DRCBase

Store Field Key IsVector CanBeNull Type Cube Field
TradeId Y String N - See field in referencing store (TradeBase)
RiskClass Y String N - See field in referencing store (TradeBase)
ObligorId Y String N - See field in referencing store (Obligor)
InstrumentLGDType String Y - [Default Risk Charge].[DRC Instrument LGD Type]
Seniority String Y - [Default Risk Charge].[DRC Seniority]
Direction String Y - [Default Risk Charge].[DRC Direction]
Maturity Y Object Y - [Default Risk Charge].[DRC Maturity]
Notional Y Double Y - Notional
(This field is a measure)
PresentValue Y Double Y - PV DRC
(This field is a measure)
GrossJTD Y Double Y - DRC non-Sec Gross JTD
(This field is a measure)
GrossJTDCcy Y String Y - DRC Gross JTD Currency
Tranche Y String Y - [Default Risk Charge].[DRC Sec non-CTP Tranche]
AsOfDate Y Date[yyyy-mm-dd] N - See field in referencing store (TradeBase)
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