Calculations

This section describes ETL from the reference implementation and the transformations / calculations applied to the sensitivities in the post-processors after they have been aggregated.

First, the ETL (Extract, Transform, Load) layer will apply some transformations as the data is loaded from the input files into the datastore.

Once the data is loaded into the datastore, it is available in the cube. The sensitivities in the cube may be partially aggregated upon commit to the datastore for BITMAP and LEAF aggregate providers. The remainder of the sensitivity aggregation is performed by ActivePivot at query time.

Then, also at query time, the post-processors calculate the capital charge from the aggregated sensitivities.