Navigation :
CommodityBucketRiskWeights
Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
Bucket |
Y |
N |
String |
|
Bucket number (1 – 11). |
Description |
N |
N |
String |
|
A description of the bucket. |
RiskWeight |
N |
N |
Double |
|
The Delta Risk Weight for the bucket. |
AsOfDate |
Y |
N |
LOCALDATE[yyyy-mm-dd] |
|
The start date that the parameter takes effect. |
ParameterSet |
Y |
N |
String |
|
The parameter set to which the parameter belongs (default = BCBS). |