ODIN Modules

This module is used to assign column data types to all tables in a Data Set. The module can be used to edit the data types of columns. This can be useful when outputting to a SQL server or other database.

This module is used to assign column formats for display in Opturo’s Application Builder Grid.

This module is used to assign column labels to all tables in a Data Set. The module can be used to add/edit column labels or headers.

This module is used to assign table formats and title for display in Opturo’s Application Builder Grid.

This module is used to assign table labels to assigned table sets in a Data Set. The module can be used to add/edit table labels.

This module allows mapping of text, date and numeric columns to codes or values. It also provides Fuzzy Match functionality to map text values that do not perfectly match the map value.

This module communicates with the APT Enterprise REST server to submit jobs, wait for them to be processed, and download any of the corresponding APT risk reports available through APT Enterprise.

This module produces factor exposures of securities to user-defined market factors using APT’s factor models. The module can also produce a cross-factor correlation matrix. This can then be used as part of a factor attribution process or a risk decomposition.

This module can be used to download latest and historical market data from Bloomberg® using the Bloomberg® Terminal. This module allows the download of descriptive and pricing data for all asset types. This module leverages the ODIN infrastructure to allow the download data directly from Bloomberg® and to a data warehouse or directly use the market data in fundamental or quantitative analysis.

This module calculates the accrual factor for any valuation date for a series of bonds attributes. The accrual factor can be used to calculate the accrual adjusted price or the accrual amount for a given date.

This module reads data from cache flat files like those used in Performance & Attribution and other ODIN applications.

This module exports data to cache flat files like those used in Performance & Attribution and other ODIN applications.

This module calculates accruals of fixed payments for given valuation dates. This implements two methods, Equal Value (Method 1) and Equal Return (Method 2), that preserve the market value and return at the period end, respectively.

This module is used to calculate the portfolio holding weights. The module can also be leveraged to insert a cash identifier into the list of portfolio holdings and assign it a percentage of capital based on current portfolio market value.

This module is used to calculate portfolio period returns with net contributions. It support TWR and MWR return methodologies. The four supported methodologies are: Dietz, Modified Dietz, True TWR and MWR (IRR). It also supports the computation of returns for defined period frequencies. For example, monthly returns for a given stream of daily end of day market values with net contributions (inflows & outflows).

The GIPS standards now give firms the flexibility to determine how they will allocate cash, as long as it is done on a timely and consistent basis. This module implements the Beginning-of-Period Allocation methodology. For a given set of inputs defined below, the module will generate the carve-out performance and market values with cash component included.

This module is used to create case indexed table sets. It takes a single table set and splits it into multiple table sets based on the date column. This module is used to split a single data set with historical prices, into multiple table sets, where each table set contains data for one period.

This module is used to perform arithmetic operations on defined column or columns. For example, adding/multiplying two or more columns, subtracting one column from another or adding a constant value to every value in a column.

This module is used to perform text(String) manipulation operations on text value columns. For example, cut the first two characters (55) from the GICS code (e.g. 55104010) and convert it to a number. This module also contains the ability to replace with regex.

This module is part of the VICAP suite of products. This module efficiently parses through thousands of accounts and creates composites/models through time. It allows flexible validation (rules) definitions. It provides a detailed summary report with model mapping through time.