FRTB Accelerator Cubes GuideIMATrades
| Store Field | Key | IsVector | CanBeNull | Type | Cube Field |
|---|---|---|---|---|---|
| DataSet | Y | String | Y - [Risk].[Data Set] | ||
| TradeId | Y | String | Y - [Booking].[TradeId] | ||
| RiskFactor | Y | String | Y - [Risk].[RiskFactor] | ||
| RiskClass | Y | String | Y - [Risk].[RiskClass] | ||
| LiquidityHorizon | Y | Int | Y - [Risk].[Liquidity Horizon] | ||
| StoreCurrency | Y | String | Y - [Risk].[Currency] | ||
| Pnl | Y | Double[] | N - This field is a measure | ||
| AsOfDate | Y | Date[yyyy-mm-dd] | Y - [Dates].[AsOfDate] |