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Introduction

Cinnamon uses the term figure to describe a numerical value that is used in all investment data objects (portfolio or position valuation, return attribution to segment etc.). Effects are similar to figures and are used to de-compose a figure (or an effect).

Consistency rules

  • all figures used in positions or breakdowns

    are declared under metadata including all figures used as effects of another

    need to have metadata defined including effects of any figure

Figure Definition

Attribute

Description

Type

(id)

The json

element

property’s name will be the figure id

string

figureDescription

optional description of the figure to reduce ambiguitiy

string

aggregationMethod

optional configuration of the aggregation method used to aggregate the values from positions to segments and portfolios

  • none: no aggregation possible (this is the default if omitted)

  • sum: simple sum of values (null will be treated as 0.0)

  • weightedAvg: the aggregation will be done by calculating the weighted average

string

Figure Values

Each portfolio, position, segment, breakdown can have a structure (object) called "figures" containing the figures as follows:

  • either a number

  • properties like

Attribute

Description

Type

(id)

The json

element

property’s name will be the figure id

string

value

  • optional value for the figure

  • A missing value element will be treated as a null value

number

aggregationWeight

  • optional weight used for a figure having the aggregationMethod "weightedAvg".

  • A missing weight will be treated same as weight = 0.0

number

effects

optional list of effects that further explain the value of the figure

array of figure

Effects

To better use the effects explaining a figure we need two further attributes defined in an analysis:

Attribute

Description

Type

effects

  • the list of effect ids that are used to drill into the figures used in the analysis

  • the order of effects in the list is relevant

array of

stringeffectAggregationto aggregate effects to a more coarse grained effect (e.g. "other effects") we can have the same aggregationMethods as for a figure. If this information is missing it is assumed the effects can't be aggregated (same as effectAggregation = none).

string