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QUANTILES

The QUANTILES table contains the definitions used for quantile computations (e.g.: ‘EXCLUSIVE’, ‘EQUAL_WEIGHTS’, ‘CENTERED’) for VaR and ES.

Column Name Type Not Null Cube Field Default Value1 Description
QUANTILE_NAME STRING Y N/A Indicates the quantile used to round VaR values.
QUANTILE STRING Y [Quantiles].[Quantiles] N/A Non-technical name for the quantile.

Unique Key

Columns
QUANTILE_NAME

Table creation script

Snowflake

Table creation

create OR REPLACE table QUANTILES(
	QUANTILE_NAME STRING NOT NULL DEFAULT 'N/A',
	QUANTILE STRING NOT NULL DEFAULT 'N/A',
	primary key (QUANTILE_NAME)
);

Table population

This is an example using values present in the MR application out of the box:

insert into QUANTILES values ('EQUAL_WEIGHT','equalWeight');
insert into QUANTILES values ('CENTERED','centered');
insert into QUANTILES values ('EXCLUSIVE','exclusive');

  1. If the default value is marked as empty, it means that the default value is 'null' for nullable fields, and that a value needs to be explicitly set for non-nullable fields.  ↩︎