Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Store Field | Key | CanBeNull | Type | Cube Field | Description |
|---|---|---|---|---|---|
| TradeId | String | TradeId | (e.g. “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.) – if coming from multiple systems may need to prepend source system to the id for uniqueness. | ||
| TradeKey | Y | String | This field is for internal usage only | The field contains the tradeID for full data or Book#LegalEntity for summary data | |
| ObligorId | Y | String | DRC Obligor | The identifier of the Obligor, which will match the obligor in the trade file. | |
| Seniority | Y | String | DRC Seniority | An indication of the Seniority level of the obligor that the recovery rates are applicable for. | |
| Ccy | String | The currency that the recovery values are expressed in | |||
| RecoveryRates | Double [] | Recovery rate for the Obligor in the given scenario. | |||
| RecoveryValues | Double [] | Recovery values corresponding to the recovery rate. | |||
| ScenarioRecoveryValues | Double [] | ||||
| AsOfDate | Y | LOCALDATE[yyyy-mm-dd] | Timestamp (at close of business) for the data. |