Portfolio Look-Through

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.

Parameters

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.

1. Input

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 portfolio which will be exploded using Select Portfolio, Get Latest or Upstream Data variants.

1.2 Workspace

Set the research workspace of the root portfolio using Fixed Workspace variant.

1.3 Max Depth

Select the max level depth for exploration.

 

2. Output

The Output tab contains parameters that defines the worker execution results, and how it will be provided to downstream workers.

2.1 Name

Set the output portfolio name using Template Text or Upstream Data variants.

2.2 Date

Select the portfolio date using Fixed Date or Upstream Data variants.

2.3 Workspace 

Set the workspace in which the output portfolio will be saved on the platform using Fixed Workspace

2.4 Net Liquidating Value (NLV)

Set the portfolio NLV using Number or Upstream Data variants.

2.5 Base Currency

Select the portfolio base currency using Select or Upstream Data variants.

2.6 Tags

Set the portfolio tags using Fixed Tags or Upstream Data variants.

2.7 Append Depth References

Select wheter the result portfolio will have the level reference appended to it or not.

2.8 Persist

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.

Result

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)