The RRAOOVERRIDES table contains the Override definitions for RRAO categories.
Column Name
Type
Not Null
RRAOCATEGORY
STRING
Y
RISK_CLASS
STRING
Y
PARAMETER_SET
STRING
Y
RESIDUAL_RISK
STRING
EXOTIC_UNDERLYING
STRING
OTHER_RESIDUAL_RISK_TYPE
STRING
AS_OF_DATE
STRING
Y
Unique Key
Columns
RRAOCATEGORY
RISK_CLASS
PARAMETER_SET
AS_OF_DATE
Override Base Table
The base table for these overrides is the RRAO 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 RRAO table with the following
structure.
Override Parameter
RRAO Table Field
OVERRIDE KEY FIELD
RRAOCATEGORY
OVERRIDE DATE FIELD
AS_OF_DATE
Where:
Override Parameter: The parameters to determine where to apply this override.
RRAO Table Field: The field in the RRAO 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 RRAO Table.
Override Table
RESIDUAL_RISK
EXOTIC_UNDERLYING
OTHER_RESIDUAL_RISK_TYPE
These fields form an intermediate table containing the Override’s base store fields and will be merged back into the Override base table: RRAO.
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: