Content Comparison

used to produce

• Asset Breakdowns (e.g. AB001-AB007)

• Asset Structures (e.g. AS003, AS004)

• Position Lists (e.g. PL001, PL002)

contains

• portfolio level key figures (marketValue, duration etc.)

• instrument level position for portfolio

• aggregation from position to sector/portfolio level of simple and weighted figures

• top n / bottom n, filtering, sorting

• build hierarchical view from segment data

• translation of segment labels

/portfolio/valuation

portfolioId*

string

The id of the portfolio (or consolidation) in the data source

string (date)

The business date the valuations are queried for.

string (date)

Date as of the instruments are segmented and the segmentation definition is valid (equals reportingDate if omitted)

/portfolio/valuation?portfolioId=E0002&reportingDate=2019-03-31&segmentationDate=2019-06-30

The following rules should be adhered to by any response and will eventually be checked when consuming a response:

Consistency Rules

• [P01] All figures used within a valuation object must be defined in the figures declaration

• [P02] All figures having an aggregationMethod <> none have to match the top level figure value when aggregating up the positions

• [P03] All segmentationIds referenced within positions must be defined in the Segmentations call

• [P04] All segmentIds referenced within positions must be defined under the corresponding segmentation in the Segmentations call

• [P05] All segmentIds referenced within positions must be "leaf-level" segments within the segmentation (no more child segments)

/

portfolio/valuation

portfolioId*

string

The id of the

portfolio (or consolidation) in the data source

string (date)

The business date the valuations are queried for.

string (date)

Date as of the instruments are segmented and the segmentation definition is valid (equals reportingDate if omitted)

/

portfolio/valuation?

portfolioId=

E0002&reportingDate=2019-03-31&segmentationDate=2019-06-30

used to produce

• Asset Breakdowns AB001-AB007

• Asset Structures AS003, AS004

contains

• benchmark level key figures (duration etc.)

• instrument level position for benchmark

• for comparison with portfolio all same logic needed as stated under PortfolioValuation

The following rules should be adhered to by any response and will be checked when consuming a response:

• [B01] All figures used within a valuation object must be defined in the figures declaration

• All figures having an aggregationMethod <> none have to match the top level figure value when aggregating up the positions

• [B02] All segmentationIds referenced within positions must be defined in the Segmentations call

• [B03] All segmentIds referenced within positions must be defined under the corresponding segmentation in the Segmentations call

• All segmentIds referenced within positions must be "leaf-level" segments within the segmentation (no more child segments)

/benchmark/valuation

benchmarkId*

string

The id of the benchmark in the data source

string (date)

string (date)

/benchmark/valuation?benchmarkId=B0002&reportingDate=2019-03-31&segmentationDate=2019-06-30