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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] |
AsOfDate |
| RiskType |
Y |
N |
N |
String |
Risk Types |
| Qualifier |
Y |
N |
N |
String |
Qualifiers |
| Bucket |
N |
N |
Y |
String |
Buckets |
| Label1 |
Y |
N |
Y |
String |
Vertices |
| Label2 |
Y |
N |
N |
String |
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 |
| PortfolioID |
N |
N |
N |
String |
PortfolioID |
| TradeID |
Y |
N |
N |
String |
Trades |
| PostRegulation |
Y |
N |
N |
String |
Regulation |
| CollectRegulation |
Y |
N |
N |
String |
Regulation |
| IMModel |
N |
N |
N |
String |
IM Model |
| ValuationDate |
N |
N |
Y |
Date[yyyy-mm-dd] |
AsOfDate |
| EndDate |
N |
N |
Y |
Date[yyyy-mm-dd] |
Not visible |
| CounterpartyID |
N |
N |
Y |
String |
PortfolioID |
| TenorDates |
N |
Y |
Y |
String |
Vertices |
| SensitivitiesInterpolated |
N |
Y |
N |
Double |
N - a measure in the cube |
| RegulatoryRiskFactor |
N |
N |
N |
String |
Regulatory Risk Factors |
| RegulatoryBucket |
N |
N |
N |
String |
RegulatoryBuckets |