UnderlyingDescription
Store Field | Key | CanBeNull | Type | Cube Field | Description |
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Underlying | Y | String | [Market Data].[Underlying] | Represents the primary component of the risk factor. For example, a risk factor for commodity might include commodity name, grade, time etc. In this sense, we want to capture just the name of the commodity. | |
RiskClass | Y | String | See field in referencing store (RiskFactorDescription) | ||
GIRR Curve Type | String | [Market Data].[GIRR Curve Types] | |||
GIRR Ccy | String | [Risk].[Currencies] | |||
CSRQuality | String | [Market Data].[CSR Quality] | Valid only for the CSR RiskClasses:
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CSRSector | String | [Market Data].[CSR Sector] | Valid only for the CSR RiskClasses:
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CSRRating | String | [[Market Data].[CSR Rating] | Valid for CSR non-Sec only. | ||
EquityMarketCap | String | [Market Data].[Equity Market Cap] | Valid for Equity only - needed for Vega bucket. | ||
EquityEconomy | String | [Market Data].[Equity Issuer Economy] | Valid for Equity only - needed for Vega bucket. | ||
EquitySector | String | [Market Data].[Equity Sector] | Valid for Equity only - needed for Vega bucket. | ||
UnderlyingFXOriginalCcy | String | FX Original Bucket (This is an internal field) | |||
AsOfDate | Y | LOCALDATE[yyyy-mm-dd] | See field in referencing store (TradeBase) | Timestamp (at close of business) for the data. |