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Restriction Set Hierarchy

Data Dictionary - Entity Table: Restriction_Set_Hierarchy#

Restriction sets are hierarchical structures which provide flexibility in creating composite rule sets composed from further subgroups of restrictions. They are used to define strategic and tactical investment strategies. E.g., restricting the share of issuer and instrument in the strategy: share of the instrument can be acceptable in the portfolio, however the share of the issuer can be in violation of the limits. Restrictions are used for portfolio construction and optimization to ensure that portfolio holdings comply with the rules defined in the restrictions. Later they are also used in multiple portfolio diagnostics checks which help evaluate Currency Overlay, Portfolio Risk Class, Issuer Concentration, Instrument Concentration, Risk Return, etc.

Primary Key ('id').ENGINE = InnoDB..
Column NameData TypePK Primary Key, NN-Not Null, NullExampleComments
idBIGINT(12)PK, NN1PrimaryKey-ID, Not Null (auto creates)
ParentBIGINT(12)NULL1Top of hierarchy (parent)
ChildBIGINT(12)NULL2Under parent hierarchy (child)
RestrictionSetParent(Parent)Restriction_Set (id)NO ACTIONNO ACTION
RestrictionSetChild(Child)Restriction_Set (id)NO ACTIONNO ACTION
Parent_idxRestriction_Set_Hierachy(Parent ASC)VISIBLE.
Child_idxRestriction_Set_Hierachy(Child ASC)VISIBLE.