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Package index
-
calc_shares_all_classes()
- Calculate the number of shares across all equity asset classes
-
dataprep_abcd_scen_connection()
- Combine ABCD and scenario data into the
[equity/bonds]_abcd_scenario.rds
format that is used by portfolio.analysis
-
determine_relevant_years()
- Determine relevant years
-
import_ar_advanced_company_indicators()
- Import the data from a version of Asset Resolution's proprietary Advanced Company Indicators XLSX into a tidy data frame.
-
import_ar_masterdata()
- Import the data from a version of Asset Resolution's bespoke
masterdata_*.csv
files into a tidy data frame.
-
prepare_ar_company_id__country_of_domicile()
- Prepare an
ar_company_id__country_of_domicile
lookup table from theentity_info
data
-
prepare_ar_company_id__credit_parent_ar_company_id()
- Prepare an
ar_company_id__credit_parent_ar_company_id
lookup table from theentity_info
data
-
prepare_ar_company_id__sectors_with_assets__debt()
- Prepare an
ar_company_id__sectors_with_assets__debt
lookup table from themasterdata_debt_datastore
data
-
prepare_ar_company_id__sectors_with_assets__ownership()
- Prepare an
ar_company_id__sectors_with_assets__ownership
lookup table from themasterdata_ownership_datastore
data
-
prepare_company_id__creditor_company_id()
- Prepare a
company_id__creditor_company_id
lookup table from Asset Impact'smasterdata_debt
data
-
prepare_entity_info()
- Prepare the
entity_info
output data frame from data frames imported from thefactset_entity_info.rds
andar_company_id__factset_entity_id.rds
files
-
prepare_factset_entity_id__ar_company_id()
- Prepare a
factset_entity_id__ar_company_id
lookup table from Asset Impact'sar_company_id__factset_entity_id
crosswalk
-
prepare_factset_entity_id__credit_parent_id()
- Prepare a
factset_entity_id__credit_parent_id
lookup table fromentity_info
-
prepare_factset_entity_id__security_mapped_sector()
- Prepare a
factset_entity_id__security_mapped_sector
lookup table fromentity_info
-
prepare_financial_data()
- Prepare the
financial_data
output data frame from the importedfactset_financial_data.rds
file
-
prepare_fund_data()
- Prepare fund data, filtering to funds with data according to a given threshold and adding a
MISSINGWEIGHT
holding for the difference
-
prepare_isin_to_fund_table()
- Prepare
isin_to_fund_table
, filtering out fsyms that have more than 1 row and either no fund data or fund data for both rows
-
prepare_iss_average_sector_emission_intensities()
- Prepare a
iss_average_sector_emission_intensities
object
-
prepare_iss_company_emissions()
- Prepare an
iss_company_emissions
object fromfactset_iss_emissions_data
-
prepare_iss_entity_emission_intensities()
- Prepare a
iss_entity_emission_intensities
object
-
prepare_masterdata()
- Prepare the
masterdata_ownership_datastore
ormasterdata_debt_datastore
output data frame from an import of a raw AR masterdata_* CSV
-
prepare_masterdata_debt()
- Prepare the
masterdata_debt_datastore
object from a raw masterdata_debt CSV
-
prepare_total_fund_list()
- Prepare a
total_fund_list
object fromfund_data
-
quarter_to_factset_timestamp()
- Convert a PACTA style quarter string to a FactSet style date string for the last day of that quarter
-
quarter_to_imf_timestamp()
- Convert a PACTA style quarter string to an IMF style quarter string
-
standardize_asset_type_names()
- Standardize asset type names
-
write_manifest()
- Write a manifest.json file to the specified path including critical information about the files and parameters used to prepare the data