Indicates the date of the file.
The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the ActivePivot datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
BaseCcy
Y
N
String
not used in cube
The left side of the currency pair.
CounterCcy
Y
N
String
not used in cube
The right side of the currency pair.
Term
Y
N
String
not used in cube
The term of the rate. For example, “Spot” or “3M”.
Rate
N
N
String
not used in cube
The Forex rate between the two currencies.
RiskFactorId
N
Y
String
not used in cube
The risk factor linked to the currency. If not empty, the currency generates a VaR effect for foreign currency trades.
Market Risk Accelerator Reference Guide v2.0.0