Download sample file: Trade_Attributes.csv This Trade Attributes file type is identified using the pattern: **/{Trade_Attributes,SA_Trades}*.csv (as specified by trade.attributes.sa.trades.file-pattern). This file is loaded using the Trade_Attributes topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Field | Key | Null | FieldType | Description | Example |
| AsOfDate | Y | N | Date[YYYY-MM-DD] | Timestamp (at close of business) for the data. | |
| TradeId | Y | N | String | If coming from multiple systems may need to prepend source system to the id for uniqueness. | “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc. – |
| Book | N | N | String | The book to map the trade to (must match the node in the Book Hierarchy). | |
| Legal Entity | N | N | String | Legal Entity to map the trade to (must match the node in the Legal Entity Hierarchy). | |
| Notional | N | Y | Double | Note: This field is not used in calculations. For DRC and RRAO calculations, provide the Notional directly in the DRC Trade or RRAO Trade input files. | |
| NotionalCcy | N | Y | String | Currency of notional. Required whenever notional is provided. | |
| PresentValue | N | Y | Double | Note: This field is not used in calculations. For DRC and Curvature calculations, provide the PresentValue directly in the DRC Trade or Curvature sensitivity files. | |
| PVCcy | N | Y | String | Currency of present value. Required whenever present value is provided. | |
| ResidualRisk | N | Y | ‘Y’ or ‘N’ | Deprecated - Applicable to RRAO onlyIndicates trade/position subject to residual risk add-on. | |
| ExoticUnderlying | N | Y | ‘Y’ or ‘N’ | Deprecated - Applicable to RRAO onlyIf yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%. | |
| OtherResidualRiskType | N | Y | String | Deprecated - Applicable to RRAO onlyOptional data - valid if ExoticUnderlying = ‘N’. Suggested valid values are “GAP”, “CORRELATION”,‘BEHAVIORIAL”, “OTHER”. | |
| TradeDate | N | Y | Date[YYYY-MM-DD] | The date on which the trade took place | |
| Sensitivity Scale Category | N | Y | String | The category to use for scaling the SBM sensitivities. This matches the categories in the Sensitivity Scaling configuration file. If unused, or the category doesn’t match, no scaling is applied. | Business Day 1 |
| RRAO Category | N | Y | String | Deprecated - Applicable to RRAO onlyThis field is used as a key for modifying RRAO attributes. It is used for the overrides as part of the multi-jurisdictional support; it is not used directly in calculations. | |
| Inclusion | N | Y | String | Indicates if the trade should be included (‘Y’) or not by default in the calculations. Default is ‘Y’ | Y, Banking Book, Speculative |