0 Replies Latest reply: Jun 13, 2012 3:45 AM by Edgar Kech

Dynamic Set Expression

Hi there,

I'm struggling with a little problem where I need to use really dynamic expressions.

OK, let's start.

We've got investment in funds. A fund consists of a number of assets. Assets can have different countries, currencies or classes. And the assets have a market value pre-calculated in EUR.

fund asset asset_country asset_currency asset_class market value in EUR
fund_no1 asset_no1 DE EUR 1 1000
fund_no1 asset_no2 DE EUR 1 1200
fund_no1 asset_no3 NL EUR 2 900
fund_no1 asset_no4 DE EUR 2 1000
fund_no2 asset_no5 US USD 3 8000
fund_no2 asset_no6 DE EUR 1 2000
fund_no2 asset_no7 DE EUR 1 1000
fund_no2 asset_no8 DE EUR 2 3000
fund_no2 asset_no9 GB GBP 2 3500
fund_no3 asset_no10 DE EUR 2 1000
fund_no3 asset_no11 DE EUR 3 700
fund_no3 asset_no12 US USD 3 2000
fund_no3 asset_no13 NL EUR 1 5000
fund_no3 asset_no14 DE EUR 1 4000

That's the "fact"-part of the story.

Now we can have one or more investmentstrategies per fund, depending on different rules, for example:

Investment in assets from NL

Investment in assets in USD

Investment in assets in Class3

fund strategy_name rule
fund_no1 Class3 {\$< asset_class = {3} >}
fund_no1 NL {\$< asset_country = {NL} >}
fund_no2 NL {\$< asset_country = {NL} >}
fund_no2 USD {\$< asset_currency = {USD} >}
fund_no3 Class3 {\$< asset_class = {3} >}
fund_no3 NL {\$< asset_country = {NL} >}

Now I want to have an overview which rules apply to my funds and what is the share of the assets belonging to this rules. This should look like this:

 fund strategy_name total per fund investment according to strategy share for strategy fund_no1 Class3 4100 0 0% fund_no1 NL 4100 900 22% fund_no2 NL 17500 0 0% fund_no2 USD 17500 8000 46% fund_no3 Class3 12700 2700 21% fund_no3 NL 12700 5000 39%

But how do I get  QV to apply my different rules to the corresponding rows in my chart?

Attached is a simplified example with inline-data. Idea was to store my rules as complete "Set Expression"-statement in my strategies table and link this rule dynamically...

Does anyone have a solution for this problem?

regards,

Edgar