Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test dashboards.html
Dashboards
test ../ test what-if.html
What-If Analysis
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test calculations.html
Calculations Guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube Reference
test ../ test datastore.html
Datastores
test ../ test datastore/signoffdigest.html
- SignOffDigest
test ../ test datastore/pnl.html
-
PnL
test ../ test datastore/sensitivities.html
-
Sensitivities
test ../ test datastore/vares.html
-
VaR-ES datastore definitions
test ../ test datastore/vares/trade-pnl.html
-- TradePnL
test ../ test datastore/vares/trade-attributes.html
-- TradeAttributes
test ../ test datastore/vares/fxrates.html
-- FxRates
test ../ test datastore/vares/quantiles.html
-- Quantiles
test ../ test datastore/vares/roundingmethods.html
-- RoundingMethods
test ../ test datastore/vares/scenarios.html
-- Scenarios
test ../ test datastore/vares/bookparentchild.html
-- BookParentChild
test ../ test datastore/vares/bookhierarchy.html
-- BookHierarchy
test ../ test datastore/vares/legalentityparentchild.html
-- LegalEntityParentChild
test ../ test datastore/vares/counterpartyparentchild.html
-- CounterpartyParentChild
test ../ test datastore/vares/legalentityhierarchy.html
-- LegalEntityHierarchy
test ../ test datastore/vares/counterpartyhierarchy.html
-- CounterpartyHierarchy
test ../ test datastore/vares/counterparty.html
-- Counterparty
test ../ test datastore/vares/country.html
-- Country
test ../ test input-files.html
Input file formats
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-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test pdf-guides.html
PDF Guides
VaR-ES datastore definitions
This section provides the following:
A table of fields for each store within the VaR-ES datastore definition.
Indicator showing whether the fields are KEY or NULLABLE, and the field type.
A column called Cube Field indicating whether the datastore field is selected for the cube.
For fields selected for the cube, a link is also provided to the relevant level in the associated cube (i.e. the location within the cube that is populated by the value from the datastore field).
Fields that are not selected for the cube are either internal or measures. There is a note to explain the details.