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New security classification

GorilaCORE now supports Gorila's new security classification: a hierarchical tree of classes and subclasses with up to 4 levels, which you can use to filter and group the metrics of portfolios and economic groups.

In the tree, an inflation-indexed government bond, for example, is under "Fixed Income > Inflation Indexed > Government Bond". The levels go from CLASSIFICATION_L0 (the broadest) to CLASSIFICATION_L3 (the most detailed). What's new:

  • Classification tree: the new List Securities Classifications endpoint lists the classifications, with filters by level (classificationLevel) and by parent classification (parentId).
  • Classification of each security: security objects, such as those returned by List Securities and Read Security by ID, now include the classifications field, with the security's classification at each level.
  • Filter: most metrics endpoints of portfolios and economic groups accept the securityClassification filter, with the identifier of a classification.
  • Grouping: the per-position endpoints that accept groupBy, such as List Position Market Values, accept grouping the result by classification level: CLASSIFICATION_L0, CLASSIFICATION_L1, CLASSIFICATION_L2 or CLASSIFICATION_L3.

Learn more in Security Classification.