Functions for investment agents

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

Investment agents are configurations of reallocation processes that are defined centrally in the system via the user interface. The following functions can be used to simulate the matching results and to access some management information.

InvestmentAgentDefinition.IAConfigurationFieldCategory→String

Result: The IAConfigurationFieldCategory function returns the category of the user-defined fields for configuring the investment agent.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgentDefinition.IAType→InvestmentAgentType

Result: The IAType function returns the type of investment agent.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

Portfolio.InvestmentAgent[AgentName]→InvestmentAgent

AgentName (String): The name of the investment agent.

Result: The InvestmentAgent function provides an evaluation object for a portfolio that relates to the adjustment functions. The agent name can be transferred, assuming that the associated portfolio profiling is stored in the master data. The agent configuration of the portfolio is used by default.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

PortfolioProfile.InvestmentAgentForPositions[InitialPositionList]→InvestmentAgent

InitialPositionList (List(AssetPosition)): List of initial stocks.

Result: The InvestmentAgentForPositions function returns an evaluation object of the investment agent configuration of the profile. Initial stocks can be defined via the item list.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgentList→List(InvestmentAgentDefinition)

Result: The InvestmentAgentList function returns the list of all defined investment agent definitions.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

Portfolio.InvestmentAgentName→String

Result: The InvestmentAgentName function returns the name of the investment agent configured for the portfolio.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgent.LastRebalancingTargetDate→Date

Result: The LastRebalancingTargetDate function returns the nominal date of the last rebalancing to the portfolio.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgent.LastRebalancingTime→Date

Result: The LastRebalancingTime function provides the date and time of the last rebalancing to the portfolio.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

MakePortfolioProfile(InvestmentAgentName;UserfieldValues;Currency)→PortfolioProfile

Investment agent name (string): Name of an investment agent.

UserfieldValues (collection): Values for the user-defined fields of the portfolio.

Currency (String|Currency): Evaluation currency.

Result: The MakePortfolioProfile function returns a portfolio profile with the specified properties. The other attributes remain unassigned.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgentDefinition.Name→String

Result: The Name function returns the name of the investment agent.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgent.Portfolio→Portfolio

Result: The Portfolio function returns the portfolio object for which the investment agent was generated.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgent.RebalancingPortfolio[EvaluationDate;Investment;EvaluationCurrency;ConsiderStoragePoints]→RBAPortfolio

Evaluation date (Date [Current date]).

Investment (number): Additional capital inflow or outflow to the portfolio.

Evaluation currency (currency).

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 RebalancingPortfolio function provides the holder's portfolio rebalanced with the target portfolio.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module

InvestmentAgent.TargetPortfolio[EvaluationDate;ConsiderStoragePoint]→InvestmentPortfolio

Evaluation date (Date [Current date]): The prices on this date are used to value the rebalancing 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 TargetPortfolio function provides the holder's target portfolio under the configured agent on the evaluation date.

Portfolio Service Rebalancing" or "Portfolio Service Investment Agent" module