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 | [PortfolioID].[PortfolioID] |
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] |