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ROUNDING_METHODS

The ROUNDING_METHODS table contains the descriptions of the methods used for rounding when computing VaR and ES.

Column Name Type Not Null Cube Field Default Value1 Description
METHOD_NAME STRING Y N/A Rounding method for VaR estimation. Example: ‘CEIL’, ‘FLOOR’, ‘ROUND’, ‘ROUND_EVEN’ or ‘WEIGHTED’
METHOD STRING Y [Rounding].[RoundingMethods] N/A Non technical name for rounding method.

Unique Key

Columns
METHOD_NAME

Table creation script

Snowflake

Table creation

create OR REPLACE table ROUNDING_METHODS(
	METHOD_NAME STRING NOT NULL DEFAULT 'N/A',
	METHOD STRING NOT NULL DEFAULT 'N/A',
	primary key (METHOD_NAME)
);

Table population

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

insert into ROUNDING_METHODS values ('FLOOR','floor');
insert into ROUNDING_METHODS values ('CEIL','ceil');
insert into ROUNDING_METHODS values ('ROUND','round');
insert into ROUNDING_METHODS values ('ROUND_EVEN','roundEven');
insert into ROUNDING_METHODS values ('WEIGHTED','weighted');

  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.  ↩︎