Skip to main content
This page provides an overview of ETL for DRC. It also provides a table showing the fields that are included in each row of a DRC CSV Input Data file, indicating which Stores these fields are copied to during the ETL process. Additionally, it shows which are the key fields for vector creation and which fields have the potential to be populated with vectors, as opposed to always containing scalar values.

​
Vectorization and interpolation

No vectorization is used within the ETL procedure for DRC; therefore no interpolation is required either.

​
Normalization

​
DRC-relevant stores

The stores that are relevant for DRC are:  

​
Mapping SA DRC CSV file fields onto the stores that they populate

Each tuple is built from the file columns whose names match the store fields. DefaultRiskChargeTuplePublisher overrides Risk Measure and Maturity on the RiskFactorDescription tuple, and ContractualMaturity on the SASensitivities tuple. The ContractualMaturity column is read only when the frtb.eu-da.drc-contractual-maturity.enabled property is set to true (default false). An empty cell stores the Maturity value of the row. For the column, see SA DRC trade.

​
Column calculators and tuple publishers

No Column Calculators are used within the ETL procedure for DRC.  

​
The tuple publisher and publisher classes

The function of the TuplePublisher and its associated Publisher classes is to separate data in the incoming file row according to relevance to particular stores and applying ETL logic to incoming rows. The publishers that are employed, together with their descriptions, can be found within the following table: