Navigation :
test ../../ test user-ref.html
User & Reference Guide
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Getting started
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- Using this guide
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- What's New
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- Market Risk Data Model
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- DirectQuery
test ../../ test dashboards.html
Dashboards
test ../../ test calculations.html
Calculations Guide
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Cube Reference
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Datastores
test ../../ test datastore/signoffdigest.html
- SignOffDigest
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MarketData
test ../../ test datastore/marketdata/cube-market-data.html
-- CubeMarketData
test ../../ test datastore/marketdata/curve-market-data.html
-- CurveMarketData
test ../../ test datastore/marketdata/fx-rate-market-data.html
-- FxRateMarketData
test ../../ test datastore/marketdata/spot-market-data.html
-- SpotMarketData
test ../../ test datastore/marketdata/surface-market-data.html
-- SurfaceMarketData
test ../../ test datastore/pnl.html
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PnL
test ../../ test datastore/sensitivities.html
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Sensitivities
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VaR-ES datastore definitions
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Input file formats
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Properties
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What-If Analysis
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Database
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Sign-Off Approvals
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Limit monitoring
test ../../ test dev.html
Developer Guide
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Release and migration notes
test ../../ test dev/dev-getting-started.html
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Getting Started
test ../../ test dev/dev-ui-config.html
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Configuring the UI
test ../../ test dev/dev-mr-application.html
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The Market Risk Application
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Market Risk Libraries
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Extending Atoti Market Risk
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Configuring tools and methodologies
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-
Sign-Off
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What-If
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-
DirectQuery
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PDF Guides
SpotMarketData
Market data defined as a single value per instrument.
SpotMarketData store
Store Field
Key
CanBeNull
Type
Description
AsOfDate
Y
N
Object
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 Atoti Server 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).
MarketDataSet
Y
N
String
String defining the market data set.
InstrumentId
Y
N
String
The identifier of the instrument.
Quote
N
N
Double
The quote for the instrument.