[isCVA].[isCVA]

Description Separates hedges and trades driving CVA.
Dimension isCVA
Hierarchy isCVA
Levels [ALL, isCVA]

For both BA and SA cubes, IsCVA hierarchy is derived using the following logic: if a trade is from a CVA sensitivities file, it doesn’t have a TradeId. Instead, it has the NettingSetId in the basestore. If a trade is from a hedge sensitivities file, it has a TradeId and null NettingSetId in the basestore.

The hierarchy has two members: { Y, N }, to separate hedges and trades driving CVA: