| Column Name | Type | Not Null | Cube Field | Description |
|---|---|---|---|---|
| AS_OF_DATE | DATE | Y | See field in joined table (SASENSITIVITIES) | Timestamp (at close of business) for the data. |
| TRADE_ID | STRING | Y | Database key for trade/position. | |
| SENSITIVITY_SCALE_CATEGORY | STRING | Sensitivity Scale Category | The category used to scale the SBM sensitivities. This matches the category in the SensitivityScaling configuration table. | |
| NOTIONAL | DOUBLE | This field is a measure | The Notional of the trade/position (used for RRAO and DRC). Deprecated for DRC use | |
| NOTIONAL_CCY | STRING | Currency code of the Notional. Required if Notional provided. | ||
| PRESENT_VALUE | DOUBLE | This field is a measure | The current present value of the trade/position (used in curvature and DRC). Deprecated | |
| PVCCY | STRING | Currency code of present value. Required if present value provided. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| TRADE_ID |
Incoming Joins
| Source Table | Source Columns | Target Columns |
|---|---|---|
| SASENSITIVITIES | AS_OF_DATE TRADE_ID | AS_OF_DATE TRADE_ID |