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TRANCHE_OVERRIDES

The TRANCHE_OVERRIDES table contains the Override definitions for the Tranches.

Column Name Type Not Null
TRANCHE STRING Y
RISK_CLASS STRING Y
PARAMETER_SET STRING Y
BUCKET STRING
SENIORITY STRING
RATING STRING
TYPE STRING
REGION STRING
ASSET_CLASS STRING
ATTACHMENT DOUBLE
DETACHMENT DOUBLE
RISK_WEIGHT DOUBLE
AS_OF_DATE DATE Y

Unique Key

Columns
TRANCHE
RISK_CLASS
PARAMETER_SET
AS_OF_DATE

Override Base Table

The base table for these overrides is the Tranche 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 Tranche table with the following structure.

Override Parameter Tranche Table Field
OVERRIDE KEY FIELD TRANCHE
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 Tranche 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: Tranche.

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 Tranche Field Note
OVERRIDE KEY FIELD TRANCHE
OVERRIDE DATE FIELD AS_OF_DATE
PARAMETER_SET No mapping exists
BUCKET BUCKET
SENIORITY SENIORITY
RATING RATING
TYPE TYPE
REGION REGION
ASSET_CLASS ASSET_CLASS
ATTACHMENT ATTACHMENT
DETACHMENT DETACHMENT
RISK_WEIGHT RISK_WEIGHT
RISK_CLASS No mapping exists