RRAO overrides - Atoti Hub

Download sample file: RRAO_Overrides.csv This file provides the overrides for RRAO category descriptions. This RRAO Overrides file type is identified using the pattern: **/RRAO_Overrides*.csv (as specified by rrao.overrides.file-pattern). A sample file is RRAO_Overrides. This file is loaded using the RRAOOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.


Field	Key	Null	FieldType	Description	Example
RRAOCategory	Y	N	String	The name of the RRAO Category to override. Matches the “RRAOCategory” column in the Trade Attributes file
RiskClass	Y	N	String	Set to “RRAO”.	“RRAO”
Parameter Set	Y	N	String	The parameter set for which the override applies.	CRR2
ResidualRisk	N	Y	‘Y’ or ‘N’	Indicates category subject to residual risk add-on. Replaces the ResidualRisk in the Trade Attributes file.
ExoticUnderlying	N	Y	‘Y’ or ‘N’	If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%. Replaces the ExoticUnderlying in the Trade Attributes file.
OtherResidualRiskType	N	Y	String	Replaces the OtherResidualRiskType in the Trade Attributes file.
Exemption Reason	N	Y	String	Reported reason why the position is exempt from RRAO.
Asset Class	N	Y	String	Reported asset class.
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.