Page Comparison

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Key Principles

Interface "PortfolioAttributions"

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Status

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Usage & Contents	used to produce attribution tables and charts CA001-CA004 and CA007 all available attributions for the portfolio calculated over multiple periods by multiple breakdowns / models against multiple benchmarks portfolio & segment level key figures (e.g. relative return, selection effect etc.)

Path

/portfolio/attributions

Parameters

portfolioId

string

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

reportingDate

string (date)

The date, the reporing is produced for.

Example call

/portfolio/attributions?portfolioId=E0002&reportingDate=2019-03-31

Response structure

If the API can fulfill the request (response status code 200 = OK) the response must follow the below json-schema.

Note
The request part of the response has to match the path and parameters used in the API call/request The json schema currently excludes the schema for dataVersioning (should be designed by CSAM) Segmentations will be defined separately

Schema

https://bitbucket.org/banknotes/ngr/src/df61b39d18a16581cd95aed9694991bbe39c5fb1/ngr-csamsolution/src/Model/schema/PortfolioAttributions.schema.json?at=release%2Fcurrent

Error handling

If the request can't be fulfilled an appropriate response status code (4xx or 5xx) must be used. Possible errors could be

• bad request structure → expected status = 400

• portfolioId not found or reportingDate in future → expected status = 404

• etc.

The body of the response should contain information about the reason of the error in plain text or as json object.

Reporting Business Logic

aggregation from segments to derived segments for simple and weighted figures aggregation of figures / measures top n, filtering, sorting build hierarchical view from segment data translation of segment labels

Consistency Rules

The following rules should be adhered to by any response and will eventually be checked when consuming a response: Consistency Rules Code Block language js * All figures used within an attribution object should be defined in the figures declaration * A model referenced in an attribution object has to be declared under models * Every effect used within an attribution object has to be a declared effect of the referenced model * Every effect declared within a model has to be also declared as figure * If the attribution has a segmentationId, it also has to deliver the breakdown * All effects of a model having effectAggregation = sum should sum up to the value of the figure they explain * All figure having an aggregationMethod = sum has to match the top level figure value when summing up the breakdown figure values * All attribution objects have to name a period that ends earlier than or at the reportingDate * All end dates of attribution periods have to be the same and have to be a month's ultimo date * All period's start dates have to be earlier than the end date

Later we will check against the segmentations request:

Code Block

* All segmentations referenced in attribution objects have to be declared within the response * All segments used within the breakdown of an attribution object have to be declared as segments of the attributions segmentation

Reporting Business Logic

• aggregation from segments to derived segments for simple and weighted figures

• aggregation of figures / measures

• top n, filtering, sorting

• build hierarchical view from segment data

• translation of segment labels

Potential Problems

Offering should be aligned to not confuse MWR-type contributions with contribution figures as part of attribution

Path	/portfolio/attributions
Parameters	portfolioId	string	The id of the portfolio (or consolidation) in the data source
	reportingDate	string (date)	The date, the reporing is produced for.
Example call	/portfolio/attributions?portfolioId=E0002&reportingDate=2019-03-31
Schema
Example