The Portfolio Consolidation worker consolidates portfolio securities by securities properties. The worker then will return a new portfolio to the workflow, containing the consolidated securities by the selected properties.
The Portfolio Consolidation 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.
Set the target portfolio using Fixed Portfolio, Get Latest or Upstream Data variants.
1.2 Consolidate By
Set the security properties by which the portfolio will be consolidated using Fixed Tags or Upstream Data variants.
The Output tab contains parameters that defines the worker execution results, and how it will be provided to downstream workers.
Set the portfolio name using Template Text or Upstream Data variants.
Select the portfolio date using Fixed Date or Upstream Data variants.
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 Fixed Base Currency or Upstream Data variants.
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.
Once the worker finishes it's executions successfully, it will return a result object containing the merged portfolio to the workflow, which can be used by downstream workers. Below you can see an example of the Portfolio Merge'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)