Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/overview.html
- Atoti Market Risk overview
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
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/cube_market_data.html
-- CUBE_MARKET_DATA
test ../ test database/curve_market_data.html
-- CURVE_MARKET_DATA
test ../ test database/fx_rate_market_data.html
-- FX_RATE_MARKET_DATA
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/spot_market_data.html
-- SPOT_MARKET_DATA
test ../ test database/surface_market_data.html
-- SURFACE_MARKET_DATA
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
test ../ test sign-off.html
Sign-Off Approvals
test ../ test limits.html
Limit monitoring
test ../ test dev.html
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
BOOK_HIERARCHY
The BOOK_HIERARCHY table contains the multi-level book organizational structure.
note
The content of this table is populated from the content of the BOOK_PARENT_CHILD table.
Column Name
Type
Not Null
Cube Field
Default Value
Description
AS_OF_DATE
DATE
Y
Timestamp (at close of business) for the data.
BOOK
STRING
Y
N/A
Leaf node of the book hierarchy. This matches the last non-_DATAMEMBER_ node in levels 1 - 15.
BOOK_HIERARCHY_LEVEL1
STRING
Y
Level 1
N/A
Node at level 1 of the book hierarchy.
BOOK_HIERARCHY_LEVEL2
STRING
Y
Level 2
N/A
Node at level 2 of the book hierarchy.
BOOK_HIERARCHY_LEVEL3
STRING
Y
Level 3
N/A
Node at level 3 of the book hierarchy.
BOOK_HIERARCHY_LEVEL4
STRING
Y
Level 4
N/A
Node at level 4 of the book hierarchy.
BOOK_HIERARCHY_LEVEL5
STRING
Y
Level 5
N/A
Node at level 5 of the book hierarchy.
BOOK_HIERARCHY_LEVEL6
STRING
Y
Level 7
N/A
Node at level 6 of the book hierarchy.
BOOK_HIERARCHY_LEVEL7
STRING
Y
Level 6
N/A
Node at level 7 of the book hierarchy.
BOOK_HIERARCHY_LEVEL8
STRING
Y
Level 8
N/A
Node at level 8 of the book hierarchy.
BOOK_HIERARCHY_LEVEL9
STRING
Y
Level 9
N/A
Node at level 9 of the book hierarchy.
BOOK_HIERARCHY_LEVEL10
STRING
Y
Level 10
N/A
Node at level 10 of the book hierarchy.
BOOK_HIERARCHY_LEVEL11
STRING
Y
Level 11
N/A
Node at level 11 of the book hierarchy.
BOOK_HIERARCHY_LEVEL12
STRING
Y
Level 12
N/A
Node at level 12 of the book hierarchy.
BOOK_HIERARCHY_LEVEL13
STRING
Y
Level 13
N/A
Node at level 13 of the book hierarchy.
BOOK_HIERARCHY_LEVEL14
STRING
Y
Level 14
N/A
Node at level 14 of the book hierarchy.
BOOK_HIERARCHY_LEVEL15
STRING
Y
Level 15
N/A
Node at level 15 of the book hierarchy.
DESK
STRING
Y
Desks N/A
The desk to which the book belongs. This will match one of the non-_DATAMEMBER_ nodes in levels 1 - 15.
CATEGORY
STRING
Y
N/A
Optional category for the node (and all descendant nodes).
Unique Key
Incoming Joins
Source Table
Source Columns
Target Columns
TRADE_ATTRIBUTES AS_OF_DATE
AS_OF_DATE