Documentation Index
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The ETL (Extract, Transform, Load) layer provided with the ,
using the default file format, will perform the following
transformations when data is loaded from the input files into the
datastore.
Risk Factor Name
If the risk-factor name is not included in the input file (using the
default file format), a name is generated as Tranche Name + Maturity.
Normalisation
In the default file format, each row of the DRC sensitivities’ files
contains the JTD as well as a description of the risk factor and
tranche. The data normalisation splits this information across three
stores in the datastore, as described in the data model.
