Portfolios about gs-quant HOT 4 OPEN

Cool stuff. I think we can drop the 'Gs' from the GsPositionSet? Definition doesn't have to be GS specific I think. Same for GsBasket.

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some questions / comments on this:

• Agree this should just be Portfolio rather than GsPortfolio
• Equity should use the Stock class in gs_quant. we should also determine how we handle securities (e.g. is the stock position settled?
• What's the third param to the portfolio? Looks like a list of PositionSets, but should this be something more structured? e.g. what if i add two PositionSets for the same date?
• Perhaps we should line up the functions with instruments? e.g. price(), dollar_price(), calculate( ..metric ..)
• Stylistically, should we allow pricing operations on PositionSet and Portfolio? interesting question. At the moment your replication flow implies that I compute historical performance for a fixed set of positions backwards through time. easier for stocks than other instruments which have complex aging
• Not sure the report stuff is entirely intuitive at this stage. let's consult a couple more people

@nick-young-gs please also take a look!

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• I agree with both of you. I'll drop the GS from GsPortfolio and GsPositionSet.
• I was thinking that a Portfolio could only have one PositionSet per date. What would be the use-case for multiple PositionSets on a given date? It seems this would be more-so for managing a "Book" that encompasses multiple Portfolios. Implementing the concept of a Book could allow users to calculate things such as combined overall performance for a set of different Portfolios.
• Pricing derivative positions in a portfolio (multiple dates in the past) is an interesting question that i'll revert to @nick-young-gs. But i'd assume it would be as straightforward as pricing those derivatives as of the positionDate it falls on.
• Calculating historical performance for a spot PositionSet with derivatives backwards through time is very unclear to me. I'll also revert to @nick-young-gs on this.

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• mutliple positionsets per date would be for different position fixings / snaps. e.g. open, close, etc
• can you touch base with @nick-young-gs to close out some of the open questions? thanks

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