Instrument Sets

Instrument Sets are used to provide a dynamic method of matching arbitrary groups of Instruments into one set. Instrument Sets are then used conveniently throughout the operation for operations against multiple Instruments, such as Blended Transactions and Mappings.

Instrument Set Features

Instrument Sets allow a grouping mechanism for bringing multiple different Instruments together into one set that can be easily worked on.

Important

Most importantly these sets are dynamically matching on specific attributes, so as new Instruments are added to the system they can automatically appear in relevant Instrument Sets without you having to do any work.

Core Instrument Sets Functionality

Instrument Sets, like Entities, Entity Sets and Instruments, are designed to be inherited from with custom designed classes.

Tip

This way when you create a a class that inherits from Instrument you are going to extend it with new attributes that reflect the type of financial instrument you work with inside your industry.
Likewise you'll want to extend Instrument Sets to match on some of those additional attributes so it is easier to work with dynamic sets of your financial instruments.

The core functionality allows these classes (in this case Instrument Sets) to dynamically gather sets of Instruments as required.

The core properties that all Instrument Sets have, that help them interact with matching on Instruments, are as follows:

  • Instrument Set Type
    This is used for grouping Instrument Sets in custom ways to make using them easier for Users
  • Entity Set
    The Entity Set the Instruments within this Instrument Set belong to.
  • Load All Instruments
    Indicates this set should include all Instruments in the Entity Set then exclude the specified items.
    If false then it only includes the specified items.
  • Name
    A unique friendly identifiable name for the Instrument Set

The methods to match Instruments within an Instrument Set are:

  • Specific Instrument
    You can always specify a specific Instrument to include in the set
  • Currency
    All instruments that have this matching currency
  • Owning Entity
    All Instruments that are owned by this Entity
  • Exclude
    Indicates the matching Instruments shouldn't be included in the Instrument Set, rather they should be specifically excluded.

All classes inheriting Base Instrument Sets have these abilities, Instrument Sets are the default system implementation of this. This allows you to start configuring the platform without a line of code, or without using a designer, and create Entity Structures, Paths, Mappings and Transactions immediately.

Caution

If you create custom Instrument Sets that allow you to dynamically match on attributes of your custom Instruments, you also need to update the system GetInstrumentSets SQL Wrapper that the system uses to dynamically load the matching Instruments of an Instrument Set.

Views

Instrument Sets have the following views: