Page Comparison

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

2786

Identifies the fund of fund funds 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:

• ACTUAL. The Actual fund of funds allocation method. 
• REBALANCE_ASSET_CLASS. The Rebalance Asset Class fund of funds allocation method.
• REBALANCE_OVER_UNDER. The Rebalance Over/Under fund of funds allocation method.
• REBALANCE_TARGET. The Rebalance Target fund of funds allocation method.
• SECURITY_OVER_UNDER. The Security Level Target with Rebalance fund of funds allocation method.
• USER_DEFINED.  The User Defined fund of funds allocation method. 

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 English words rather than a technical code? 

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:

• Yes. The system does not include, or ignores, same day cap stock settlements in the cash flow calculation. If you book and settle cap stock on the same day, the system leaves the settled cash amount out of the cash buffer until the next day, and does not double count the capital stock. The system continues to include the cap stock amount in the current day's total cap stock and adjusted NAV. .
• No. Default. The system includes same day cap stock settlements in the cash flow calculation. If you book and settle cap stock on the same day, the system includes both the capital stock and the capital stock settlement in the gross cash flow, double counting the capital stock. As a result, a NAV calculation error can occur.

WRITERS NOTE: BT 166679

Cash Upper Bound

11525

Specifies the cash upper board for the rule. 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.

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 .05, and the cash buffer target is .07.

Fund of Fund Cash Ledger Rule

16155

Specifies the fund of funds cash rule to use for the fund of fund funds 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.

Specifies the name of the primary broker. 

Specifies the code that represents the broker. The fund of funds allocation process uses the broker code when it produces the pending trades.