Measures for ELASSETMEASUREPORTFOLIO
The keys in the next table presents the possible types of risk figures that can be drawn from the ELASSETMEASUREPORTFOLIO function.
Note: the letter case has no influence on the functions.
| Key | Description |
|---|---|
| ytc | Aggregates the yield-to-call of all instruments in the portfolio (when feasible). The ytc is the total yield on an instrument if it is held until the call date (before maturity). |
| ytp | Aggregates the yield-to-put of all instruments in the portfolio (when feasible). The ytp is the total yield on an instrument if it is held until the put date (before maturity). |
| ytm | Aggregates the yield-to-maturity of all instruments in the portfolio (when feasible). The ytm is the total yield on an instrument if it is held until the maturity date. |
| fund-total-yield-with-current-yield | Aggregates the current yield (when feasible) of all funds in the portfolio. |
| fund-total-yield-with-yield-to-worst | Aggregates the yield to worst (when feasible) of all funds in the portfolio. |
| current-yield | Aggregates the current yield of all instruments (when feasible) in the portfolio. |
| yield-to-worst | Aggregates the yield to worst of all instruments (when feasible) in the portfolio. |
| dividend-yield | Aggregates the dividend yield of all instruments (when feasible) in the portfolio. |
| earnings-yield | Aggregates the earnings yield of all instruments (when feasible) in the portfolio. |
| total-yield-with-current-yield | Aggregates the total current yield of all instruments and taking the funds’ yields at the fund level (when feasible) in the portfolio. |
| total-yield-with-yield-to-worst | Aggregates the total current yield of all instruments and taking the funds’ yields at the fund level (when feasible) in the portfolio. |