In the Post Daily Fund Month End Valuation panel, you can calculate unrealized gains and losses for securities associated with positions that use for an entity or mutual fund that uses month end processing. The month end valuation of securities processes all securities from a Month End As-of perspective. In addition to using the month-end Price Sources, the process computes as-of positions and cost values based upon the Month End Accounting Date. All positions are processed, and then update the Month End Portfolio Valuation table.
You can run this process for a single specified entity for one or for all entities securities using a particular specified month end Pricing Source. The general ledger backs out daily balances, posts the new month end balance, and makes a final entry for the difference between the daily and the monthly, so that there is no net change to the current open daily period.
WRITERS NOTE: FYI the v5.5 release note says you can run for one or all entities, but the GUI looks like you must choose one entity now. Assume it applies to all bases?
WRITERS NOTE: https://eagleinvsys.atlassian.net/browse/SDP-73703
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You can run this procedure only after the Month End Transaction Close has been run, but prior to running the Month End Valuation Close. |
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The following are the options in the Post Daily Fund Month End Valuation panel. Note options may vary according to your selections.
Option | Tag | Description |
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Post URGL and update valuation log |
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Entity ID | 1163 | Specifies the unique entity identifier. |
Entity Name | 1164 | Specifies the name of the entity. |
Asset Currency | 85 | Specifies the currency in which the security is priced. |
Portfolio Currency | 86 | Specifies the portfolio currency. |
Valuation Date | 221 | Specifies the valuation date. That is, the month end date. |
Cross Reference Type | 1234 | Specifies the cross reference type associated with the security. |
Cross Reference ID | 1233 | Specifies the cross reference identifier associated with the security. |
Issue Name | 961 | Specifies the name of the security. |
Ticker | 13 | Specifies the system of letters used to uniquely identify a security. |
Price Source Election | 8233 | Determines how to use the Pricing Source. Options include:
WRITERS NOTE: more info needed for definition? Incoming what? |
Pricing Source | 1282 | Specifies the pricing source the system uses for pricing long security positions for the entity. |