Markets Package

PricingContext

PricingContext([pricing_date, ...])

A context for controlling pricing and market data behaviour

HistoricalPricingContext

HistoricalPricingContext([start, end, ...])

A context for producing valuations over multiple dates

Basket

Basket([gs_asset])

Basket which tracks an evolving portfolio of securities, and can be traded through cash or derivatives markets

indices_utils

Copyright 2019 Goldman Sachs.

Index

Index(id_, asset_class, name[, exchange, ...])

Index which tracks an evolving portfolio of securities, and can be traded through cash or derivatives markets.

indices_utils

Copyright 2019 Goldman Sachs.

Portfolio

Portfolio([priceables, name])

A collection of instruments

PortfolioManager

PortfolioManager(portfolio_id)

Portfolio Manager is used to manage Marquee portfolios (setting entitlements, running and retrieving reports, etc)

PositionSet

Position(identifier[, weight, quantity, ...])
PositionSet(positions[, date, divisor, ...])	Position Sets hold a collection of positions associated with a particular date

Securities

Asset(id_, asset_class, name[, exchange, ...])
AssetClass(value)	Asset classification of security.
AssetIdentifier(value)	Asset type enumeration
AssetType(value)	Asset type enumeration
Stock(id_, name[, exchange, currency, entity])	Base Security Type
SecurityMaster()	Security Master

Report

ReportJobFuture(report_id, job_id, ...)	Report job future that monitors report status and results
Report([report_id, name, ...])	General report class
PerformanceReport([report_id, name, ...])	Historical analyses on measures like PnL and exposure of a position source over a date range
FactorRiskReport([risk_model_id, fx_hedged, ...])	Historical analyses on both the risk and attribution of a portfolio or asset to various factors determined by the specified risk model
ThematicReport([report_id, name, ...])	Historical analyses on the exposure of a portfolio to various GS Flagship Thematic baskets over a date range

Optimizer