Skip to main content
Version: 21.8.3

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.

KeyDescription
ytcAggregates 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).
ytpAggregates 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).
ytmAggregates 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-yieldAggregates the current yield (when feasible) of all funds in the portfolio.
fund-total-yield-with-yield-to-worstAggregates the yield to worst (when feasible) of all funds in the portfolio.
current-yieldAggregates the current yield of all instruments (when feasible) in the portfolio.
yield-to-worstAggregates the yield to worst of all instruments (when feasible) in the portfolio.
dividend-yieldAggregates the dividend yield of all instruments (when feasible) in the portfolio.
earnings-yieldAggregates the earnings yield of all instruments (when feasible) in the portfolio.
total-yield-with-current-yieldAggregates 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-worstAggregates the total current yield of all instruments and taking the funds' yields at the fund level (when feasible) in the portfolio.