Navigation : Cube reference Datastores - - Global Datastore Definition - Internal Models Approach Datastore Definition - Parameter Set Datastore Definition - Standardised Approach Datastore Definition -- CommodityBuckets -- CSRBucketDesc -- CSRNonSecBucket -- CSRSecCTPBucket -- CSRSecNonCTPBucket -- Curvature -- Delta -- DRCBase -- DrcSecNonCtpBuckets -- EquityBuckets -- FXBuckets -- GIRRBuckets -- Obligor -- RiskFactorDescription -- SATradeDescription -- TradeBase -- Tranche -- UnderlyingDescription -- Vega FRTB Accelerator Interpretation and Implementation of BCBS 457 CommodityBuckets Store Field Key IsVector CanBeNull Type Cube Field Bucket String Y - [Buckets].[Commodity Bucket] Underlying Y String N - See field in referencing store (MarketDataDescription) AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase) Standardised Approach Datastore Definition CSRBucketDesc
FRTB Accelerator Cubes Guide