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PLSummary

Store Field Key CanBeNull Type Cube Field Description
AsOfDate Y LOCALDATE [yyyy-mm-dd] See field in referencing store (IMATrades) Timestamp (at close of business) for the data.
Desk Y String [Booking].[Desk] The desk ID, or “All-IMA” for company-wide.
Currency String [Risk].[Currency] The currency of P&L and VaR values.
ActualPl Double This field is a measure and does not appear in any cube The Actual P&L value (for desk, as-of T-1).
TheoreticalPl Double This field is a measure and does not appear in any cube The Risk-Theoretical P&L value (for desk, as of T-1).
Var99 Double This field is a measure and does not appear in any cube VaR at 99% confidence level (for desk, as of T-1).
Var975 Double This field is a measure and does not appear in any cube VaR at 97.5% confidence level (for desk, as of T-1).
PValueActual Y Double This field is a measure and does not appear in any cube (optional) p-value of Actual PL (for desk, as-of T-1).
PValueHypothetical Y Double This field is a measure and does not appear in any cube (optional) p-value of Hypothetical PL (for desk, as-of T-1).
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