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DRCIMABase
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| TradeId |
|
|
String |
[Booking].[TradeId] |
(e.g. “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.) – if coming from multiple systems may need to prepend source system to the id for uniqueness. |
| TradeKey |
Y |
|
String |
This field is for internal usage only |
The field contains the tradeID for full data or Book#LegalEntity for summary data |
| ObligorId |
Y |
|
String |
[Default Risk Charge].[DRC Obligor] |
The identifier of the Obligor, which will match the obligor in the trade file. |
| Seniority |
Y |
|
String |
[Default Risk Charge].[DRC Seniority] |
An indication of the Seniority level of the obligor that the recovery rates are applicable for. |
| Ccy |
|
|
String |
|
The currency that the recovery values are expressed in |
| RecoveryRates |
|
|
Double [] |
|
Recovery rate for the Obligor in the given scenario. |
| RecoveryValues |
|
|
Double [] |
|
Recovery values corresponding to the recovery rate. |
| ScenarioRecoveryValues |
|
|
Double [] |
|
|
| AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
|
Timestamp (at close of business) for the data. |