Functions on investment portfolios
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
Investment portfolios are used for the purpose of defining target portfolios for regular portfolio adjustment. They consist of a set of weighted investment modules. The functions serve this purpose: IAPortfolio, AddModule, SetTotalCashWeight and SetLiquidityModule. The portfolios constructed in this way can also be displayed in the form of flat, weighted securities positions using various access functions.
InvestmentPortfolio.AddMessage[Message;Category]→InvestmentPortfolio
Message (string).
Category (String: "Error"|"Warning2"|"Warning"|"Hint"): Warning level.
Result: The AddMessage function adds a message, i.e. a warning or note, to a portfolio. These messages are displayed as part of the adjustment interface.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.AddModule[Module;Weight]→InvestmentPortfolio
Module (InvestmentModule|String): Investment module or name of a configured investment module.
Weight (number).
Result: The AddModule function adds a weighted module to a portfolio. In percentage terms, the module weight is the ratio of the specified weight to the sum of all module weights and the cash weight.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
IAPortfolio→InvestmentPortfolio
Result: The parameterless IAPortfolio function generates an empty investment portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.ModuleItems→List(InvestmentItemModule)
Result: The ModuleItems function provides the list of module items in an investment portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.Normalize→InvestmentPortfolio
Result: The Normalize function provides an equivalent investment portfolio in which all module positions are resolved by security positions and the weights are normalized to 0..1. Items with a weight of 0 are removed.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.NormalizeModules→InvestmentPortfolio
Result: The NormalizeModules function returns an equivalent investment portfolio in which all module positions and module weights are normalized to 0..1. Items with a weight of 0 are removed. In contrast to the Normalize function, however, the module structure of the portfolio is not resolved.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.SecurityItems→List(InvestmentItemSecurity)
Result: The SecurityItems function provides the list of security items in an investment portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.SetLiquidityModule[ModuleName]→InvestmentPortfolio
Module name (string): Use this parameter to specify which module is to be used as the liquidity module.
Result: The SetLiquidityModule function changes the portfolio by inserting a liquidity module. This is variably weighted and absorbs surplus cash.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.SetTotalCashWeight[Weight:number;ToleranceTop:number;ToleranceBottom:number]→InvestmentPortfolio
Weight (number).
ToleranceTop (number).
ToleranceBottom (number).
Result: The SetTotalCashWeight function changes or sets the weight of the total target liquidity of a portfolio (percentage to base 1). In addition, two tolerance values are defined for the cash weight. Deviations in the cash weighting beyond these limits lead to liquidity equalization with regard to the liquidity module.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.TargetAssetEvaluation[AssetClassification:String]→Distribution
AssetClassification (String).
Result: The TargetAssetEvaluation function provides the target asset class weighting that was defined at module level. The prerequisite is that an asset class distribution has been configured for each module in the portfolio in accordance with <AssetClassification>.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.TotalCashToleranceLower→number
Result: The TotalCashToleranceLower function returns the lower tolerance value for the cash target weight.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.TotalCashToleranceUpper→Number
Result: The TotalCashToleranceUpper function returns the upper tolerance value for the cash target weight.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
InvestmentPortfolio.TotalCashWeight→number
Result: The TotalCashWeight function provides the target weight of the cash in a portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module