Navigation :
EquityBuckets
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| EquityMarketCap |
Y |
|
String |
See field in referencing store (MarketDataDescription) |
The value must be “Large”, “Small” or “Other” and must match the “Sensitivities” file. |
| EquityEconomy |
Y |
|
String |
See field in referencing store (MarketDataDescription) |
Value must be “Emerging economy”, “Advanced economy”, or “Other” and must match the “Sensitivities” file. |
| EquitySector |
Y |
|
String |
See field in referencing store (MarketDataDescription) |
Must match “EquitySector” of Sensitivities file. |
| Bucket |
|
|
String |
[Buckets].[Equity Buckets] |
Bucket number (1 – 11). |
| AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
See field in referencing store (TradeBase) |
Timestamp (at close of business) for the data. |
FRTB Accelerator Cubes Guide