The C 90.05 template classifies instrument according to type. To support this classification the “EBA Instrument Type” field can optionally be added.
When the property eba-reporting.instrument-type.enabled=true is set, the “EBA Instrument Type” field is added to the cube and Trade Attributes file.
RRAO Other Instrument Types
The C93.00 classifies instrument bearing other residual risks. An instrument may have multiple classifications.
To support this, a many-to-many join can be used mapping trades to multiple types.
When the property eba-reporting.rrao-other-inst-type.enabled is set:
an “RRAO_OtherInstrumentType” file containing this mapping can be loaded into the new store “RRAOOtherInstrumentType”.
the “RRAOOtherInstrumentType” store is joined to the cube, creating the “EBA RRAO Other Instrument Type” hierarchy.
If no mapping is specified for a trade, it is classified as “N/A”.
Reference Data
The details in this section may be changed in the configuration.
The field “EBA Instrument Type” is appended to the TradeMapping store.
Similarly, the field is also appended to the TRADE_MAPPING table used by DirectQuery.
EBA Instrument Type Hierarchy
The “EBA Instrument Type” hierarchy is added to the “Booking” dimension. This hierarchy has a single level: “EBA Instrument Type”.
RRAOOtherInstrumentType store
The RRAOOtherInstrumentType (isolated) store is added with the following structure
Store Field
Key
CanBeNull
Type
Cube Field
Description
AsOfDate
Y
N
LOCALDATE[yyyy-mm-dd]
Timestamp (at close of business) for the data.
TradeId
Y
N
String
Unique Trade (or Position) ID.
Instrument Type
Y
N
String
Instrument classification.
RRAO_OtherInstrumentType file format
The mapping files have the same structure as the “RRAOOtherInstrumentType” store. The files are identified by the file name pattern **/RRAO_OtherInstrumentType*.csv{,.gz}.
These files can be loaded using the “RRAOOtherInstrumentType” topic, which is also added to the “SBMData” topic alias.
EBA RRAO Other Instrument Type Hierarchy
The “EBA RRAO Other Instrument Type” hierarchy is added to the “Risk” dimension. This hiearchy has a single level: “EBA RRAO Other Instrument Type”.
Startup Properties
See Startup Properties for details on where the properties can be set to fine-tune the behaviour of this feature.