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Stage and validate index and supporting data from vendors.
Any new index entities must be set up; can be loaded using the standard interface.
Any new performance models of nodes within existing models must be set up; can be done by the standard performance interface.
Official total level returns are loaded to PERFORM tables by the standard performance interface.
New Index constituents and changes to industry assignments are loaded to securities tables using the standard SMF interface.
New code translations are updated or loaded with standard code values interface.
Index constituents are loaded to holdings tables using the standard positions interface.
FX rates are required for conversion to alternate currencies, so daily FX Rates need to be loaded as well.
Use the Data Steward Event Details windows and Message Center Console to see data load errors.
Verification reports for entities, securities, positions, and performance can be run to confirm expected data values were loaded and translated. Performance queries can be run to verify a time series of performance data.
For information about Performance verification reports and Performance Query Tool views provided with the Index Toolkit, see the Preconfigured Components section of this chapter.
2. Daily Data Calculations. Calculating daily index returns and committing the data involves:
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