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I. Use Case Description

Use Case Name

Index analysis for ETF development

Use Case Identifier

IND-EFT-DEV

Source

IND Content Team

Point of Contact

Creation / Revision Date

7/19/2019

Associated Documents

Requirements documentation, traceability matrix if applicable

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 Provide at least two usage scenarios that flesh out the requirements outlined in the summary, including identification of requirements specific to any envisioned ontology or semantically-driven service or application.  Scenarios should be described as narrative, with supporting diagrams as appropriate.  In an Agile process, every user story relevant to the use case should be included and elaborated/rolled up into one or more usage scenarios, with a clear mapping from the user story to the scenario it is integrated in or mapped to.

  1. Get the value of Index at any point in time. Optionally the user can seek details of the constituents' contribution to the movement of index value from a particular point in time (e.g. previous day's close)
  2. As a user of the Index service, I need to be able to get all the details of the constituents of the Index including the weightage and other details
  3. To ensure stability of the index, the index constituents are changed at regular interval. Whenever this is done there is a need to "rebalance" the index so that the change in constituents does not change index level abruptly
  4. There are certain corporate actions of the Index constituents (like stock splits and stock dividends) that require changes to be done to the Index data maintained. Other examples are share issuance and these require adjustments to prevent the value of index from changing.


 

IV. Basic Flow of Events

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