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TRADEPNLS_VECTOR

The TRADEPNLS_VECTOR table contains the PnL vectors used as inputs for VaR and ES computations.

This table is created when using a database that does not support native vector aggregation. If vector aggregation is supported, the PnL vector is stored as an array in the TRADEPNLS table.

Column Name	Type	Not Null	Cube Field	Description
VECTOR_INDEX	INT	Y		Index in the PnL vector.
AS_OF_DATE	DATE	Y		Timestamp (at close of business) for the data.
TRADE_KEY	STRING	Y		The field contains the `tradeID` for full data or `Book#VaR Inclusion` for summary data.
SCENARIO_SET	STRING	Y	Scenario Sets	Name of the scenario set for the PnL vector.
CALCULATION_ID	STRING	Y	CalculationIds	Name of the PnL vector calculation run. There may be several runs per AsOfDate.
MARKET_DATA_SET	STRING	Y	This field is not currently used	The market data set that should be used when retrieving rates for FX conversion.
RISK_FACTOR	STRING	Y	Risk Factors	Underlying risk factor (may be more than one) of the risk class.
PNL_VECTOR	DOUBLE	Y		PnL value corresponding to the index.

Unique Key

Columns
VECTOR_INDEX
AS_OF_DATE
TRADE_KEY
SCENARIO_SET
CALCULATION_ID
MARKET_DATA_SET
RISK_FACTOR

Outgoing Joins

Target Table	Source Columns	Target Columns
TRADEPNLS	AS_OF_DATE TRADE_KEY SCENARIO_SET CALCULATION_ID MARKET_DATA_SET RISK_FACTOR	AS_OF_DATE TRADE_KEY SCENARIO_SET CALCULATION_ID MARKET_DATA_SET RISK_FACTOR