PortfolioState

Type CDM 7.2.0

State-full representation of a Portfolio that describes all the positions held at a given time, in various states which can be either traded, settled, etc., with lineage information to the previous state

Extends —

Extended by —

Attributes 2

Namespace cdm.event.position

Attributes

All 2 declared on PortfolioState. Cardinality in amber is required.

Name	Type	Card.	Description
positions	Position	0..*	The list of positions, each containing a Quantity and a Product.
lineage	Lineage	1..1	Pointer to the previous PortfolioState and new Event(s) leading to the current (new) state. Previous PortfolioState in the Lineage can be Null in case this is the start of the chain of Events.

Conditions

Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.

Initialisation Condition

When the PortfolioState is the starting state of the Portfolio, as identified by a Null state in the Lineage, Positions must be empty and the reference to the latest Event is also empty. This is how a Portfolio gets initialised.

if lineage -> portfolioStateReference is absent
then positions is absent and lineage -> eventReference is absent

NonTransferable Condition

The Product in a PortfolioState should be a nonTransferableProduct.

positions -> product as NonTransferableProduct exists

Referenced by

3 types hold a PortfolioState as an attribute.

Exposure Lineage Portfolio

Functions

Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.

Function	Role	Description
EvaluatePortfolioState	returns	Function specification to evaluate a portfolio's aggregation parameters and return a new portfolio state containing aggregated positions.

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Parsed from CDM 7.2.0 · event-position-type.rosetta cdm.event.position