Type | Real |
Description | Absolute or relative holding of security in portfolio at given date |
Required | Yes |
Sample | 400000 |
Rule | Must be a real number |
For securities, this field is used to supply the market exposure of the current security. As long as the same scheme is used for all securities, market weight can either be supplied in dollars, as an asset allocation between 0 and 1, or in some other form. Note that negative weights are permissible.
Exposures are converted internally to asset allocation by FIA.
Some securities, particularly futures, can have a zero market weight but a non-zero effective exposure. The effect this has on performance calculations is handled automatically by FIA.