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:

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