The ES_SCENARIO_FX_RATES table contains vector fields. In databases that do not natively support vectors, the vector fields are stored as separate columns.Documentation Index
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ES_SCENARIO_FX_RATES Table Fields
- Non-Native Vector Support
- Native Vector Support
| Column Name | Type | Not Null | Cube Field | Description |
|---|---|---|---|---|
| DATA_SET | STRING | Y | The data set to which the entry belongs. The following different values are possible:“Full Set Current”: data for the last 12 months, “Reduced Set Stressed”: data with the reduced set of risk factors for the 12-month stress period, “Reduced Set Current”: data with the reduced set of risk factors for the last 12 months | |
| RISK_CLASS | STRING | Y | The risk class, which will be one of the following:GIRR, CSR, Equity, Commodity, FX, allin | |
| LIQUIDITY_HORIZON | INTEGER | Y | The Liquidity Horizon in days: 10, 20, 40, 60 or 120 | |
| BASE_CCY | STRING | Y | The left side of the currency pair | |
| COUNTER_CCY | STRING | Y | The right side of the currency pair | |
| AS_OF_DATE | DATE | Y | Timestamp (at close of business) for the data |
ES_SCENARIO_FX_RATES Unique Key
- Non-Native Vector Support
- Native Vector Support
| Columns |
|---|
| VECTOR_INDEX |
| DATA_SET |
| RISK_CLASS |
| LIQUIDITY_HORIZON |
| BASE_CCY |
| COUNTER_CCY |
| AS_OF_DATE |
Outgoing Joins
- Non-Native Vector Support
- Native Vector Support
| Target Table | Source Columns | Target Columns |
|---|---|---|
| ES_SCENARIO_FX_RATES_VECTOR | DATA_SET RISK_CLASS LIQUIDITY_HORIZON BASE_CCY COUNTER_CCY AS_OF_DATE | DATA_SET RISK_CLASS LIQUIDITY_HORIZON BASE_CCY COUNTER_CCY AS_OF_DATE |