Report families

Table of Contents

This structure note gathers the report pages. It states the four families the pages fall in, what each family prices from, and the order in which to read them. The classification axes and the measure definitions stay on Risk reporting, and the inventory of pages stays on Report pages. Return to Knowledge.

1. Summary

A report page describes one report. The pages divide by what the report prices from and by who reads it, and the division is the one the business catalogue draws with its cycle axis. An intraday report prices from the live cut and its figures are indicative. A close twin prices from the authorised end of day cut and its figures stand. The desk maps read the book's shape rather than a valuation. The ladder family reads one bumped risk factor at a time. Ten of it are seeded, and a run of one reaches the engine and stops there, because no table holds the sensitivity document and no table states a shift size.

2. The four families

2.1. The intraday monitors

These run through the trading day on the live cut. They answer what the book looks like now, and every figure on them is replaced by the close.

2.2. The close twins

A report on both cycles is two definitions and not one, because a definition states one cut selection. The close twin carries the same analytics, the same run settings shape and a different market data type, so it values the portfolio at the weekday before the run date.

2.3. The desk maps and the activity reports

These read the shape of the book rather than a single figure. Three of them run on a schedule: the spot ladder every half hour, intraday change every half hour and trades since last in every fifteen minutes. The three maps run on demand, and they are the ones that need a grid the store does not hold.

2.4. The ladder family

A ladder reads one bumped risk factor at a time, and the number a reader sees is a value change rather than a derivative. The bump is a setting of the sensitivity configuration, not the identity of the report, so a 0.1 vol point ladder and a one basis point ladder differ only in the document they bind.

3. The order to read them

A reader new to the folder starts with the shallow report and narrows.

  1. Headline Position, for the overview and the pointer to the deeper report.
  2. The report the overview points at: a delta ladder for a directional question, a vega ladder for a volatility question, or Bump and Reprice Spot Greeks for a spot scenario.
  3. Intraday Risk Monitor when the question spans several books at once.
  4. The close twin of whichever report answered the intraday question, once the market shuts, for the figures that stand.
  5. Intraday Change or Trades Since Last In when a figure moved and a reader needs to know why.

4. What every page states, and what no page states

Every page states the six configuration types a definition binds, that the run document is generated from those bindings and is not stored, the market data type that fixes the valuation date, and the cut the run selects or mints. Every page separates what the report produces from what the store holds, because the result store is designed and not built.

No page quotes a priced figure. No run has produced a priced row, because the store holds no volatility market data, so a volatility factor has nothing to shift. Where a run stopped in one environment is a fact for the task that ran it, and not for the page.

5. How a report's schedule reaches the scheduler

A definition states a cron expression, and nothing fires until that expression is on a scheduler job and the definition holds a run grant. Only one operation makes that pair: the reporting service's schedule operation, which writes the job with its own client and asks IAM, on behalf of the person scheduling, for the grant the runs act under. So a definition states when a report runs and the operation states that it runs.

Two consequences follow, and both are deliberate.

  • A report that is only ever asked for by hand states the placeholder 0 0 31 2 *, the thirty-first of February, which no calendar reaches. The catalogue reads it as on demand. A step that schedules a catalogue leaves such a definition alone rather than turning a report a person asks for into one that fires by itself.
  • A tenant that is provisioned has its catalogue scheduled by the run that builds it: schedule_reports reads each party's published definitions, selects the ones whose schedule is a real cron, and calls the schedule operation as the run's administrator. A re-provision asks for nothing that already holds a job, so no second job and no second grant is created. See the acme_demo profile.

The Schedule action on a report's screen is still a separate feature and not part of this: a person scheduling one definition from the UI is a later piece of work, and until it lands the provisioner is the only thing that schedules a catalogue.

6. See also

  • Cuts the structure note for the cut an intraday report mints and a close twin reads.
  • Document type: report the contract every page in this folder follows.

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