In the Post Daily Fund Month End Valuation panel, you can calculate unrealized gains and losses for securities associated with positions for an entity or mutual a master fund that uses month end processing. The month end valuation of securities processes all securities from a Month End Asmonth end as-of perspective. In addition to using the month-end Price Sourcesprice 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 specified entity for one or all securities using a 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
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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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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. |
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