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Glossary
TradeMapping
The TradeMapping store maps trades to books and legal entities by TradeKey and AsOfDate .
It is referenced from the base tables in all the trade-level cubes.
note
This mapping is only used for the trade-level cubes.
In the IMA, there are some summary cubes that do not include a trade-level and, for these, each fact is at the book and legal entity level.
Store Field
Key
CanBeNull
Type
Cube Field
Description
TradeKey
Y
String
Trades (e.g. “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.) – if coming from multiple systems may need to prepend source system to the id for uniqueness.
Book
String
Books The book to map the trade to (must match the node in the Book Hierarchy).
LegalEntity
String
Legal Entities Legal Entity to map the trade to (must match the node in the Legal Entity Hierarchy).
TradeDate
LOCALDATE[yyyy-mm-dd]
TradeDates The date on which the trade took place
AsOfDate
Y
LOCALDATE[yyyy-mm-dd]
Timestamp (at close of business) for the data.
References: