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 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. |
RISK_FACTOR | STRING | Y | N/A | Risk Factors | The underlying risk factor (may be more than one) of the risk class. |
RISK_CLASS | STRING | Y | N/A | Risk Classes | The risk factor’s asset class |
BUCKET | STRING | Y | N/A | Buckets | Placeholder for a set of risk factors that are grouped together by common characteristics. |
Unique Key
Columns |
---|
AS_OF_DATE |
TRADE_KEY |
TYPE |
RISK_FACTOR |
Outgoing Joins
Target Table | Source Columns | Target Columns |
---|---|---|
TRADE_ATTRIBUTES | AS_OF_DATE TRADE_KEY |
AS_OF_DATE TRADE_KEY |
RISK_FACTORS_CATALOGUE | AS_OF_DATE RISK_FACTOR_ID |
AS_OF_DATE RISK_FACTOR_ID |
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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. ↩︎