ELASSETMEASUREPORTFOLIO
Introduced in version: 24.7
Last modified in version : -
Purpose : retrieve risk measures specific to fixed income and structured product instruments
Last modified in version : -
Purpose : retrieve risk measures specific to fixed income and structured product instruments
Summary
The ELASSETMEASURE function retrieves yields aggregated at the portfolio or asset class level
Examples
=ELASSETMEASUREPORTFOLIO("yield-to-worst", **C11:C50**, **D11:D50**)
Retrieves the yield-to-worst of a portfolio whose instruments are located in C11:C50 with D11:D50 as weights.
Syntax
ELASSETMEASUREPORTFOLIO(assetMeasure, assetIds[], amounts[] isNormalized)
| Argument name | Default | Description |
|---|---|---|
| assetMeasure | The name of the measure to be returned. | |
| assetIds | Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID). | |
| amounts | weights (summing to 100%) | |
| isNormalized (Optional) | False | True: the fund’s asset class’ weights are renormalized, False, the fund asset class’ weights are not |