Bloomberg collective investment vehicles updates

1

ID_ISIN

s.isinCode

2

CRNCY

s.currency

if("[CRNCY]"=='GBp')
{
output='GBP'
}
else
{
output="[CRNCY]"
}
;

3

CFI_CODE

CFI

4

BLOOMBERG_CFI_CODE

CFI

5

TICKER_AND_EXCH_CODE

s.securityCode

if("[CFI]".substring(0,2)=='CE')
{
output="[TICKER_AND_EXCH_CODE]"
}
else
{
output="[s.isinCode]_[s.currency]"
}
;

6

FUND_PORT_DT

FUNDDT

output=Date.parse("MM/dd/yyyy", "[FUND_PORT_DT]").format("yyyy-MM-dd")

7

HB_GEO_CNTRY_ALLOC

HBCTRY

output="[HB_GEO_CNTRY_ALLOC]".replaceAll("=",":")
;

8

HB_INDUSTRY_SECTOR_ALLOCATION

HBBICSSEC

output="[HB_INDUSTRY_SECTOR_ALLOCATION]".replaceAll("=",":").replaceAll("Consumer,","Consumer")
;

9

M49

if((!"[HB_GEO_CNTRY_ALLOC]"?.trim())||("[HB_GEO_CNTRY_ALLOC]"=='N.A.')||("[HB_GEO_CNTRY_ALLOC]"==''))
{
output = ""
}
else
{
if(services.configurationService.findGroupByCode('M49'))
{
output = ""
def countries = ["Supranational":"991","Macau":"446","U.A.E.":"784","U.K.":"826","U.S.":"840","Canada":"124","Afghanistan":"004","Albania":"008","Algeria":"012","American Samoa":"016","Andorra":"020","Angola":"024","Anguilla":"660","Antarctica":"010","Antigua and Barbuda":"028","Argentina":"032","Armenia":"051","Aruba":"533","Australia":"036","Austria":"040","Azerbaijan":"031","Bahamas":"044","Bahrain":"048","Bangladesh":"050","Barbados":"052","Belarus":"112","Belgium":"056","Belize":"084","Benin":"204","Bermuda":"060","Bhutan":"064","Bolivia":"068","Bolivia":"068","Bosnia and Herzegovina":"070","Botswana":"072","Bouvet Island":"074","Brazil":"076","British Indian Ocean Territory":"086","Brunei Darussalam":"096","Brunei":"096","Bulgaria":"100","Burkina Faso":"854","Burundi":"108","Cambodia":"116","Cameroon":"120","Cape Verde":"132","Cayman Islands":"136","Central African Republic":"140","Chad":"148","Chile":"152","China":"156","Christmas Island":"162","Cocos (Keeling) Islands":"166","Colombia":"170","Comoros":"174","Congo":"178","Congo":"180","Cook Islands":"184","Costa Rica":"188","Côte d'Ivoire":"384","Ivory Coast":"384","Croatia":"191","Cuba":"192","Cyprus":"196","Czech Republic":"203","Denmark":"208","Djibouti":"262","Dominican Repb.":"212","Dominican Republic":"214","Ecuador":"218","Egypt":"818","El Salvador":"222","Equatorial Guinea":"226","Eritrea":"232","Estonia":"233","Ethiopia":"231","Falkland Islands (Malvinas)":"238","Faroe Islands":"234","Fiji":"242","Finland":"246","France":"250","French Guiana":"254","French Polynesia":"258","French Southern Territories":"260","Gabon":"266","Gambia":"270","Georgia":"268","Germany":"276","Ghana":"288","Gibraltar":"292","Greece":"300","Greenland":"304","Grenada":"308","Guadeloupe":"312","Guam":"316","Guatemala":"320","Guernsey":"831","Guinea":"324","Guinea-Bissau":"624","Guyana":"328","Haiti":"332","Heard Island and McDonald Islands":"334","Holy See (Vatican City State)":"336","Honduras":"340","Hong Kong":"344","Hungary":"348","Iceland":"352","India":"356","Indonesia":"360","Iran":"364","Iraq":"368","Ireland":"372","Isle of Man":"833","Israel":"376","Italy":"380","Jamaica":"388","Japan":"392","Jersey":"832","Jordan":"400","Kazakhstan":"398","Kenya":"404","Kiribati":"296","Korea":"408","Korea":"410","South Korea":"410","Kuwait":"414","Kyrgyzstan":"417","Lao People's Democratic Republic":"418","Latvia":"428","Lebanon":"422","Lesotho":"426","Liberia":"430","Libyan Arab Jamahiriya":"434","Libya":"434","Liechtenstein":"438","Lithuania":"440","Luxembourg":"442","Macao":"446","Macedonia":"807","Madagascar":"450","Malawi":"454","Malaysia":"458","Maldives":"462","Mali":"466","Malta":"470","Marshall Islands":"584","Martinique":"474","Mauritania":"478","Mauritius":"480","Mayotte":"175","Mexico":"484","Micronesia":"583","Moldova":"498","Monaco":"492","Mongolia":"496","Montenegro":"499","Montserrat":"500","Morocco":"504","Mozambique":"508","Myanmar":"104","Burma":"104","Namibia":"516","Nauru":"520","Nepal":"524","Netherlands":"528","Netherlands Antilles":"530","New Caledonia":"540","New Zealand":"554","Nicaragua":"558","Niger":"562","Nigeria":"566","Niue":"570","Norfolk Island":"574","Northern Mariana Islands":"580","Norway":"578","Oman":"512","Pakistan":"586","Palau":"585","Palestinian Territory":"275","Panama":"591","Papua New Guinea":"598","Paraguay":"600","Peru":"604","Philippines":"608","Pitcairn":"612","Poland":"616","Portugal":"620","Puerto Rico":"630","Qatar":"634","Réunion":"638","Romania":"642","Russian Federation":"643","Russia":"643","Rwanda":"646","Saint Helena":"654","Saint Kitts and Nevis":"659","Saint Lucia":"662","Saint Pierre and Miquelon":"666","Saint Vincent and the Grenadines":"670","Saint Vincent & the Grenadines":"670","St. Vincent and the Grenadines":"670","Samoa":"882","San Marino":"674","Sao Tome and Principe":"678","Saudi Arabia":"682","Senegal":"686","Serbia":"688","Seychelles":"690","Sierra Leone":"694","Singapore":"702","Slovakia":"703","Slovenia":"705","Solomon Islands":"090","Somalia":"706","South Africa":"710","South Georgia and the South Sandwich Islands":"239","Spain":"724","Sri Lanka":"144","Sudan":"736","Suriname":"740","Svalbard and Jan Mayen":"744","Swaziland":"748","Sweden":"752","Switzerland":"756","Syrian Arab Republic":"760","Taiwan":"158","Tajikistan":"762","Tanzania":"834","Thailand":"764","Timor-Leste":"626","Togo":"768","Tokelau":"772","Tonga":"776","Trinidad and Tobago":"780","Trinidad & Tobago":"780","Tunisia":"788","Turkey":"792","Turkmenistan":"795","Turks and Caicos Islands":"796","Tuvalu":"798","Uganda":"800","Ukraine":"804","United States Minor Outlying Islands":"581","Uruguay":"858","Uzbekistan":"860","Vanuatu":"548","Venezuela":"862","Vietnam":"704","British Virgin Islands":"092","Virgin Islands":"850","Wallis and Futuna":"876","Yemen":"887","Zambia":"894","Zimbabwe":"716"
]
String groupCode = "M49"
String exposure =":"+"[HBCTRY]"
def dt = "[FUNDDT]"
exposure = exposure.substring(0, exposure.length() - 1)
exposure = exposure.substring(1, exposure.length())
def exposureList = exposure.split(",")
def outputList = new ArrayList<>()
double residual = 100d
exposureList.eachWithIndex{ it, index ->
Double share = (it.split(":").getAt(1).trim()).toDouble().round(6)
residual -= share
if(index == exposureList.size()-1) share += residual
share = share.round(6)
outputList << groupCode + ":" + dt + ":" + countries.get(it.split(":").getAt(0).trim()) + "=" + share.toString()
}
output=','+outputList.join(",")
}
}
;

10

FUND_ASSET_CLASS_FOCUS

AC

11

ASSET

if((!"[HB_INDUSTRY_SECTOR_ALLOCATION]"?.trim())||("[HB_INDUSTRY_SECTOR_ALLOCATION]"=='N.A.')||("[HB_INDUSTRY_SECTOR_ALLOCATION]"==''))
{
output = ""
}
else
{
if(services.configurationService.findGroupByCode('ASSET'))
{
output = ""
if("[AC]"=='Fixed Income'||"[AC]"=='Debt')
{
def sectors =["Mortgage Securities":"35","Asset Backed Securities":"35","Communications":"31","Consumer Cyclical":"32","Consumer Non-cyclical":"33","Energy":"34","Financial":"35","Health Care":"36","Industrial":"37","Basic Materials":"30","Technology":"38","Utilities":"39","Government":"50","Diversified":"99"
]
String groupCode = "ASSET"
String exposure =":"+"[HBBICSSEC]"
def dt = "[FUNDDT]"
exposure = exposure.substring(0, exposure.length() - 1)
exposure = exposure.substring(1, exposure.length())
def exposureList = exposure.split(",")
def outputList = new ArrayList<>()
double residual = 100d
exposureList.eachWithIndex{ it, index ->
Double share = (it.split(":").getAt(1).trim()).toDouble().round(6)
residual -= share
if(index == exposureList.size()-1) share += residual
share = share.round(6)
outputList << groupCode + ":" + dt + ":" + sectors.get(it.split(":").getAt(0).trim()) + "=" + share.toString()
}
output=','+outputList.join(",")
}
else
{
def sectors =["Communications":"10","Consumer Cyclical":"11","Consumer Non-cyclical":"12","Energy":"13","Financial":"14","Real Estate":"15","Health Care":"16","Industrial":"17","Basic Materials":"18","Technology":"19","Utilities":"20","Government":"50","Diversified":"99"
]
String groupCode = "ASSET"
String exposure =":"+"[HBBICSSEC]"
def dt = "[FUNDDT]"
exposure = exposure.substring(0, exposure.length() - 1)
exposure = exposure.substring(1, exposure.length())
def exposureList = exposure.split(",")
def outputList = new ArrayList<>()
double residual = 100d
exposureList.eachWithIndex{ it, index ->
Double share = (it.split(":").getAt(1).trim()).toDouble().round(6)
residual -= share
if(index == exposureList.size()-1) share += residual
share = share.round(6)
outputList << groupCode + ":" + dt + ":" + sectors.get(it.split(":").getAt(0).trim()) + "=" + share.toString()
}
output=','+outputList.join(",")
}
}
}
;

12

ISO10962

output = ""
if((!"[CFI]"?.trim())||("[CFI]"=='N.A.'))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01" // Any new allocations are set on the specified date
if(("[CFI]".substring(0,2)=='EU'))
{
str='CM'
}
else
{
str="[CFI]".substring(0,2)
}
if(s){
def allocs = s.getAllocationsOnDate(new Date(), "ISO10962")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == str){
allocationsChanged = false
} else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != str){
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('ISO10962') && allocationsChanged){
output += ",ISO10962:"+ allocationDate +":"+str+"=100"
}
}
;

13

CURR

output = ""
if((!"[s.currency]"?.trim())||("[s.currency]"=='N.A.'))
{
output = ""
}
else
{
def s = services.securityService.loadSecurityBySecurityCode("[s.securityCode]")
def allocationsChanged = true
def allocationDate = "2009-01-01" // Any new allocations are set on the specified date
if(s){
def allocs = s.getAllocationsOnDate(new Date(), "CURR")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == "[s.currency]"){
allocationsChanged = false
} else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != "[s.currency]"){
// There is an existing allocation that has changed -> the new allocation will be set for this date
allocationDate = new Date().format("yyyy-MM-dd")
}
}
if(services.configurationService.findGroupByCode('CURR') && allocationsChanged){
output += ",CURR:"+ allocationDate +":"+"[s.currency]"+"=100"
}
}
;

14

s.allocations

output="***[ASSET][M49][ISO10962][CURR]"
;

15

FUND_MGR_STATED_FEE

s.managementFeePercentage

16

EQY_SH_OUT_REAL

s.share

17

ID_BB_GLOBAL

s.tradeCode