This section provides the database definitions in Atoti FRTB.
Here are a few points to note about the database descriptions:
The documentation mentions some constraints, for example NOT NULL and UNIQUE KEY. These constraints may not be enforced by all databases and may be difficult to enforce when using views. However, Atoti FRTB will assume that the data satisfies these constraints and may behave unpredictably if they are not satisfied.
The documentation includes the joins used between the tables/views. These are provided for informational purposes, though they may optionally be used to construct keys and indices to help maintain data integrity and improve performance.
Each cube in Atoti FRTB uses a star schema with many-to-one joins radiating out from a base table. The base tables are as follows: