Report activation switches
These settings determine which reports are generated when FIA is run.
Description | Link |
Summary attribution report | |
Interactive attribution report | |
Portfolio risk number report | |
Security risk number report | |
Security attribution report | |
Maturity exposure report | |
Duration exposure report | |
Date and risk report | |
Ex-post risk report | |
Yield curve report |
Report formats
These switches determine what report formats are generated by FIA.
Description | Link |
CSV format | |
XLS format | |
JSON format | |
SQL format | |
Treemap format |
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 | |
Portfolio risk tab name | |
Security risk tab name | |
Security attribution tab name | |
Maturity exposure tab name | |
Duration exposure tab name | |
Summary attribution by date tab name | |
Cumulative attribution by date tab name | |
Ex-post risk tab name |
- 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 | |
Label for running yield return | |
Label for pull to par return | |
Label for risk free carry return | |
Label for credit carry return | |
Label for roll-down return | |
Label for residual return | |
Label for sovereign curve return | |
Label for capital curve return | |
Label for duration return | |
Label for non-parallel curve return | |
Label for shift return | |
Label for twist return | |
Label for curvature return | |
Label for convexity return | |
Label for spread return | |
Label for exchange rate return | |
Label for unattributed return | |
Label for total return |
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 | |
Label for summary curve return | |
Label for summary spread return | |
Label for summary rolldown return | |
Label for summary residual return | |
Label for summary other return | |
Label for summary FX return | |
Label for summary allocation return | |
Label for summary interaction return | |
Label for carry allocation return | |
Label for curve allocation return | |
Label for spread allocation return | |
Label for residual allocation return |
Miscellanous report settings
These settings configure reports in other ways.
Description | Link | |
Number of decimal places on reports | ||
User-assigned batch ID number | ||
Destination directory for reports | ||
Name of Excel file that contains all reports as separate sheets | ||
Name of compressed (Zip) file that contains all reports | ||
Name of logo file to appear on all Excel files | ||
Whether to display returns as basis points | ||
Whether interactive reports show security-level data from all subholdings or summarise sub-portfolio data | ||
Whether interactive reports show all totals and sub-totals above or below grouped data | ||
Whether interactive reports show data in ascending or descending order | ||
Sub-intervals for reporting | ||
Whether to annualise reported returns | ||
Whether to set empty entries to zero or blank | ||
Whether to show security name, ID or both on interactive report |