Optimizations for Custom Fields
- Tom Fahey (Unlicensed)
- Jacob Mathews (Deactivated)
Owned by Tom Fahey (Unlicensed)
Performance code optimizations can lead to substantial improvements in processing time for various custom fields that are typically used in Performance Analysis reports. These include performance link analysis, risk, mutual fund return, composite analysis, and attribution custom fields. Reports that display the results of the optimizations include reports that are run:
For a large number of entities
With a large number of fields in the Field Rule
For entities that have a large number of underlying securities and/or large performance model
For large time series (that is, involving returns data for many daily or monthly periods)