TPT to FundsXML 4

The converter reads a TPT file (Excel or CSV, V7 or V8) and writes one FundsXML 4.2.11 document with two views of the same data. Both are optional; by default you get both.

1. The Solvency II TPT block

RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V7 mirrors the template nearly one to one: a Portfolio per TPT portfolio, with a Position per row. Receivers that know the TPT read this block and find every field where they expect it.

2. The FundsXML core structures

The regular FundsXML structures are filled as well, so systems that never look at the regulatory block still get the holdings:

• Funds/Fund/SingleFund/ShareClasses/ShareClass — one share class per TPT portfolio, identified by the ISIN of field 1, with price (8), net assets (5) and its portfolio.
• …/Portfolio/Positions/Position — one position per row: identifiers, currency, market value in quotation and portfolio currency (22, 24), weight (26), and the quantity or nominal in the element for the instrument type (bond, equity, fund share, option, future …).
• AssetMasterData/Asset — one asset per instrument, with identifiers, name, currency, country and AssetDetails chosen by the CIC category — for a bond, for example, issuer, maturity and coupon.
• ControlData — document id, date and data supplier; the supplier can be set in the options.

The fund itself gets only the mandatory name and currency: a TPT describes share classes, not the fund.

Lossless: custom attributes

Some TPT values have no place in FundsXML 4.2.11 — fields 17b and 114, the V8 fields 150/151, the V8 codes e1/e2/e3 of field 56 — and the schema rejects others (an over-long name, an unknown code). None of them is dropped. They are written as

<CustomAttributes>
  <Attribute><Name>TPT_150</Name><Value>1</Value></Attribute>
</CustomAttributes>

on the position (or the fund, for portfolio fields). FundsXML to TPT reads these attributes first, so TPT → FundsXML → TPT returns the original values; the converter's test suite checks this for every sample file.

Field by field

Every field and its FundsXML paths — with the conditions (for example "only for CIC category 2") and transformations (percentages, basis points) — is listed in the mapping table and on the field pages.

The report

Next to the XML the converter returns a report: XSD validation result, the number of portfolios and positions, every value that was moved to a custom attribute, and messages such as missing mandatory fields. The conversion messages explain each one.

Convert TPT to FundsXML