Hierarchies

Hierarchy Level Comments
Dates (slicing hierarchy) AsOfDate The as-of date (T-1). From the AsOfDate field in the input file.
Book (slicing hierarchy) Desk The Book field in the input file.
Legal Entity (slicing hierarchy) Legal Entity The Legal Entity field in the input file.
Lookback (analysis hierarchy) Lookback The past date. Used for expanding the P&L values for P&L Attribution Test analytics.