Simm Base
This datastore holds input risk numbers in a vectorized format.
| Field | Key | IsVector | CanBeNull | Type | Cube Field |
|---|---|---|---|---|---|
| AsOfDate | Y | N | N | Date[yyyy-mm-dd] | [Time].[AsOfDate] |
| RiskType | Y | N | N | String | [CRIF Inputs].[Risk Types] |
| Qualifier | Y | N | N | String | [CRIF Inputs].[Qualifiers] |
| Bucket | N | N | Y | String | [CRIF Inputs].[Buckets] |
| Label1 | Y | N | Y | String | [CRIF Inputs].[Vertices] |
| Label2 | Y | N | N | String | [CRIF Inputs].[Label2] |
| Amount | N | N | N | double | Not visible |
| AmountCurrency | N | N | N | String | Not visible |
| AmountUSD | N | N | N | Double | Not visible |
| ProductClass | N | N | N | String | [ProductClass].[ProductClass] |
| PortfolioID | N | N | N | String | [PortfolioID].[PortfolioID] |
| TradeID | Y | N | N | String | [Trade/Position].[Trades] |
| PostRegulation | Y | N | N | String | [Regulation].[Regulation] |
| CollectRegulation | Y | N | N | String | [Regulation].[Regulation] |
| IMModel | N | N | N | String | [Model].[IM Model] |
| ValuationDate | N | N | Y | Date[yyyy-mm-dd] | [Time].[AsOfDate] |
| EndDate | N | N | Y | Date[yyyy-mm-dd] | Not visible |
| CounterpartyID | N | N | Y | String | [CounterParty].[CounterpartyIds].[CounterpartyID] |
| TenorDates | N | Y | Y | String | [CRIF Inputs].[Vertices] |
| SensitivitiesInterpolated | N | Y | N | Double | N - a measure in the cube |
| RegulatoryRiskFactor | N | N | N | String | [Risk].[Regulatory Risk Factors] |
| RegulatoryBucket | N | N | N | String | [RegulatoryBuckets].[RegulatoryBuckets] |