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Markets

The Asset class in GS Quant provides a base for any security or observable instrument. In the GS Quant environment, assets are used to describe any security with public identifiers (for example, a stock or bond), as well as any custom product (e.g. bespoke index or basket). Assets are also used to describe observable fixings which are used in derivative contracts (e.g. USD 3m Libor Rate).

Asset Types

Below is an overview of a few of the various asset types used in GS Quant to cover the various securities used across financial markets.

Asset TypeDescription
INDEXIndex which tracks an evolving portfolio of securities, and can be traded through cash or derivatives markets
ETFExchange traded fund which tracks an evolving portfolio of securities and is listed on an exchange
BASKETBespoke basket which provides exposure to a customized collection of assets with levels published daily
STOCKListed equities which provide access to equity holding in a company and participation in dividends or other distributions
FUTUREStandardized listed contract which provides delivery of an asset at a pre-defined forward date
CROSSFX cross or currency pair which provides expoure to foreign exchange markets

SecurityMaster

The SecurityMaster class can be utilized for asset lookups.

info

Note

Examples require an initialized GsSession and relevant identifier licenses. Please refer to Sessions for details.

from gs_quant.markets.securities import SecurityMaster, AssetIdentifier

asset = SecurityMaster.get_asset('SPX', AssetIdentifier.BLOOMBERG_ID)

Output:

Out[1]:
<gs_quant.markets.securities.Index object at 0x0000014F4936E5C8>

Other identifiers for the asset can also be obtained.

# Get all the current entitled identifiers of the asset
asset.get_identifiers()

# Get all the current entitled identifiers as of a certain date of the asset
asset.get_identifiers(as_of=dt.date(2015, 1, 1))

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