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Eagle Enrichment allows you to build customized reporting 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 to enrich the raw accounting valuations for specific securities and entities.

Enrichment also It includes optional capabilities for creating and enriching synthetic cash offset securities for analysis of certain derivative instrumentswhen needed. For example, when you derive the notional exposure value for a future or option, the Enrichment engine calculates and stores this new value and simultaneously creates synthetic holdings and flows for a cash offset to keep the fund-level return intact.

Eagle Enrichment also provides a position roll forward feature. This allows for clones a complete set of positions to be cloned to a new date, including any data enrichments with the ability to include any calculations that are required. Some examples of common business cases where roll forward is useful include:

Funds that are

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, Eagle Enrichment supports all derivatives available in Eagle Accounting that benefit from notional exposure analyses.

Support for synthetic cash maintenance assumes you are using Issue Viewer or 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 enrichments.

Enrichment

Enrichment rules.

Rule Type	Security Criteria	Data Type	Description
Standard	A security specific enrichment of Required	Positions, Cash Activity	A rule that enriches holdings and/or cash activity data based on security criteria.
Standard, ResidualAn 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 ForwardCreates	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 36

New Version Current

Key

Rule Types

Rule Types

Restrictions

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