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TRADE_BASE

The TRADE_BASE table is the base in the SA Cube star schema. Each row in this table represents a fact in the SA Cube.

The unique key in this table makes up the index of the SA Cube.

Column Name	Type	Not Null	Cube Field	Description
AS_OF_DATE	DATE	Y	[Dates].[AsOfDate]	Timestamp (at close of business) for the data.
TRADE_ID	STRING	Y	[Booking].[TradeId]	Unique Trade (or Position) ID
RISK_FACTOR	STRING	Y	[Risk].[RiskFactor]	Risk-factor identifier (unique per risk-class and risk-measure).
RISK_CLASS	STRING	Y	[Risk].[RiskClass]	“Commodity”, “CSR non-Sec”, “CSR Sec non-CTP”, “CSR Sec CTP”, “Equity”, “FX”, “GIRR”, “DRC non-Sec”, “DRC Sec non-CTP”, “RRAO”
RISK_MEASURE	STRING	Y	[Risk].[Measure]	“Delta”, “Vega”, “Curvature”, “RRAO”, “DRC”

Unique Key

Columns
AS_OF_DATE
TRADE_ID
RISK_FACTOR
RISK_CLASS
RISK_MEASURE

Outgoing Joins

Target Table	Source Columns	Target Columns	RISK_MEASURE
SA_TRADE_DESCRIPTION	AS_OF_DATE TRADE_ID	AS_OF_DATE TRADE_ID
RISK_FACTOR_DESCRIPTION	AS_OF_DATE RISK_FACTOR RISK_CLASS RISK_MEASURE	AS_OF_DATE RISK_FACTOR RISK_CLASS RISK_MEASURE
DELTA	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS RISK_MEASURE	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS RISK_MEASURE	“Delta”
VEGA	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS RISK_MEASURE	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS RISK_MEASURE	“Vega”
CURVATURE	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS RISK_MEASURE	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS RISK_MEASURE	“Curvature”
DRC_BASE	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS	AS_OF_DATE TRADE_ID RISK_FACTOR RISK_CLASS	“DRC”