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Benchmark Constituent

Data Dictionary - Entity Table: Benchmark_Constituent#

The constituents of a benchmark are the Instruments (usually company shares) that are component of an index. The aggregate of the weights of all constituents are used to calculate the value of the index based on the type of the Benchmark index. Relating the Contituents to Instrument Table allows scalability and the possibility to build client portfolios based on selected Benchmark.

Primary Key ('id').ENGINE = InnoDB..
Column NameData TypePK Primary Key, NN-Not Null, NullExampleComment
idBIGINT(12)PK, NN1PrimaryKey-ID, Not Null (auto creates)
InstrumentBIGINT(12)NULL1Instrument id from Instrument table.
WeightDECIMALNULL0.05Price weighted index as a decimal. Share of the instrument in the respective benchmark. Having instrument return and weight, benchmark return could be calculated and then further compared with client portfolio return.
BenchmarkBIGINT(12)NULL1Benchmark id of the respective Benchmark to which the Constituents belong.
ConstituentBenchmark(Benchmark)Benchmark (id)NO ACTIONNO ACTION
Instrument(Instrument)Instrument (id)NO ACTIONNO ACTION
Benchmark_idxBenchmark_Constituent(Benchmark ASC)VISIBLE;.
Instrument_idxBenchmark_Constituent(Instrument ASC)VISIBLE;.