Functions on rebalancing portfolios
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
A rebalancing portfolio represents the result of comparing an actual portfolio with a target portfolio. The rebalancing portfolio contains both new and discontinued positions, i.e. it is the combination of the existing portfolio and the target portfolio.
MakeRebalancingPortfolio(Portfolio|InitialPositionList;Orders;EvaluationDate;EvaluationCurrency;Investment;ConsiderStoragePoint)→RBAPortfolio
Portfolio: Portfolio object that places the actual portfolio above a portfolio valuation.
InitialPositionList (List(AssetPosition)): As an alternative to the portfolio, a list of initial holdings.
Orders (List(OrderBookOrder)): A list of new orders.
Evaluation date (Date [Current date]).
Evaluation currency (currency).
Investment (number): Additional capital inflow or outflow to the portfolio.
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.
Result: The MakeRebalancingPortfolio function returns a simulated portfolio according to the parameters.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.AllocationAnalysis[AllocationName]→List(AssetValued)
AllocationName (String): Optional. By default, the configured target allocation of the portfolio associated with the rebalancing portfolio is evaluated. Otherwise, one of the other allocations defined centrally in the system can also be referenced and evaluated by name.
Result: The AllocationAnalysis function provides a list of valued assets (i.e. representations of the basic asset class combinations) according to the asset allocation. Each AssetValued contains a list of AssetItemWeighted, which in turn contain RBA PortfolioItems (and not, as in the case of securities account valuation, securities positions, accounts, special investments). The results are based on the planned values, so user-specific changes in rebalancing are taken into account.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.AssetListClassified[AssetClassification]→List(AssetItemWeighted)
AssetClassification (String): The name of an asset classification.
Result: The AssetListClassified function returns a list of all classified RBA PortfolioItems, i.e. 1..n result objects with the corresponding asset class names and weights are returned for each RBA PortfolioItem.
RBAPortfolio.baseobject→Portfolioor default value
Result: The Base object function returns the portfolio object (not the rebalancing portfolio) that was the starting point for the rebalancing, or the default value if this does not exist. The portfolio does not exist, for example, if the rebalancing portfolio was created directly from a list of positions (with MakeRebalancingPortfolio).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAItems→List(RBAPortfolioItem)
Result: The RBAItems function returns the item list of the portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAOrderCashflow→Number
Result: The RBAOrderCashflow function returns the investment amount for a portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAOrderCashflowNegative→Number
Result: The RBAOrderCashflowNegative function returns the investment amount in relation to all purchases.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAOrderCashflowPositive→Number
Result: The RBAOrderCashflowPositive function returns the total sales revenue.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAOrderCharges→Number
Result: The RBAOrderCharges function returns the sum of the rebalancing charges for a portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAParamEvaluationCurrency→Currency
Result: The RBAParamEvaluationCurrency function returns the evaluation currency.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAPlannedOrderCashflow→Number
Result: The RBAPlannedOrderCashflow function provides the investment amount for a portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAPlannedOrderCashflowNegative→Number
Result: The RBAPlannedOrderCashflowNegative function returns the investment amount in relation to all purchases.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAPlannedOrderCashflowPositive→Number
Result: The RBAPlannedOrderCashflowPositive function returns the total sales revenue.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAPlannedOrderCharges→Number
Result: The RBAPlannedOrderCharges function returns the sum of the reallocation charges for a portfolio.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBAPlannedTotalValue→Number
Result: The RBAPlannedTotalValue function returns the planned value of the assets. In contrast to the RBATotalValuefunction, the fees incurred according to the investment agent are already taken into account here.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBARebalancingRate→Number
Result: The RBARebalancingRate function provides the capital share of the portfolio that is rebalanced.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBARebalancingValue→Number
Result: The RBARebalancingValue function returns the value of the sub-portfolio that is used for rebalancing and is the basis for the weighting calculation.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBATotalValue→Number
Result: The RBATotalValue function returns the total value of the portfolio in evaluation currency.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.RBACashItemGroup→RBAPortfolioItemGroup
Result: The RBACashItemGroup function provides the group of cash items for the debit/actual comparison for cash.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBAOrderCashflow→Number
Result: The RBAOrderCashflow function returns the total of sales for target orders.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBAOrderCharges→Number
Result: The RBAOrderCharges function returns the sum of the charges for debit orders.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBAPlannedOrderCashflow→Number
Result: The RBAPlannedOrderCashflow function returns the total turnover of the planned orders without fees.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBAPlannedOrderCharges→Number
Result: The RBAPlannedOrderCharges function returns the sum of the order fees for planned orders.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.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 value of the group of positions 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 group in evaluation currency.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItem.RBATargetItemGroup→RBAPortfolioItemGroup
Result: The RBATargetItemGroup function returns the group of items that belong to the same target item. The use of alternative instruments means that a target position can be fulfilled by several positions.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBATargetWeight→number
Result: The RBATargetWeight function returns the target weight group (0..1).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBAValue→Number
Result: The RBAValue function returns the actual value of the group in evaluation currency.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.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 group of positions relative to the actual value of the rebalancing portfolio.
Result: The RBAWeight function returns the actual weight of the group (0..1).
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBAWeightDifference→Number
Result: The RBAWeightDifference function returns the target/actual deviation of the weight of the group.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolioItemGroup.RBAWeightDifferenceRelative→Number
Result: The RBAWeightDifferenceRelative function returns the relative target/actual deviation of the weight of the group.
Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module
RBAPortfolio.TargetMarketProfileMatches→List(TargetMarketMatchResult)
Result: The TargetMarketProfileMatches function returns a list of TargetMarketMatchResult on a list of positions, which shows the match of the investment profile with the respective target market category of the securities from the target market service.
Module "Portfolio Service Rebalancing" or "Portfolio Service Investment Agent", "Target Market" and module "Investment Profile Recording" or module "Direct Investment Profile Recording"