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This is a direct conversion by Instrument Engineering from Eagle Enrichment User Guide 2015, which is only available in PDF format.

‎

The following sections provide an overview of enrichment Enrichment processing.

Summary level processing overview:

  1. The Eagle Enrichment module is a collection of rules configured to create a customized set of financial data.

  2. A rule is an aggregation of the

enrichments

  1. detail calculations that apply to specific securities for a group of funds. For example, Rule 1 contains specific

enrichments

  1. detail calculations for foreign equities and is processed against all high net worth accounts. Rule 2 contains the

enrichments

  1. detail calculations for emerging market debt instruments for all high net worth accounts.

  2.  When the

enrichment

  1. Enrichment engine starts, it processes all rules that apply to a fund to assure that the resulting data set contains all applicable

enrichments

  1. detail calculations. If processed by the policy, it may result in an incomplete set of data where only half the required

enrichments

  1. detail calculations were executed.

  2. Original source data is fetched.

  3. Based on the custom

enrichments

  1. detail calculations, additional reference data is fetched.

  2. The

enrichment

  1. Enrichment engine processes all the

enrichments

  1. detail calculations applicable to an entity at one time. It does not cycle through an entity one rule at a time.

  2. The resulting enriched data is committed to the database under a new unique source instance, preserving the integrity of the original accounting data.

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Positions (Standard)

The

process

following steps are executed for

enriching

standard positions

includes the following

:

  1. Original source holdings for the fund and reference data to support

enrichments

  1. detail calculations are fetched based on the source rule definition from the Enrichment settings, or the override source rule from the defined event.

  2. Clones the original source positions into a new source. Eagle Enrichment writes to source instance 7 (Eagle Enrichment) by default. However, you can override the commit source manually when submitting from within the module or automatically as part of a defined event.

  3. Scans the directly held securities and finds all positions that meet the various security criteria from the enabled rules.

  4. Applies the custom calculations specified in the rule for each security that meets the criteria.

  5. If selected, the process creates a synthetic holding in the cash offset (options and futures) and applies

enrichments

  1. detail calculations if specified.

  2. Positions that do not meet any of the security specific criteria from the

enrichment

  1. Enrichment rules are enriched according to the residual rule (optional). If there are no residual rules defined, these records are cloned as is into the new source.

  2. Commits the newly enriched positions under a new source.

Positions (Roll Forward)

The

process

following steps are executed for

enriching

roll forward positions

includes the following

:

  1. Original source holdings for the fund are fetched based on the source rule definition from the Enrichment settings, or the override source rule from the event as of the date that is equal to or immediately earlier than the run date of the

enrichment

  1. Enrichment engine. Reference data for

enrichments

  1. detail calculations is fetched as of the run date.

  2. Scans the directly held securities and finds all positions that meet the various security criteria set in the enabled rules.

  3. Applies custom calculations specified in the rule to each security that meets the criteria.

  4. If selected, the process creates a synthetic holding in the cash offset (options and futures) and applies

enrichments

  1. detail calculations if specified.

  2. Positions that do not meet any of the security specific criteria from the

enrichment

  1. Enrichment rules are enriched according to the roll forward residual rule (optional). If there are no roll forward residual rules defined, these records are cloned as is into the new source.

  2. Commits the newly enriched positions under a new source for an effective date equal to the submit date of the

enrichment

  1. Enrichment engine.

Cash Activity

The

process

following steps are executed for

enriching

cash activity

includes the following

:

  1. Original source, cash activity data for the fund, and reference data to support

enrichments

  1. detail calculations are fetched based on the source rule definition from the Enrichment settings or the override source rule from the event.

  2. Records that meet the various criteria from the rules are cloned into the Eagle Enrichment source or the override commit source.

  3. Applies the custom calculations specified in the cash activity portion of the rule for each cloned record.

  4. If specified in the rule, the process creates a synthetic cash activity record for the cash offset and apply custom calculations.

  5. Commits the new enriched cash activity under a new source.