Navigation :
test ../../ test user-ref.html
User & Reference Guide
test ../../ test getting-started.html
Getting started
test ../../ test getting-started/using-this-guide.html
- Using this guide
test ../../ test getting-started/whats-new.html
- What's New
test ../../ test getting-started/video-walk-throughs.html
- Video walk-throughs
test ../../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../../ test getting-started/directquery.html
- DirectQuery
test ../../ test configuration.html
Configuration files
test ../../ test datastore.html
Data Stores
test ../../ test datastore/global.html
-
Global Datastore Definition
test ../../ test datastore/global/bookdescription_frtbonly.html
-- BookDescription
test ../../ test datastore/global/bookhierarchy_frtbonly.html
-- BookHierarchy
test ../../ test datastore/global/bookparentchild_frtbonly.html
-- BookParentChild
test ../../ test datastore/global/categories_frtbonly.html
-- Categories
test ../../ test datastore/global/categoriessource_frtbonly.html
-- CategoriesSource
test ../../ test datastore/global/deskdescription_frtbonly.html
-- DeskDescription
test ../../ test datastore/global/fxrates_frtbonly.html
-- FXRates
test ../../ test datastore/global/irtdeskgroups_frtbonly.html
-- IRTDeskGroups
test ../../ test datastore/global/legal-entity-attributes_frtbonly.html
-- LegalEntityAttributes
test ../../ test datastore/global/legalentityhierarchy_frtbonly.html
-- LegalEntityHierarchy
test ../../ test datastore/global/legalentityparentchild_frtbonly.html
-- LegalEntityParentChild
test ../../ test datastore/global/trademapping_frtbonly.html
-- TradeMapping
test ../../ test datastore/stresscalibration.html
-
Stress Calibration Datastore Definition
test ../../ test database.html
Database
test ../../ test input-files.html
Input Data
test ../../ test tutorials.html
Tutorials
test ../../ test tutorials/data-sanity-check.html
- Data Sanity Check
test ../../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../../ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../../ test cube.html
Analytics Reference
test ../../ test dev.html
Developer Guide
test ../../ test dev/dev-release.html
-
Release and migration notes
test ../../ test dev/dev-getting-started.html
-
Getting Started
test ../../ test dev/dev-ui-config.html
-
Configuring the UI
test ../../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../../ test dev/dev-core.html
-
FRTB Core
test ../../ test dev/dev-extensions.html
-
Extending the Solution
test ../../ test dev/dev-tools.html
-
Configuring Solution tools and methodologies
test ../../ test dev/dev-sign-off.html
-
Sign-Off
test ../../ test dev/dev-direct-query.html
-
DirectQuery
test ../../ test limits.html
Limit monitoring
test ../../ test sign-off.html
Sign-Off Approvals
test ../../ test what-if.html
What-If Analysis
test ../../ test pdf-guides.html
PDF Guides
test ../../ test glossary.html
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: