Portfolio Structure
Data Dictionary - Entity Table: Portfolio_Structure#
The hierarchical structure maintained in Portfolio_Structure table allows maintanence of portfolios and sub-portfolios. For example a client can have general portfolio including different asset classes and this portfolio can be divided to sub-portfolios based on each asset class. This allows sub-portfolios to be managed entirely separately including optimization and rebalancing possibly even by differnet portfolio managers and with different strategies.
| Primary Key ('id') | . | ENGINE = InnoDB | . | . |
|---|---|---|---|---|
| Column Name | Data Type | PK Primary Key, NN-Not Null, Null | Example | Comments |
id | BIGINT(12) | PK, NN | 1 | PrimaryKey-ID,(auto creates) |
Parent | BIGINT(12) | NULL | 1 | Id of Portfolio on the Top of hierarchy (parent). One portfolio can be linked to multiple sub-portfolios. |
Child | BIGINT(12) | NULL | 2 | Id of Portfolio on the bottom of the hierarchy (child) - sub-portfolio. |
| CONSTRAINT | FOREIGN KEY | REFERENCES | ON DELETE | ON UPDATE |
ParentPortfolio | (Parent) | Portfolio (id) | NO ACTION | NO ACTION |
ChildPortfolio | (Child) | Portfolio (id) | NO ACTION | NO ACTION |
| CREATE INDEX | ON | ASC | VISIBLE | . |
Parent_idx | Portfolio_Structure | (Parent ASC) | VISIBLE | . |
Child_idx | Portfolio_Structure | (Child ASC) | VISIBLE | . |