Mapping of Trade Attributes fields onto the stores that they populate
Field from CSV file
TradeMapping
SATradeDescription
SASensitivities
AsOfDate
(AsOfDate)
(AsOfDate)
(AsOfDate)
TradeId
(TradeKey for trade level data)
(TradeId) and (TradeKey for trade level data)
(TradeId)
Book
(part of TradeKey for summary data)
(part of TradeKey for summary data)
LegalEntity
(part of TradeKey for summary data)
(part of TradeKey for summary data)
Notional
(Notional)
Notional Ccy
(NotionalCcy)
PresentValue
(Notional)
PVCcy
(PVCcy)
ResidualRisk (Deprecated)
(Residual Risk)
ExoticUnderlying (Deprecated)
(ExoticUnderlying)
OtherResidualRiskType (Deprecated)
(OtherResidualRiskType)
TradeDate
Sensitivity Scale Category
RRAO Category (Deprecated)
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.
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:
Tuple Publisher Class
Publisher Class
Function
TradesTuplePublisher
- Creates and publishes tuples to the SATradeDescription, TradeMapping stores.
- When rrao.use-trade-attributes=true, also creates RRAO-specific tuples for the SASensitivities and RRAO stores, where applicable (if a row contains RRAO values, an entry for the SASensitivities store will be created, with the RiskFactor, RiskClass and RiskMeasure fields set to “RRAO”).
