Report settings

Report activation switches

These settings determine which reports are generated when FIA is run.

Description	Link
Summary attribution report	🔧SummaryAttributionReport
Interactive attribution report	🔧InteractiveAttributionReport
Portfolio risk number report	🔧PortfolioRiskNumberReport
Security risk number report	🔧SecurityRiskNumberReport
Security attribution report	🔧SecurityAttributionReport
Maturity exposure report	🔧MaturityExposureReport
Duration exposure report	🔧DurationExposureReport
Date and risk report	🔧DateRiskReport
Ex-post risk report	🔧ExPostRiskReport
Yield curve report	🔧CurveReport

Report formats

These switches determine what report formats are generated by FIA.

Description	Link
CSV format	🔧CSVReport
XLS format	🔧XLSReport
JSON format	🔧JSONReport
SQL format	🔧SQLDataReport
Treemap format	🔧TreeMapReport

Report tab names

These settings allow the user to set the names of tabs in the Excel report. If not set, a sensible default is used.

Description	Link
Summary attribution tab name	SummaryAttributionTabname
Portfolio risk tab name	PortfolioRiskNumberTabname
Security risk tab name	SecurityRiskNumberTabname
Security attribution tab name	SecurityAttributionTabName
Maturity exposure tab name	MaturityExposureTabname
Duration exposure tab name	DurationExposureTabname
Summary attribution by date tab name	SummaryByDateTabname
Cumulative attribution by date tab name	CumulativeSummaryByDateTabname
Ex-post risk tab name	ExPostRiskTabname

Interactive reports have their tab name set indivdidually via ‘Name=’ in the ReportSectors setting.
Yield curve reports tabs always have their name set to the name of the yield curve being displayed.

Report labels

These labels set up the names of the various risk sources on reports.

Description	Link
Label for carry return	🪧TimeReturnLabel
Label for running yield return	🪧RunningYieldLabel
Label for pull to par return	🪧PullToParLabel
Label for risk free carry return	🪧RiskFreeCarryLabel
Label for credit carry return	🪧CreditCarryLabel
Label for roll-down return	🪧RolldownLabel
Label for residual return	🪧ResidualReturnLabel
Label for sovereign curve return	🪧SovereignCurveReturnLabel
Label for capital curve return	🪧CapitalReturnLabel
Label for duration return	🪧DurationCurveReturnLabel
Label for non-parallel curve return	🪧NonParallelCurveReturnLabel
Label for shift return	🪧ShiftReturnLabel
Label for twist return	🪧TwistReturnLabel
Label for curvature return	🪧CurvatureReturnLabel
Label for convexity return	🪧ConvexityReturnLabel
Label for spread return	🪧SpreadReturnLabel
Label for exchange rate return	🪧FXReturnLabel
Label for unattributed return	🪧UnattributedReturnLabel
Label for total return	🪧TotalReturnLabel

Summary report labels

These labels set up the names of the various summarised risk sources on the summary report only.

Description	Link
Label for summary carry return	🪧SummaryCarryLabel
Label for summary curve return	🪧SummaryCurveLabel
Label for summary spread return	🪧SummarySpreadLabel
Label for summary rolldown return	🪧SummaryRolldownLabel
Label for summary residual return	🪧SummaryResidualLabel
Label for summary other return	🪧SummaryOtherLabel
Label for summary FX return	🪧SummaryFXLabel
Label for summary allocation return	🪧SummaryAllocationLabel
Label for summary interaction return	🪧SummaryInteractionLabel
Label for carry allocation return	🪧SummaryCarryAllocationLabel
Label for curve allocation return	🪧SummaryCurveAllocationLabel
Label for spread allocation return	🪧SummarySpreadAllocationLabel
Label for residual allocation return	🪧SummaryResidualAllocationLabel

Miscellanous report settings

These settings configure reports in other ways.

Description	Link
Number of decimal places on reports	🔧NDP
User-assigned batch ID number	🔧BatchID
Destination directory for reports	🔧ReportDirectory
Name of Excel file that contains all reports as separate sheets	🔧SingleExportReportFile
Name of compressed (Zip) file that contains all reports	🔧ZipFile
Name of logo file to appear on all Excel files	🔧LogoFile
Whether to display returns as basis points	🔧BasisPoints
Whether interactive reports show security-level data from all subholdings or summarise sub-portfolio data	🔧LookThrough
Whether interactive reports show all totals and sub-totals above or below grouped data	🔧TotalsAtTop
Whether interactive reports show data in ascending or descending order	🔧SortDescending
Sub-intervals for reporting	🔧Interval
Whether to annualise reported returns	🔧AnnualisedReturn
Whether to set empty entries to zero or blank	🔧BlankZeros

🪧TimeReturnLabel 🪧SummaryCarryLabel 🪧SummaryCurveLabel 🪧SummarySpreadLabel 🪧SummaryRolldownLabel 🪧SummaryOtherLabel 🪧SummaryResidualLabel 🪧SummaryFXLabel 🪧SummaryAllocationLabel 🪧SummaryInteractionLabel 🪧SummaryCarryAllocationLabel 🪧SummaryCurveAllocationLabel 🪧SummarySpreadAllocationLabel 🪧SummaryResidualAllocationLabel 🪧RunningYieldLabel 🪧PullToParLabel 🪧RiskFreeCarryLabel 🪧CreditCarryLabel 🪧RolldownLabel 🪧ResidualReturnLabel 🪧SovereignCurveReturnLabel 🪧CapitalReturnLabel 🪧DurationCurveReturnLabel 🪧NonParallelCurveReturnLabel 🪧ShiftReturnLabel 🪧TwistReturnLabel 🪧CurvatureReturnLabel 🪧ConvexityReturnLabel 🪧SpreadReturnLabel 🪧FXReturnLabel 🪧UnattributedReturnLabel 🪧TotalReturnLabel 🪧PaydownReturnLabel 🪧SpecificReturnLabel 🪧PriceReturnLabel 🪧LeverageReturnLabel 🔧CSVReport 🔧XLSReport 🔧JSONReport 🔧SQLDataReport 🔧TreeMapReport 🔧SummaryAttributionReport 🔧InteractiveAttributionReport 🔧SummaryAttributionTabname 🔧PortfolioRiskNumberTabname 🔧SecurityRiskNumberTabname 🔧PortfolioRiskNumberReport 🔧SecurityRiskNumberReport 🔧SecurityAttributionReport 🔧SecurityAttributionTabname 🔧MaturityExposureTabname 🔧DurationExposureTabname 🔧SummaryByDateTabname 🔧CumulativeSummaryByDateTabname 🔧ExPostRiskTabname 🔧MaturityExposureReport 🔧DurationExposureReport 🔧DateRiskReport 🔧ExPostRiskReport 🔧CurveReport 🔧UnitPriceReport 🔧BatchID 🔧SingleExportReportFile 🔧LogoFile 🔧ZipFile 🔧ReportDirectory 🔧BasisPoints 🔧LookThrough 🔧SortDescending 🔧TotalsAtTop 🔧FileHeaders 🔧ShowSecurityAA 🔧ShowSecurityID 🔧ShowRiskType 🔧NDP 🔧AnnualisedReturn 🔧BlankZeros 🔧Interval