SimCorp Dimension Portfolio

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://thesim.dev/schemas/simcorp-dimension/portfolio.json",
  "title": "SimCorp Dimension Portfolio",
  "description": "Schema for a portfolio entity in the SimCorp Integration Model (SIM). Portfolios represent investment portfolios managed within SimCorp Dimension, supporting multi-asset class holdings across the Investment Book of Record (IBOR). Based on the SimCorp Dimension data model documented at thesim.dev and simcorp.com.",
  "type": "object",
  "required": [
    "portfolioCode",
    "portfolioName"
  ],
  "properties": {
    "portfolioId": {
      "type": "integer",
      "description": "Unique internal identifier for the portfolio within SimCorp Dimension"
    },
    "portfolioCode": {
      "type": "string",
      "description": "Short alphanumeric code uniquely identifying the portfolio",
      "maxLength": 20
    },
    "portfolioName": {
      "type": "string",
      "description": "Full descriptive name of the portfolio",
      "maxLength": 255
    },
    "portfolioType": {
      "type": "string",
      "description": "Classification of the portfolio by its operational role",
      "enum": [
        "REAL",
        "MODEL",
        "BENCHMARK",
        "COMPOSITE",
        "SLEEVE",
        "MASTER",
        "FUND",
        "MANDATE",
        "INTERNAL"
      ]
    },
    "portfolioStatus": {
      "type": "string",
      "description": "Current lifecycle status of the portfolio",
      "enum": [
        "ACTIVE",
        "CLOSED",
        "PENDING",
        "SUSPENDED",
        "TERMINATED"
      ]
    },
    "baseCurrency": {
      "type": "string",
      "description": "ISO 4217 currency code for the portfolio base currency used for valuation and reporting",
      "pattern": "^[A-Z]{3}$",
      "examples": ["USD", "EUR", "GBP", "DKK"]
    },
    "inceptionDate": {
      "type": "string",
      "format": "date",
      "description": "Date the portfolio was established and began tracking positions"
    },
    "terminationDate": {
      "type": ["string", "null"],
      "format": "date",
      "description": "Date the portfolio was closed or terminated, null if still active"
    },
    "legalEntity": {
      "type": "string",
      "description": "The legal entity or organization that owns the portfolio",
      "maxLength": 255
    },
    "investmentManager": {
      "type": "string",
      "description": "Name or identifier of the portfolio manager or management team responsible",
      "maxLength": 255
    },
    "custodian": {
      "type": "string",
      "description": "The custodian bank or institution holding the portfolio assets",
      "maxLength": 255
    },
    "benchmark": {
      "type": "object",
      "description": "The benchmark portfolio or index used for performance comparison",
      "properties": {
        "benchmarkCode": {
          "type": "string",
          "description": "Code identifying the benchmark portfolio or index"
        },
        "benchmarkName": {
          "type": "string",
          "description": "Descriptive name of the benchmark"
        },
        "benchmarkType": {
          "type": "string",
          "description": "Type of benchmark used",
          "enum": [
            "INDEX",
            "PORTFOLIO",
            "COMPOSITE",
            "CUSTOM",
            "BLENDED"
          ]
        }
      }
    },
    "investmentStrategy": {
      "type": "string",
      "description": "Description of the investment strategy or mandate governing the portfolio",
      "maxLength": 1000
    },
    "assetClasses": {
      "type": "array",
      "description": "Asset classes that the portfolio is authorized to hold",
      "items": {
        "type": "string",
        "enum": [
          "EQUITY",
          "FIXED_INCOME",
          "MONEY_MARKET",
          "DERIVATIVES",
          "ALTERNATIVES",
          "PRIVATE_EQUITY",
          "REAL_ESTATE",
          "COMMODITIES",
          "FX",
          "STRUCTURED_PRODUCTS",
          "FUND"
        ]
      }
    },
    "portfolioHierarchy": {
      "type": "object",
      "description": "Hierarchical structure placing this portfolio within a portfolio tree or organizational grouping",
      "properties": {
        "parentPortfolioCode": {
          "type": ["string", "null"],
          "description": "Code of the parent portfolio in a master-sleeve or composite structure"
        },
        "level": {
          "type": "integer",
          "description": "Depth level within the portfolio hierarchy, where 0 is the top-level",
          "minimum": 0
        },
        "groupCode": {
          "type": "string",
          "description": "Code identifying the portfolio group or organizational unit"
        },
        "groupName": {
          "type": "string",
          "description": "Name of the portfolio group"
        }
      }
    },
    "positions": {
      "type": "array",
      "description": "Current holdings or positions within the portfolio from the Investment Book of Record (IBOR)",
      "items": {
        "$ref": "#/$defs/Position"
      }
    },
    "complianceRules": {
      "type": "array",
      "description": "Investment compliance rules and constraints applied to the portfolio",
      "items": {
        "type": "object",
        "properties": {
          "ruleId": {
            "type": "string",
            "description": "Identifier of the compliance rule"
          },
          "ruleName": {
            "type": "string",
            "description": "Name of the compliance rule"
          },
          "ruleType": {
            "type": "string",
            "description": "Category of the compliance rule",
            "enum": [
              "PRE_TRADE",
              "POST_TRADE",
              "REGULATORY",
              "INTERNAL",
              "MANDATE"
            ]
          },
          "status": {
            "type": "string",
            "description": "Current compliance status",
            "enum": [
              "COMPLIANT",
              "BREACH",
              "WARNING",
              "NOT_CHECKED"
            ]
          }
        }
      }
    },
    "valuationSummary": {
      "type": "object",
      "description": "Summary valuation data for the portfolio as of the last valuation date",
      "properties": {
        "valuationDate": {
          "type": "string",
          "format": "date",
          "description": "Date of the most recent portfolio valuation"
        },
        "totalMarketValue": {
          "type": "number",
          "description": "Total market value of the portfolio in base currency"
        },
        "totalCostValue": {
          "type": "number",
          "description": "Total cost basis of the portfolio in base currency"
        },
        "cashBalance": {
          "type": "number",
          "description": "Total cash balance across all cash accounts in base currency"
        },
        "unrealizedGainLoss": {
          "type": "number",
          "description": "Total unrealized gain or loss in base currency"
        },
        "netAssetValue": {
          "type": "number",
          "description": "Net asset value (NAV) of the portfolio in base currency"
        }
      }
    },
    "accountingMethod": {
      "type": "string",
      "description": "The accounting method used for the portfolio in the Accounting Book of Record (ABOR)",
      "enum": [
        "AVERAGE_COST",
        "FIFO",
        "LIFO",
        "SPECIFIC_LOT",
        "HIGHEST_COST",
        "LOWEST_COST"
      ]
    },
    "reportingCurrency": {
      "type": "string",
      "description": "Currency used for client reporting if different from base currency",
      "pattern": "^[A-Z]{3}$"
    },
    "classifications": {
      "type": "object",
      "description": "User-defined and system classification attributes for the portfolio",
      "additionalProperties": {
        "type": "string"
      }
    },
    "customProperties": {
      "type": "object",
      "description": "User-defined custom fields extending the standard portfolio attributes",
      "additionalProperties": true
    },
    "createdDate": {
      "type": "string",
      "format": "date-time",
      "description": "Timestamp when the portfolio record was created in SimCorp Dimension"
    },
    "modifiedDate": {
      "type": "string",
      "format": "date-time",
      "description": "Timestamp when the portfolio record was last modified"
    }
  },
  "$defs": {
    "Position": {
      "$id": "#Position",
      "title": "Portfolio Position",
      "description": "A holding or position within a SimCorp Dimension portfolio, representing a quantity of an instrument held at a given status level within the IBOR.",
      "type": "object",
      "required": [
        "instrumentCode",
        "quantity"
      ],
      "properties": {
        "positionId": {
          "type": "integer",
          "description": "Unique identifier for the position record"
        },
        "instrumentCode": {
          "type": "string",
          "description": "Code identifying the instrument held in this position"
        },
        "instrumentName": {
          "type": "string",
          "description": "Name of the instrument held"
        },
        "quantity": {
          "type": "number",
          "description": "Number of units, shares, or nominal amount held"
        },
        "settlementQuantity": {
          "type": "number",
          "description": "Quantity at the settled position level"
        },
        "marketValue": {
          "type": "number",
          "description": "Current market value of the position in portfolio base currency"
        },
        "costValue": {
          "type": "number",
          "description": "Cost basis of the position in portfolio base currency"
        },
        "accruedInterest": {
          "type": "number",
          "description": "Accrued interest for fixed income positions"
        },
        "unrealizedGainLoss": {
          "type": "number",
          "description": "Unrealized profit or loss on the position"
        },
        "weight": {
          "type": "number",
          "description": "Position weight as a percentage of total portfolio market value",
          "minimum": 0,
          "maximum": 100
        },
        "positionDate": {
          "type": "string",
          "format": "date",
          "description": "Date for which the position is reported"
        },
        "statusLevel": {
          "type": "string",
          "description": "Transaction status level defining the position view, reflecting the front-to-back lifecycle stage",
          "enum": [
            "ENTRY",
            "TEMPORARILY_BOOKED",
            "FINALLY_BOOKED",
            "SETTLED",
            "CONFIRMED"
          ]
        },
        "positionCurrency": {
          "type": "string",
          "description": "ISO 4217 currency code of the position",
          "pattern": "^[A-Z]{3}$"
        },
        "exchangeRate": {
          "type": "number",
          "description": "Exchange rate applied to convert from position currency to portfolio base currency"
        }
      }
    },

    "TransactionStatusLevel": {
      "$id": "#TransactionStatusLevel",
      "title": "Transaction Status Level",
      "description": "Defines the status levels through which a transaction progresses in SimCorp Dimension, from entry through to final settlement. These status levels serve as position drivers.",
      "type": "string",
      "enum": [
        "ENTRY",
        "TEMPORARILY_BOOKED",
        "FINALLY_BOOKED",
        "SETTLED",
        "CONFIRMED"
      ]
    }
  }
}