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RRAO
The RRAO store contains the description of the RRAO category.
It is indexed by RRAOCategory, RiskClass, and AsOfDate
and referenced from the RiskFactorDescription store by these three fields.
Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
RRAOCategory |
Y |
|
String |
RRAO Category |
The Id of the RRAO Category. |
RiskClass |
Y |
|
String |
|
Set to “RRAO” |
ResidualRisk |
|
|
String |
RRAO |
Indicates category is subject to residual risk add-on. |
ExoticUnderlying |
|
|
String |
Exotic Underlying |
If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%. |
OtherResidualRiskType |
|
|
String("_DATAMEMBER_") |
Other Residual Risk Type |
Optional data indicating the residual Risk type. |
AsOfDate |
Y |
|
Date[yyyy-mm-dd] |
See field in (TradeBase) store |
Timestamp (at close of business) for the data. |