UNDERLYING_DESCRIPTION_OVERRIDES
The UNDERLYING_DESCRIPTION_OVERRIDES table contains the Override definitions for the Underlying Descriptions.
Column Name | Type | Not Null |
---|---|---|
UNDERLYING | STRING | Y |
RISK_CLASS | STRING | Y |
PARAMETER_SET | STRING | Y |
BUCKET | STRING | |
CSRQUALITY | STRING | |
CSRSECTOR | STRING | |
CSRRATING | STRING | |
EQUITY_MARKET_CAP | STRING | |
EQUITY_ECONOMY | STRING | |
EQUITY_SECTOR | STRING | |
POOL | STRING | |
ATTACHMENT | DOUBLE | |
DETACHMENT | DOUBLE | |
AS_OF_DATE | DATE | Y |
Unique Key
Columns |
---|
UNDERLYING |
RISK_CLASS |
PARAMETER_SET |
AS_OF_DATE |
Override Base Table
The base table for these overrides is the Underlying Description table. To define Overrides you must add facts to the base table. For details on why this is required, see Overrides With DirectQuery.
Inject Base Table
For each override, you must generate multiple entries in the Underlying Description table with the following structure.
Override Parameter | Underlying Description Table Field |
---|---|
OVERRIDE KEY FIELD | UNDERLYING |
OVERRIDE DATE FIELD | AS_OF_DATE |
Where:
- Override Parameter: The parameters to determine where to apply this override.
- Underlying Description Table Field: The field in the Underlying Description base table for this override.
Create Base Store Tuples
See the Create Override Tuples section for an example of how to create the override tuples for the following override fields. These are the fields we want to override in the base override table, in this case the Underlying Description Table.
Override Table |
---|
PARAMETER_SET |
BUCKET |
CSRQUALITY |
CSRSECTOR |
CSRRATING |
EQUITY_MARKET_CAP |
EQUITY_ECONOMY |
EQUITY_SECTOR |
POOL |
ATTACHMENT |
DETACHMENT |
These fields form an intermediate table containing the Override’s base store fields and will be merged back into the Override base table: Underlying Description.
Map Override Fields to Base Table Fields
Once you create your tuples for each override field, you can then map the tuples back to the base store using the following relationship:
Override Table | Underlying Description Table Field | Note |
---|---|---|
OVERRIDE KEY FIELD | UNDERLYING | |
OVERRIDE DATE FIELD | AS_OF_DATE | |
PARAMETER_SET | No mapping exists | |
BUCKET | BUCKET | |
CSRQUALITY | CSRQUALITY | |
CSRSECTOR | CSRSECTOR | |
CSRRATING | CSRRATING | |
EQUITY_MARKET_CAP | EQUITY_MARKET_CAP | |
EQUITY_ECONOMY | EQUITY_ECONOMY | |
EQUITY_SECTOR | EQUITY_SECTOR | |
POOL | POOL | |
ATTACHMENT | ATTACHMENT | |
DETACHMENT | DETACHMENT | |
RISK_CLASS | No mapping exists | |
GIRR_CURVE_TYPE | No mapping exists | |
GIRR_CCY | No mapping exists | |
UNDERLYING_FXORIGINAL_CCY | No mapping exists |