CUBE_MARKET_DATA

The CUBE_MARKET_DATA table contains market data defined along three axes (tenors, moneyness, and underlying maturities). It is an isolated table and not part of any cube facts.

Column Name	Type	Not Null	Default Value1	Description
AS_OF_DATE	DATE	Y		Timestamp (at close of business) for the data.
MARKET_DATA_SET	STRING	Y		String defining the market data set, for example “Trader marks” or “Official EOD”.
CURVE_ID	STRING	Y		The ID of the curve to which the market data relates.
TENOR	STRING	Y		Tenor labels, such as 3M, 5Y and so on.
MONEYNESS	STRING	Y		Moneyness labels.
UNDERLYING_MATURITY	STRING	Y		Moneyness, such as 3M, 5Y and so on.
QUOTE	DOUBLE	Y		The quote for the tenor.

Unique Key

Columns
AS_OF_DATE
MARKET_DATA_SET
INSTRUMENT_ID
TENOR
MONEYNESS
UNDERLYING_MATURITY

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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.  ↩︎