ODIN Modules

This module is used to assign column data types to all tables in a Data Set. The module can be used to edit the data types of columns. This can be useful when outputting to a SQL server or other database.

This module is used to assign column formats for display in Opturo’s Application Builder Grid.

This module is used to assign column labels to all tables in a Data Set. The module can be used to add/edit column labels or headers.

This module is used to assign table formats and title for display in Opturo’s Application Builder Grid.

This module is used to assign table labels to assigned table sets in a Data Set. The module can be used to add/edit table labels.

This module allows mapping of text, date and numeric columns to codes or values. It also provides Fuzzy Match functionality to map text values that do not perfectly match the map value.

This module communicates with the APT Enterprise REST server to submit jobs, wait for them to be processed, and download any of the corresponding APT risk reports available through APT Enterprise.

This module produces factor exposures of securities to user-defined market factors using APT’s factor models. The module can also produce a cross-factor correlation matrix. This can then be used as part of a factor attribution process or a risk decomposition.

This module can be used to download latest and historical market data from Bloomberg® using the Bloomberg® Terminal. This module allows the download of descriptive and pricing data for all asset types. This module leverages the ODIN infrastructure to allow the download data directly from Bloomberg® and to a data warehouse or directly use the market data in fundamental or quantitative analysis.

This module calculates the accrual factor for any valuation date for a series of bonds attributes. The accrual factor can be used to calculate the accrual adjusted price or the accrual amount for a given date.

This module reads data from cache flat files like those used in Performance & Attribution and other ODIN applications.

This module exports data to cache flat files like those used in Performance & Attribution and other ODIN applications.

This module calculates accruals of fixed payments for given valuation dates. This implements two methods, Equal Value (Method 1) and Equal Return (Method 2), that preserve the market value and return at the period end, respectively.

This module is used to calculate the portfolio holding weights. The module can also be leveraged to insert a cash identifier into the list of portfolio holdings and assign it a percentage of capital based on current portfolio market value.

This module is used to calculate portfolio period returns with net contributions. It support TWR and MWR return methodologies. The four supported methodologies are: Dietz, Modified Dietz, True TWR and MWR (IRR). It also supports the computation of returns for defined period frequencies. For example, monthly returns for a given stream of daily end of day market values with net contributions (inflows & outflows).

The GIPS standards now give firms the flexibility to determine how they will allocate cash, as long as it is done on a timely and consistent basis. This module implements the Beginning-of-Period Allocation methodology. For a given set of inputs defined below, the module will generate the carve-out performance and market values with cash component included.

This module is used to create case indexed table sets. It takes a single table set and splits it into multiple table sets based on the date column. This module is used to split a single data set with historical prices, into multiple table sets, where each table set contains data for one period.

This module is used to perform arithmetic operations on defined column or columns. For example, adding/multiplying two or more columns, subtracting one column from another or adding a constant value to every value in a column.

This module is used to perform text(String) manipulation operations on text value columns. For example, cut the first two characters (55) from the GICS code (e.g. 55104010) and convert it to a number. This module also contains the ability to replace with regex.

This module is part of the VICAP suite of products. This module efficiently parses through thousands of accounts and creates composites/models through time. It allows flexible validation (rules) definitions. It provides a detailed summary report with model mapping through time.

This module is used generate a Composite and Client Summary Reports that details composite or client attributes, including asset weighted return, asset weighted dispersion, period end market value. It supports multiple reporting frequencies, including daily, annually, monthly, quarterly.

This module is part of the VICAP suite of products. It is used to validate a group of accounts against a single strategy or model. The module allows flexible definition of portfolio and security level validation rules.

The module is used to convert a date to another date. For example, convert a date to the end of week or end of month date. There is also an offset functionality that can be used to add/subtract days/months/years to a date.

This module is used to create a correlation matrix for multiple streams of values. For example, creating a 6×6 correlation matrix of 6 benchmark return streams.

This module is used to create the Row Header for the table set. For example, Row Headers are needed if the data set is to be merged with another data set using the Union module.

This module is used to calculate the return of an instrument or portfolio from period T to T+1.

This module is used to calculate cumulative returns for defined periods.

This module is used to create custom or blended benchmarks. For example, a blend can be made that contains 40% S&P 500, 50% FTSE and 10% Cash + 150 Bps. The blended benchmarks can be kept at the security-level for use with processes such as Performance Attribution, or aggregated into a single return stream for Compositing or Ex-Post Performance Analysis. It also allows for definition of dynamic weights for each...

This module is used to extract data from a custom data source. For example, data can be extracted from a proprietary data source including Fame, Bloomberg etc. or data parsed off a non-traditional report.

This module is used to export data to a custom output source. It can be leveraged to export analysis data to a customized report. For example, performance data generated by the Performance Attribution module can be exported to a custom Excel, PDF or HTML report.

This module provides multiple Data Anonymization options including Data Masking, Hiding, Pseudonymization, Perturbation, Swapping and Encryption. Any data from any source can be anonymized by inserting it into the data flow. A single data set or entire databses can be anonymized using this module. Enterprise-level anonymization rules can be enforced by inserting this module into the firm’s technology stack.

This module is used to scrub and validate data. The module can also be used to create a true/false or 1/0 data column that corresponds to the match/not match data comparison.

Perform data compliance/validation check and procedures on security (example Sector, Industry etc.) and portfolio (weight, market value etc.) attributes. Offers validation for a range of dates. Portfolio validation can be performed both absolute and relative (benchmark).

Use this module in ODIN Process Manager config files that launch the ODIN Data Manager in App Builder

This module is used to compare two or more data sources to see if their data is in sync. It will report all exceptions.

The Data Validation Engine allows you to test and report on all data brought into ODIN. You can set alerts and exports based on a set of conditions that make up a validation rule. The data passed through this module will exit the module unchanged after all tests are run.

This module is used to output data to the Opturo Data Analysis Window (with Dynamic Filtering). Data from this window can be exported to Excel or Text. Used when executing a process using the Process Manager application.

This module is used to read data from a DB2® relational database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

This module is used to write data to a DB2® relational database. The data can be exported by using an insert/update query or procedure.

This module is used to delete one or more columns of data.

The Distributed Computing module allows ODIN processes to be split up between many machines or even between the CPUs on a single machine. This allows for any ODIN process to scale linearly. Even tasks with numerous iterations can be run quickly and efficiently using distributed computing. There is also a monitoring web page that allows you to see the progress execution in real time.

This module is used to generate a cascading analysis tree. Any data set with multiple groups and columns can be transformed into a drilldown tree format for point-in-time or period analysis.

This module prints a message list to the log anywhere you place it in your process. This can be used for custom troubleshooting or logging based on your current configuration. This module does not change the data in any way.

This module is used to automate the extraction of attachments from emails. The extracted attachments can then be brought in by another ODIN process for further processing (e.g. uploaded to a database).

This module is used to extract persisted model metadata and data for a given user, database and model identifier.

This module is used to persist data for a given user, database and model identifier.

This module can be used to wait for an event such as files populated to a directory or a user accepting/validating a report sent to a client

This module is used to perform ex post return and risk characteristics analysis for a given stream of returns. The specified return streams are those of single/multiple fund(s), benchmark and market. If either benchmark or market return streams are not specified then the module defaults to a stream of 0 returns for the period being analyzed.

This module is used to read data from MS Excel files. ODIN is java based and can run on any platform. It also supports reading from MS Excel files on any platform. The module can be used to read data from a single Excel file or from a series of Excel files that are date stamped (e.g. data.20080101.xls, data20080102.xls, etc.). To read a series of Excel files that are date...

This module is used to write data to MS Excel files. The module can be used to write data to a single Excel file or to a series of Excel files that are date stamped (e.g. data20080101.xls, data20080102.xls, etc.). To write a series of Excel files that are date stamped, define the file directory, file prefix (e.g. data.), file date format (e.g. yyyyMMdd) and file suffix (e.g. .xls).

This module has various purposes. It can be used to bring in all file names in a directory of a certain type. Also, this module can be used to wait a specified number of minutes for a file to appear. If it does not appear the process will fail. If it does appear then the process can optionally kick off a process.

Use this module in ODIN Process Manager config files that launch the ODIN File Manager in App Builder.

The module is used to forward fill missing data files. Used in cases for example where month-end files exist and those files need to copied forward every day for the next month (e.g. 31-May-2010 copied and saved as file with dates 1-Jun-2010, 2-Jun-2010 etc.)

The module is used to forward fill missing data rows. Used in cases for example where month-end prices exist and those prices need to copied forward every day for the next month (e.g. price from 31-May-2010 copied and saved as price with dates 1-Jun2010, 2-Jun-2010 etc.)

This module is used to flip or pivot the data set. The table set should have defined row and column headers.

This module is used to format a date column.

This module is used to format a number column. It also allows you to specify a prefix or suffix.

This module can be used to upload/download files to/from a remote server as part of a ODIN process. For example, if used as the POST_UPLOAD_MODULE, text files that are outputted by a ODIN process can be automatically uploaded to a remote web server.

This module can be used to fuzzy match strings in two columns. A ratio is calculated that indicates how similar two strings are in the comparison columns.

This module is used for foreign exchange conversion. It supports fx conversion for both price and return (%) type market data values. It also has a feature to resolve inverse rate quoted currency pairs (e.g. GBP->USD).

Modules generates an attribute data set (Columns: Key Column, Start Date Column, End Date Column, Attribute Columns..) off time series account or security time series data. For instance, track the change in sector, industry and country over a period of time.

This module is used to generate a unique list for a given column of data. The module can be used to generate a distinct list from string, date and numbers.

Inserts Process Manager Web Service link into any cell within any DataSet for display within ODIN – App Builder and SAYS Platforms. Clicking on these hyperlinks within cells will run a web service job and retrieve data or report for display or download.

Google Free Text module identifies sensitive data within a larger text block. There are over 120 different info types that can be identified such as credit card numbers, names, dates, etc. This can be used in conjunction with our data anonymization module to anonymize data in large free text blocks or by itself to identify the location, text, and likelihood of sensitive data in the larger text block.

This module allows you to write Groovy scripts to be used as part of the ODIN Process. They can be used as any type of module and allows for importing from a custom data source, writing a custom report, or doing a custom calculation. A groovy script should implement the interface com.opturo.api.GroovyTransformInterface from the ODIN API.

This module allows you to manipulate ODIN data using SQL commands. For a full list of supported functions see http://www.h2database.com/

This module is used to download web data as text. For example, some websites provide links to download financial data (FX rates, stock prices, benchmark holdings, etc.) as CSV, and this module can be used as part of a ODIN process to automate the task of downloading, transforming and analying the resulting data.

This module is used to write data to a HTML web page. The page can then be deployed on an internal or external website. The module can be used in a ODIN process, where the results of the process are displayed on a website. The websites would no longer have to be manually updated.

This module can be used to download latest and historical market from Interactive Data® using its unique Remote Plus product. This module allows the download of descriptive and pricing data for all asset types. This module leverages the ODIN infrastructure to allow the download data directly from Interactive Data® and to a data warehouse or the direct use the market data in fundamental or quantitative analysis. It has unique iterative...

This module is used to either create a new data set (one table set) or inserts data columns into an existing data set.

This module is used to create an index column with unique values. The column could be used as an identifier column for the data set.

This module is used to insert the row header as a data column within the data set.

This module is used to insert the table label as a data column within the data set.

Stores dataset internally between iterations

Stores dataset internally between iterations

This powerful feature can be used to iterate or loop through the process for each change in global variable value (prefixed by RAW_).

This feature can be used in various scenarios:Manage Memory: Break up a process into manageable pieces. For example, loading 10 years of daily historical data into a relational database. Due to memory constraints, it would not be possible to load years of historical data at one...

This module is used to read data from a file that is in the JSON data format. This can either read ODIN DataSet JSON or JSON from a different source.

This module is used to write data to a file in JSON data format. The output of a ODIN process can be written out to JSON and then used with JSON for display on websites etc.

This module can be used in ODIN Process Manager config files that will launch a URL in another browser tab.

This module harnesses the MATLAB® engine to compute any of a variety of basic mathematical operations (e.g. find log returns or exponentiate) on an entire table set.

This module harnesses the MATLAB® engine to compute any of a variety of basic statistics on an entire table set.

This module harnesses the MATLAB® engine to compute bond attributes such as Yield, Price, Convexity, Duration and Spread.

This module harnesses the MATLAB® engine to approximate using a Monte-Carlo simulation various quantites related to the counterparty risk exposure, including credit valuation adjustment, maximum peak exposure and effective expected exposure.

This module harnesses the MATLAB® engine to compute the greeks of vanilla derivatives (calls or puts) assuming Black-Scholes pricing.

This module harnesses the MATLAB® engine to compute the Kolmogorov-Smirnov P-value on a table set. This P-value can be used to test whether a given set of values follows a normal distribution.

This module harnesses the MATLAB® engine to compute the singular value decomposition of a matrix.

This module harnesses the MATLAB® engine to perform a mean-variance optimization of a portfolio based on expected returns, covariance and subject to user-defined constraints.

This module is used to handle matrices and perform operations.

This module converts data in matrix form to data in database form.

Transforms and Validates data using saved report settings from the SAYS platform. Can be used in batch mode transformation of raw data files using SAYS’ data management module.

This module is used to move one or more data columns.

This module is used to read data from a MySQL relational database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

This module is used to write data to a MySQL relational database. The data can be exported by using an insert/update query or procedure.

This module supports generation of multiple return types including Gross and Net Return for multiple class types. Supported class types include: Class A (Front End Load), Class B (Back End Load), Market/Closed End Fund, Class C (Back End Load) SYNTHETIC and Class C (Back End Load) Convertible. Offers an optional detail view for debugging results.

GIPS compliant firms now have more options under the 2020 GIPS standards to use estimated transactions costs. All returns must be calculated after the deduction of transaction costs incurred during the period. The firm may use estimated transaction costs only for those portfolios for which actual transaction costs are not known. This module will calculate returns that are net of transactions costs from Trade Quantity or Trade Value using estimated...

Opturo’s Network Processing module allows our clients to effectively scale across multiple machines on the network in order to handle large volumes of batch processing under strict time constraints. It is highly available and communicates using Java Message Service over Transmission Control Protocol (TCP).

The ODIN ART Application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

The ODIN Data Manager Application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

The ODIN EX-Post Application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

The settings below are the general settings for the ODIN application.

The ODIN Performance & Attribution Application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

The ODIN Process Manager Application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

The ODIN Risk Application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

The settings below are the user server settings for the ODIN application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

The ODIN VICAP Application. All ODIN server configs that have database QUERY settings can be replaced by an ODIN Module with the following formats MODULE_IN:;;; or MODULE_OUT:;;;

This module is used to read data from an Oracle® relational database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

This module is used to write data to an Oracle® relational database. The data can be exported by using an insert/update query or procedure.

This module is used to convert a formatted date text column to a date column.

This module gives the user the ability to read text in from a PDF file by selecting tables and then columns of data to be read into a table format.

This module is used to merge PDF Files.

This module is used to write data to a PDF document. The output of a ODIN process can be written out to a presentation-ready PDF document.

This module is used to run holdings based performance attribution. This modules delivers the world’s first no installation (plug & play), comprehensive and flexible performance attribution capability to any firm. The module supports both daily and monthly attributions. Using the other ODIN modules, firms can have comprehensive performance attribution capabilities in matter of days. It also supports multi-currency attribution by leveraging the FX Conversion module. Supports long only and long/short...

This module is used to read data from a PostgreSQL database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

This module is used to write data to a PostgreSQL database. The data can be exported by using an insert/update query or procedure.

This module allows the user to import and export data to R as part of an ODIN process. A translation is made between Opturo’s TableSet data type and R’s data frame data type. This allows to take full advantage of R’s wide range of statistical and graphing capabilities as part of a larger ODIN process.

This module is used to reconcile identifiers to a master identifier. For example, map all data containing cusip, ticker or sedol to an internal common identifier or to a global identifier such as ISIN. The identifier column being reconciled must be set as the row header using the CREATE_ROW_HEADER module.

This module is used to retrieve a list of defined data columns.

This module is used to retrieve a list of defined data rows.

This module is used to retrieve a list of table sets.

This module is used to generate comprehensive and detailed portfolio risk assessment reports. It delivers the world’s first Rapid Deployment (No Implementation – Plug & Play) portfolio risk assessment analysis capability applicable to any firm. The module can integrate with any third-party or in-house factor-based risk model, including models by Northfield®, Barra®, APT® etc. By leveraging the ODIN infrastructure, firms can have comprehensive risk assessment capabilities in matter of days....

This module is used to write data to a RTF document. The output of a ODIN process can be written out to a presentation-ready RTF document.

This module allows users to define filtering rules and exception rules using natural language expressions, e.g. birth_date > 20110416

The Run Config module runs a previously saved ODIN configuration file and imports the data from its VIA.DOWNLOAD_MODULE into the current ODIN Process. This can useful if you find yourself repeating tasks in ODIN. This lets you avoid having to rewrite parts of the process that repeats. Also if you change something in the saved configuration file it would propagate to all your other configuration files that use this file.

This module is used to run external command line scripts through ODIN. For example, if the ODIN processes is dependent on a file that is created by a third-party script, then that script can be integrated into the program or process.

This module is used to read data from a Snowflake database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

This module is used to write data to a Snowflake database. The data can be exported by using an insert/update query or procedure.

This module is used to sort the data in a table set. It has multi-sort capabilities.

This module is used to read data from a SQL Server® relational database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

This module is used to write data to a SQL Server® relational database. The data can be exported by using an insert/update query or procedure.

This module is used to write data to Standard Out. The module can be used to eyeball the data when building the ODIN process.

This module is used to read data from a Sybase® relational database. The data can be imported by using a query or procedure. Procedure or Query parameters can be defined in a setting or setting file. ODIN will then execute the procedure or query for each set of parameter input.

This module is used to write data to a Sybase® relational database. The data can be exported by using an insert/update query or procedure.

Gets system lists such as Language, Fonts etc.

This module is used to perform arithmetic operations on single columns within a table. For example, sum values in a column, average values in a column, calculate the standard deviation of values in a column, calculate the standard deviation of values in a column or calculate correlation between values in two columns.

This modules allows you to build your own custom reports using Opturo’s Table Designer. Using the Table Designer UI you can position your data, design your report, and view your report while developing in real time.

This module is used to retrieve a subset of data by providing the start row and column and end row and column.

This module allows you to create an arbitrary template file and populate variables in the file with variables defined in TableSets.

This module is used to read data from text based files. It supports multiple file formats. The module can be used to read data from a single text file or from a series of text files that are date stamped (e.g data.20080101.txt, data20080102.txt, etc.). To read a series of text files that are date stamped, define the file directory, file prefix (e.g. data.), date range, frequency and format (e.g. yyyyMMdd)...

This module is used to write data to text based files. It supports multiple file formats. The module can be used to write data to a single text file or to a series of text files that are date stamped (e.g. data.20080101.txt, data20080102.txt, etc.). To write a series of text files that are date stamped, define the file directory, file prefix (e.g. data.), file date format (e.g. yyyyMMdd) and file...

This module is used to download data from ThomsonReuters DataScope select product.

This module is generally used to create time indexed table sets. It takes a single table set and splits it into multiple table sets based on the identifier or group column. This module is used to split a single data set with historical prices, into multiple table sets, where each table set contains data for one identifier.

This module is used to join or merge two data sets or table sets. This module requires the row header and column headers to be defined for each table set being merged. For example, it could merge market data to a portfolio of securities. The first module in the above list would be the module that defines the portfolio of securities and the second module would define the market data...

This module can be used to automate any GUI task. The user defines the mouse movements, clicks, system commands and text needed for a task or sequence of tasks. This can be used, for example, to automate logging into a website and dowloading information or taking screenshots.

VIA Cache is a module that allows the user to both persist data created by an ODIN processes as well as read that data, either in .via files stored on disk or in a database. This allows subsequent processes that use the same data to run much faster.

VIA has an Email Utility that can be used to email the output of a VIA process. For example, if the output Excel report file should be emailed to a distribution group after the process is completed, this utility can be used to automate that part of the process.

VIA has a Logging Utility that monitors the process. It can be configured to send notifications on the success or failure of the process. On failure or warnings, it can be configured to send details of the error/warning and send the log file for the process.

This module describes all of the settings that can be set in the viaSettings.txt file in the lib directory of your VIA installation.

This module is used to output data to the visualization tool, which includes heat maps, line graphs, pie charts, etc. This is a powerful tool to visualize large amounts of data, e.g., returns and market values for hundreds of portfolios over several years.

This module can be used to source the process log file for workflow and make it more presentable. Also the dataset can be passed into the Generate Web Service HTML Data module to make it dynamic for instance.

This module is used to write data to a file in XML format. The output of an ODIN process can be written out to XML and then used with XML for display on websites etc.

This module is used to perform shift, twist, and bend decomposition of fixed income yield curves. The user provides an open and close yield curve, with associated maturities, and it outputs the three intermediate curves.

This module allows you to unzip or zip files.