BookStructureDate
Trade date from the BookHierarchy structure.
Date
Risk value date.
OmegaDate
Slicing date selector for weekly reference.
TradeDates
Trade date from trade attributes.
Dates
The Dates dimension in FRTBCombinedCube, covering date hierarchies for risk value dates, trade dates, book structure dates, and the OmegaDate slicing selector for weekly reference periods
The Dates dimension contains the following hierarchies: