The Eagle Enrichment module allows you to build customized financial data that enables you to better understand and manage portfolio exposure and risk. With Eagle Enrichment you can create an alternate set of positions and transaction cash flows (trades) required for this type of specialized analysis. The rules based architecture allows you to define formulas (applicable to specific security types) to enrich the valuations provided by source accounting feeds.
Enrichment also includes optional capabilities for creating and enriching synthetic cash offset security for analysis of certain derivative instruments. For example, you can derive the notional exposure value for futures according to a user defined formula.
The enrichment engine calculates and stores this new value and simultaneously creates synthetic holdings and flows for a cash offset of that future. You can do the same for options according to formulas specifically tied to that security type.
Eagle Enrichment also provides a position roll forward feature. Roll forward allows for a complete set of positions to be cloned to a new date. It also allows for enrichments to be applied during the roll forward process.
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