TABLE OF CONTENTS
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Almost all reports in Eagle leverage data from Data Management, which is populated by the S2P process. This will be scheduled as part of the daily workflow, but can also be triggered manually as described in the Accounting section.
The S2P process creates a single row for each Option on Future in the POSITION, POSITION_DETAIL, TRADE, and CASH_ACTIVITY tables.
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The performance toolkit calculates market value-based performance for Options on Futures using data supplied by the S2P process. However, this can be misleading because traditional market values do not capture an Option’s true exposure. Exposure-based analyses, which can be implemented using Eagle Enrichment, calculate more accurate returns. The documentation and .egl files linked below as attachments are available for beta testing. Additional details are available in Exposure Reporting and the Eagle Enrichment User Guide 2015
- Options on Futures Enrichment Rule EGIE_008.egl
- Options on Futures Enrichment Inventory EGIE_008.xlsx
AUTOMATION
Option on Future security master files (SMFs) and trades can be loaded through the standard Message Center streams. The SMF must be loaded prior to the trade (trades do not spawn SMFs). Refer to the Supported Generic Interfaces guide for more information.
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