The following table lists the fields in the data model and how they are mapped to the input files, datastore schema, and cube levels.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Data Model | Input Files | Datastore | Cube Level | Notes |
|---|---|---|---|---|
| all.As-of Date | DRC Trade Level.AsOfDate | all.AsOfDate | AsOfDate | |
| JTD Exposure.Trade ID | DRC Trade Level.TradeId | DRCBase.TradeId | TradeId | |
| all.Risk Class | DRC Trade Level.RiskClass | DRCBase.RiskClass | Risk Class | “DRC non-Sec” |
| JTD Exposure.Risk Measure Risk Factor.Risk Measure | Risk Measure | “DRC” | ||
| JTD Exposure.Risk Factor Name Risk Factor.Risk Factor Name | DRC Trade Level.RiskFactor | DRCBase.Risk Factor | Risk Factor | |
| Obligor.Obligor Risk Factor.Obligor | DRC Trade Level.Underlying | Obligor.ObligorId | DRC Obligor | Also Underlying |
| Risk Factor.Seniority | DRC Trade Level.Seniority | RiskFactorDescription.Seniority | DRC Seniority | |
| Risk Factor.Maturity | DRC Trade Level.Maturity | RiskFactorDescription.Maturity | DRC Maturity | |
| Risk Factor.Zero Risk Weight | DRC Trade Level.Zero Risk-Weight | RiskFactorDescription.Zero Risk Weight | DRC Zero Risk Weight | |
| Obligor.Bucket | DRC Trade Level.ObligorCategory | Obligor.ObligorCategory | DRC non-Sec Bucket | “Corporates” “Sovereigns” “Local Governments/Municipalities” |
| Obligor.Rating | DRC Trade Level.Rating | Obligor.Rating | DRC non-Sec Rating | |
| Obligor.Risk Weight | DRC Trade Level.Risk Weight | Obligor.RiskWeight | ||
| Obligor.DRC Fund Treatment | DRC Trade Level.DRC Fund Treatment | Obligor.DRC Fund Treatment | DRC Fund Treatment | |
| JTD Exposure.Instrument LGD Type | DRC Trade Level.InstrumentType | DRCBase.InstrumentLGDType | DRC Instrument LGD Type | “equity” “junior debt” “senior debt” “covered bond” |
| JTD Exposure.Direction | DRC Trade Level.Direction | DRCBase.Direction | DRC Direction | “long” or “short” |
| JTD Exposure.Market Value | DRC Trade Level.MarketValue | DRCBase.PresentValue | ||
| JTD Exposure.Notional | DRC Trade Level.Notional | DRCBase.Notional | ||
| JTD Exposure.Gross JTD | DRC Trade Level.GrossJTD | DRCBase.GrossJTD | ||
| JTD Exposure.Adjustment | DRC Trade Level.Adjustment | DRCBase.Adjustment |