pushing rebalance mappings for review

examples/use-cases/rebalance-mapping/rebalance-mapping-configuration/data/benchmark/uk-bonds.csv

@@ -0,0 +1,13 @@
+ISIN,Name,Sector,Weighting,Figi
+GB00BNNGP668,UKT 0 ⅜ 10/22/26,Government Bond,0.05,BBG00ZF1T9P5
+GB00BNNGP775,UKT 0 ⅞ 01/31/46,Government Bond,0.1,BBG00YY9ZP86
+GB00BMBL1F74,UKT 0 ⅝ 10/22/50,Government Bond,0.15,BBG00V5L55N7
+GB00BL68HJ26,UKT 0 ⅛ 01/30/26,Government Bond,0.02,BBG00SSK93Y0
+GB00BL68HG94,UKT 0 ⅛ 01/31/23,Government Bond,0.04,BBG00SSK0M13
+GB00BJQWYH73,UKT 1 ¼ 10/22/41,Government Bond,0.04,BBG00RCQDP18
+GB00BMBL1D50,UKT 0 ½ 10/22/61,Government Bond,0.05,BBG00TSXQSV9
+GB00BL68HH02,UKT 0 ⅜ 10/22/30,Government Bond,0.05,BBG00SSK75H6
+GB00BMBL1G81,UKT 0 ⅛ 01/31/28,Government Bond,0.05,BBG00V94C599
+GB00BMGR2809,UKT 0 ¼ 07/31/31,Government Bond,0.25,BBG00Y3L4KR7
+GB00BMGR2916,UKT 0 ⅝ 07/31/35,Government Bond,0.15,BBG00X2TXPF3
+GB00BMGR2791,UKT 0 ⅛ 01/31/24,Government Bond,0.05,BBG00XP7QHG1

examples/use-cases/rebalance-mapping/rebalance-mapping-configuration/data/benchmark/uk-stocks.csv

@@ -0,0 +1,101 @@
+Ticker,Name,Sector,ISIN,SEDOL,Weighting,Figi
+III LN,3i,Financial Services,GB00B1YW4409,B1YW440,0.04,BBG000BZZ876
+BKG LN,Berkeley Group Holdings,Household Goods & Home Construction,GB00B02L3W35,B02L3W3,0.04,BBG000H6ZKT3
+BATS LN,British American Tobacco,Tobacco,GB0002875804,287580,0.04,BBG000BG9N74
+BRBY LN,Burberry,Personal Goods,GB0031743007,3174300,0.04,BBG000BYJMD9
+UU/ LN,United Utilities,"Gas, Water & Multi-utilities",GB00B39J2M42,B39J2M4,0.04,BBG000BBFLV5
+VOD LN,Vodafone Group,Mobile Telecommunications,GB00BH4HKS39,BH4HKS3,0.04,BBG000C6K6G9
+CRH LN,CRH plc,Construction & Materials,IE0001827041,182704,0.025,BBG000BDCN13
+ANTO LN,Antofagasta,Mining,GB0000456144,45614,0.02,BBG000BD4SC9
+ADM LN,Admiral Group,Nonlife Insurance,GB00B02J6398,B02J639,0.01,BBG000PG2GZ0
+AAL LN,Anglo American plc,Mining,GB00B1XZS820,B1XZS82,0.01,BBG000BBLDF4
+AHT LN,Ashtead Group,Support Services,GB0000536739,53673,0.01,BBG000BD42C6
+ABF LN,Associated British Foods,Food Producers,GB0006731235,673123,0.01,BBG000BD3SC0
+BA/ LN,BAE Systems,Aerospace & Defence,GB0002634946,263494,0.01,BBG000BD5TW4
+BARC LN,Barclays,Banks,GB0031348658,3134865,0.01,BBG000C04D57
+BDEV LN,Barratt Developments,Household Goods & Home Construction,GB0000811801,81180,0.01,BBG000BD6DG6
+BHP LN,BHP,Mining,GB00BH0P3Z91,BH0P3Z9,0.01,BBG000F3W0C7
+BP/ LN,BP,Oil & Gas Producers,GB0007980591,798059,0.01,BBG000C05BD1
+BLND LN,British Land,Real Estate Investment Trusts,GB0001367019,136701,0.01,BBG000BD7DW7
+BT/A LN,BT Group,Fixed Line Telecommunications,GB0030913577,3091357,0.01,BBG000C05R82
+BNZL LN,Bunzl,Support Services,GB00B0744B38,B0744B3,0.01,BBG000BD7MX6
+CCH LN,Coca-Cola HBC,Beverages,CH0198251305,B9895B7,0.01,BBG000BS1Q24
+CPG LN,Compass Group,Support Services,GB00BD6K4575,BD6K457,0.01,BBG000FNNYW7
+CRDA LN,Croda International,Chemicals,GB00BJFFLV09,BJFFLV0,0.01,BBG000BDCLS8
+DCC LN,DCC plc,Support Services,IE0002424939,242493,0.01,BBG000BFLBK3
+DGE LN,Diageo,Beverages,GB0002374006,237400,0.01,BBG000BS69D5
+ENT LN,Entain,Travel & Leisure,IM00B5VQMV65,B5VQMV6,0.01,BBG000FTWDZ7
+EVR LN,Evraz,Industrial Metals & Mining,GB00B71N6K86,B71N6K8,0.01,BBG0027J63T2
+EXPN LN,Experian,Support Services,GB00B19NLV48,B19NLV4,0.01,BBG000BKFZN3
+FERG LN,Ferguson plc,Support Services,JE00BJVNSS43,BJVNSS4,0.01,BBG00NZJ0JG0
+FLTR LN,Flutter Entertainment,Travel & Leisure,IE00BWT6H894,BWXC0Z1,0.01,BBG000DWL6M3
+FRES LN,Fresnillo,Mining,GB00B2QPKJ12,B2QPKJ1,0.01,BBG000RC9QX0
+GSK LN,GlaxoSmithKline,Pharmaceuticals & Biotechnology,GB0009252882,925288,0.01,BBG000CT5GJ1
+GLEN LN,Glencore,Mining,JE00B4T3BW64,B4T3BW6,0.01,BBG001MM1KV4
+HLMA LN,Halma,Electronic & Electrical Equipment,GB0004052071,405207,0.01,BBG000BDLT47
+HL/ LN,Hargreaves Lansdown,Financial Services,GB00B1VZ0M25,B1VZ0M2,0.01,BBG000CLQ3K2
+HIK LN,Hikma Pharmaceuticals,Pharmaceuticals & Biotechnology,GB00B0LCW083,B0LCW08,0.01,BBG000FG1MF1
+HSBA LN,HSBC,Banks,GB0005405286,540528,0.01,BBG000BQ9HJ2
+IHG LN,IHG Hotels & Resorts,Travel & Leisure,GB00BHJYC057,BHJYC05,0.01,BBG000C2C4D5
+IMB LN,Imperial Brands,Tobacco,GB0004544929,454492,0.01,BBG000BYK740
+INF LN,Informa,Media,GB00BMJ6DW54,BMJ6DW5,0.01,BBG000BLHQP7
+ICP LN,Intermediate Capital Group,Investment Services,GB00BYT1DJ19,BYT1DJ1,0.01,BBG000D8KQJ7
+IAG LN,International Airlines Group,Travel & Leisure,ES0177542018,B5M6XQ7,0.01,BBG000C04GS5
+ITRK LN,Intertek,Support Services,GB0031638363,3163836,0.01,BBG000C08QY2
+JD/ LN,JD Sports,General Retailers,GB00BYX91H57,BYX91H5,0.01,BBG000QVZQC3
+JMAT LN,Johnson Matthey,Chemicals,GB00BZ4BQC70,BZ4BQC7,0.01,BBG000BDNS10
+SGE LN,Sage Group,Software & Computer Services,GB00B8C3BL03,B8C3BL0,0.01,BBG000BN0PP3
+SBRY LN,Sainsbury's,Food & Drug Retailers,GB00B019KW72,B019KW7,0.01,BBG000BF0KW3
+SDR LN,Schroders,Financial Services,GB0002405495,240549,0.01,BBG000BF0TF3
+SMT LN,Scottish Mortgage Investment Trust,Equity Investment Instruments,GB00BLDYK618,BLDYK61,0.01,BBG000BFZMY9
+SGRO LN,Segro,Real Estate Investment Trusts,GB00B5ZN1N88,B5ZN1N8,0.01,BBG000BF1HY7
+SVT LN,Severn Trent,"Gas, Water & Multi-utilities",GB00B1FH8J72,B1FH8J7,0.01,BBG000BS5FD2
+SMDS LN,DS Smith,General Industrials,GB0008220112,822011,0.01,BBG000BF1LF9
+SMIN LN,Smiths Group,General Industrials,GB00B1WY2338,B1WY233,0.01,BBG000BF1SQ2
+SN/ LN,Smith & Nephew,Health Care Equipment & Services,GB0009223206,922320,0.01,BBG000BF2206
+SKG LN,Smurfit Kappa,General Industrials,IE00B1RR8406,B1RR840,0.01,BBG000NCTTW7
+SPX LN,Spirax-Sarco Engineering,Industrial Engineering,GB00BWFGQN14,BWFGQN1,0.01,BBG000BF2FG0
+ULVR LN,Unilever,Personal Goods,GB00B10RZP78,B10RZP7,0.01,BBG000C0M8X7
+WTB LN,Whitbread,Retail hospitality,GB00B1KJJ408,B1KJJ40,0.01,BBG000BRVH05
+WPP LN,WPP plc,Media,JE00B8KF9B49,B8KF9B4,0.01,BBG000BF6B57
+AZN LN,AstraZeneca,Pharmaceuticals & Biotechnology,GB0009895292,989529,0.005,BBG000C0YDQ1
+AUTO LN,Auto Trader Group,Media,GB00BVYVFW23,BVYVFW2,0.005,BBG0086LKMG1
+AVST LN,Avast,Software & Computer Services,GB00BDD85M81,BDD85M8,0.005,BBG00KW3SK62
+AVV LN,Aveva,Software & Computer Services,GB00BBG9VN75,BBG9VN7,0.005,BBG000C21Y87
+AV/ LN,Aviva,Life Insurance,GB0002162385,216238,0.005,BBG000DDCSJ1
+BME LN,B&M,Retailers,LU1072616219,BMTRW10,0.005,BBG006K4W740
+JET LN,Just Eat Takeaway,Software & Computer Services,NL0012015705,BKM1QM4,0.005,BBG00DRDFY39
+KGF LN,Kingfisher,Retailers,GB0033195214,3319521,0.005,BBG000BKH1W6
+LAND LN,Land Securities,Real Estate Investment Trusts,GB00BYW0PQ60,BYW0PQ6,0.005,BBG000BDPHS3
+LGEN LN,Legal & General,Life Insurance,GB0005603997,560399,0.005,BBG000BDQCG6
+LLOY LN,Lloyds Banking Group,Banks,GB0008706128,870612,0.005,BBG000BDQGR5
+LSEG LN,London Stock Exchange Group,Financial Services,GB00B0SWJX34,B0SWJX3,0.005,BBG000BC85S0
+MNG LN,M&G,Asset Managers,GB00BKFB1C65,BKFB1C6,0.005,BBG00K9ZPS45
+MRO LN,Melrose Industries,Automobiles & Parts,GB00BZ1G4322,BZ1G432,0.005,BBG00B5YJC26
+MNDI LN,Mondi,Forestry & Paper,GB00B1CRLC47,B1CRLC4,0.005,BBG000C26Q43
+MRW LN,Morrisons,Food & Drug Retailers,GB0006043169,604316,0.005,BBG000GVNZ28
+NG/ LN,National Grid plc,"Gas, Water & Multi-utilities",GB00BDR05C01,BDR05C0,0.005,BBG000FV67Q4
+NWG LN,NatWest Group,Banks,GB00B7T77214,B7T7721,0.005,BBG000BDYNG3
+NXT LN,Next plc,General Retailers,GB0032089863,3208986,0.005,BBG000BDWPY0
+OCDO LN,Ocado Group,Food & Drug Retailers,GB00B3MBS747,B3MBS74,0.005,BBG000BDXZH6
+PSON LN,Pearson plc,Media,GB0006776081,677608,0.005,BBG000BDY8C0
+PNN LN,Pennon Group,Water,GB00B18V8630,B18V863,0.005,BBG000H90Q58
+PSH LN,Pershing Square Holdings,Financial Services,GG00BPFJTF46,BS7JCJ8,0.005,BBG00747WHS1
+PSN LN,Persimmon plc,Household Goods & Home Construction,GB0006825383,682538,0.005,BBG000BDY6P0
+PHNX LN,Phoenix Group,Life Insurance,GB00BGXQNP29,BGXQNP2,0.005,BBG00MH6HPM1
+POLY LN,Polymetal International,Precious Metals & Mining,JE00B6T5S470,B6T5S47,0.005,BBG0025RP8F9
+PRU LN,Prudential plc,Life Insurance,GB0007099541,709954,0.005,BBG000BDY322
+RB/ LN,Reckitt Benckiser,Household Goods & Home Construction,GB00B24CGK77,B24CGK7,0.005,BBG000BX8BP4
+REL LN,RELX,Media,GB00B2B0DG97,B2B0DG9,0.005,BBG000C0KDR5
+RTO LN,Rentokil Initial,Support Services,GB00B082RF11,B082RF1,0.005,BBG000BDZZM8
+RMV LN,Rightmove,Media,GB00BGDT3G23,BGDT3G2,0.005,BBG000DD5X08
+RIO LN,Rio Tinto,Mining,GB0007188757,718875,0.005,BBG000D4Z9L5
+RR/ LN,Rolls-Royce Holdings,Aerospace & Defence,GB00B63H8491,B63H849,0.005,BBG000BTG1B1
+RDSA LN,Royal Dutch Shell,Oil & Gas Producers,GB00B03MLX29,B03MLX2,0.005,BBG000QZQN13
+RSA LN,RSA Insurance Group,Nonlife Insurance,GB00BKKMKR23,BKKMKR2,0.005,BBG000H3DN90
+SSE LN,SSE plc,Electricity,GB0007908733,790873,0.005,BBG000BSS1V8
+STAN LN,Standard Chartered,Banks,GB0004082847,408284,0.005,BBG000BF2QW8
+SLA LN,Standard Life Aberdeen,Financial Services,GB00BF8Q6K64,BF8Q6K6,0.005,BBG000N2C023
+STJ LN,St. James's Place plc,Life Insurance,GB0007669376,766937,0.005,BBG000BRMPC4
+TW/ LN,Taylor Wimpey,Household Goods & Home Construction,GB0008782301,878230,0.005,BBG000BF4KL1
+TSCO LN,Tesco,Food & Drug Retailers,GB00BLGZ9862,BLGZ986,0.005,BBG000BF46Y8

examples/use-cases/rebalance-mapping/rebalance-mapping-configuration/data/rebalancer/equity_constituents.csv

@@ -0,0 +1,10 @@
+ticker,sedol,instrument_type,instrument_id,name,weighting
+BT.A,SEDOL1,equity,EQ_1234,BT GROUP PLC,0.05
+STAN,SEDOL2,equity,EQ_1235,STANDARD CHARTERED PLC,0.07
+SBRY,SEDOL3,equity,EQ_1236,J SAINSBURY PLC,0.12
+BARC,SEDOL4,equity,EQ_1237,BARCLAYS PLC,0.09
+BP,SEDOL5,equity,EQ_1238,BP PLC,0.04
+GSK,SEDOL6,equity,EQ_1239,GLAXOSMITHKLINE PLC,0.11
+BRBY,SEDOL7,equity,EQ_1240,BURBERRY GROUP PLC,0.15
+OCDO,SEDOL8,equity,EQ_1241,OCADO GROUP PLC,0.22
+NXT,SEDOL9,equity,EQ_1242,NEXT PLC,0.15

examples/use-cases/rebalance-mapping/rebalance-mapping-configuration/data/rebalancer/transaction_portfolio_cash.csv

@@ -0,0 +1,2 @@
+fund_code,txn_id,txn_type,txn_trade_date,txn_settle_date,txn_units,txn_price,txn_consideration,txn_instrument_id,currency
+ExampleEquityPortfolio123,cash_1,FundsIn,01/01/2020,01/01/2020,10000000,1,10000000,GBP,GBP