Investment profiles and target allocation

You can now create investment profiles, target allocations defined by security classification, and check whether each portfolio's allocation complies with its profile.

An investment profile has a unique name, a list of classifications (classifications) whose percentages add up to 1, and optional compliance thresholds (thresholdLimits, default [5, 15]). Profiles are managed with Create Investment Profile, List Investment Profiles, Get Investment Profile By Id, Update Investment Profile and Delete Investment Profile.

To associate a profile with a portfolio, send investmentProfileId in Update Portfolio by ID; sending null removes the association. Portfolios now return the associated profile in the investmentProfile field.

Two new endpoints show the portfolio's target allocation compliance:

• Get Portfolio Target Allocation: for each classification in the profile, returns the target allocation (target), the actual allocation (allocation) and the difference between them (differential).
• Get Portfolio Positions Allocation: returns each position's weight in the portfolio's total exposure, with grouping (groupBy) and the investmentProfileRelation filter (ALL, IN or OUT) to see the positions inside or outside the profile.

Learn more in Investment Profile.