Items


Key Items in
Portfolio refers to a table containing the portfolio constituents.
Expects an object of type
Set consisting of one to three columns (set in any order).
At least one column is mandatory and must bear the title #Tradable and contain the handle names of the
Tradable objects that constitute the portfolio.
The second column is optional and - if provided - must bear the title #Weight and contain the corresponding weights.
Each weight can be any number and denotes the number of shares of the corresponding tradable that is held in one share of the portfolio.
The third column is also optional and - if provided - must bear the title #TradeID and contain unique text labels that may be used to distinguish the various
Tradable objects from each other.
If the portfolio has been created from an object of type
Blotter, the entries here match those of the respective column in the source Blotter object.