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In order to load index positions and calculate and store index daily and monthly performance returns you need to load the following types of interfaces:
Entity interfaces, described in this section.
Security interfaces, described in this section.
Codes interfaces, described in this section.
Position interfaces, described in this section. Setup the Index Toolkit
Performance interfaces, described in this section.
Analytics must be loaded to support Fixed Income Attribution; that interface is described in the Attribution Toolkit section of this guide.
Indexes can be assigned as a benchmark for a portfolio by using the Benchmark Assignment Interface; that interface is described in the Reporting section of this guide.
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RIMES Technologies Corporation is a data vendor familiar with Eagle’s generic interfaces and the data Eagle requires for use with the Performance Toolkit 2.0. RIMES can provide your organization with index data along with other types of data used by the Performance Toolkit, such as security analytics and yield curve data.
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See Appendix A, Requesting Index Toolkit Data from RIMES, for a form you can share with RIMES (or other market data providers) when you submit a request for index data for use with the Performance Toolkit. Your answers can help the vendor better understand the Performance data you are requesting and specific values you want to receive for certain data elements. |
This section includes: