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Hierarchies
Hierarchy |
Level |
Comments |
Dates (slicing hierarchy) |
AsOfDate |
The as-of date (T-1). From the AsOfDate field in the input file. |
Book (slicing hierarchy) |
Desk |
The Book field in the input file. |
Legal Entity (slicing hierarchy) |
Legal Entity |
The Legal Entity field in the input file. |
Lookback (analysis hierarchy) |
Lookback |
The past date. Used for expanding the P&L values for P&L Attribution Test analytics. |