Morningstar collective investment vehicles and exchange-traded funds updates

1

s.isinCode

outout="***"

2

BI-ISIN

s.isinCode

3

BI-MStarID

s.tradeCode

4

BI-FundName

s.name

5

BI-CurrencyId

s.currency

output='[BI-CurrencyId]'.substring(7);

6

RATING-RatingOverall

RATING

if(!"[RATING-RatingOverall]"?.trim())
{
output="[RATING-RatingOverall]".toInteger()
}
else
{
output=0
}

7

RATING-RatingDate

RATINGDATE

8

ALLOC1-PortfolioDate

PTFDATE1

9

ALLOC2-CountryExposure

Exposure

if(services.configurationService.findGroupByCode('M49'))
{
output = ""
def countries = ["Supranational":"991","Laos":"418","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","Canada":"124","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","Dominica":"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 Arab Emirates":"784","United Kingdom":"826","United States":"840","United States Minor Outlying Islands":"581","Uruguay":"858","Uzbekistan":"860","Vanuatu":"548","Venezuela":"862","Vietnam":"704","British Virgin Islands":"092","British Virgin Islands":"850","Wallis and Futuna":"876","Yemen":"887","Zambia":"894","Zimbabwe":"716"]
String groupCode = "M49"
def dt = "[PTFDATE1]"
String exposure = "[ALLOC2-CountryExposure]"
exposure = exposure.substring(0, exposure.length() - 1)
exposure = exposure.substring(1, exposure.length())
def exposureList = exposure.split(",")
def outputList = []
double residual = 100d
exposureList.eachWithIndex{ it, index ->
Double share = (it.split(":")[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(":")[0].trim()) + "=" + share.toString()
}
output=','+outputList.join(",")
}
else
{
output=''
}
;

10

PERF-Return1Mth

PERF1MO

11

PERF-Return3Mth

PERF3MO

12

PERF-Return6Mth

PERF6MO

13

PERF-Return1Yr

PERF1Y

14

PERF-Return2Yr

PERF2Y

15

PERF-Return5Yr

PERF5Y

16

PERF-ReturnYTD

PERFYTD

17

ALLOC1-StockNet

StockNet

18

ALLOC1-BondNet

BondNet

19

ALLOC1-ConvertibleNet

ConvertibleNet

20

ALLOC1-CashNet

CashNet

21

OtherNet

output = (100.0-"[StockNet]".toDouble()-"[BondNet]".toDouble()-"[ConvertibleNet]".toDouble()-"[CashNet]".toDouble()).round(6)

22

MS_ASSETS1

if("[ALLOC1-StockNet]".toDouble() != 0.0d)
{
output=',MS_ASSETS:[ALLOC1-PortfolioDate]:StockNet=[ALLOC1-StockNet]'
}
else
{
output=''
}

23

MS_ASSETS2

if("[ALLOC1-BondNet]".toDouble() != 0.0d)
{
output='[MS_ASSETS1],MS_ASSETS:[ALLOC1-PortfolioDate]:BondNet=[ALLOC1-BondNet]'
}
else
{
output='[MS_ASSETS1]'
}

24

MS_ASSETS3

if("[ALLOC1-ConvertibleNet]".toDouble() != 0.0d)
{
output='[MS_ASSETS2],MS_ASSETS:[ALLOC1-PortfolioDate]:ConvertibleNet=[ALLOC1-ConvertibleNet]'
}
else
{
output='[MS_ASSETS2]'
}

25

MS_ASSETS4

if("[ALLOC1-CashNet]".toDouble() != 0.0d)
{
output='[MS_ASSETS3],MS_ASSETS:[ALLOC1-PortfolioDate]:CashNet=[ALLOC1-CashNet]'
}
else
{
output='[MS_ASSETS3]'
}

26

MS_ASSETS

if("[OtherNet]".toDouble() != 0.0d)
{
output='[MS_ASSETS4],MS_ASSETS:[ALLOC1-PortfolioDate]:OtherNet=[OtherNet]'
}
else
{
output='[MS_ASSETS4]'
}

27

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"
}
}
;

28

BI-GlobalCategoryId

GCID

output = '[BI-GlobalCategoryId]'.toString()
;

29

MGC2021

output = ""
if((!'[BI-GlobalCategoryId]'.toString()?.trim())||('[BI-GlobalCategoryId]'.toString()=='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(), "MGC2021")
if(allocs && allocs.size() == 1 && allocs.get(0).sector.code == '[BI-GlobalCategoryId]'.toString()){
allocationsChanged = false
} else if(allocs && allocs.size() == 1 && allocs.get(0).sector.code != '[BI-GlobalCategoryId]'.toString()){
// 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("MGC2021") && allocationsChanged){
output = ",MGC2021:"+ allocationDate +":"+'[BI-GlobalCategoryId]'.toString()+"=100"
}
}
;

30

s.allocations

if(services.configurationService.findGroupByCode('MS_ASSETS')) {
output = '***[MS_ASSETS][Exposure][CURR][MGC2021]';
} else {
output = '***[Exposure]';
}

31

BI-Ticker

TIC

32

MSR

if(!"[RATING-RatingOverall]"?.trim())
{
output=":MSR=[RATINGDATE]=[RATING]"
}
else
{
output=""
}
;

33

PERF-MonthEndDate

MonthEndDate

34

PERF

if(("[PERF1MO]"!=""))
{
perf="PERF1MO=[MonthEndDate]=[PERF1MO]"
}
else
{
perf=""
}
;
if(("[PERF3MO]"!=""))
{
perf=perf+":PERF3MO=[MonthEndDate]=[PERF3MO]"
}
;
if(("[PERF6MO]"!=""))
{
perf=perf+":PERF6MO=[MonthEndDate]=[PERF6MO]"
}
;
if(("[PERF1Y]"!=""))
{
perf=perf+":PERF1Y=[MonthEndDate]=[PERF1Y]"
}
;
if(("[PERF2Y]"!=""))
{
perf=perf+":PERF2Y=[MonthEndDate]=[PERF2Y]"
}
;
if(("[PERF5Y]"!=""))
{
perf=perf+":PERF5Y=[MonthEndDate]=[PERF5Y]"
}
;
if(("[PERFYTD]"!=""))
{
output=':'+perf+":PERFYTD=[MonthEndDate]=[PERFYTD]"
}
;

35

FEES-ActualManagementFee

s.managementFeePercentage

36

KIIDSRRI

output='null'         
;

37

BI-KIIDSRRI

KIIDSRRI

38

BI-KIIDSRRIDate

KIIDSRRIDate

39

KIIDCalculatedSRRIValue

output='null'
;

40

BI-KIIDCalculatedSRRIValue

KIIDCalculatedSRRIValue

41

BI-KIIDCalculatedSRRIDate

KIIDCalculatedSRRIDate

42

SRRIKF

if("[KIIDSRRI]"=='null')
{
output=""
}
else
{
output=":SRRI=[KIIDSRRIDate]=[KIIDSRRI]"
}
;

43

SRRICALCKF

if("[KIIDCalculatedSRRIValue]"=='null')
{
output=""
}
else
{
output=":SRRIcalc=[KIIDCalculatedSRRIDate]=[KIIDCalculatedSRRIValue]"
}
;

44

s.keyFigures

output="***[MSR][PERF][SRRIKF][SRRICALCKF]"
;