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Eagle Enrichment allows you to build customized reporting data that enables you to better understand and manage portfolio exposure and risk . With Eagle Enrichment you can create an by creating the alternate set of positions position and transaction cash flows (trades) cash activity data required for this type of specialized analysis. The rules-based architecture allows you to define formulas to enrich the raw accounting valuations for specific securities and entities.

Enrichment also includes optional capabilities for creating and enriching synthetic cash offset securities for analysis of certain derivative instruments. For example, when you derive the notional exposure value for a future or option, the Enrichment engine calculates and stores this new value and simultaneously creates synthetic holdings and flows for a cash offset to keep the fund-level return intact.

Eagle Enrichment also provides a position roll forward feature. This allows for a complete set of positions to be cloned to a new date, including any data enrichments that are required. Some examples of common business cases where roll forward is useful include:

Funds that are valued quarterly or less but need monthly reporting.
Funds with month end valuations from accounting but need an estimated daily valuation throughout the month using daily prices from different sources.
Funds with month end, local valuations only from accounting but need a daily estimated base currency equivalent using exchange rates from different sources

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As of V17, Eagle Enrichment supports all derivatives available in Eagle Accounting that benefit from notional exposure analyses.

Support for synthetic cash maintenance assumes you are using Issue Viewer or Reference Data Center (RDC) with linked data strategies. Both modules have functionality to automatically create synthetic cash securities and establish the required underlying relationships. If you are not using Issue Viewer or RDC to do so, you may need to modify your security setup procedure before using Eagle Enrichment for futures, options, and single-leg swaps. For more information on the setup of synthetic cash, refer to Synthetic Cash Securitization.

Enrichment Types

The following table describes the available Eagle enrichments.

Enrichment	Description
Standard	A security specific enrichment of holdings and/or cash activity.
Standard, Residual	An enrichment applied to any security that is not recognized by a security specific (standard) rule. Available for both holdings and cash activity.
Roll Forward	Creates positions for the submit date by finding a portfolio's most recent positions and uses them as a foundation for a new set of positions. Only applicable to holdings. Roll forward can either move positions "as is" or optionally apply enrichments during the process.
Roll Forward Residual	For positions being rolled forward, residual processing can be applied for any security that is not captured by a security specific roll forward rule.

Rule Types

The following table provides of an overview of the different rule types.

Rule	Security Criteria	Data Type	Description
Standard	Required	Positions, Cash Activity	Includes (but not limited to) support for exposure valuation for derivatives/synthetic cash, basic revaluation for alternate price source and other generic enrichments.
Standard, Residual	Not Applicable	Positions, Cash Activity	Applies generic enrichments to all securities not recognized by a security specific rule.
Roll Forward	Optional	Positions	Used for funds with infrequent valuations and/or sporadic data feeds. Roll forward with no enrichments specified clones the original positions.
Roll Forward Residual	Not Applicable	Positions	Applies generic enrichments to securities not recognized in a standard roll forward rule for the portfolios that are being rolled forward to a new date.

Versions Compared

Old Version 36

New Version 37

Key

Enrichment Types

Rule Types