Calculation Toolkit: Generic Interfaces

Owned by Pamela Totas (Deactivated), created
Last updated: Jan 16, 2024
3 min read

In order to calculate and store daily and monthly performance returns and performance data, you need Entity, Security, Position, and Cash Activity to be loaded.

Generic Entity Interface

Interface Details

The generic Entity interface is a generic stream available in Message Center in the CSV or STAR formats:

  • Eagle_Default_In_Csv_Entity

  • Eagle_Default_In_Star_Entity

See Supported Generic Interfaces  for more details.

Columns Used

Database Column

Table

Tag

Required?

Purpose

Database Column

Table

Tag

Required?

Purpose

ENTITY_TYPE

ENTITY

1105

Y

Type of entity

ENTITY_ID

ENTITY

1163

Y

Entity ID

ENTITY_NAME

ENTITY

1164

Y

Entity Name

BASE_CURRENCY

ENTITY

86

Y

Base currency of entity

INCEPTION_DATE

ENTITY

1138

Y

Inception date of entity

TERMINATION_DATE

ENTITY

1161

N

Termination date of entity

INCENTIVE_FEE

ENTITY

9519

N

Entity Level Management Fee

STAR_PARTITION

ENTITY

1334

Y

For clients using partitioned applications

Generic SMF Interface

In order to calculate and store performance returns and data using the Performance Models provided in the Performance Toolkit, Security information must be loaded.

Interface Details

The generic SMF interface is a generic stream available in Message Center in the CSV or STAR formats:

  • Eagle_Default_In_Csv_Smf

  • Eagle_Default_In_Star_Smf

Columns Used

The following table shows columns used by the Calculation Toolkit.

Database Column

Table

Tag

Required?

Purpose

Database Column

Table

Tag

Required?

Purpose

ISSUE_NAME

SECURITY_MASTER

961

Y

Name of security

INVESTMENT_TYPE

SECURITY_MASTER

11

Y

Investment type

PRIMARY_ASSET_ID

SECURITY_MASTER

14

Y

Security ID

CURRENCY_CODE

SECURITY_MASTER

85

N

Currency

REGION

SECURITY_MASTER_DETAIL

5423

N

Region

COUNTRY_OF_RISK

SECURITY_MASTER_DETAIL

10536

N

Country

GICS_SECTOR

SECMASTER_DETAIL_EXT

10181

N

GICS Sector

GICS_INDUSTRY_GROUP

SECMASTER_DETAIL_EXT

10183

N

GICS Industry Group

GICS_INDUSTRY

SECMASTER_DETAIL_EXT

10185

N

GICS Industry

GICS_SUB_INDUSTRY

SECMASTER_DETAIL_EXT

10187

N

GICS Sub Industry

AGG_BOND_L1

SECMASTER_DETAIL_EXT

2504

N

Aggregate Bond Level 1

AGG_BOND_L3

SECMASTER_DETAIL_EXT

2505

N

Aggregate Bond Level 2

AGG_BOND_L3

SECMASTER_DETAIL_EXT

2506

N

Aggregate Bond Level 3

AGG_BOND_L4

SECMASTER_DETAIL_EXT

2507

N

Aggregate Bond Level 4

Generic Cash Activity Interface

To accurately calculate performance, cash flows need to be loaded. The Generic Cash Activity Interface is available for this task.

Interface Details

The generic Cash Activity interface is a generic stream available in Message Center in the CSV or STAR formats:

  • Eagle_Default_In_Csv_ThirdParty2Pace

  • Eagle_Default_In_Star_ThirdParty2Pace

See the Generic Streams and Data Uploaders Reference Guide for more details.

Columns Used

The following table shows columns used by the Calculation Toolkit.

Database Column

Table

Tag

Required?

Purpose

Database Column

Table

Tag

Required?

Purpose

SOURCE_NAME

CASH_ACTIVITY

1102

Y

Defines Source for Report Rules

ORIG_TRANS_NUM

CASH_ACTIVITY

9418

Y

Unique ID for each transaction and for cancel processing

MASTER_TRANS_NUIM

CASH_ACTIVITY

457

Y

Unique ID for each transaction and for cancel processing

PRIMARY_ASSET_ID

CASH_ACTIVITY

14

Y

Security ID

LONG_SHORT_INDICATOR

CASH_ACTIVITY

15

Y

Defines if cash flow is for long or short position

TRANS_TYPE

CASH_ACTIVITY

2283

Y

Necessary for Performance Flow Descriptor and correct return calculation

EFFECTIVE_DATE

CASH_ACTIVITY

1109

Y

Cash flow date

BASE_TOTAL_FLOW

CASH_ACTIVITY

10718

Y

Total flow amount in base currency (- sign included if negative amount)

GL_ACCOUNT

CASH_ACTIVITY

1827

N

Necessary if using net of transaction fee returns

LOCAL_TOTAL_FLOW

CASH_ACTIVITY

5363

N

Total flow in security’s local currency (- sign included if negative amount)

BASE_INCOME_FLOW

CASH_ACTIVITY

1986

N

Income only flow in base currency for calculating Income Return (- sign included if negative amount)

BASE_PRINCIPAL_FLOW

CASH_ACTIVITY

169

N

Principal only flow in base currency for calculating principal return (- sign included if negative amount)

PERFORMANCE_FLOW_DESCR



CASH_ACTIVITY

10170

Y

Necessary for correct performance return calculation

Additional Information

The following additional information applies to the generic Cash Activity interface:

  • Performance Flow Descriptors. A Performance Flow Descriptor is assigned to the cash flow in the CASH_ACTIVITY table based upon the TRANS_TYPE on the record. The interface references the STAR_PERF_FLOW code value table and uses the defined descriptor for that transaction type. This Performance Flow Description determines how the flow impacts the return calculation and is stored in the PERFORMANCE_FLOW_DESCR field in the CASH_ACTIVITY

  • Reflexive Flows. The Generic Cash Activity Interface generates reflexive flows based on the System Control setting for each transaction type in the STAR_PERF_FLOW See the STAR to PACE Direct User Guide for more details.

  • Cancels. Whether or not reflexive flows are created for a CANCEL trade is dictated by the original transaction’s transaction type. If the original transaction created reflexive flows, then reflexive flows are created for the CANCEL transaction as well and effectively cancel out the original reflexive flows.

  • Negative Signs. When you upload a cash activity file, ensure the file contains negative (-) signs for any negative flow amounts. The Eagle user interface does not infer negative signs.

Generic Position Interface

The positions necessary for calculating performance can be loaded using the Generic Position Loader.

Interface Details

The generic Positions interface is a generic uploader available in the PIPE format under:

Eagle Generic Interfaces (EGLGENERIC) > Positions (POS)

See the Generic Streams and Data Uploaders Reference Guide for more details.

Columns Used

The following table shows columns used by the Calculation Toolkit.

Database Column

Table

Required?

Purpose

Database Column

Table

Required?

Purpose

ENTITY_ID

POSITION

Y

Entity resolution

PRIMARY_ASSET_ID

SECURITY

Y

Security ID (Can be resolved with Cross Reference Fields)

EFFECTIVE_DATE

POSITION

Y

Position effective date

LONG_SHORT_INDICATOR

POSITION_DETAIL

Y

Defines position as long or short

BASE_CURRENCY

POSITION_DETAIL

Y

Security’s base currency

MARKET_VALUE_INC

POSITION_DETAIL

Y

Market value including accrued income for return calculation

MARKET_VALUE

POSITION_DETAIL

N

Principal only market value for calculating principal returns

ACCRUED_INC

POSITION_DETAIL

N

Balance of accrued income used when calculating income return

MARKET_VALUE_INC_LOCAL

POSITION_DETAIL

N

Local market value including accrued income for local principal return

MARKET_VALUE_LOCAL

POSITION_DETAIL

N

Principal market value in local currency for local principal return