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Custom Benchmark involves custom index logic which is dependent on certain component values stored on underlying (assigned) constituent entities. These values and assignments are stored in the RULESDBO.CUSTOM_INDEX_ATTRIBUTES table. The table keeps track of any changes to each custom entity by the EFFECTIVE_DATE field.
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| Benchmark Type | Corresponding Custom Index Type Value | Resolution | |||
|---|---|---|---|---|---|
| Entity | Entity Detail | Security Constrained | Security Exclusion | ||
| Floating Weight Blended | FLTB | + | + | ||
| Blended | BLND | + | + | ||
| Linked | LINK | + | + | ||
| Currency Conversion | CONV | + | + | ||
| Hedged | HEDG | + | + | ||
| Constrained | CNST | + | + | + | |
| Exclusion | EXCL | + | + | + | |
Entity Resolution Logic
Entity Resolution is specific logic resolving Entity ID for custom index records:
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