Functions on benchmark histories

Benchmark histories are data objects that represent changes in the allocation of a benchmark to a portfolio or a portfolio profile. In addition to accessing the older benchmark values, they enable the calculation of combined benchmark time series.

BenchmarkHistory.HistoryItem[date]→securities

Date (date).

Result: The HistoryItem function returns the history value valid at the time of the transferred date.

BenchmarkHistory.HistoryName[Date]→String

Date (date).

Result: The HistoryName function provides the name of the benchmark history. This consists of the current security name and, if applicable, a "+" sign if the history since <date> contains more than one value.

BenchmarkHistory.TransitionDates→List(Date)

Result: The TransitionDates function provides the list of times at which the data value changes. The first element of this list can be "n/a" if the history is retrospectively unlimited in time.