Functions on portfolios
Portfolio.advisor→Advisor
Result: The Advisor function provides the advisor currently assigned to the portfolio via the portfolio version.
Portfolio.AllocationNotes→String
Result: The AllocationNotes function returns the text of the allocation notes as a string (multi-line text) from the portfolio version.
Portfolio.AllPersonLinks[Level only]→List(person link)
OnlyLevel (Boolean[False]): If this parameter is "True", only the links at the "Portfolio" level are delivered.
Result: The function AllPersonLinks function returns all person links in the portfolio (across all times). The function therefore returns the currently valid person links in the portfolio, but also the person links that were previously valid and, if applicable, those that are not yet valid (contracts that have been concluded but are not yet running).
"Infront Advisory Solution consulting process" module or "People management" module
Portfolio.created.on→date
Result: The CreatedOn function returns the investment date according to the portfolio master data ("Created on" field).
Portfolio.AssetAllocation[evaluation date]→AssetAllocation
Evaluation date (Date [Current date]).
Result: The AssetAllocation function returns the asset allocation object of a portfolio on the evaluation date.
Portfolio.benchmark→Securities
Result: The Benchmark function returns the (first) benchmark (e.g. DAX) for the portfolio from the portfolio configuration.
Portfolio.benchmark2→securities
Result: The Benchmark2 function provides the second benchmark for the portfolio from the portfolio configuration.
Portfolio.BenchmarkHistory→BenchmarkHistory
Result: The BenchmarkHistory function provides the benchmark history of the (first) benchmark from the portfolio configuration.
Portfolio.BenchmarkHistory2→BenchmarkHistory
Result: The BenchmarkHistory2 function provides the benchmark history of the second benchmark stored in the portfolio configuration, if applicable.
Portfolio.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".
Portfolio.CreatedOn→Date
Result: The CreatedOn function returns the date on which the portfolio was created.
Portfolio.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.
Portfolio.depot→List(depot)
Result: The Securities account function provides the list of securities accounts assigned to the portfolio.
Portfolio.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.
Portfolio.performance[From;To;Currency;PurchaseCostsConsider;SalesCostsConsider;DividendsConsider;InterestConsider;FundDistributionsConsider;NotionalCurrencyGain;Interval;CalculationType;PerformanceComponentConfiguration]→Portfolio.performance
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'.
Portfolio.securities.account.income[From;To;Currency;Accrued.interest;Take.into.account.charges;Tax.exclusion]→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).
Portfolio.financial portfolio management→Boolean
Result: The Financial portfolio management function provides information on whether the "Financial portfolio management" property is activated for the portfolio in the portfolio version.
Portfolio.identifier→String
Result: The Identifier function provides a character string for external identification of the portfolio, which corresponds to the portfolio number.
Portfolio.owner→Owner
Result: The Owner function returns the owner of the portfolio.
Portfolio.InvestmentAgent→InvestmentAgent
Result: The InvestmentAgent function returns the current investment agent of the portfolio (from the portfolio version).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
Portfolio.InvestmentAgentName→String
Result: The InvestmentAgentName function returns the name of the current investment agent of the portfolio (from the portfolio version).
Portfolio.InvestmentTerminationDate→Date
Result: The InvestmentTerminationDate function returns the "liquidate investment on" date from the portfolio master data.
Portfolio.account→List(account)
Result: The Account function provides the list of accounts assigned to the portfolio.
Portfolio.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
Portfolio.last_scheduled_reporting_notification→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
Portfolio.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
Portfolio.name→String
Result: The Name function returns the name of the portfolio.
Portfolio.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).
Portfolio.PersonLinks[Date;Level only]→List(person links)
Date (Date[Current date]).
OnlyLevel (Boolean[False]): If this parameter is "True", only the links at the "Portfolio" level are delivered.
Result: The function PersonLinks function returns the list of all person links in the portfolio for<date>.
"Infront Advisory Solution consulting process" module or "People management" module
Portfolio.Portfolio→Portfolio
Result: The Portfolio function provides the portfolio itself.
Portfolio.PortfolioNumber→String
Result: The PortfolioNumber function returns the number of the portfolio (alphanumeric).
Portfolio.PortfolioVersion[evaluation date]→Portfolio version
Evaluation date (Date [Current date]).
Result: The PortfolioVersion function returns the portfolio version on a specific date.
Portfolio.PortfolioVersionList→List(PortfolioVersion)
Result: The PortfolioVersionList function returns the list of all portfolio versions of this portfolio.
Portfolio.ProfileHistory→List(InvestmentProfile)
Result: The ProfileHistory function provides the historical list of all investment profiles for the portfolio.
"Investment profile recording" module or "Direct investment profile recording" module
Portfolio.ProfilingCategories→List(IndexString)
Result: The ProfilingCategories function provides a list of all target market categories from the profiling service. The service accesses either the data from the corresponding user-defined fields or - with the "Direct investment profile entry" module - the data from the directly entered investment profile for the portfolio.
"Investment profile recording" module or "Direct investment profile recording" module
Portfolio.ProfilingValue[Category]→IndexString
Category (IndexString|String).
Result: The ProfilingValue function returns the value of the specified target market category from the profiling service. The service either accesses the data in the corresponding user-defined fields or - with the "Direct investment profile entry" module - the data from the investment profile entered for the portfolio. The target market category can be transferred as an index string or as a string. If an IndexString is passed, its code is used, otherwise the string is interpreted as the code of the target market category. If the category was not found or no value exists, the return value is an empty string.
"Investment profile recording" module or "Direct investment profile recording" module
Portfolio.restrictions[evaluation date]→List(String)
Evaluation date (Date [Current date]).
Result: The Restrictions function provides the list of restrictions defined for the portfolio (stock and quota restrictions) on the evaluation date.
Portfolio.RiskLimit→Number
Result: The RiskLimit function returns the risk limit entered in the portfolio version. If no risk limit is entered here, the risk limit of the portfolio profile assigned to the portfolio is used. If this does not exist either, then "n/a".
Portfolio.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.
Portfolio.StartDateHWM→Date
Result: The StartDateHWM function returns the date according to the portfolio master date "High water mark from" for determining the high water mark.
Module "Portfolio Service Extended Portfolio Analysis"
Portfolio.TargetMarketProfileMatches→List(TargetMarketMatchResult)
Result: The TargetMarketProfileMatches function returns a list of TargetMarketMatchResult at portfolio level, which shows the match of the investment profile with the respective target market category of the securities from the target market service.
"Target market" module and "Investment profile recording" module or "Direct investment profile recording" module
Portfolio.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.
Portfolio.VerificationDate→Date
Result: The VerificationDate function returns the date of the last change to the data status of the portfolio.
Portfolio.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.
Portfolio.VerificationStatus→VerificationStatus
Result: The VerificationStatus function returns the data status (verification status) stored in the portfolio properties.
Portfolio.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.
Portfolio.loss.limit[PerfLastReporting]→number
PerfLastReporting (number): The performance compared to the last reporting. Only if you want to calculate the loss threshold cumulatively instead of the usual interpretation of the loss thresholds (according to MiFID II), you can enter the value of the performance for the last reporting here. If the loss threshold is then breached within the reporting interval, no new start date is set for the performance calculation (until the next regular date according to the reporting frequency). By default, this parameter is not required and remains unassigned.
Result: The loss limit function returns the amount of the "Portfolio loss threshold" defined for the portfolio from the portfolio version (or from the portfolio profile).
Portfolio Service Scheduled Reporting" module
Portfolioloss limitWP→number
Result: The function Loss limitWP returns the amount of the "Securities loss threshold" defined for the portfolio from the portfolio version (or from the portfolio profile).
Portfolio Service Scheduled Reporting" module
Portfolio.LossThresholdViolation[ViolationPortfolio;ViolationWPs;Performance;ReferenceDate]→LossThresholdViolation
ViolationPortfolio (Boolean).
ViolationWPs (List(WP)).
Performance (number).
ReferenceDate (date).
Result: The loss threshold violation function returns the loss threshold violation object for the portfolio. This object provides the result data type of the loss threshold report folder preformula and contains the summary of the information from the input parameters. The breach may relate to the portfolio itself and/or to the list of securities.
Portfolio Service Scheduled Reporting" module
Portfolio.currency→Currency
Result: The Currency function provides the evaluation currency of the portfolio.
