IRXccySwap attribute) receiver_spread (IRBasisSwap attribute) (IRXccySwap attribute) Region (class in gs_quant.markets.indices_utils) relative_strength_index() (in module gs_quant.timeseries.technicals) RelativeDate (class in gs_quant.datetime.relative_date) remove_unpriced_positions() (PositionSet method) remove_unresolved_positions() (PositionSet method) Report (class in gs_quant.markets.report) ReportJobFuture (class in gs_quant.markets.report) ResearchBasketStyles (class in gs_quant.markets.indices_utils) reset_delay (EqSynthetic attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOptionStrip attribute) resolution_key (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute)

resolve() (PositionSet method) result() (ReportJobFuture method) return_style (EqCliquet attribute) return_type (EqCliquet attribute) returns() (in module gs_quant.timeseries.econometrics) ReturnsProcessor (class in gs_quant.analytics.processors) ReturnType (class in gs_quant.markets.indices_utils) ric (Security attribute) RiskModel (class in gs_quant.models.risk_model) roll_convention (IRSwap attribute) RollingLinearRegression (class in gs_quant.timeseries.statistics) rows (Workspace attribute) run() (FactorRiskReport method) (PerformanceReport method) (Report method) (ThematicReport method) run_reports() (PortfolioManager method)

S

save() (DataGrid method) (FactorRiskModel method) (FactorRiskReport method) (MacroRiskModel method) (MarqueeRiskModel method) (PerformanceReport method) (Report method) (ThematicReport method) (ThematicRiskModel method) (Workspace method) save_factor_metadata() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) schedule() (FactorRiskReport method) (PerformanceReport method) (Report method) (ThematicReport method) schedule_reports() (PortfolioManager method) schedule_type (EqSynthetic attribute) seasonally_adjusted() (in module gs_quant.timeseries.technicals) sec_name (Security attribute) Security (class in gs_quant.instrument) SecurityMaster (class in gs_quant.markets.securities) sedol (Security attribute) SEIR (class in gs_quant.models.epidemiology) SEIRModel (class in gs_quant.timeseries.statistics) selections (Component attribute) selector_components (Workspace attribute) set_aum_source() (PerformanceReport method) (PortfolioManager method) set_currency() (PortfolioManager method) set_entitlements() (PortfolioManager method) set_filters() (DataGrid method) set_position_source() (FactorRiskReport method) (PerformanceReport method) (Report method) (ThematicReport method) set_primary_column_index() (DataGrid method) set_sorts() (DataGrid method) set_tag_name_hierarchy() (PortfolioManager method) settlement (CommodOTCSwap attribute) (IRSwaption attribute) settlement_currency (EqOption attribute) (EqSynthetic attribute) (FXOption attribute)

settlement_date (EqOption attribute) (EqVarianceSwap attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXOption attribute) (FXVolatilitySwap attribute) settlement_delay (EqSynthetic attribute) settlement_rate_option (FXBinary attribute) (FXOption attribute) sf_id (Security attribute) sharpe_ratio() (in module gs_quant.timeseries.econometrics) SharpeRatioProcessor (class in gs_quant.analytics.processors) simon_id (Security attribute) SIR (class in gs_quant.models.epidemiology) SIRModel (class in gs_quant.timeseries.statistics) smoothed_moving_average() (in module gs_quant.timeseries.technicals) sort_risk() (in module gs_quant.risk) sqrt() (in module gs_quant.timeseries.algebra) start (CommodOTCSwap attribute) start_date (IRCMSOption attribute) status() (ReportJobFuture method) std() (in module gs_quant.timeseries.statistics) Stock (class in gs_quant.markets.securities) strategy (CommodOTCSwap attribute) strike (EqSynthetic attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRSwaption attribute) strike_price (EqCliquet attribute) (EqOption attribute) (EqVarianceSwap attribute) (FXBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) strike_vol (FXVolatilitySwap attribute) subtract() (in module gs_quant.timeseries.algebra) subtract_risk() (in module gs_quant.risk) SubtractionProcessor (class in gs_quant.analytics.processors) sum_() (in module gs_quant.timeseries.statistics) swap_type (EqSynthetic attribute)

T

tabs (Workspace attribute) tags (Workspace attribute) tdapi (Security attribute) termination_date (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) ThematicReport (class in gs_quant.markets.report) ThematicRiskModel (class in gs_quant.models.risk_model) Theta (in module gs_quant.risk) ticker (Security attribute) to_frame() (DataGrid method) (PositionSet method) trade_as (EqOption attribute) trade_date (EqSynthetic attribute) trend() (in module gs_quant.timeseries.technicals) tsdb_shortname (Security attribute)

type_ (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute)

U

underlier (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) underlier_type (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) union() (in module gs_quant.timeseries.datetime) unresolved (CommodOTCSwap attribute) (EqCliquet attribute) (EqForward attribute) (EqOption attribute) (EqSynthetic attribute) (EqVarianceSwap attribute) (Forward attribute) (FXBinary attribute) (FXForward attribute) (FXMultiCrossBinary attribute) (FXMultiCrossBinaryLeg attribute) (FXOption attribute) (FXVolatilitySwap attribute) (InflationSwap attribute) (IRBasisSwap attribute) (IRCap attribute) (IRCMSOption attribute) (IRCMSOptionStrip attribute) (IRCMSSpreadOption attribute) (IRCMSSpreadOptionStrip attribute) (IRFloor attribute) (IRSwap attribute) (IRSwaption attribute) (IRXccySwap attribute) (IRXccySwapFixFix attribute) (IRXccySwapFixFlt attribute) (Security attribute)

update() (AdditionProcessor method) (AppendProcessor method) (Basket method) (ChangeProcessor method) (CoordinateProcessor method) (CorrelationProcessor method) (DivisionProcessor method) (EntityProcessor method) (LastProcessor method) (MultiplicationProcessor method) (PercentilesProcessor method) (ReturnsProcessor method) (SharpeRatioProcessor method) (SubtractionProcessor method) (VolatilityProcessor method) update_portfolio_tree() (PortfolioManager method) update_positions() (Index method) (PortfolioManager method) upload_asset_coverage_data() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) upload_calendar() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) upload_custom_aum() (PerformanceReport method) (PortfolioManager method) upload_data() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) upload_partial_data() (FactorRiskModel method) (MacroRiskModel method) (MarqueeRiskModel method) (ThematicRiskModel method) upload_position_history() (Basket method)

V

valoren (Security attribute) valuation_bdc (EqSynthetic attribute) valuation_period (EqCliquet attribute) valuation_time (EqOption attribute) (EqVarianceSwap attribute)

value() (in module gs_quant.timeseries.datetime) var() (in module gs_quant.timeseries.statistics) variance_cap (EqVarianceSwap attribute) visualise_tree() (Index method) volatility() (in module gs_quant.timeseries.econometrics) VolatilityProcessor (class in gs_quant.analytics.processors)

W

weekday() (in module gs_quant.timeseries.datetime) weighted_sum() (in module gs_quant.timeseries.algebra) WeightingStrategy (class in gs_quant.markets.indices_utils) wi_id (Security attribute)

width (Component attribute) Window (class in gs_quant.timeseries.datetime) winsorize() (in module gs_quant.timeseries.statistics) Workspace (class in gs_quant.analytics.workspaces) wpk (Security attribute)

Y

year() (in module gs_quant.timeseries.datetime)

Z

zscores() (in module gs_quant.timeseries.statistics)