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 |
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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. |