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Goals
Re-usable reporting aggregation logic (Top-N, rest, sorting, grouping)
Translations & formatting of data
Cinnamon Features
Feature | Description |
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Dates & Periods | In reporting, the determination of periods and subperiods from dates and parameters is important. |
Aggregation of Figures | Aggregation of figures along segmentations (breakdowns) from detailed data on position-level up to segments as well as portfolio level. Aggregation methods supported are none : figures can't be aggregated
sum : figures that can be simply aggregated by summing up (e.g. market value)
weightedAvg : aggregation by the the weighted average regarding a provided weight (e.g. for figures like modified duration)
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Portfolio (Cover) Figures | |
Formula Figures |
weightedAverageCarbonIntensityESGRated: {
aggregationMethod: "weightedAvg",
formula: "(p.segments['MSCI_ESG_RATING'] !== undefined && p.segments['MSCI_ESG_RATING'] !== 'Not Rated') ? weightedAverageCarbonIntensity : undefined",
weightFormula: "weightedAverageCarbonIntensity.aggregationWeight"
}
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Return calculations | Generating returns from of indexed values (by division index_end / index_start ) Calculation of relative returns (typically calculated as ptf_return - bm_return ) Calculation of rolling returns (incl. interpolation of index values for non-available exact day data)
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Segmentations | Next to the (base) segmentations delivered by a data source, Cinnamon supports the definition of derived segmentations that are used to generate the optimal structure of a dimensions for a visualisation (e.g. table or chart). Segmentations support Grouping of (base) segments into a more coarse segment definition by either using a simple list of segments or by using predicates (e.g. 'assetClass = Bonds && currency = CHF' ) Sorting/ordering of segments by a fixed order or ascending/descending by a measure/figure Selection of segments for the output by defining segments as mandatory defining the maximum number of segments (for Top-N/Bottom-N) building of "Others" segment
Adding translations for any new segment
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Filtering | |
Translation | Definition of arbitrary number of languages Dictionary to provide translations for labels used in reporting. Support for arguments that can be positioned inside a translation (e.g. “Total assets in {1}” where “{1}” will be replaced with the portfolio’s currency code) Areas covered Segmentations Titles for sections, building blocks etc. Longer texts (that are not maintained in Content Management) Figure titles used in tables and charts etc.
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Formatting | |