gs_quant.markets.indices_utils

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Functions

get_constituents_dataset_coverage([...])

Retrieve a list of baskets covered by constituents datasets

get_flagship_baskets([fields, basket_type, ...])

Retrieve flagship baskets

get_flagships_constituents([fields, ...])

Retrieve flagship baskets constituents

get_flagships_performance([fields, ...])

Retrieve performance data for flagship baskets

get_flagships_with_assets(identifiers[, ...])

Retrieve a list of flagship baskets containing specified assets

get_my_baskets([user_id])

Retrieve a list of baskets a user is permissioned to

Classes

BasketType(value)

Basket Types

CorporateActionType(value)

Different types of corporate actions

CustomBasketStyles(value)

Styles for Custom Baskets

IndicesDatasets(value)

Indices Datasets

PriceType(value)

Index Price Types

Region(value)

Region of the index

ResearchBasketStyles(value)

Styles for Research Baskets

ReturnType(value)

Determines the index calculation methodology with respect to dividend reinvestment

STSIndexType(value)

STS Types

WeightingStrategy(value)

Strategy used to price the index's position set