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SATRADE_DESCRIPTION
The SATRADE_DESCRIPTION table contains trade-level data used in the SA calculations.
| Column Name |
Type |
Not Null |
Cube Field |
Description |
| AS_OF_DATE |
DATE |
Y |
See field in joined table (TRADE_BASE) |
Timestamp (at close of business) for the data. |
| TRADE_ID |
STRING |
Y |
|
Database key for trade/position. |
| SENSITIVITY_SCALE_CATEGORY |
STRING |
|
Sensitivity Scale Category |
The category used to scale the SBM sensitivities. This matches the category in the SensitivityScaling configuration table. |
| NOTIONAL |
DOUBLE |
|
This field is a measure |
The Notional of the trade/position (used for RRAO and DRC).
Deprecated for DRC use |
| NOTIONAL_CCY |
STRING |
|
|
Currency code of the Notional. Required if Notional provided. |
| PRESENT_VALUE |
DOUBLE |
|
This field is a measure |
The current present value of the trade/position (used in curvature and DRC).
Deprecated |
| PVCCY |
STRING |
|
|
Currency code of present value. Required if present value provided. |
Unique Key
| Columns |
| AS_OF_DATE |
| TRADE_ID |
Incoming Joins
| Source Table |
Source Columns |
Target Columns |
| TRADE_BASE |
AS_OF_DATE
TRADE_ID |
AS_OF_DATE
TRADE_ID |