BookHierarchy
The BookHierarchy store contains the multi-level book organizational structure and the desk-level information. It is built from the BookParentChild store.
It is indexed by Book and AsOfDate and referenced from the TradeMapping store by these two fields.
| Store Field | Key | CanBeNull | Type (+Default Value - if applicable) | Cube Field | Description |
|---|---|---|---|---|---|
| HierarchyLevel1 | String("_DATAMEMBER_")See knowledgebase | Level 1 | Node at level 1 of the book hierarchy. | ||
| HierarchyLevel2 | String("_DATAMEMBER_")See knowledgebase | Level 2 | Node at level 2 of the book hierarchy. | ||
| HierarchyLevel3 | String("_DATAMEMBER_")See knowledgebase | Level 3 | Node at level 3 of the book hierarchy. | ||
| HierarchyLevel4 | String("_DATAMEMBER_")See knowledgebase | Level 4 | Node at level 4 of the book hierarchy. | ||
| HierarchyLevel5 | String("_DATAMEMBER_")See knowledgebase | Level 5 | Node at level 5 of the book hierarchy. | ||
| HierarchyLevel7 | String("_DATAMEMBER_")See knowledgebase | Level 7 | Node at level 6 of the book hierarchy. | ||
| HierarchyLevel6 | String("_DATAMEMBER_")See knowledgebase | Level 6 | Node at level 7 of the book hierarchy. | ||
| HierarchyLevel8 | String("_DATAMEMBER_")See knowledgebase | Level 8 | Node at level 8 of the book hierarchy. | ||
| HierarchyLevel9 | String("_DATAMEMBER_")See knowledgebase | Level 9 | Node at level 9 of the book hierarchy. | ||
| HierarchyLevel10 | String("_DATAMEMBER_")See knowledgebase | Level 10 | Node at level 10 of the book hierarchy. | ||
| HierarchyLevel11 | String("_DATAMEMBER_")See knowledgebase | Level 11 | Node at level 11 of the book hierarchy. | ||
| HierarchyLevel12 | String("_DATAMEMBER_")See knowledgebase | Level 12 | Node at level 12 of the book hierarchy. | ||
| HierarchyLevel13 | String("_DATAMEMBER_")See knowledgebase | Level 13 | Node at level 13 of the book hierarchy. | ||
| HierarchyLevel14 | String("_DATAMEMBER_")See knowledgebase | Level 14 | Node at level 14 of the book hierarchy. | ||
| HierarchyLevel15 | String("_DATAMEMBER_")See knowledgebase | Level 15 | Node at level 15 of the book hierarchy. | ||
| Book | Y | String | [Booking].[Books] | Leaf node of the book hierarchy. This matches the last non-_DATAMEMBER_ node in levels 1 - 15. | |
| Desk | String | [Booking].[Desks] | The desk to which the book belongs. This will match one of the non-_DATAMEMBER_ nodes in levels 1 - 15. | ||
| Category | String | [Booking].[Categories] | Optional category for the node (and all Descendant nodes). | ||
| DeskModel | String | [Booking].[FRTB Model] | Should the desk be treated as “IMA” or “SA” for the capital charge calculations. | ||
| PLA_Zone | String | [Booking].[PLA Zone] | For FRTB desks, this field indicates which zone the desk falls into according to the PLA test metrics [MAR32.42]. If not an FRTB desk, this field is empty. | ||
| IRT_Desk | String | [Booking].[IRT Desk] | Indicates whether the desk is an IRT desk. ACR is calculated separately for desks flagged as IRT. | ||
| AsOfDate | Y | LOCALDATE[yyyy-mm-dd] | Timestamp (at close of business) for the data. |