Business Logic (Features)

Dates & Periods

In reporting, the determination of periods and subperiods from dates and parameters is important.

• generate subperiods given by period lenght and frequency

• aligning subperiods with month- / quarter- / year-ends

Aggregation of Figures

Aggregation of figures along segmentations (breakdowns) from detailed data on position-level up to segments as well as portfolio level. Aggregation methods supported are

• none: figures can't be aggregated

• sum: figures that can be simply aggregated by summing up (e.g. market value)

• weightedAvg: aggregation by the the weighted average regarding a provided weight (e.g. for figures like modified duration)

Portfolio (Cover) Figures

• Flexible definition of portfolio-level figures from masterdata, valuations or returns.

Formula Figures

• Dynamically calculated figures that can have a specific aggregation method

Return calculations

• Generating returns from of indexed values (by division index_end / index_start)

• Calculation of relative returns (typically calculated as ptf_return - bm_return)

• Calculation of rolling returns (incl. interpolation of index values for non-available exact day data)

Performance Analysis

• If your core banking or portfolio management system is not capable of delivering the required performance analysis we support

  • multi-period contributions (Frongello, Cariño, etc.)

  • performance attribution (Brinson-Fachler etc.)

  • ex-post risk figures (Traynor ratio, information ratio, tracking error, volatility, max drawdown etc.)

Segmentations

Next to the (base) segmentations delivered by a data source, Cinnamon supports the definition of derived segmentations that are used to generate the optimal structure of dimensions for a visualisation (e.g. table or chart). Segmentations support

• Grouping of (base) segments into a more coarse segment definition by either using a simple list of segments or by using predicates (e.g. 'assetClass = Bonds && currency = CHF')

• Sorting/ordering of segments by a fixed order or ascending/descending by a measure/figure

• Selection of segments for the output by

  • defining segments as mandatory

  • defining the maximum number of segments (for Top-N/Bottom-N)

  • building of "Others" segment

• Adding translations for any new segment

Filtering

• Filtering of data uses the powerful features of segmentations

• Filtering is used to e.g. analyse allocations only for bonds or equities in a portfolio

Translation

• Definition of arbitrary number of languages

• Dictionary to provide translations for labels used in reporting.

• Support for arguments that can be positioned inside a translation (e.g. “Total assets in {1}” where “{1}” will be replaced with the portfolio’s currency code)

• Areas covered

  • Segmentations

  • Titles for sections, building blocks etc.

  • Longer texts (that are not maintained in Content Management)

  • Figure titles used in tables and charts

  • etc.

Formatting

• Solution-specific support for formatting

• Support for localization (e.g. locale de-CH to translate and format specifically for Swiss german reports)

• Standard formatting support for pre-defined value types

  • absolute and relative returns

  • market values and p&l figures

  • dates and periods