BookHierarchy

The BookHierarchy store contains the multi-level book organizational structure and the desk-level information. It is built from the BookParentChild store.

It is indexed by Book and AsOfDate and referenced from the TradeMapping store by these two fields.

Store Field Key CanBeNull Type (+Default Value - if applicable) Cube Field Description
HierarchyLevel1 String("_DATAMEMBER_")See knowledgebase Level 1 Node at level 1 of the book hierarchy.
HierarchyLevel2 String("_DATAMEMBER_")See knowledgebase Level 2 Node at level 2 of the book hierarchy.
HierarchyLevel3 String("_DATAMEMBER_")See knowledgebase Level 3 Node at level 3 of the book hierarchy.
HierarchyLevel4 String("_DATAMEMBER_")See knowledgebase Level 4 Node at level 4 of the book hierarchy.
HierarchyLevel5 String("_DATAMEMBER_")See knowledgebase Level 5 Node at level 5 of the book hierarchy.
HierarchyLevel7 String("_DATAMEMBER_")See knowledgebase Level 7 Node at level 6 of the book hierarchy.
HierarchyLevel6 String("_DATAMEMBER_")See knowledgebase Level 6 Node at level 7 of the book hierarchy.
HierarchyLevel8 String("_DATAMEMBER_")See knowledgebase Level 8 Node at level 8 of the book hierarchy.
HierarchyLevel9 String("_DATAMEMBER_")See knowledgebase Level 9 Node at level 9 of the book hierarchy.
HierarchyLevel10 String("_DATAMEMBER_")See knowledgebase Level 10 Node at level 10 of the book hierarchy.
HierarchyLevel11 String("_DATAMEMBER_")See knowledgebase Level 11 Node at level 11 of the book hierarchy.
HierarchyLevel12 String("_DATAMEMBER_")See knowledgebase Level 12 Node at level 12 of the book hierarchy.
HierarchyLevel13 String("_DATAMEMBER_")See knowledgebase Level 13 Node at level 13 of the book hierarchy.
HierarchyLevel14 String("_DATAMEMBER_")See knowledgebase Level 14 Node at level 14 of the book hierarchy.
HierarchyLevel15 String("_DATAMEMBER_")See knowledgebase Level 15 Node at level 15 of the book hierarchy.
Book Y String [Booking].[Books] Leaf node of the book hierarchy. This matches the last non-_DATAMEMBER_ node in levels 1 - 15.
Desk String [Booking].[Desks] The desk to which the book belongs. This will match one of the non-_DATAMEMBER_ nodes in levels 1 - 15.
Category String [Booking].[Categories] Optional category for the node (and all Descendant nodes).
DeskModel String [Booking].[FRTB Model] Should the desk be treated as “IMA” or “SA” for the capital charge calculations.
PLA_Zone String [Booking].[PLA Zone] For FRTB desks, this field indicates which zone the desk falls into according to the PLA test metrics [MAR32.42]. If not an FRTB desk, this field is empty.
IRT_Desk String [Booking].[IRT Desk] Indicates whether the desk is an IRT desk. ACR is calculated separately for desks flagged as IRT.
AsOfDate Y LOCALDATE[yyyy-mm-dd] Timestamp (at close of business) for the data.