Portfolio Expression

The Portfolio Expression worker takes a portfolio property and manipulates it through an user give expression. This worker returns a new portfolio containing the changed property to the workflow.

Parameters

The Portfolio Expression 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 Portfolio

Select the portfolio to be manipulated using Fixed Portfolio, Upstream Data, Get Latest or Get List variants

1.2 Portfolio Property

Select the portfolio property to be manipulated by expression using Fixed Value variant.

1.3 Expression

Set the expression to be applied to the selected portfolio property.

1.4 Value

Select the value to be applied to expression's variable using Upstream Data variant.

1.5 Variable Name

Set the variable's name to be used inside the expression.

 

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 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 merged 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 Storage Mode

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 or Update.

 

Result

Once the worker finishes it's executions successfully, it will return a result object containing the changed portfolio to the workflow, which can be used by downstream workers. Below you can see an example of the Portfolio Expression's result object hierarchy.

•  Portfolio (portfolio)
  •  ID (string)
  •  Name (string)
  •  Tags (list of strings) 
  •  Date (date)
  •  Base Currency (number)
  •  NLV (number)
  •  Securities (list)
    •  ID (string)
    •  Status (string)
    •  Instrument Class (string)
    •  Symbol (string)
    •  Label (string)
    •  Quantity (number)