Document toolboxDocument toolbox

Cinnamon Data Interface - Attribution

Owned by Marcus Brändle
Last updated: Nov 27, 2023
2 min read

Key Principles

Principle

Decision / Discussion

Principle

Decision / Discussion

Aggregation

  • The reporting engine should be flexible to aggregate attribution effects to derived segments

Scope is Portfolio

  • the interface should always deliver data on the scope of a single portfolio

  • the interface delivers key figures also on portfolio level (no aggregation needed)

Benchmark Data

  • benchmark data is inherently delivered as part of the analysis (see figures)

Breakdown Segments & Sorting

Models & Figures

  • the attribution model can be chosen / setup on the Portfolio Management System side while the reporting engine is flexible towards new models as well as the number of figures and their effects

  • aggregation of figures and decomposition of figures with effects, see also Cinnamon Data Interface - Figures & Effects

 

Interface "PortfolioAttributions"

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.)

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
* 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 * 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

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

on request

Example

on request