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SATradeDescription
The SATradeDescription store contains trade-level data.
It is indexed by TradeId and AsOfDate and referenced from the TradeBase store by these two fields.
| Store Field |
Key |
CanBeNull |
Type (+Default Value - if applicable) |
Cube Field |
Description |
| TradeId |
Y |
|
String |
See field in referencing store (TradeBase) |
(e.g. “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.) – if coming from multiple systems may need to prepend source system to the id for uniqueness. |
| Notional |
|
|
Double |
(This field is a measure) |
The Notional of the trade/position (used for RRAO and DRC). |
| NotionalCcy |
|
|
String |
Trade Notional Currency |
The currency of the notional. |
| PresentValue |
|
|
Double |
Trade PV (This field is a measure) |
The current present value of the trade/position (used in curvature and DRC). |
| PVCcy |
|
|
String |
Trade PV Currency |
The currency of the present value. |
| SensitivityScaleCategory |
|
|
String |
Sensitivity Scale Category |
The category used to scale the SBM sensitivities. This matches the category in the SensitivityScaling configuration store. |
| AsOfDate |
Y |
|
Date[yyyy-mm-dd] |
See field in referencing store (TradeBase) |
Timestamp (at close of business) for the data. |