Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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The TRANCHE_OVERRIDES table contains the Override definitions for the Tranches.
| Column Name | Type | Not Null |
|---|
| TRANCHE | STRING | Y |
| RISK_CLASS | STRING | Y |
| PARAMETER_SET | STRING | Y |
| BUCKET | STRING | |
| SENIORITY | STRING | |
| RATING | STRING | |
| TYPE | STRING | |
| REGION | STRING | |
| ASSET_CLASS | STRING | |
| ATTACHMENT | DOUBLE | |
| DETACHMENT | DOUBLE | |
| RISK_WEIGHT | DOUBLE | |
| AS_OF_DATE | DATE | Y |
Unique Key
| Columns |
|---|
| TRANCHE |
| RISK_CLASS |
| PARAMETER_SET |
| AS_OF_DATE |
Override Base Table
The base table for these overrides is the Tranche table. To define Overrides you must add facts to the base table. For details on why this is required, see Overrides With DirectQuery.
Inject Base Table
For each override, you must generate multiple entries in the Tranche table with the following
structure.
| Override Table |
|---|
| PARAMETER_SET |
| BUCKET |
| CSRQUALITY |
| CSRSECTOR |
| CSRRATING |
| EQUITY_MARKET_CAP |
| EQUITY_ECONOMY |
| EQUITY_SECTOR |
| POOL |
| ATTACHMENT |
| DETACHMENT |
Map Override Fields to Base Table Fields
Once you create your tuples for each override field, you can then map the tuples back to the base store using the following relationship:
| Override Table | Tranche Field | Note |
|---|
| OVERRIDE KEY FIELD | TRANCHE | |
| OVERRIDE DATE FIELD | AS_OF_DATE | |
| PARAMETER_SET | | No mapping exists |
| BUCKET | BUCKET | |
| SENIORITY | SENIORITY | |
| RATING | RATING | |
| TYPE | TYPE | |
| REGION | REGION | |
| ASSET_CLASS | ASSET_CLASS | |
| ATTACHMENT | ATTACHMENT | |
| DETACHMENT | DETACHMENT | |
| RISK_WEIGHT | RISK_WEIGHT | |
| RISK_CLASS | No mapping exists |
