The Performance Toolkit is a collection of prebuilt components and a documented workflow for use in new installations of Eagle Performance solutions such as Portfolio Calculations, Retail Fund Performance, GIPS® Composite Management, Equity or Fixed Income Attribution. The Toolkit leverages Eagle’s standard information delivery strategy, providing the flexibility to leverage Eagle Data Mart, Eagle Portal, and third party reporting tools. The following figure illustrates how the Performance Toolkit provides solutions for each sleeve, or category, of Eagle Performance Measurement.
Performance Toolkit 2.0 provides solutions for all six sleeves of Eagle’s Performance Measurement solution:
- Index Management
- Portfolio Calculations
- Reporting and Analysis
- Attribution and Risk
- GIPS Composite Management
- Retail Funds
Prerequisites
If you are an existing Eagle Performance client with your own configuration or a configuration based on Performance Toolkit 1.0, it is likely that you will require additional configuration to install Performance Toolkit 2.0 on your Eagle Performance environments.
Before installing Performance Toolkit 2.0, you must:
- Install or upgrade to Eagle V10.1.1 or higher
- Confirm your advanced reporting server uses .NET Framework 3.5
Interfaces
Performance Toolkit 2.0 leverages Eagle’s Generic Interfaces and the standard Eagle Data Model to load the data required by the Toolkit.
The following table lists the interfaces used by each of the Performance Toolkit sleeves.
| Generic Interface | Availability | Index | Calc | Report | Attrib | GIPS | Retail |
|---|---|---|---|---|---|---|---|
Entity | Stream | Y | Y | Y | Y | Y | Y |
Benchmark Assignment | Stream | Y | Y | Y | Y | Y | Y |
Security Master | Stream | Y | Y | Y | Y | ||
Star2PACE | Standard Interface | Y | |||||
Position | Uploader | Y | Y | ||||
Cash Activity | Stream | Y | |||||
Performance | Uploader | Y | Y | Y | Y | Y | |
FX Rates | Stream | Y | Y | Y | |||
Analytics | Stream | Y | Y | ||||
Yield Curve | Uploader | Y | Y | ||||
ACOM Membership | Stream | Y | |||||
Disclosures | Stream | Y | |||||
NAV | Stream | Y | |||||
Code Values | Stream | Y | Y |
To learn which columns are required for each sleeve of performance, see the sections titled “Generic Interfaces” under each of the toolkits described in chapters 3 through 8.
For more details on how to use the Generic Interfaces described here, see the Generic Streams and Data Uploaders Reference Guide
Preconfigured Components
Each sleeve of Performance Toolkit 2.0 has a number of preconfigured components that include:
- Field Attributes
- OLAP Reports
- Performance Models
- Query Tool Views
- MPC Rules
- Data Mart Models
To learn which components are preconfigured for each sleeve of performance, see the sections titled “Preconfigured Components” under each of the toolkits described in chapters 3 through 8.
Many of the toolkit sleeves use Performance Models. Performance Toolkit 2.0 includes the Performance Models shown in the following table.
| Performance Model Name | Description | Level 1 | Level 2 | Level 3 | Level 4 | Level 5 |
|---|---|---|---|---|---|---|
eglPrfPc-Total Level Model | Total Level Only | Total | ||||
eglPrfPc-Asset Class Model | Asset Class | Total | Investment Type | |||
eglPrfPc-Currency Model | Currency | Total | Currency | |||
eglPrfPc-Region Country Model | Region Country | Total | Region | Country | ||
eglPrfPc-GICS Model | GICS | Total | Sector | Industry Group | Industry | Sub Industry |
eglPrfPc-Aggregate Bond Model | Aggregate Bond | Total | Agg | Agg Bond 2 | Agg Bond 3 | Agg Bond 4 |
eglPrfPc-Long Short Model | Long Short | Total | Long Short Indicator |
Presentation Reports
Performance Toolkit 2.0 leverages Eagle’s Information Delivery strategy by including presentation reports that use the same technology as the Eagle Packaged Reports. This includes reports that read data stored in Data Mart, share the same common branding options, and can be included together in the same report packages.
To learn which presentation reports are available for each sleeve of performance, see the sections titled “Presentation Reports” under each of the toolkits.
Setup and Operation
To learn how to set up and operate each sleeve of performance, see the sections titled “Setup and Operation” under each of the toolkits described in chapters 3 through 8.
While Eagle offers several methods for scheduling and running the components provided as part of the Toolkit, the setup approach described in this guide uses Process Manager to automate and monitor your Performance workflows. You can use this approach as a model and adjust it to meet your organization’s unique needs. The guide describes setup for the following sample workflows:
- Daily Event Package includes:
- Daily Calc Index Equity Workflow (Index Toolkit)
- Daily Calc Index Fixed Income Workflow (Index Toolkit)
- Daily Calc Equity Workflow (Calculation Toolkit)
- Daily Calc Fixed Income Workflow (Calculation Toolkit)
- Daily DM Workflow (Reporting Toolkit)
- Daily DM Equity Workflow (Reporting Toolkit)
- Daily DM Fixed Income Workflow (Reporting Toolkit)
- Monthly Event Package includes:
- Monthly Calc Index Equity Workflow (Index Toolkit)
- Monthly Calc Index Fixed Income Workflow (Index Toolkit)
- Monthly Calc Equity Workflow (Calculation Toolkit)
- Monthly Calc Fixed Income Workflow (Calculation Toolkit)
- Monthly Calc GIPS Workflow (GIPS Toolkit)
- Monthly DM Workflow (Reporting, Attribution Toolkits)
- Monthly DM Equity Workflow (Reporting, Attribution Toolkits)
- Monthly DM Fixed Income Workflow (Reporting, Attribution Toolkits)
- Monthly DM GIPS Workflow (GIPS Toolkit)
Each Process Manager workflow, in turn, includes one or more events. The Calc type workflows include events for Performance Calculation OLAP reports that can calculate and commit returns and related data to the PERFORM database. The DM type workflows include events for Data Mart schedules that can build performance related data in Data Mart used for reporting and analysis.
The setup instructions focus on Toolkit components, such as OLAP and presentation reports, and how to set up Data Mart to track data used in conjunction with presentation reports. This guide does not describe how to set up and schedule activities for workflow tools provided with the Eagle product, such as the entity builder, the Commit Journal, GIPS Composite Monitor, and so on. For detailed information about those tools, refer to the Performance documentation set.
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