PNL
The PNL table contains Profit & Loss and Product Control data.
| Column Name | Type | Not Null | Default Value1 | Cube Field | Description |
|---|---|---|---|---|---|
| AS_OF_DATE | DATE | Y | Timestamp (at close of business) for the data. | ||
| TRADE_KEY | STRING | Y | N/A | The field contains the tradeID for full data, or Book#VaR Inclusion#PLDriver for summary data. |
|
| TRADE_ID | STRING | Y | DATAMEMBER | Trades | If TRADE_ID comes from multiple systems, you may need to prepend source system to the ID for uniqueness. note In certain cases, the TRADE_ID could be for adjustment purposes. In such cases we might only have one PnL vector per Book or desk. |
| DAILY | DOUBLE | Y | 0 | The DTD PnL value. | |
| MONTHLY | DOUBLE | Y | 0 | The MTD PnL value. | |
| YEARLY | DOUBLE | Y | 0 | The YTD PnL value. | |
| LIFETIME | DOUBLE | Y | 0 | The LTD PnL value. | |
| TYPE | STRING | Y | N/A | Types | The type of PnL. Example: ‘Actual PL’ |
| PLDRIVER | STRING | Y | N/A | PL Drivers | Driver for the PnL value. Example: ‘Market moves’ |
| IS_FULL_REVAL | STRING | Y | N/A | IsFullRevals | Indicates whether the PnL comes from a full revaluation in the risk engine. |
| CCY | STRING | Y | N/A | Currencies | The currency of the PnL value. |
| MARKET_DATA_SET | STRING | Y | N/A | This field is not currently used | The market data set that should be used when retrieving rates for FX conversion. |
| BUCKET | STRING | Y | N/A | Buckets | Placeholder for a set of risk factors that are grouped together by common characteristics. |
| LEG_ID | STRING | N | N/A | Legs | Optional input to send in trades that will have multiple legs under a single TradeId. Only available when the property mr.pnl.enable.leg-id is set to true. If using this field, please update your SQL script to include it. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| TRADE_KEY |
| TYPE |
| MARKET_DATA_SET |
| RISK_FACTOR |
Outgoing Joins
| Target Table | Source Columns | Target Columns |
|---|---|---|
| TRADE_ATTRIBUTES | AS_OF_DATE TRADE_KEY |
AS_OF_DATE TRADE_KEY |
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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. ↩︎