Reporting Toolkit: Setup

Setup Checklist

You can use this checklist to track your progress as you set up the Reporting Toolkit.

General Setup

You can set up the Reporting Toolkit after you install the Performance Toolkit. For general installation and setup information, see Chapter 2: Installing the Toolkit.

To set up the Reporting Toolkit:

1. Data Load Configuration. Configure upstream systems to provide the data defined previously in the Reporting Toolkit Generic Interfaces section.
   If you are using Eagle Performance to calculate some/all Performance returns, you do not need to load those portfolio returns going forward.

2. Historic Data Load. After the upstream systems are configured to provide data, you need to load historical data. This might include performance data for the portfolio and benchmark, benchmark assignments, and FX Rates.

3. Configure Business Calendar. The Eagle PACE (source 4) Business Calendar must be configured, as follows:
    - For every business day, select the Daily Flag ON (1).
    - For every Friday, select the Weekly Flag ON (1). Do not select the weekend dates here; this is only the last day of the week.
    - For every calendar month end, select the Monthly Flag ON (1). Do not select a non-calendar month end date as the month end.
    - For every calendar quarter end, select the Quarterly Flag ON (1). Do not select a non-calendar quarter end date as the quarter end.
    - For every calendar year end, select the Yearly Flag ON (1). Do not select a non-calendar year end date as the year end.

4. Create Entity LISTs. If you have not done so already, you need to create LIST entities to manage equity and fixed income accounts. Create:
    - One LIST entity for all your equity accounts.
    - Another LIST entity for all your fixed income accounts.
    - These LIST entities can be dynamic or static.

Data Mart Setup

This section describes how to set up Data Mart for use with the Reporting Toolkit. It assumes you have completed all Data Mart setup tasks described in Install the Toolkit.

To set up Data Mart for the Reporting Toolkit:

1. Copy Data Mart Models. Use the Copy Marts option to copy the following Data Mart Models in EAGLEMART to the Default Data Mart (DATAMARTDBO), or another Data Mart instance you created. The models to copy include:
   - Fund Summary
   - Performance Details
   - Security Details
   - Perf By Asset Class MTD
   - Perf By Currency MTD
   - Perf By Long Short MTD
   - Perf By Region/Country MTD
   - Perf By GICS Sector/IndustryGroup/Industry/SubIndustry MTD
   - Perf By Aggregate Bond L1/L2/L3/L4 MTD
   - Fund Hierarchy By Plan/Composite/Entity
   

2. Verify Model Filter and Mappings.
   -Edit the models you copied to the Default Mart to confirm these options were set properly. -Edit the Fund Summary model as follows.
   - In the Fields tab, ensure the Total Level Performance Model is selected.
   - In the Filters/Mappings tab, click Performance Report Options, and
   - Under Calculation & Display Level, ensure the Selected level to calculate attribution and display results down to option is set to Entity (Total.
   - Ensure the Limit results to the level selected above option is set to Limit Results.

3. Edit the Performance Details model.
   - In the Fields tab, ensure the Total Level Performance Model is selected. In the Filters/Mappings tab, click Performance Report Options.
   - Under Calculation & Display Level, ensure the Selected level to calculate attribution and display results down to option is set to Security Level.

4. Configure Models to Populate Data Mart Entities. Edit the Data Mart models in the Default Mart to populate the models with entities. See the table below.

5. Create Data Mart Schedules. Create the following Data Mart schedules from within Data Mart.
   - DM Daily Build Schedule
   - DM Daily Equity Build Schedule
   - DM Daily Fixed Income Build Schedule
   - DM Monthly Build Schedule
   - DM Monthly Equity Build Schedule
   - DM Monthly Fixed Income Build Schedule
   - DM Monthly Plan Build Schedule

For each of these Data Mart schedules, under Schedule Type, select the Selective Build option, and be sure to use an As-Of Date Rule that does not adjust begin or end dates. That is, do not select a date rule that uses the Adjust to field.  For more information, see the Scheduling Model Submissions section of the /wiki/spaces/PS/pages/37992886

/wiki/spaces/PS/pages/37992886

5. Configure Data Mart Schedules for Data Mart Models. Edit the Data Mart models to configure the Data Mart schedules, as described in the following table.

When you edit the Fund Summary and Performance Details models, be aware that you can sort by extension to group similar fields together.

6. Configure Data Mart Workflows. Complete the following tasks in Process Manager:

Create the following workflows:

• Daily DM Workflow

• Daily DM Equity Workflow

• Daily DM Fixed Income Workflow

• Monthly DM Workflow

• Monthly DM Equity Workflow

• Monthly DM Fixed Income Workflow

For each daily workflow:

In the Workflow Definition tab, when you set up date rules for each daily workflow, ensure that your date range is set to pass the current business day through to the profile if run for a non business date. Eagle recommends that you select a (first) date rule, select the Adjust Effective Dates using the Date Rule check box, and select a (second) adjuster date rule to apply the business calendar to both start and end dates.

• In the Run Groups tab, select the Daily Data Mart Schedules. For example, for the Daily DM Equity Workflow, select the PACE event of Datamart Manager Engine – Default Mart – DM Daily Equity Build Schedule.

When creating workflows, be aware that the Batch Size value you can set in the Run Groups tab differs from the Data Mart batch size. The Run Groups tab Batch Size has a default value of 1. You can change that value from 1 to 50.

• In the Entities tab, select the corresponding entity LISTs.

• In the Schedules tab, do not add a schedule, or if one exists, be sure to clear the Enable this Schedule check box. This allows the Event manager to control when the workflow is kicked off.

For each monthly workflow:

In the Workflow Definition tab, when you set up date rules for each monthly workflow, ensure that each date range is set to pass the current business day as the effective date to each profile. Eagle recommends that you select a (first) date rule, select the Adjust Effective Dates using the Date Rule check box, and select a (second) adjuster date rule in which you set both the Adjust To start date and end date to a value of Month End

• In the Run Groups tab, select the corresponding Daily Data Mart Schedules and Monthly Data Mart Schedules. You need to select both the Daily and Monthly Schedules here so that all the daily data is also available on month ends. For example, for the Monthly DM Equity Workflow, select the PACE events of Datamart Manager Engine – Default Mart – DM Daily Equity Build Schedule and Datamart Manager Engine – Default Mart – DM Monthly Equity Build Schedule.

When creating workflows, be aware that the Batch Size value you can set in the Run Groups tab differs from the Data Mart batch size. The Run Groups tab Batch Size has a default value of 1. You can change that value from 1 to 50.

• In the Entities tab, select the corresponding entity LISTs.

• In the Schedules tab, do not add a schedule, or if one exists, be sure to clear the Enable this Schedule check box. This allows the Event manager to control when the workflow is kicked off.

For more information about creating process workflows, see the Process Manager User Guide.

7. Schedule Data Mart Workflows. Do the following:

• Schedule Daily DM Workflows. If you have not already done so, use Data Steward’s Maintain Events window to create a daily event package with the daily DM workflow, the daily DM equity workflow, and the daily DM fixed income workflow. Schedule the daily DM workflows as a daily event.

If you previously set up this event package for the Index or Calculation Toolkit, you created a daily event package that includes daily benchmark workflows and/or daily calculation workflows. In that case, edit the daily event package to add the daily DM workflows to the Event Package Options page. When you add the daily DM workflows, ensure that their order follows that of the daily benchmark and calculation workflows in the Group Run Order column.

• Schedule Monthly Calculation Workflows. If you have not already done so, use Data Steward’s Maintain Events window to create a monthly event package with the monthly DM workflow, the monthly DM equity workflow, and the monthly DM fixed income workflow. Schedule the monthly DM workflows as a monthly event.

If you previously set up this event package for the Index or Calculation Toolkit, you created a monthly event package that includes monthly benchmark workflows and/or monthly calculation workflows. In that case, edit the monthly event package to add the monthly DM workflows to the Event Package Options page. When you add the monthly DM workflows, ensure that their order follows that of the monthly benchmark and calculation workflows in the Group Run Order column.