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To set up monthly Index calculations:
Copy 1. Copy and Configure Monthly Calculation Reports. Perform the following tasks for your monthly from daily (also called daily to monthly) index calculation reports:
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For more information, see Performance Calculation.
2. Create Monthly Index Calculation Workflows. Use Process Manager to create monthly index workflows as follows:
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In the Workflow Definition tab, each workflow has a Type of Static.
In the Workflow Definition tab, ensure that each date range is set to pass the current day as the effective date to each profile. Eagle recommends that you select a (first) date rule, select the Adjust Effective dates using the Date Rule check box, and assign a (second) adjuster date rule in which you set both the Adjust to start date and end date to a value of Month End.
In the Run Groups tab, for each workflow, select the Performance Calculation report profiles you wish to run for that LIST and the LIST entities for that workflow. For example, select a PACE Event of Performance Calculation – Index Monthly <MODEL NAME>.
In the Entities tab, associate the appropriate LIST type entity with each workflow. Use the equity and fixed income lists that include Benchmarks, Sub-Portfolios, Aggregates, and Custom Benchmarks. (You calculated daily custom benchmarks in a separate process, but can calculate monthly from daily custom benchmarks along with other indexes.)
In the Schedules tab, do not add a schedule, or if one exists, be sure to clear the Enable this Schedule check box. This allows the Event manager to control when the workflow is kicked off.
For more information, see the Process Manager User Guide.
3. Schedule Monthly Index Calculation Workflows. Use Data Steward’s Maintain Events window to create a monthly event package with the monthly index calculation workflows and schedule them as a monthly event. When you add the monthly index calculation workflows, ensure that the appropriate workflows are #1 in the Group Run Order column.
4. (Optional) Create Commit Journal Views. The Commit Journal helps you to monitor your Performance workflow. Create Commit Journal Views for:
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