FRTB Accelerator Cubes GuideIMA Summary
| Store Field | Key | IsVector | CanBeNull | Type | Cube Field |
|---|---|---|---|---|---|
| DataSet | Y | String | Y - Risk.Data Set | ||
| Book | Y | String | Y - Booking.Book | ||
| LegalEntity | Y | String | Y - Orgoanization.Legal Entity | ||
| RiskFactor | Y | String | Y - [Risk].[RiskFactor] | ||
| RiskClass | Y | String | Y - Risk.RiskClass | ||
| LiquidityHorizon | Y | Int | Y - Risk.Liquidity Horizon | ||
| Currency | Y | String | Y -Risk.Currency | ||
| IMA_TRADES_STORE_PNL | Y | Double[] | N - This field is a measure. | ||
| AsOfDate | Y | Date[yyyy-mm-dd] | N - See field in referencing store (IMATrades) |