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 getting-started/direct-query.html
- DirectQuery
test ../ test dashboards.html
Dashboards
test ../ test calculations.html
Calculations Guide
test ../ test cube.html
Cube Reference
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test properties.html
Properties
test ../ test what-if.html
What-If Analysis
test ../ test database.html
Database
test ../ test database/global.html
-
Global Database Definition
test ../ test database/book_hierarchy.html
-- BOOK_HIERARCHY
test ../ test database/book_parent_child.html
-- BOOK_PARENT_CHILD
test ../ test database/counterparties.html
-- COUNTERPARTIES
test ../ test database/counterparty_hierarchy.html
-- COUNTERPARTY_HIERARCHY
test ../ test database/counterparty_parent_child.html
-- COUNTERPARTY_PARENT_CHILD
test ../ test database/countries.html
-- COUNTRIES
test ../ test database/fxrates.html
-- FXRATES
test ../ test database/legal_entity_hierarchy.html
-- LEGAL_ENTITY_HIERARCHY
test ../ test database/legal_entity_parent_child.html
-- LEGAL_ENTITY_PARENT_CHILD
test ../ test database/market_data_sets.html
-- MARKET_DATA_SETS
test ../ test database/market_shifts.html
-- MARKET_SHIFTS
test ../ test database/market_shifts_vector.html
-- MARKET_SHIFTS_VECTOR
test ../ test database/quantiles.html
-- QUANTILES
test ../ test database/risk_factors_catalogue.html
-- RISK_FACTORS_CATALOGUE
test ../ test database/rounding_methods.html
-- ROUNDING_METHODS
test ../ test database/scenarios.html
-- SCENARIOS
test ../ test database/sign_off_digest_store.html
-- SIGN_OFF_DIGEST_STORE
test ../ test database/trade_attributes.html
-- TRADE_ATTRIBUTES
test ../ test database/pnl-database.html
-
PnL Database Definition
test ../ test database/sensitivities.html
-
Sensitivities Database Definition
test ../ test database/vares.html
-
VaR-ES Database Definition
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Sign-Off Approvals
test ../ test limits.html
Limit monitoring
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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-ui-config.html
-
Configuring the UI
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 Atoti Market Risk
test ../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test pdf-guides.html
PDF Guides
FXRATES
The FXRATES table contains all the FX Rates. It is an isolated table and not part of any cube facts.
FX Rates are looked up via the default implementation of IFXRates API.
Column Name
Type
Not Null
Default Value
Description
AS_OF_DATE
DATE
Y
Timestamp (at close of business) for the data.
MARKET_DATA_SET
STRING
Y
N/A
String defining the market data set.
BASE_CCY
STRING
Y
N/A
The left side of the currency pair.
COUNTER_CCY
STRING
Y
N/A
The right side of the currency pair.
TERM
STRING
Y
N/A
The term of the rate.
FX_RATE
DOUBLE
Y
1.0
Forex rate between the two currencies.
RISK_FACTOR_ID
STRING
N/A
Risk factor id used to compute FX risk
Unique Key
Columns
AS_OF_DATE
MARKET_DATA_SET
BASE_CCY
COUNTER_CCY
TERM