Functions on rebalancing portfolio positions
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
The rebalancing portfolio positions contain valuation, weighting and order data.
RBAPortfolioItem.storage location→storage location
Result: The position function returns the position to which the (rebalancing) position refers.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAAsset→BaseAsset
Result: The RBAAsset function returns the value object of the item.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAIsLiquidity→Boolean
Result: The RBAIsLiquidity function returns "True" if the position belongs to the liquidity module.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAOrderCashflow→Number
Result: The RBAOrderCashflow function returns the investment of an item (resulting from the units to be ordered).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAOrderCharges→Number
Result: The RBAOrderCharges function returns the order charges for a position (generated from the units to be ordered).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAOrderQuantity→Number
Result: The RBAOrderQuantity function supplies the units to be ordered in order to obtain the target position according to the investment agent.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAPlannedOrderCashflow→Number
Result: The RBAPlannedOrderCashflow function returns the turnover of the planned order without fees.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAPlannedOrderCharges→Number
Result: The RBAPlannedOrderCharges function returns the order fees for the planned order.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAPlannedOrderQuantity→Number
Result: The RBAPlannedOrderQuantity function provides the currently planned order quantities.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAPlannedQuantity→Number
Result: The RBAPlannedQuantity function returns the nominal value of the position (target stock) according to the order proposal (e.g. with manually changed order pieces).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAPlannedValue→Number
Result: The RBAPlannedValue function provides the target or planned value of the position in evaluation currency in accordance with RBAPlannedQuantity.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAPlannedWeight[IsRelativeToTotalWeight]→number
IsRelativeToTotalWeight (Boolean[False]): If this parameter is set to "True", the weight is calculated relative to the total value of the rebalancing portfolio. This is the planned position value relative to the planned value of the rebalancing portfolio, which may deviate from the actual value (e.g. due to consideration of the spread rate from the configuration of the investment agent).
Result: The RBAPlannedWeight function returns the target or planned weight of the item in evaluation currency according to RBAPlannedValue.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAQuantity→Number
Result: The RBAQuantity function returns the nominal value of the item (actual stock).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBATargetQuantity→Number
Result: The RBATargetQuantity function returns the target nominal value of the position, i.e. the target holding according to the investment agent.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBATargetValue→Number
Result: The RBATargetValue function returns the target value of the item in evaluation currency in accordance with RBATargetQuantity.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBATargetWeight→number
Result: The RBATargetWeight function returns the target weight of the position (0..1), i.e. the target weight according to the investment agent.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAValue→Number
Result: The RBAValue function returns the actual value of the item in evaluation currency.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAWeight[IsRelativeToTotalWeight]→number
IsRelativeToTotalWeight (Boolean[False]): If this parameter is set to "True", the weight is calculated relative to the total value of the rebalancing portfolio. This is the actual value of the position relative to the actual value of the rebalancing portfolio.
Result: The RBAWeight function returns the actual weight of the item (0..1).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAWeightDifference→Number
Result: The RBAWeightDifference function returns the target/actual deviation of the weight of the item.
RBAWeightDifference = RBATargetWeight - RBAPlannedWeight
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBAWeightDifferenceRelative→Number
Result: The RBAWeightDifferenceRelative function returns the relative target/actual deviation of the weight of the item.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.Restrictions→List(RBARestriction)
Result: The Restrictions function provides the restrictions on this rebalancing portfolio position.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.restrictionviolations→List(String)
Result: The Restriction violations function returns the restriction violations if the rebalancing portfolio originates from an evaluation with activated restriction checks.
Remark: The InvestmentAgent.RebalancingPortfolio function provides a rebalancing portfolio without activated restriction checks. Restriction checks are activated in the rebalancing interface.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.TA_KursdatumVerkauf→Datum
Result: The TA_KursdatumVerkauf function returns the date of the security price on the rebalancing date. This price date may differ from the rebalancing date.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.TargetMarketProfileMatch[Category]→TargetMarketMatchType
Category (IndexString|String): Target market category.
Result: The TargetMarketProfileMatch function returns a value at the investment agent level that indicates the match of the user profile with the respective target market category of the security from the target market service (possible states: "Yes", "No", "Partly", "n/a"). The target market category can be transferred as an index string or as a string. In the case of the IndexString, 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.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module, "Investment Profile Recording" module and "Target Market" module
RBAPortfolioItem.TargetMarketResult→TargetMarketMatchResult
Result: The TargetMarketResult function provides information on the target market match.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module, "Investment Profile Recording" module and "Target Market" module