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For example, if you run the report on a month end and it happens to fall on a weekend and you want the volatility to be calculated based on business days, you can configure a Date Rule that leverages the Week Start, Additional Offsets, and the corresponding business calendar. If you select the Using Business Calendar check box, be sure to enter the source for the business calendar. See the following figure for a sample Date Rule.

Date Rule Example for SRRI ReportingImage Modified

The system interprets the Date Rule shown in the previous figure as follows. Say you use the Date Rule shown in the previous figure in a volatility calculation and you specify an effective date of 30-April-2012 (Monday) in the Performance Analysis report profile where you use that volatility calculation. The Date Rule is set up to adjust to Week Start with an Additional Offset by "-3" days. Notice that you must configure options in the Date Rule dialog box under both step 3 (start date) and step 4 (end date) to have the Date Rule determine the end date of this period based on the effective date of the report profile. In this case the end date is 27-April-2012 (the previous Friday).

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