SA ETL for Other Files

This page provides an overview of ETL for other SA files (i.e. those not categorised under delta, vega, curvature, DRC, or Trade Attributes).

Vectorization and Interpolation

No vectorization or interpolation is performed on any of the files covered in this topic.

Normalization

All fields in the relevant stores are filled directly from the fields in the files. No specific tuple publishing is used. The AsOfDate field can be filled in via a Column Calculator, if it does not exist in the file. This applies to all relevant stores.

Relevant Stores

The stores that are relevant for the files covered in this topic are:

Stores
CommodityBuckets
CommodityBucketsRiskWeights
CommodityIntraBucketCorrelations
EquityBuckets
EquityBucketsRiskWeight
CSRBucketDesc
CSRNonSecBucket
CSRSecCTPBucket
CSRSecNonCTPBucket
CSRBucketsRiskWeight
CSRBucketCorrelations