Internal Models Approach Datastore Definition

This page provides the following:

A table of fields for each store within the Internal Models Approach datastore definition.
Indicator showing whether the fields are KEY, VECTOR, or NULLABLE
A column called Cube Schema Field Name with "Y" or "N" value to indicate whether or not the datastore field is selected for the cube.
- If Y: A link is also provided to the relevant level in the associated cube (i.e. the location within the cube that is populated by the value from the datastore field)
- If N: This means the fields are either internal or measures, and there is a note to explain the details

"IMATrades" (IMA_TRADES_STORE_NAME)

Field Name/Column Name	IsKey	IsVector	Type	Cube Schema Field Name
IMA_TRADES_STORE_DATA_SET	Y		STRING	Y - Data Set
IMA_TRADES_STORE_TRADE_ID	Y		STRING	Y - TradeId
IMA_TRADES_STORE_RISK_FACTOR	Y		STRING	Y - RiskFactor
IMA_TRADES_STORE_RISK_CLASS	Y		STRING	Y - RiskClass
IMA_TRADES_STORE_LIQUIDITY_HORIZON	Y		INT	Y - Liquidity Horizon
IMA_TRADES_STORE_CURRENCY	Y		STRING	Y - Currency
IMA_TRADES_STORE_PNL		Y	DOUBLE	N - This field is a measure
AS_OF_DATE	Y		STORE_DATE_FIELD_FORMAT	Y - AsOfDate

"IMA Summary" (IMA_SUMMARY_STORE_NAME)

Field Name/Column Name	IsKey	IsVector	Type	Cube Schema Field Name
IMA_SUMMARY_STORE_DATA_SET	Y		STRING	Y - Data Set
IMA_SUMMARY_STORE_BOOK	Y		STRING	Y - Book
IMA_SUMMARY_STORE_LEGAL_ENTITY	Y		STRING	Y - Legal Entity
IMA_SUMMARY_STORE_RISK_FACTOR	Y		STRING	Y - Risk Factor
IMA_SUMMARY_STORE_RISK_CLASS	Y		STRING	Y - Risk Class
IMA_SUMMARY_STORE_LIQUIDITY_HORIZON	Y		INT	Y - Liquidity Horizon
IMA_SUMMARY_STORE_CURRENCY	Y		STRING	Y - Currency
IMA_TRADES_STORE_PNL		Y	DOUBLE	N - This field is a measure.
AS_OF_DATE	Y		STORE_DATE_FIELD_FORMAT	N - See field in referencing store (i.e. IMATrades Table)

"IMARiskFactors" (IMA_RISK_FACTORS_STORE_NAME)

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
IMA_RISK_FACTORS_STORE_RISK_FACTOR	Y	STRING	Y : Risk Factor
IMA_RISK_FACTORS_STORE_RISK_CLASS	Y	STRING	Y : Risk Class
IMA_RISK_FACTORS_STORE_NMRF		STRING_("N")	Y : NMRF
IMA_RISK_FACTORS_STORE_IDIOSYNCRATIC		STRING	Y : Idiosyncratic
IMA_RISK_FACTORS_STORE_CCY		STRING	Y : Currency
AS_OF_DATE	Y	STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)

"Scenarios" (SCENARIOS_STORE_NAME)

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
SCENARIOS_STORE_DATA_SET	Y	STRING	Y - Data Set
SCENARIOS_STORE_INDEX		INT	N - Internal field
SCENARIOS_STORE_SCENARIO	Y	STRING	Y - Scenario
AS_OF_DATE	Y	STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)

"IMAVaRPL" (VAR_PL_STORE_NAME)

Field Name/Column Name	IsKey	IsVector	Type	Cube Schema Field Name
PL_STORE_TRADE_ID	Y		STRING	Y - TradeId
PL_STORE_PL		Y	DOUBLE	N - This field is a measure.
AS_OF_DATE	Y		STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)

"PL" (PL_STORE_NAME)

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
PL_STORE_TRADE_ID	Y	STRING	Y - TradeId
PL_STORE_CURRENCY		STRING	Y - Currency
AS_OF_DATE	Y	STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)

"VaRPLScenarios" (VAR_PL_SCENARIOS_STORE_NAME)

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
AS_OF_DATE	Y	STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)
VAR_PL_SCENARIOS_STORE_INDEX	Y	INT	N - This is an internal field.
VAR_PL_SCENARIOS_STORE_SCENARIO		STRING	Y - Scenario

"PLSummary" (PL_SUMMARY_STORE_NAME)

Field Name/Column Name	IsKey	CanBeNull	Type	Cube Schema Field Name
AS_OF_DATE	Y		STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)
PL_SUMMARY_STORE_DESK	Y		STRING	Y - Desk
PL_SUMMARY_STORE_CURRENCY			STRING	Y - Currency
PL_SUMMARY_STORE_ACTUAL_PL			DOUBLE	N - This field is a measure and does not appear in any cube
PL_SUMMARY_STORE_THEORETICAL_PL			DOUBLE	N - This field is a measure and does not appear in any cube
PL_SUMMARY_STORE_VAR99			DOUBLE	N - This field is a measure and does not appear in any cube
PL_SUMMARY_STORE_VAR975			DOUBLE	N - This field is a measure and does not appear in any cube
PL_SUMMARY_STORE_P_VALUE_ACTUAL		Y	DOUBLE	N - This field is a measure and does not appear in any cube
PL_SUMMARY_STORE_P_VALUE_HYPOTHETICAL		Y	DOUBLE	N - This field is a measure and does not appear in any cube

"DRCScenarios" (DRC_SCENARIOS_STORE_NAME)

Field Name/Column Name	IsKey	Type	Cube Schema Field Name
DRC_SCENARIOS_STORE_SCENARIO_ID	Y	INT	Y - Scenario Index
DRC_SCENARIOS_STORE_OBLIGOR	Y	STRING	N - This is an internal field.
DRC_SCENARIOS_STORE_SENIORITY	Y	STRING	N - This is an internal field.
DRC_SCENARIOS_STORE_SCENARIO_RECOVERY_RATE		DOUBLE	N - This is an internal field.
DRC_SCENARIOS_STORE_DEFAULT_DATE		STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)

"IMAHistory" (IMA_HISTORY_STORE_NAME)

Field Name/Column Name	IsKey	IsVector	Type	Cube Schema Field Name
IMA_HISTORY_STORE_DESK	Y		STRING	N - Under investigation to ascertain possible Cube association.
IMA_HISTORY_STORE_IMCC		Y	DOUBLE	N - Under investigation to ascertain possible Cube association.
IMA_HISTORY_STORE_SES		Y	DOUBLE	N - Under investigation to ascertain possible Cube association.
AS_OF_DATE	Y		STORE_DATE_FIELD_FORMAT	N - See field in referencing store (IMATrades Table)