Custom Index Attributes Table Structure

1

instance

Table instance.

2

Effective_date

Date for which the assigned attributes are effective.

3

Entity_id

Unique Identifier for the target custom benchmark entity.

4

Entity_detail_id

The entity identifier for the underlying source entity that is part of the custom benchmark.

5

Target_dict_id

The dictionary (performance model) of the target custom benchmark.

6

Source_dict_id

The dictionary (performance model) of the underlying source entity. The source entity is stored in the PERFORM database with this dictionary.

7

Dict_level

Level to match the node in the target dictionary.

8

Dict_level_value

Match node value from DICTIONARY_DETAIL. This is the node in the target that the TOTAL return of the source index will point to.

9

weight

The weight for the assigned source entity in the total custom benchmark.

10

Cust_indx_type

Indicates type of custom index. This can be BLND, LINK, FLTB, CNST, EXCL, HEDG, or CURR.

11

Src_intfc_inst

Unique ID for the source.

12

Update_date

Determines the last time the record was updated.

13

Update_source

The user who last updated the record.

14

Target_dict_item_id

Actual DICTIONARY_ITEM_ID from the dictionary_detail table. Node in the target where the index is to be pointed.

15

Reset_date_id

The column holds the date rule ID that is associated with the floating weight custom benchmark.

16

Reset_flag

This column is used by the program to indicate a reset value for the floating weight custom benchmark.

17

Fx_source_rule_id

Used to indicate the source rule for the FX rates needed for the hedged and currency conversion custom benchmarks.

18

BUILD_SECURITY LEVEL

Specifies whether to build the security level by entity. Values are blank, Y, N.

19

SRC_DICT_ITEM_ID

Actual DICTIONARY_ITEM_ID from the dictionary_detail table. Node in the source dictionary where the index is to point.

20

ROLLUP_LEVEL_ONLY

Rollup level selected in the source entity of the custom benchmark.

21

REF_ENTITY_ID

Unique Identifier for the reference entity associated with an active weight floating custom benchmark entity.

22

BLD_ASSGN_LEVEL_
ONLY

Determines whether the entity build process processes levels below the assigned node.

23

USER_DATA

For a Link type hurdle based custom benchmark, stores the annual adjustment, that is, the number of basis points by which to adjust the return of the source benchmark over a year. Also identifies if the adjustment style is to adjust for compounding effects (1) or to prevent adjustment for compounding effects (0).
Values use the following format:
BPS_ADJUSTMENT!,<bps>,COMPOUNDING!,<0/1>
For example, a value of BPS_ADJUSTMENT!300,COMPOUNDING!1 indicates an adjustment of 300 basis points that adjusts for compounding effects.