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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

The following table lists the fields in the data model and how they are mapped to the input files, datastore schema, and cube levels.
Data ModelInput FilesDatastoreCube LevelNotes
all.As-of DateDRC Trade Level.AsOfDateall.AsOfDateAsOfDate
JTD Exposure.Trade IDDRC Trade Level.TradeIdDRCBase.TradeIdTradeId
all.Risk ClassDRC Trade Level.RiskClassDRCBase.RiskClassRisk Class“DRC Sec non-CTP”
JTD Exposure.Risk Measure
Risk Factor.Risk Measure		Risk Measure“DRC”
JTD Exposure.Risk Factor Name
Risk Factor.Risk Factor Name		DRC Trade Level.RiskFactorDRCBase.Risk FactorRisk Factor
Tranche.Tranche
Risk Factor.Tranche		DRC Trade Level.UnderlyingTranche.TrancheDRC Sec non-CTP TrancheAlso Underlying
Risk Factor.MaturityDRC Trade Level.MaturityRiskFactorDescription.MaturityDRC Maturity
Tranche.BucketDRC Trade Level.BucketTranche.BucketDRC Sec non-CTP Bucket
Tranche.SeniorityDRC Trade Level.SeniorityTranche.SeniorityDRC Sec non-CTP Seniority“senior”
Tranche.RatingDRC Trade Level.RatingTranche.RatingDRC Sec non-CTP Rating
Tranche.Rating TypeDRC Trade Level.Rating typeTranche.TypeDRC Sec non-CTP Rating Type“STC”
Tranche.RegionDRC Trade Level.RegionTranche.RegionDRC Sec non-CTP Region
Tranche.Asset ClassDRC Trade Level.AssetClassTranche.Asset ClassDRC Sec non-CTP Asset Class
Tranche.Attachment PointDRC Trade Level.AttachmentTranche.AttachmentDRC Sec non-CTP Attachment
Tranche.Detachment PointDRC Trade Level.DetachmentTranche.DetachmentDRC Sec non-CTP Detachment
Tranche.Risk WeightDRC Trade Level.Risk WeightTranche.RiskWeight
JTD Exposure.DirectionDRC Trade Level.DirectionDRCBase.DirectionDRC Direction“long” or “short”
JTD Exposure.Market ValueDRC Trade Level.MarketValueDRCBase.PresentValue