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As of V17, we have verified that Eagle Enrichment supports exposure valuation for futures and options (both positions and cash activity) and certain swap contracts (position records only). We have not verified exposure valuation for all derivative instruments, although support for additional derivative types may be verified in future releases. This means that through configuration, Eagle Enrichment may support other instrument types even though they have not yet been validated. For additional information contact your Eagle Relationship Managerall derivatives available in Eagle Accounting that benefit from notional exposure analyses. Support for synthetic cash maintenance assumes you are either using the Issue Viewer tool to create futures and options securities or are using Reference Data Center (RDC) with linked data strategies. Both modules have functionality to can automatically create synthetic cash securities and establish the required underlying relationships. If you are not using Issue Viewer or RDC to do so, you may need to modify your security setup procedure before using Eagle Enrichment for futures, options, and single-leg swaps. For more information on the setup of synthetic cash, refer to Synthetic Cash Securitization. |
Rule Types
The following table describes the available types of Eagle enrichmentsEnrichment rules.
Rule Type | Security Criteria | Data Type | Description |
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Standard |
Required | Positions, Cash Activity | A rule that enriches holdings and/or cash activity data based on security criteria. |
Standard, Residual |
Not Applicable | Positions, Cash Activity | A rule applied to any security that is not recognized by a security specific (standard) rule. Available for both holdings and cash activity. |
Roll Forward |
Optional | Positions | A rule that creates positions for the submit date by finding a portfolio's most recent positions and uses them as a foundation for a new set of positions. Only applicable to holdings. Roll forward can either move positions "as is" or optionally apply |
calculations during the process. | |||
Roll Forward Residual | Not Applicable | Positions | For positions being rolled forward, residual processing can be applied for any security that is not captured by a security specific roll forward rule. |
Rule Types
The following table provides of an overview of the different rule types.
Rule
Security Criteria
Data Type
Description
Standard
Required
Positions, Cash Activity
Includes (but not limited to) support for exposure valuation for derivatives/synthetic cash, basic revaluation for alternate price source and other generic enrichments.
Standard, Residual
Not Applicable
Positions, Cash Activity
Applies generic enrichments to all securities not recognized by a security specific rule.
Roll Forward
Optional
Positions
Used for funds with infrequent valuations and/or sporadic data feeds. Roll forward with no enrichments specified clones the original positions.
Roll Forward Residual
Not Applicable
Positions
Restrictions
Eagle Enrichment is subject to the following restrictions:
Data can be read from the security, holdings, and cash activity tables only
Data cannot be read from the trade tables
Lot-level data cannot be used
New holdings and cash activity records cannot be added for dates where records did not already exist (Eagle Enrichment can only copy and manipulate existing records)