Navigation :
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 |