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