FRTB Accelerator Cubes GuidePL
| Store Field | Key | IsVector | CanBeNull | Type | Cube Field |
|---|---|---|---|---|---|
| TradeId | Y | String | Y -[Booking].[TradeId] | ||
| Currency | String | Y -[Risk].[Currency] | |||
| AsOfDate | Y | Date[yyyy-mm-dd] | N - See field in referencing store (IMATrades) |
| Store Field | Key | IsVector | CanBeNull | Type | Cube Field |
|---|---|---|---|---|---|
| TradeId | Y | String | Y -[Booking].[TradeId] | ||
| Currency | String | Y -[Risk].[Currency] | |||
| AsOfDate | Y | Date[yyyy-mm-dd] | N - See field in referencing store (IMATrades) |