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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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The RRAOOverrides store contains alternative descriptions of the RRAO category. See RRAO store. It is an isolated store indexed by RRAOCategory, RiskClass, Parameter Set, and AsOfDate.
Store FieldKeyCanBeNullTypeDescription
RRAOCategoryYStringThe Id of the RRAO Category.
RiskClassYStringSet to “RRAO”
ParameterSetYStringThe Parameter Set for which the overrides apply.
ResidualRiskStringIndicates category is subject to residual risk add-on.
Replaces ResidualRisk in the RRAO store.
ExoticUnderlyingStringIf yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%.
Replaces ExoticUnderlying in the RRAO store.
OtherResidualRiskTypeString(“_DATAMEMBER_“)Optional data indicating the residual Risk type.
Replaces OtherResidualRiskType in the RRAO store.
Exemption ReasonStringReported reason why the position is exempt from RRAO.
Asset ClassStringReported asset class for the position.
AsOfDateYDate[yyyy-mm-dd]Timestamp (at close of business) for the data.