Navigation :
test ../../ test user-ref.html
User & Reference Guide
test ../../ test getting-started.html
Getting started
test ../../ test getting-started/about.html
- Using this guide
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- What's New
test ../../ test getting-started/data-model.html
- Market Risk Data Model
test ../../ test getting-started/directquery.html
- DirectQuery
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Dashboards
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Calculations Guide
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Cube Reference
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Datastores
test ../../ test datastore/signoffdigest.html
- SignOffDigest
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-
MarketData
test ../../ test datastore/pnl.html
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PnL
test ../../ test datastore/sensitivities.html
-
Sensitivities
test ../../ test datastore/vares.html
-
VaR-ES datastore definitions
test ../../ test datastore/vares/trade-pnl.html
-- TradePnL
test ../../ test datastore/vares/trade-attributes.html
-- TradeAttributes
test ../../ test datastore/vares/quantiles.html
-- Quantiles
test ../../ test datastore/vares/roundingmethods.html
-- RoundingMethods
test ../../ test datastore/vares/scenarios.html
-- Scenarios
test ../../ test datastore/vares/bookparentchild.html
-- BookParentChild
test ../../ test datastore/vares/bookhierarchy.html
-- BookHierarchy
test ../../ test datastore/vares/legalentityparentchild.html
-- LegalEntityParentChild
test ../../ test datastore/vares/counterpartyparentchild.html
-- CounterpartyParentChild
test ../../ test datastore/vares/legalentityhierarchy.html
-- LegalEntityHierarchy
test ../../ test datastore/vares/counterpartyhierarchy.html
-- CounterpartyHierarchy
test ../../ test datastore/vares/counterparty.html
-- Counterparty
test ../../ test datastore/vares/country.html
-- Country
test ../../ test input-files.html
Input file formats
test ../../ test properties.html
Properties
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What-If Analysis
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Database
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Sign-Off Approvals
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Limit monitoring
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Developer Guide
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Release and migration notes
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-
Getting Started
test ../../ test dev/dev-ui-config.html
-
Configuring the UI
test ../../ test dev/dev-mr-application.html
-
The Market Risk Application
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Market Risk Libraries
test ../../ test dev/dev-extensions.html
-
Extending Atoti Market Risk
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Configuring tools and methodologies
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-
Sign-Off
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-
What-If
test ../../ test dev/dev-direct-query.html
-
DirectQuery
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PDF Guides
TradeAttributes
Store Field
Key
CanBeNull
Type
Cube Field
Description
AsOfDate
Y
N
Object
AsOfDate
Indicates the date of the file.
The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the Atoti Server datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
TradeKey
Y
N
String
This field is for internal usage only
The field contains the tradeID
for full data or Book#VaR Inclusion
for summary data
Book
N
N
String
Book
The book to which the trade is mapped. It must match the node in the Book Hierarchy .
LegalEntity
N
N
String
Legal Entity
The legal entity with which the trade is associated. It must match the node in the LegalEntityHierarchy
CounterpartyId
N
N
String
CounterpartyId
The counterparty identifier. Used as a foreign key when counterparty is referenced. Example: “HSBC Group”, “EBRD”
Notional
N
N
String
Measure: Notional Native
The notional of the trade expressed in native currency.
Trader
N
N
String
Trader
The name of the trader who booked the trade.
Sales
N
N
String
Sales
The name of the salesperson associated with the trade.
InstrumentClass
N
N
String
InstrumentClass
The asset class of the trade. Example: ‘FX_OPT’, ‘FX_SPOT’, ‘BOND’
InstrumentType
N
N
String
InstrumentType
The type of asset of the trade. Example: ‘Linear’, ‘Non-linear’, ‘Spot’
TradeDate
N
N
Date
TradeDates
The date on which the trade was executed (default: 1970-01-01).
MaturityDate
N
N
Date
MaturityDates
The maturity date of the trade (default: 1970-01-01).
VaRInclusion
N
Y
String
VaR inclusion type
Defines on what basis to include the VaR of this trade: ‘R’ for repricing, from the VaR-ES cube ‘S’ for sensitivity, from the Sensi cube using Taylor VaR methodology