Navigation :
RRAOOverrides
The RRAOOverrides store contains alternative descriptions of the RRAO category. See RRAO store.
It is an isolated store indexed by RRAOCategory, RiskClass, Parameter Set, and AsOfDate.
| Store Field |
Key |
CanBeNull |
Type |
Description |
| RRAOCategory |
Y |
|
String |
The Id of the RRAO Category. |
| RiskClass |
Y |
|
String |
Set to “RRAO” |
| ParameterSet |
Y |
|
String |
The Parameter Set for which the overrides apply. |
| ResidualRisk |
|
|
String |
Indicates category is subject to residual risk add-on.
Replaces ResidualRisk in the RRAO store. |
| ExoticUnderlying |
|
|
String |
If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%.
Replaces ExoticUnderlying in the RRAO store. |
| OtherResidualRiskType |
|
|
String("_DATAMEMBER_") |
Optional data indicating the residual Risk type.
Replaces OtherResidualRiskType in the RRAO store. |
| AsOfDate |
Y |
|
Date[yyyy-mm-dd] |
Timestamp (at close of business) for the data. |