Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/using-this-guide.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/frtb-data-model.html - FRTB Data Model test ../ test tutorials.html Tutorials test ../ test tutorials/data-health-check.html - Data Health Check test ../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html - Workaround for deadlock issue when attempting to create partitions for reference stores test ../ test configuration.html Configuration files test ../ test sign-off.html Sign-Off Approvals test ../ test cube.html Data Cubes test ../ test cube/measures.html - Measures test ../ test cube/dimensions.html - Dimensions test ../ test cube/booking.books.html -- [Booking].[Books] test ../ test cube/booking.categories.html -- [Booking].[Categories] test ../ test cube/booking.desks.html -- [Booking].[Desks] test ../ test cube/booking.frtb-model.html -- [Booking].[FRTB Model] test ../ test cube/booking.irt-desk.html -- [Booking].[IRT Desk] test ../ test cube/booking.pla-zone.html -- [Booking].[PLA Zone] test ../ test cube/booking.trades.html -- [Booking].[Trades] test ../ test cube/buckets.commodity-buckets.html -- [Buckets].[Commodity Buckets] test ../ test cube/buckets.csr-non-sec-buckets.html -- [Buckets].[CSR non-Sec Buckets] test ../ test cube/buckets.csr-sec-ctp-buckets.html -- [Buckets].[CSR Sec CTP Buckets] test ../ test cube/buckets.csr-sec-non-ctp-buckets.html -- [Buckets].[CSR Sec non-CTP Buckets] test ../ test cube/buckets.equity-buckets.html -- [Buckets].[Equity Buckets] test ../ test cube/buckets.fx-buckets.html -- [Buckets].[FX Buckets] test ../ test cube/buckets.girr-buckets.html -- [Buckets].[GIRR Buckets] test ../ test cube/currencies.currency.html -- [Currencies].[Currency] test ../ test cube/dates.date.html -- [Dates].[Date] test ../ test cube/dates.tradedates.html -- [Dates].[TradeDates] test ../ test cube/default-risk-charge.drc-direction.html -- [Default Risk Charge].[DRC Direction] test ../ test cube/default-risk-charge.drc-instrument-lgd-type.html -- [Default Risk Charge].[DRC Instrument LGD Type] test ../ test cube/default-risk-charge.drc-maturity.html -- [Default Risk Charge].[DRC Maturity] test ../ test cube/default-risk-charge.drc-non-sec-bucket.html -- [Default Risk Charge].[DRC non-Sec Bucket] test ../ test cube/default-risk-charge.drc-non-sec-rating.html -- [Default Risk Charge].[DRC non-Sec Rating] test ../ test cube/default-risk-charge.drc-obligor.html -- [Default Risk Charge].[DRC Obligor] test ../ test cube/default-risk-charge.drc-sec-ctp-attachment.html -- [Default Risk Charge].[DRC Sec CTP Attachment] test ../ test cube/default-risk-charge.drc-sec-ctp-bucket.html -- [Default Risk Charge].[DRC Sec CTP Bucket] test ../ test cube/default-risk-charge.drc-sec-ctp-detachment.html -- [Default Risk Charge].[DRC Sec CTP Detachment] test ../ test cube/default-risk-charge.drc-sec-ctp-instrument-type.html -- [Default Risk Charge].[DRC Sec CTP Instrument Type] test ../ test cube/default-risk-charge.drc-sec-ctp-rating-type.html -- [Default Risk Charge].[DRC Sec CTP Rating Type] test ../ test cube/default-risk-charge.drc-sec-ctp-rating.html -- [Default Risk Charge].[DRC Sec CTP Rating] test ../ test cube/default-risk-charge.drc-sec-ctp-security.html -- [Default Risk Charge].[DRC Sec CTP Security] test ../ test cube/default-risk-charge.drc-sec-ctp-seniority.html -- [Default Risk Charge].[DRC Sec CTP Seniority] test ../ test cube/default-risk-charge.drc-sec-non-ctp-asset-class.html -- [Default Risk Charge].[DRC Sec non-CTP Asset Class] test ../ test cube/default-risk-charge.drc-sec-non-ctp-attachment.html -- [Default Risk Charge].[DRC Sec non-CTP Attachment] test ../ test cube/default-risk-charge.drc-sec-non-ctp-bucket.html -- [Default Risk Charge].[DRC Sec non-CTP Bucket] test ../ test cube/default-risk-charge.drc-sec-non-ctp-detachment.html -- [Default Risk Charge].[DRC Sec non-CTP Detachment] test ../ test cube/default-risk-charge.drc-sec-non-ctp-rating-type.html -- [Default Risk Charge].[DRC Sec non-CTP Rating Type] test ../ test cube/default-risk-charge.drc-sec-non-ctp-rating.html -- [Default Risk Charge].[DRC Sec non-CTP Rating] test ../ test cube/default-risk-charge.drc-sec-non-ctp-region.html -- [Default Risk Charge].[DRC Sec non-CTP Region] test ../ test cube/default-risk-charge.drc-sec-non-ctp-tranche.html -- [Default Risk Charge].[DRC Sec non-CTP Tranche] test ../ test cube/default-risk-charge.drc-seniority.html -- [Default Risk Charge].[DRC Seniority] test ../ test cube/default-risk-charge.drc-zero-risk-weight.html -- [Default Risk Charge].[DRC Zero Risk Weight] test ../ test cube/displaycurrency.displaycurrency.html -- [displayCurrency].[displayCurrency] test ../ test cube/double-sums.commodity-delta-double-sums.html -- [Double Sums].[Commodity Delta Double Sums] test ../ test cube/double-sums.commodity-vega-double-sums.html -- [Double Sums].[Commodity Vega Double Sums] test ../ test cube/double-sums.csr-non-sec-delta-double-sums.html -- [Double Sums].[CSR non-Sec Delta Double Sums] test ../ test cube/double-sums.csr-non-sec-vega-double-sums.html -- [Double Sums].[CSR non-Sec Vega Double Sums] test ../ test cube/double-sums.csr-sec-ctp-delta-double-sums.html -- [Double Sums].[CSR Sec CTP Delta Double Sums] test ../ test cube/double-sums.csr-sec-ctp-vega-double-sums.html -- [Double Sums].[CSR Sec CTP Vega Double Sums] test ../ test cube/double-sums.csr-sec-non-ctp-delta-double-sums.html -- [Double Sums].[CSR Sec non-CTP Delta Double Sums] test ../ test cube/double-sums.csr-sec-non-ctp-vega-double-sums.html -- [Double Sums].[CSR Sec non-CTP Vega Double Sums] test ../ test cube/double-sums.equity-delta-double-sums.html -- [Double Sums].[Equity Delta Double Sums] test ../ test cube/double-sums.equity-vega-double-sums.html -- [Double Sums].[Equity Vega Double Sums] test ../ test cube/double-sums.fx-delta-double-sums.html -- [Double Sums].[FX Delta Double Sums] test ../ test cube/double-sums.fx-vega-double-sums.html -- [Double Sums].[FX Vega Double Sums] test ../ test cube/double-sums.girr-delta-double-sums.html -- [Double Sums].[GIRR Delta Double Sums] test ../ test cube/double-sums.girr-vega-double-sums.html -- [Double Sums].[GIRR Vega Double Sums] test ../ test cube/epoch.epoch.html -- [Epoch].[Epoch] test ../ test cube/lookback.lookback.html -- [Lookback].[Lookback] test ../ test cube/market-data.csr-non-sec-rating-category.html -- [Market Data].[CSR non-Sec Rating Category] test ../ test cube/market-data.csr-non-sec-sector-category.html -- [Market Data].[CSR non-Sec Sector Category] test ../ test cube/market-data.csr-quality.html -- [Market Data].[CSR Quality] test ../ test cube/market-data.csr-rating.html -- [Market Data].[CSR Rating] test ../ test cube/market-data.csr-sec-ctp-rating-category.html -- [Market Data].[CSR Sec CTP Rating Category] test ../ test cube/market-data.csr-sec-ctp-sector-category.html -- [Market Data].[CSR Sec CTP Sector Category] test ../ test cube/market-data.csr-sec-non-ctp-rating-category.html -- [Market Data].[CSR Sec non-CTP Rating Category] test ../ test cube/market-data.csr-sec-non-ctp-sector-category.html -- [Market Data].[CSR Sec non-CTP Sector Category] test ../ test cube/market-data.csr-sector.html -- [Market Data].[CSR Sector] test ../ test cube/market-data.equity-issuer-economy.html -- [Market Data].[Equity Issuer Economy] test ../ test cube/market-data.equity-market-cap.html -- [Market Data].[Equity Market Cap] test ../ test cube/market-data.equity-sector.html -- [Market Data].[Equity Sector] test ../ test cube/market-data.girr-currency.html -- [Market Data].[GIRR Currency] test ../ test cube/market-data.girr-curve-types.html -- [Market Data].[GIRR Curve Types] test ../ test cube/market-data.underlying.html -- [Market Data].[Underlying] test ../ test cube/organization.bookhierarchy.html -- [Organization].[BookHierarchy] test ../ test cube/organization.legal-entities.html -- [Organization].[Legal Entities] test ../ test cube/organization.legalentityhierarchy.html -- [Organization].[LegalEntityHierarchy] test ../ test cube/parameter-sets.parameter-set.html -- [Parameter Sets].[Parameter Set] test ../ test cube/risk.commodity-location.html -- [Risk].[Commodity Location] test ../ test cube/risk.currencies.html -- [Risk].[Currencies] test ../ test cube/risk.data-sets.html -- [Risk].[Data Sets] test ../ test cube/risk.drc-scenarios.html -- [Risk].[DRC Scenarios] test ../ test cube/risk.fx-counter-currency.html -- [Risk].[FX Counter Currency] test ../ test cube/risk.idiosyncratic.html -- [Risk].[Idiosyncratic] test ../ test cube/risk.liquidity-horizons.html -- [Risk].[Liquidity Horizons] test ../ test cube/risk.maturities.html -- [Risk].[Maturities] test ../ test cube/risk.model.html -- [Risk].[Model] test ../ test cube/risk.residual-risk-add-on.html -- [Risk].[Residual Risk Add On] test ../ test cube/risk.risk-classes.html -- [Risk].[Risk Classes] test ../ test cube/risk.risk-factor-types.html -- [Risk].[Risk Factor Types] test ../ test cube/risk.risk-factors.html -- [Risk].[Risk Factors] test ../ test cube/risk.risk-measures.html -- [Risk].[Risk Measures] test ../ test cube/risk.scenarios.html -- [Risk].[Scenarios] test ../ test cube/risk.sensitivity-scale-category.html -- [Risk].[Sensitivity Scale Category] test ../ test cube/risk.vertices.html -- [Risk].[Vertices] test ../ test cube/sign-off-adjustment.source.html -- [Sign-off Adjustment].[Source] test ../ test cube/sign-off-status.sign-off-status.html -- [Sign-off Status].[Sign-off Status] test ../ test what-if.html What-If Analysis test ../ test datastore.html Data Stores test ../ test input-files.html Input Files test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../ test dev/dev-core.html - FRTB Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test interpret-impl.html FRTB Accelerator Interpretation and Implementation of BCBS 457 test ../ test pdf-guides.html PDF Guides test ../ test glossary.html Glossary [Booking].[Trades] Description Unique trade identifiers Dimension Booking Hierarchy Trades Levels [ALL, TradeId] [Booking].[PLA Zone] [Buckets].[Commodity Buckets]