| Store Field | Key | CanBeNull | Type (+Default Value - if applicable) | Cube Field | Description |
|---|---|---|---|---|---|
| TradeId | Y | String | See field in referencing store (SaSensitivities) | (e.g. “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.) – if coming from multiple systems may need to prepend source system to the id for uniqueness. | |
| Notional | Double | (This field is a measure) | The Notional of the trade/position (used for RRAO and DRC). Deprecated for DRC use. | ||
| NotionalCcy | String | Trade Notional Currency | The currency of the notional. | ||
| PresentValue | Double | Trade PV (This field is a measure) | The current present value of the trade/position (used in curvature and DRC). Deprecated | ||
| PVCcy | String | Trade PV Currency | The currency of the present value. | ||
| SensitivityScaleCategory | String | Sensitivity Scale Category | The category used to scale the SBM sensitivities. This matches the category in the SensitivityScaling configuration store. | ||
| AsOfDate | Y | Date[yyyy-mm-dd] | See field in referencing store (SaSensitivities) | Timestamp (at close of business) for the data. |
SATradeDescription
The SATradeDescription store contains trade-level data.
It is indexed by TradeId and AsOfDate and referenced from the SaSensitivities store by these two fields.