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Netting Set Analytics reads three kinds of data at query time: the simulation time points, the FX rate scenario vectors, and the projected cashflow vectors. The collateral algorithms and the exposure measures use them. Applications do not replace these services.

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What data does Netting Set Analytics read at query time?

When a holding-period date falls between two time points of the grid, the collateral algorithms interpolate linearly between them. The NettingAgreements table carries the CSA and ISDA parameters of each netting set. A netting set has an agreement unless its ID is the default N/A. Collateral calculation is skipped for trades without an agreement.

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How do the services stay in sync with loaded data?

After each load or unload of an as-of date, the time points and the FX vectors that the services hold reflect the rows now in the SimulationDates and FxScenarios tables for that date. No separate refresh is needed.