FxRates

Store Field Key CanBeNull Type Cube Field Description
AsOfDate Y N Object [AsOfDate] 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.
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