Custom Index Attributes Table Structure

The rules.custom_index_attributes table is used to store the specifics needed to build all custom benchmark types. This table can be updated using the windows or an uploader. The columns are as listed in the following table.

Number

Column Name

Description

Number

Column Name

Description

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.