Datastore (Reference Implementation)

This section describes how the SA datastore schema is used for the Commodity risk class.

The schema starts with the TradeBase store, which is an index of all the facts in the SA Cube. The TradeBase store has references to the risk-factor descriptions and sensitivities.

Risk Factor Descriptions

The risk-factor description starts with the RiskFactorDescription store, which contains the description of risk-factor independent of the commodity, and a reference to the UnderlyingDescription store for a description of the commodity.

Sensitivities

The sensitivities stores contain the sensitivity values, they are referenced from the TradeBase store.