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The Rules section of the Parameters sheet displays the rules used to run the report. This section includes one or more Report Rules, the Field Rule, and the Source Rule. For each Report Rule or Rules, Field Rule, and/or Source Rule defined in the report profile or applied as an override, this section indicates if that rule was not overridden or was applied using an override. See the following figure.
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The Tolerance Check section of the Parameters sheet displays the values that affect the tolerance checks applied when you ran the report. It includes the commit tolerance, the materiality check, and reference field names specified at the Field Rule or Report Rule level. For the Commit Tolerance Field, Materiality Check Field, and Numeric Reference Field, it also shows the corresponding database column name in the PERFORM database where this information resides. For more information about these fields, see "Using Tolerance Checks and Reference Fields." See the following figure.
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The Relation Fields section of the Parameters sheet displays the primary field and secondary fields with a Type of PC (Positions to Cash) stored in the Relation Fields table used in the report. You use this data when you calculate returns when a portfolio holds a position both long and short at the same time, and these positions are stored as two separate positions in the HOLDING database. These fields tell the performance return calculator how to join up positions and cash activity where there are optional columns such as long/short indicator that make up a virtual key. For more information, see "Chapter 5: Working with Long/Short Positions." See the following figure.
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For more information, see "Configuring New Fields for Commit Mapping." See the following figure.
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The Entity sheet for Performance Calculation reports displays all of the Entity fields that the report retrieved for processing. See the following figure.
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If you ran the report for a composite, the Security sheet shows the securities associated with the composite's underlying entities. See the following figure.
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The All Cash Activity section of the Cash Activity sheet displays all the cash activity records used in processing the report. Each row has a column for each field used in processing the report, including flows and fields such as ORIG_TRANS_NUMB and PERF_FLOW_DESCR.
The rows in this section appear in order of Security Alias, followed by Effective Date, and then by Perf Flow Descriptor. You can click the Security Alias for each row to view that security in the Securities worksheet, where you can click another link for the security to jump to the Positions worksheet. See the following figure.
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See the following figure.
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The Entity Base Currency section lists the entity type and Entity ID (in parenthesis) of each entity used in the report. This includes the profile composite, along with constituents and benchmarks. For each entity it displays the entity's base currency and an effective date. If you enable Entity History for the report profile, it shows the date when the base currency became effective for the entity. Otherwise, if you do not enable Entity History for the report profile, it shows the report effective date. The three columns to the right identify the type of FX conversion performed for the entity. See the following figure.
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The Inputs section displays all FX Rate data values used in the generation of the report results. FX Rates appear in order of From Security, To Security, and then Effective Date. See the following figure.
Each line in this section provides information about an FX rate used in the report. The following table describes each column in this section.
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The Report Parameters section of the Field sheet displays the parameters of the Performance Calculation report profile run. See the following figure.
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