The Portfolio Look-Through worker can expand multi level investment funds and ETF's, and create a new portfolio based on the results of it's exploration.
The Portfolio Look-Through worker must receive specific parameters in order to execute properly. When parameters are not set correctly it may cause the worker to not work as expected. This worker parameters is separated in the following tabs: Input and Output.
The Input tab contains parameters which are consumed by the worker, in order to execute it's calculations or actions.
1.1 Root Portfolio
Set the research workspace of the root portfolio using Fixed Workspace variant.
1.3 Max Depth
Select the max level depth for exploration.
The Output tab contains parameters that defines the worker execution results, and how it will be provided to downstream workers.
Set the workspace in which the output portfolio will be saved on the platform using Fixed Workspace
2.4 Net Liquidating Value (NLV)
2.5 Base Currency
2.7 Append Depth References
Select wheter the result portfolio will have the level reference appended to it or not.
Select if the result portfolio will be saved on the platform, update an existing portfolio or be a transient one through the following options: Transient, Create, Create or Update or Transient.
Once the worker finishes it's executions succesfully, it will return a result object containing the merged portfolio to the workflow, which can be used by upstream workers. Below you can see an example of the Portfolio Look-Through's result object hierarchy.
- Portfolio (portfolio)
- ID (string)
- Name (string)
- Tags (list)
- Date (date)
- Base Currency (number)
- NLV (number)
- Securities (list)
- ID (string)
- Status (string)
- Instrument Class (string)
- Symbol (string)
- Label (string)
- Quantity (number)