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The Attribution Toolkit requires each entity to be set up. If you are loading portfolio performance and not using the Calculation Toolkit, you need to set up entities for your portfolios. If you are loading benchmarks, refer to the Index Toolkit.
Interface Details
The generic Entity interface is a generic stream available in Message Center in the CSV or STAR formats:
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| Database Column | Table | Required? | Purpose |
|---|---|---|---|
EFFECTIVE_DATE | YIELD_CURVE | Y | Yield Curve Effective Date |
YIELD_CURVE_CODE | YIELD_CURVE | Y | Yield Curve Code Example: USD |
DURATION | YIELD_CURVE_DETAIL | Y | Yield Curve Duration Point |
YIELD | YIELD_CURVE_DETAIL | Y | Yield Curve Yield Point |
SRC_INTFC_INST | YIELD_CURVE | N | Source code; default value is EAGLE PACE |
Additional Information
The Yield Curve uploader loads SECURITYDBO.YIELD_CURVE and SECURITYDBO.YIELD_CURVE_DETAIL tables. This is a batch uploader based on EFFECTIVE_DATE + Yield Curve code + Source Short Name. Yield Curve data for use with the Performance Toolkit must be loaded with the Source Short Name value of EAGLE PACE.
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