Functions on portfolio versions
PortfolioVersion.CreatedAt→Date
Result: The CreatedOn function returns the date on which the portfolio was created ("Created on" field).
PortfolioVersion.Benchmark→Securities
Result: The Benchmark function returns the (first) benchmark (e.g. DAX) for the portfolio from the portfolio configuration.
PortfolioVersion.Benchmark2→Securities
Result: The Benchmark2 function provides the second benchmark for the portfolio from the portfolio configuration.
PortfolioVersion.BookEntries[From;To;Canceled]→List(Transaction)
From (date [current date minus 30 days]).
To (date [current date]).
Canceled (Boolean[False]).
Result: The BookEntries function provides the list of all transactions (BookEntries) in the portfolio between "From" and "To".
PortfolioVersion.CreatedOn→Date
Result: The CreatedOn function returns the date on which the portfolio was created.
PortfolioVersion.CrossoverTransactions[From;To]→List(Transaction)
From (date [30.12.1899]).
Until (date [current date]).
Result: The CrossoverTransactions function provides the list of cross-portfolio transactions (BookEntries) for the portfolio.
PortfolioVersion.Depot→List(Depot)
Result: The Securities account function provides the list of securities accounts assigned to the portfolio.
PortfolioVersion.PortfolioValuation[EvaluationDate;Currency;PurchaseCostsConsidered;SalesCostsConsidered;DividendsConsidered;InterestConsidered;FundDistributionsConsidered;NotionalCurrencyGain;AccountBalancesConsidered;StartDate;HistoricalInitialPrice;ConsiderStoragePoint;ConsiderInterimGains;ProfitOverPeriod;PerformanceAttribution;Interval;OpenOrders;PerformanceComponentConfiguration;CurrencySeparation;DepositCalculationType;Benchmark]→DepositValuation
Evaluation date (Date [Current date]): The prices on this date are used for portfolio valuation.
Currency (Currency): The default setting here is the default currency set in the "Global settings" on the "General" tab.
PurchaseCostConsider (Boolean[True]).
SalesExpenseConsideration (Boolean[False]): If this parameter is activated, the potential expenses incurred during the sale are taken into account in the evaluation. In the asset overview, for example, these are calculated on the basis of the commission scheme stored for the input object. This setting has no effect on realized gains.
Include dividends (Boolean[False]).
InterestConsider (Boolean[False]).
Consider fund distributions (Boolean[False]).
FictitiousCurrencyGain (Boolean[False]): If the evaluation currency (<currency>) is different from the account currency, a currency gain may be shown that cannot actually be realized. This fictitious currency gain can be suppressed with the parameter.
AccountBalancesConsider (Boolean[True]): The account balances and the asset components (special investments) are taken into account when calculating the securities account value.
Start date (date): Initially, the start of the year of the evaluation date applies here. If a date later than this standard assignment is entered in the "Performance calculation from" field in the master data, this date is used. If the value is not set, the "Created on" date is used analogously.
HistoricalInventoryPrice (Boolean[False]): Activated: If the "Historical values" checkbox is not activated (for the respective posting), the valuation rate and (for FIFO) the valuation date are used. If the checkbox is activated, the following applies: The values from the "Historical purchase" tab are always used for the "Average" purchase price calculation type. For the "FIFO" purchase price calculation type, the values from the "Historical purchase price" tab are used, provided that under "Tranches..." (on the "Rates" tab) no tranches have been entered. If tranches are entered there, then these tranches are used.
Consider storage location (Boolean[True]): Activated: The specification of different storage locations in transactions leads to a stock-separating presentation. Deactivated: The specification of storage locations is ignored and the stocks of the individual storage locations are determined cumulatively.
Include intercompany profits (Boolean[False]): If the parameter is activated, purchase prices, valuation prices and unrealized gains for funds including interim profits are calculated.
ProfitOverTime (Boolean[False]): If the parameter is activated, the unrealized profit is not determined in relation to the cost price, but according to a valuation on <start date>.
PerformanceAttribution (Boolean[False]): If the parameter is activated, the portfolio valuation can be used as part of the performance attribution. In this case, the positions are determined in a different way: All positions that had a weight (i.e. market value not equal to 0) at least once in the specified period (<evaluation date> to <start date>) are relevant. If this parameter is activated, the "Consider storage location" parameter is automatically deactivated, as separation by storage location is not possible as part of performance attribution. The "ProfitOverPeriod" parameter, on the other hand, is activated in this case.
Interval (SuccessIntervalType [entire period]): Day, week, month... This parameter determines the evaluation points of the performance time series of the segments.
OpenOrders (Boolean[False]): Items relating to open orders from the order book can also be included in the asset overview. This only makes sense if the evaluation date is the current day, as the open orders cannot be evaluated retrospectively.
PerformanceComponentConfiguration (PerformanceComponentConfig[]): If a performance component configuration has been created, then this applies, otherwise the default setting (before taxes, after fees) applies.
Currency separation (Boolean[False]): This parameter is deactivated by default; the security currency is used. Switching on provides the respective position currency from the transaction.
Cost calculation type (cost calculation type [average]): This parameter changes the way in which the purchase prices are calculated ("average" or "FIFO").
Benchmark (Index [No Default]): Optional benchmark. The benchmark must be an index and is only used if the PerformanceAttribution parameter is "True". Version changes within an index are taken into account in the calculation, but index changes (e.g. due to other indices in different portfolio versions) are not. On the rebasing days and on the days on which the benchmark version changes ("Valid from" date of the index version in the evaluation period), additional grid points are inserted into the attribution calculation (if these are not already present).
Result: The securities account valuation function provides the securities account valuation object. This is, for example, the basis for the "Asset overview" evaluation and provides information such as "Assets", "Liquidity", "Fixed-term deposits" and also a list of all securities positions in the portfolio (transactions) that are in the portfolio on the evaluation date. Detailed information such as "Purchase price" or "Holdings" can be queried via the individual items.
PortfolioVersion.portfolioperformance[From;To;Currency;PurchaseCostsConsider;SalesCostsConsider;DividendsConsider;InterestConsider;FundDistributionsConsider;NotionalCurrencyGain;Interval;CalculationType;PerformanceComponentConfiguration]→PortfolioPerformance
From (date [beginning of year]).
Until (date [current date]),
Currency (Currency): The default setting here is the default currency set in the "Global settings" on the "General" tab.
PurchaseCostConsider (Boolean[True]).
SalesExpenseConsideration (Boolean [False]).
Include dividends (Boolean [False]).
InterestConsider (Boolean [False]).
Consider fund distributions (Boolean [False]).
FictitiousCurrencyGain (Boolean [False]).
Interval (SuccessIntervalType [entire period]): Day, week, month...
Calculation type (performance calculation type [time-weighted]): "Time-weighted", "Time-weighted cum equity", "Classic" or "Internal interest rate". If necessary, read the chapter Calculation methods for calculation.
PerformanceComponentConfiguration (PerformanceComponentConfig[]): If a performance component configuration has been created, then this applies, otherwise the default setting (before taxes, after fees) applies.
Result: The portfolio success function returns the portfolio success object. This is the basis, for example, for the evaluations of profit calculation and performance and primarily provides a list of securities account valuation objects that can be called up via 'Valuation list'.
PortfolioVersion.securities.account.income[From;To;Currency;AccruedInterest;ConsiderExpenses;TaxExclusion]→Securities.account.income
From (date [beginning of year]).
Until (date [current date]).
Currency (Currency[holder.currency]).
Accrued interest (Boolean[False]).
ConsiderExpense (Boolean[False]).
Control exclusion (Boolean[False]): If this parameter is set to "True", all accounts and securities accounts for which the "Exclude from tax consideration" checkbox is activated in the properties are ignored.
Result: The securities account income function returns the securities account income object. This is, for example, the basis for the income statement evaluation and provides a list of income transactions (Income_Transactions).
PortfolioVersion.EffectiveFrom→Date
Result: The EffectiveFrom function returns the date from which this portfolio version is valid. If this function is "empty", this means that this version has "always" been valid.
PortfolioVersion.Identifier→String
Result: The Identifier function provides a character string for external identification of the portfolio, which corresponds to the portfolio number.
PortfolioVersion.owner→Owner
Result: The Owner function returns the owner of the portfolio.
PortfolioVersion.InvestmentTerminationDate→Date
Result: The InvestmentTerminationDate function returns the "liquidate investment on" date from the portfolio master data.
PortfolioVersion.Account→List(Account)
Result: The Account function provides the list of accounts assigned to the portfolio.
PortfolioVersion.last_notification[security]→date
Security (security).
Result: If the "Security" parameter is not set, the Last_Notification function returns the most recent date on which either a Scheduled Reporting or a Loss Threshold Notification was carried out for the portfolio. The "Last notification" date can also be found as information in the portfolio properties on the "Reporting" mini-tab.
If the parameter is set, the loss threshold notification aspect of the respective function does not refer to the portfolio, but to the last loss threshold notification (stored in the database) for the individual security.
Portfolio Service Scheduled Reporting" module
PortfolioVersion.Last_ScheduledReportingNotification→Date
Result: The Last_ScheduledReportingNotification function returns the date on which the last Scheduled Reporting was created for the portfolio.
Portfolio Service Scheduled Reporting" module
PortfolioVersion.last_loss_notification[security]→date
Security (security).
Result: If the "Security" parameter is not set, the Last_LossNotification function returns the date on which the last loss threshold notification was created for the portfolio. This date can also be set manually. If necessary, read the section Loss threshold notifications.
If the parameter is set, the loss threshold notification aspect of the respective function does not refer to the portfolio, but to the last loss threshold notification (stored in the database) for the individual security.
Portfolio Service Scheduled Reporting" module
PortfolioVersion.Name→String
Result: The Name function returns the name of the portfolio to which the version belongs.
PortfolioVersion.PerformanceStartDate→Date
Result: The PerformanceStartDate function returns the start date of the performance calculation from the master data of the portfolio ("Performance calculation from" field).
PortfolioVersion.Portfolio→Portfolio
Result: The Portfolio function provides the portfolio itself.
PortfolioVersion.PortfolioNumber→String
Result: The PortfolioNumber function returns the number of the portfolio (alphanumeric).
PortfolioVersion.PortfolioVersionList→List(PortfolioVersion)
Result: The PortfolioVersionList function returns the list of all portfolio versions of the portfolio.
PortfolioVersion.Profile→Portfolio profile
Result: The Profiles function returns the portfolio profile assigned to the portfolio version.
PortfolioVersion.ProfileKey→String
Result: The ProfileKey function returns the profile key of the portfolio profile that is assigned to the portfolio version in the master data.
PortfolioVersion.securities portfolioWP[Security;Date;AllPositions]→List(PositionInfo)
Security (security).
Date (date).
AllPlaces (Boolean).
Result: The function SachdepotWP provides the list of all portfolio holdings information for this security.
PortfolioVersion.TransactionList[From;To;Canceled;ToCombinedLevel]→List(Transaction)
From (date [beginning of year]).
Until (date [current date]).
Canceled (Boolean[False]).
OnCombiLevel (Boolean[False]).
Result: If the parameter "ToCombiLevel" = "False", the TransactionList function returns all base transactions; otherwise, it also returns all combined transactions of this portfolio between "From" and "To". If the parameter "Canceled" = "True", then the canceled transactions are also included.
PortfolioVersion.VerificationDate→Date
Result: The VerificationDate function returns the date of the last change to the data status of the portfolio.
PortfolioVersion.VerificationDateTotal→Date
Result: The VerificationDateTotal function returns the date on which the overall data status of the portfolio was verified. The most recent date of the (individual) data status under consideration is used.
PortfolioVersion.VerificationStatus→VerificationStatus
Result: The VerificationStatus function provides the data status (verification status) stored in the portfolio properties.
PortfolioVersion.VerificationStatusTotal→VerificationStatus
Result: The VerificationStatusTotal function provides the overall data status of all custody accounts and accounts in the portfolio. The overall data status can only ever be as good as the worst of the (individual) data statuses under consideration.
PortfolioVersion.VersionName→String
Result: The VersionName function returns the name of the portfolio version.
Anmerkung zur Typ-Überprüfung
A portfolio version is also considered a portfolio during the type check. Accordingly, the Is function provides the following results for a portfolio version:
PortfolioVersion.is["Portfolio"]→True
PortfolioVersion.is["PortfolioVersion"]→True
PortfolioVersion.is["PortfolioProfile"]→False