This page provides an overview of ETL for Trade Attributes.
Vectorization and Interpolation
No vectorization is used within the ETL procedure for Trade Attributes; therefore no interpolation is required either.
Normalization
Trade Attributes-relevant Stores
The stores that are relevant for Trade Attributes are:
Mapping of Trade Attributes fields onto the stores that they populate
The ResidualRisk, ExoticUnderlying, OtherResidualRiskType, and RRAO Category columns are only read when the rrao.use-trade-attributes property is set to true (default false). By default, RRAO trades must be provided via the RRAO Trade file instead. This property will be removed in 6.1.0.
Tuple Publishers
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 its relevance
to particular stores and apply ETL logic to the incoming rows:
