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- Entity interfaces, described in this section.
- Security interfaces, described in this section.
- Codes interfaces, described in this section.
- Position interfaces, described in this section.Setup the Index Toolkit
- Performance interfaces, described in this section.
- Analytics must be loaded to support Fixed Income Attribution; that interface is described in the Attribution Toolkit section of this guide.
- Indexes can be assigned as a benchmark for a portfolio by using the Benchmark Assignment Interface; that interface is described in the Reporting section of this guide.
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You can, however, provide other types of returns by providing those returns for an additional index entity or by customizing the index feeds and interfaces to support the required returns. For example, without customizing the index feed, a data vendor can provide a net return index as one index entity and can provide a gross return index as a second index entity. Or you can provide a price return for one index entity and a Total return as a second index entity.
Interface Details
The standard Entity interface is a generic stream available in Message Center in the CSV or STAR formats:
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If you do not load index constituents, but use the performance loader to directly load daily index returns for use in calculating monthly returns, note that calculated performance returns are stored under the Eagle PACE (EAGLE PACE) source. Eagle recommends you use a source of Eagle PACE under these conditions so that the daily index returns and the monthly index returns share the same source, and facilitate use of mixed frequency linking. |
Interface Details
The generic Performance interface is a generic uploader available in the PIPE format under:
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