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 |
---|---|---|
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. |
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_ | 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). |