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.