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- From any Eagle window, click the Eagle Navigator button to access the Eagle Navigator.
- Enter Date Rules in the Start Search text box.
- Click the Date Rules (Reporting Center) link to access the Date Rules workspace.
- Select New.
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Create a new date rule like the one shown in the previous figure as follows.
In step 1, the Name field, enter a meaningful name, such as Floating Reset Rule.
In steps 3 and 4, choose to calculate using the business calendar.
In step 6, use the business calendar source that you created in the previous procedure. Note that the business calendar appears under its long name.
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Note:
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The business calendar is unavailable unless you select the Using Business Calendar check box.
Return ColumnAnchor _Toc347318574 _Toc347318574
PACE system variable, i Blended BNCH Wght Col (PACE system id- 325), points to the column that PACE uses as the return column in the source entity.
Reference Entity: Eagle Balance Fund | ||||
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Investment Type | Security Type | Industry Type | Weight in Ref Entity on 3/31/2007 (%) | Custom Index Attribute |
EQ | 72 | |||
Common | 40 | Total --> Common S&P 500 | ||
Finance | 20 | |||
Technology | 10 | |||
Health Care | 10 | |||
Preferred | 22 | Total --> Preferred Russell 2000 | ||
Finance | 8 | |||
Technology | 2 | |||
Health Care | 12 | |||
144 A | 10 | |||
Health Care | 10 | Total --> 144A --> Health care ML HealthCare Index | ||
FI | 28 | |||
CORP | 12 | Total -> Corp L AGG | ||
Finance | 3 | |||
Manufacturing | 3 | |||
Health Care | 3 | |||
Energy | 3 | |||
GOVT | 8 | Total -> Gov L AGG | ||
Sovereign | 3 | |||
Agency | 5 | |||
MBS | 2 | Total -> MBS L AGG | ||
MBS | 2 | |||
MUNI | 4 | Total -> L MUNI Index | ||
Federal | 1 | |||
State | 1 | |||
Town | 2Note: |
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| If you clear the Do not build Target Dictionary below assigned level check box, the node structure below the selected node has to match the target dictionary for the entity build to run successfully. See Build the Target Dictionary at Assigned Level and Above. |
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In most cases, you need to manually enter weights only when you first set up the floating weight benchmark. After that, the system calculates the floating weights for you, and the system resets weights automatically at the appropriate times. However, if you need to manually change a weight on an ad hoc basis at a later date, you can do so.
Because the system is designed to overwrite weights each time a day is calculated, enter any ad hoc weight change on a reset date (as specified in the business calendar).When the system rebalances weights on a reset date, it uses the most recently dated custom index attributes definition with a RESET_FLAG that is set to Y and takes the weights from this date.
To manually change a weight on an ad hoc basis:
- Edit the floating weight benchmark and enter the new weight.
You can modify an existing custom index attributes definition to change the weight in effect on a custom index attributes definition you already created or can add a new custom index attributes definition to enter a weight in effect on a new date not already associated with a custom index attributes definition. - Ensure that the business calendar used for resets includes a reset date for the weight change.
If that business calendar does not already include the reset date for the date when the weight change goes into effect, add a reset date for the ad hoc weight change to the business calendar. - Recalculate performance to reflect the weight change.
If the reset date associated with the weight change is backdated, you must recalculate performance for that backdated reset date and going forward through to the current day. The weights from the ad hoc date are marked with the RESET_FLAG = Y and the system can apply them for reset purposes on the next reset date.
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