Configure the Environment

Source Rule

Specifies the PACE source rule for all data types. The source rule you select for this option becomes the default source rule. Data Mart can support additional source rules via the Snapshot feature.

NOTE: You must select a source rule before you can create or edit a Data Mart model. If you do not select a source rule, most of the links in the Manage Mart window appear grayed out, and you cannot select them.

FX Conversion Date Column for Trades

Specifies the date field in the Trade table that the system uses for currency conversion.

FX Conversion Date Column for Cash

Specifies the date field in the Cash Activity table that the system uses for currency conversion.

Effective Date Column for Trades

Specifies the date field in the Trade table that Data Mart uses to define the Effective Date of trade data.

Effective Date Column for Cash

Specifies the date field in the Cash Activity table that Data Mart uses to define the Effective Date of cash activity data.

Currency Code

Specifies a code in the PACE Codes table that contains FISO codes of all your currencies. This option is for use in conversions to an alternate base currency.

Log Client Activity

Logs all the client activity in data mart for a specific user, which allows you to monitor any changes to the model or configuration for troubleshooting purposes.

• Log Folder: Select the folder to save the log files.

• Log Level: Select the log level you want to analyze.

Use Entity History

Determines whether to extract data from the entity history table or from the entity composite tables for entity data, based on the as of date of the model submission. Options include:

• Selected. Extracts data from the entity history tables.

• Cleared. Extracts data from the entity composite tables.
  If you populate Data Mart for one or more past dates, check this option to ensure that past values are stated correctly.

Use Most Recent Entity Data

Determines the history table record to use for reporting purposes. Also, determines whether OLAP processes accept a row of entity data if it contains one or more null entity fields. Options include:

• Selected. Selects the history table record with the most recent data relative to the mart submission Effective Date. Select the history table record even if it contains null values for entity fields. If no record is available, select the composite table record.

• Cleared. Selects the history record table on or before the Mart submission Effective Date. Select the composite table record if any of the fields are null.

Always composite holdings

Determines whether to automatically enumerate composites for regular composite (COM) entities.

If you are not using the Entity Build process and you enable this option, the system enumerates holdings and populates the positions of all composite members. You can roll these up to the security level within your reporting tool to create composite level positions.

Eagle recommends calculating performance for composite entities without using the Entity Build process. Cash activity is not built by the Entity Build process even though it is needed for performance return calculations. Data Mart always enumerates composites for trade and cash data when processing a composite for a model that contains those field types.

Number of funds per report

Specifies the maximum number of funds that a single instance of the Model Manager Engine can submit for an OLAP process.

If the system assigns more entities to the submit process than this value, the Model Manager Engine spawns more than one OLAP process for each report data type to perform the submit. Your Database Administrator can test alternative values for this parameter to improve system performance.

Number of funds per Model Manager

Specifies the maximum number of entities that a single instance of the Model Manager Engine can process. The Model Manager Engine runs the appropriate PACE concentration engine for an OLAP report submission. If a single submission involves more entities than this value, the Data Mart Manager Engine spawns more than one Model Manager Engine to perform the submit. The Model Manager Engine determines which OLAP reports are required to populate the database with the data identified by the models.

Your Database Administrator can test alternative values of this parameter to improve system performance.

Number of Securities per Report

Specifies the maximum number of securities that the Security Details Model Manager can submit for an OLAP process. The default is 10,000.

Number of Issuers per report

Specifies the maximum number of issuers that the Issuer Details Model Manager can submit for an OLAP process. The default is 10,000.

Use Most Recent Security Data

Determines how OLAP processes use security history when building security data. This check box only applies if you included security sources in your source rule. If you did not, the security composite record is used to provide current values. This is a global setting that applies to security fields in all Mart models. Options include:

• Selected. Selects the history table record on or before the Mart submission Effective Date. The system considers your source hierarchy, even if that means returning a certain amount of null values. For example, if you have multiple sources in the Analytics, Price, Ratings or Security folder of your Source Rule, Data Mart searches for data for the first source, second source, and so on, until a non-null value is found.

• Cleared. Determines if the Consider Null Values check box is selected for each field. If selected, the system selects the history table record on or before the Mart submission Effective Date. If cleared, the system looks back in time for that field until a value for one of the rule's sources is found. If the history table record has no non-null value for the field looking back in time, the system uses the composite table record.
  For an example, refer to About the Most Recent Security Data Example.

Security Build Information

Determines whether to build security data for unheld securities. Options include:

• Build All Securities. Builds security data for all securities in your Security Master table.

• Held securities, and add criteria to include more. If you select this option and do not click the Define Criteria link, the system builds all held securities. This includes securities represented in your other Data Mart detail-level tables, such as Positions Details, built during this or prior builds, as of the effective date of this build.

• If you also want to build some non-held securities, but not the entire Security Master, click Define Criteria and enter a filter rule against any Security field attributes. The system then builds all held securities plus any additional securities that pass the filter requirements.
  For more information, refer to Building Security Information.

Issuer Build Information

Determines for which issuers you build data in the Issuer Details table. Options include:

• Selected. You want to build data for every issuer in your database's Issuer Organization table, for the effective date of the build. Use this option if you need to build data where there are multiple issuers linked to a single security, such as counterparties to over-the-counter derivative contracts.

• Cleared. You want to build data only for those issuers related to securities you have built for the effective date of the build.

Auto Generate Database Column Name

Determines whether to generate default column names. Options include:

• Selected. System generates the default database column name automatically. System generated column names take the name of the underlying field attribute, remove invalid characters, substitute underscores for blanks and dashes, and truncate the name to the 23-character maximum, if necessary.

• Cleared. You need to supply the database column name.

Consider Nulls in Weighted Average check box

Determines whether to consider null values when calculating weighted average rollup fields. Options include:

• Selected. The weighted average rollup field is calculated by replacing any null value by zero in the weighted-averaging process. This reduces magnitude of any weighted average any time null data is encountered.

• Cleared. By default, this option is not selected. Any null-valued data is ignored in the computation of weighted averages.

Convert Benchmark to Portfolio Base Currency

Performance Measurement has an option to convert the currency of any benchmark associated with a portfolio to the base currency of the portfolio. This enables meaningful benchmark-relative performance comparisons. The check box is not selected by default. Eagle suggests you select the check box as a best practice.

Set Data Mart Manager Execution Status from Models

• Selected. The completion status of the Data Mart Manager engine will be the status of its "least successful" child Model Manager engine.

• Cleared. Model Manager engine status is C for Complete unless conditions made it impossible for the engine to launch any Model Manager Engines. If no Model Manager Engines are launched, completion status is E.