TRANCHE_OVERRIDES - Atoti Hub

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

These fields form an intermediate table containing the Override’s base store fields and will be merged back into the Override base table: Tranche.

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

​Unique Key

​Override Base Table

​Inject Base Table

​Map Override Fields to Base Table Fields

Unique Key

Override Base Table

Inject Base Table

Map Override Fields to Base Table Fields