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@@ -9,7 +9,7 @@ | |
"url": "https://www.finbourne.com", | ||
"email": "[email protected]" | ||
}, | ||
"version": "2.0.1080", | ||
"version": "2.0.1081", | ||
"x-logo": { | ||
"url": "https://www.lusid.com/app/assets/logo_white.png", | ||
"backgroundColor": "#415464" | ||
|
@@ -102423,6 +102423,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -102498,6 +102499,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -102573,6 +102575,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -102648,6 +102651,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -102833,6 +102837,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -102903,6 +102908,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -103003,6 +103009,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -103073,6 +103080,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -103173,6 +103181,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -103243,6 +103252,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -104013,6 +104023,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -104100,6 +104111,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -104187,6 +104199,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -104623,6 +104636,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -104693,6 +104707,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -104793,6 +104808,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -104863,6 +104879,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
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@@ -104963,6 +104980,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -105033,6 +105051,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -105220,6 +105239,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -105307,6 +105327,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -105394,6 +105415,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -105570,6 +105592,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -105657,6 +105680,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
|
@@ -105744,6 +105768,7 @@ | |
"removeContingentCashflowsInPaymentDiary": false, | ||
"useChildSubHoldingKeysForPortfolioExpansion": false, | ||
"validateDomesticAndQuoteCurrenciesAreConsistent": false, | ||
"mbsValuationUsingHoldingCurrentFace": false, | ||
"conservedQuantityForLookthroughExpansion": "PV", | ||
"returnZeroPv": { | ||
"instrumentMatured": false | ||
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@@ -191040,6 +191065,9 @@ | |
"type": "boolean", | ||
"description": "Do we validate that the instrument domestic currency matches the quote currency (unless unknown/zzz) when using lookup pricing." | ||
}, | ||
"mbsValuationUsingHoldingCurrentFace": { | ||
"type": "boolean" | ||
}, | ||
"conservedQuantityForLookthroughExpansion": { | ||
"type": "string", | ||
"description": "When performing lookthrough portfolio expansion with ScalingMethodology set to \"Sum\" or \"AbsoluteSum\",\r\nthe quantity specified here will be conserved and apportioned to lookthrough constituents.\r\nFor example, an equal-weighting index with 100 constituents can be modelled as a reference portfolio with 1% weights on each equity.\r\nWhen expanding a $9000 holding of that index into its constituents while conserving PV, we end up with $90 of each equity.\r\nThe number of units of each equity held is then implied.\r\nNote that conservation of one quantity may imply non-conservation of others, especially when some constituents are OTCs.\r\n \r\nAllowed values are: \"PV\" (default), \"Exposure\".", | ||
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