3.3.5 Portfolio Selection

It enables users to define rules with a cross-instrument definition, since the Portfolio table classification contains columns (potentially including user-defined columns) that are common to all instruments. Any other specific instrument table selection (such as Mortgages, and so on) would limit the rule definition to the specific instrument table. During processing of a Portfolio selection from an assumption rule, the engine will substitute the name of a specific table (that is, instruments selected in the parent process rule).