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Eagle Enrichment allows you to build customized financial data that enables you to better understand and manage enables reporting and analyses that provide a better understanding of portfolio exposure and risk . With Eagle Enrichment you can create by creating an alternate set of positions position and transaction cash flows (trades) required for this type of specialized analysiscash activity data. The rules-based architecture allows you to define formulas (applicable to specific security types) to enrich the valuations provided by source accounting feeds.Enrichment also includes optional raw accounting valuations for specific securities and entities.

It includes capabilities for creating and enriching synthetic cash offset security for analysis of certain derivative instrumentssecurities when needed. For example, when you can derive the notional exposure value for futures according to a user defined formula. The enrichment a future or option, the Enrichment engine calculates and stores this new value and simultaneously creates synthetic holdings and flows for a cash offset of that future. You can do the same for options according to formulas specifically tied to that security typeto keep the fund-level return intact.

Eagle Enrichment also provides a position roll forward feature. Roll forward allows for This clones a complete set of positions to be cloned to a new date. It also allows for enrichments to be applied during the roll forward process. Some examples of common business cases where roll forward is useful include:

Funds that are

, with the ability to include any calculations that are required. This can be useful in cases where funds:

Are valued quarterly or less, but need monthly reporting.
Funds with Only have month-end valuations from accounting, but need an estimated daily valuation throughout the month using daily prices from different sources.
Funds with Only have month-end , local valuations only from accounting, but need a daily estimated base currency equivalent equivalents using exchange rates from different sources

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Info
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 Manager

all 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.

Enrichment

Rule Types

The following table describes the available types of Eagle enrichmentsEnrichment rules.

Enrichment

Rule Type	Security Criteria	Data Type	Description
Standard	Required	Positions, Cash Activity	A

security specific enrichment of

rule that enriches holdings and/or cash activity data based on security criteria.

Standard, Residual

An enrichment

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

Creates

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

enrichments

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

Applies generic enrichments to securities not recognized in a standard roll forward rule for the portfolios that are being rolled forward to a new date.

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)

Versions Compared

Old Version 17

New Version Current

Key

Rule Types

Rule Types

Restrictions

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