FundShareClass

class sigtech.framework.instruments.funds.FundShareClass

Baseclasses: HistoricalFrameworkObject

A class representing a fund share.

property aum

Assets under management log.

property backtest_nav_strategy_name

Display NAV strategy name.

property calendar

Calendar of the object referenced by the fund name.

common_currency_fields: Optional[list[str]]

currency: str

property data_source_all

Data source of the instrument.

db_history_end_date: Optional[date]

distribution_fee: Optional[float]

entity: Optional[str]

fixed_capital: Optional[bool]

fixed_capital_allocations: Optional[dict[float]]

fixed_capital_track_strategy: Optional[bool]

fund: str

property fund_obj

Object referenced by the fund name.

fund_share_description: Optional[str]

isin: Optional[str]

management_fee: Optional[float]

property nav

Net asset value.

operation_fee: Optional[float]

performance_fee: Optional[float]

public: Optional[bool]

property reds

Redemptions log.

reporting_period: Optional[str]

share_class_group: Optional[str]

share_class_name: Optional[str]

share_class_type: Optional[str]

share_currencies: list[str]

property subs

Subscriptions log.

subscription_fee: Optional[float]

taxe_d_abo: Optional[float]

ticker: Optional[str]

property total_annual_fees

Total annual fees.

property trading_calendar

Trading calendar of the object referenced by the fund name.

backtest_start_date()

Return the backtest start date of the pro forma strategy of the fund.

calendar_schedule()

Daily calendar schedule.

cash_series(ccy=None)

Cash strategy timeseries.

Parameters:

ccy – Input currency.

Returns:

pandas Series.

daily_fees(annual_fee=None, start_date=None, end_date=None, calendar=None)

Daily fees timeseries.

Parameters:

• annual_fee – Annual fees (optional).

• start_date – Start date (optional).

• end_date – End date (optional).

• calendar – Holidays calendar (optional).

generated_fixed_capital_aum()

AUM timeseries with fixed capital adjustments.

ir_nav_return_series()

NAV return series.

ir_nav_series_rebased()

NAV return series rebased.

management_fee_series()

Time series of management fees.

proforma_obj()

Return the pro forma strategy object of the fund.

proforma_series()

Return the price timeseries of the pro forma strategy of the fund.

proxy_share_class()

Proxy share class object.

rebase_series(series, value, index=None)

Rebase a timeseries.

Parameters:

• series – Series to rebase.

• value – Rebase value.

• index – Series index (optional).

Returns:

Rebased series.

seed_calendar()

Schedule calendar with seed rounds.

seed_gap_dates()

List of gap dates.

seed_points()

List of seed rounds.

usd_management_fee_series()

Time series of management fees in USD.

usd_ytd_management_fee()

Year to date management fees in USD.

valuation_dates()

Valuation dates.