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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.

The TRADE_ID should contain this information clearly (ADDON or ADJ). Example: “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.
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.
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
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
RISK_FACTORS_CATALOGUE AS_OF_DATE
RISK_FACTOR_ID		 AS_OF_DATE
RISK_FACTOR_ID

  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.  ↩︎