In the Create Fund of Funds Allocation Rule panel, you can create a fund of funds allocation rule.
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The following are the options in the Create Performance Fee Rule panel.
Option | Tag | Description |
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Add Fund of Fund Allocation Rule | ||
Fund of Fund Allocation Rule Name | 11524 | Specifies the name of the fund of funds allocation rule. |
Fund of Fund Allocation Method | 32278661 | Identifies the fund of fund allocation method that the fund of funds allocation rule uses. Each method allows the system to calculate how to apply the cash flow on the top level fund to each underlying securitized fund. For a description of the calculations associated with each method, see Understand the Fund of Funds Allocation Methods. Options include:
WRITERS NOTE: why is the Code Value Description for FOF ALLC METHOD code category all caps with underscores? Shouldn't fields in GUI have lower and uppercase words? |
Ignore Same Day Cap Stock Settlements | 680 | Determines whether the system includes same day capital stock settlements in the cash flow calculation. This scenario occurs when you book and settle cap stock on the same day. Options include:
WRITERS NOTE: BT 166679 |
Cash Upper Bound | 11525 | Specifies the cash upper board for the rule. You must specify a cash upper bound that is greater than the cash lower bound. The rule's cash bounds determine the final cash flow used to allocate down to the underlying funds. You must specify a cash upper bound that is greater than the cash lower bound. The value has a decimal format. For example, .10 for ten percent. |
Cash Lower Bound | 11526 | Specifies the cash lower board for the rule.The rule's cash bounds determine the final cash flow used to allocate down to the underlying funds. The value has a decimal format. For example, .05 for five percent. |
Cash Buffer Target | 11527 | Specifies the cash buffer target for the rule. The cash buffer target value falls in between the cash upper bound and cash lower bound values, and has a decimal format. For example, the cash upper bound is .10, the cash lower bound is 5.05, and the cash buffer target is 7.07. |
Fund of Fund Cash Ledger Rule | 16155 | Specifies the fund of funds cash rule to use for the fund of fund allocation rule. The system uses this cash ledger rule to retrieve the cash balance used in the cash flow calculation. For more information, see Manage Fund of Funds Cash Rules. |
Broker Name | 1235 | Specifies the name of the primary broker. |
Broker Code | 88 | Specifies the code that represents the broker. The fund of funds allocation process uses the broker code when it produces the pending trades. |
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