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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 Use Tolerance Checks and Reference Fields." See See the following figure.
Relation Fields
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 Work with Long/Short Positions." See See the following figure.
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For more information, see "Configuring Configure New Fields for Commit Mapping." See See the following figure.
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The Positions worksheet for Performance Calculation reports displays all the position and position detail records used in the processing of the report. This worksheet appears if you run the report in Holdings and Cash mode, but does not appear if you run the report in Performance Only mode. For information about using Performance Only mode in Monthly from Daily reports, see "Calculating Calculate Monthly Returns from Daily Returns."
The Positions sheet includes the following sections:
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The Positions section of the Positions sheet displays the positions used in processing the report. Each row has a column for each performance model level and a column for every begin date holdings field using in the processing of the report. Those columns retrieved for both the end effective date and begin effective date have one column for each date, with the field name pre-pended by the word "begin" or "end."
The rows in this section appear in order of Security Alias, followed by the Relation field used, such as the Long Short Indicator. You can click the Security Alias for each row to view that security in the Securities worksheet. See the following figure.
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The Cash Activity worksheet for Performance Calculation reports displays all the cash activity records used in the processing of the report. This worksheet appears if you run the report in Holdings and Cash mode, but does not appear if you run the report in Performance Only mode. For information about using Performance Only mode in Monthly from Daily reports, see "Calculating Calculate Monthly Returns from Daily Returns."
The Cash Activity sheet includes the following sections:
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The SCF section of the SCF sheet displays the SCF settings used if you enabled Significant Cash Flow (SCF) processing when you ran the report. For more information about the options in the report profile's Significant Cash Flow Processing dialog box, see "Chapter 4: Processing Process Significant Cash Flows (SCF)." See See the following figure.
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FX Rate Source(s) | Displays each FX Rate source specified in the underlying Source Rule when you submitted the report. |
Cross Currency Calculation | Identifies whether you configured the system for cross currency calculations, along with the currency code used for FX cross rate calculations. Displays either:
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The Field Parameters section of the Field sheet displays all the parameters for that field. See the following figure. These include the Begin Date and End Date of the data used, if the Use Business Calendar check is on, as well as the underlying performance fields and their database column name. The type of field you select and the options you select for that field determine the Field Parameters section's contents. For detailed information about setting up Performance Analysis, Performance Link Analysis, and Performance Risk Analysis fields, see the see Performance Analysis and Reporting User Guide. See the following figure.
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