Global Database Definition
This section describes tables that are common to all cubes, such as FX rates and trade booking.
Trade Booking
The TRADE_ATTRIBUTES table contains data relative to the trades.
The multi-level book organizational hierarchy and desk descriptions are in the BOOK_HIERARCHY table, which is indexed by BOOK and AS_OF_DATE.
note
The BOOK_HIERARCHY table is populated from the BOOK_PARENT_CHILD table.
Legal Entities
The multi-level legal entity organizational hierarchy is in the LEGAL_ENTITY_HIERARCHY table, which is indexed by LEGAL_ENTITY and AS_OF_DATE.
note
The LEGAL_ENTITY_HIERARCHY table is populated from the LEGAL_ENTITY_PARENT_CHILD table.
Counterparties
The multi-level counterparty organizational hierarchy is in the COUNTERPARTY_HIERARCHY table, which is indexed by COUNTERPARTY_ID and AS_OF_DATE.
note
The COUNTERPARTY_HIERARCHY table is populated from the COUNTERPARTY_PARENT_CHILD table.
The COUNTERPARTIES table indexed by COUNTERPARTY_ID and AS_OF_DATE contains additional data for counterparties.
Risk Factor Catalogue
The RISK_FACTORS_CATALOGUE table indexed by RISK_FACTOR_ID and AS_OF_DATE table contains additional data for risk factors.
Countries
The COUNTRIES table indexed by COUNTRY_CODE and AS_OF_DATE contains additional data for countries.
Scenario Descriptions
The SCENARIOS table contains the VaR and ES scenario descriptions.
Market Shifts
The MARKET_SHIFTS and MARKET_SHIFTS_VECTOR tables is used to store market shifts.
Cube Market Data
The CUBE_MARKET_DATA table is used to contain market data defined along three axes (tenors, moneyness and underlying maturities).
Curve Market Data
The CURVE_MARKET_DATA table is used to contain market data defined along a tenor axis.
FX Rate Market Data
The FX rates are stored in the FX_RATE_MARKET_DATA table.
Spot Market Data
The SPOT_MARKET_DATA table is used to contain spot market data.
Surface Market Data
The SURFACE_MARKET_DATA table is used to contain market data defined along two axes (tenors and moneyness).