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Custom Benchmark involves custom index logic which is dependent on certain component values stored on underlying (assigned) constituent entities. These values and assignments are stored in the CUSTOMthe RULESDBO.CUSTOM_INDEX_ATTRIBUTES table in the RULES database. The table keeps track of any changes to each custom entity by the EFFECTIVE_DATE field.
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| Benchmark Type | Corresponding Custom Index Type Value | Resolution | |||
|---|---|---|---|---|---|
| Entity | Entity Detail | Security Constrained | Security Exclusion | ||
| Floating AggregateWeight Blended | FLTB | + | + | ||
| Floating Weight Blended | BLND | + | + | ||
| Linked | LINK | + | + | ||
| Currency Conversion | CONV | + | + | ||
| Hedged | HEDG | + | + | ||
| Constrained | CNST | + | + | + | |
| Exclusion | EXCL | + | + | + | |
Entity Resolution Logic
Entity Resolution is specific logic resolving Entity ID for custom index records:
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customBenchmark/entityId = entity_id.
If a match as is found, the interface considers custom index record resolved and the logic will move to entity detail resolution.
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Logic performs a lookup in the Perf_sec_rollup_relation table in the Perform database.
- If no match is found, the record (batch) fails with an error message: “Entity and Security Relation not found”
- If a match is found, the logic populates Security_alias in the Custom_index_attr_detail table with the security_alias value obtained above.
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Lookup in the Perf_sec_rollup_relation table in the Perform database is performed.
- If there is no match, it fails the record (batch) with an error message: “Entity and Security Relation not found”
- If there is a match, it populates Security_alias in the Custom_index_attr_detail table with the security_alias value obtained above.
Batch and Next Instance Resolution
The batch is a unique combination of the following fields:
- customBenchmark/effectiveDate = Effective_date in custom_index_attributes
- customBenchmark/entityId = Entity_ID in custom_index_attributes
- customBenchmark/entityDetail/entityId = Entity_Detail_Id in custom_index_attributes
As for example, a valid batch key would be:
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<batchKey>2016-12-12^BT153545^TB153545</batchKey> |
If a match, the interface looks to the value in PROCESS TYPE on the incoming record and:
- If PROCESS TYPE tag = ‘D’ or ‘DELETE’, the interface will delete all records in the database for the batch combination.
- If the PROCESS TYPE = 'IU' or ‘INSERT’ or ‘UPDATE’, and records exist for the same batch, the interface will remove records in the database and will re-process with the incoming records for the same batch combination
- If the PROCESS TYPE = 'IU' or ‘INSERT’ or ‘UPDATE’, and no records exist for the same batch, the interface will insert the records into the custom_index_attributes table.