Cube schema (reference implementation)

The following table lists the levels and hierarchies in the Cube schema that are used in the CSR Sec non-CTP data model.

Data Model Field	Cube Level	Notes
As-Of Date	AsOfDate	Slicing Hierarchy
Trade ID	TradeId
Risk Class	Risk Class	”CSR Sec non-CTP”
Risk Measure	Risk Measure	”Delta”, “Vega”, “Curvature”
Bucket	CSR Sec non-CTP Bucket
Risk Factor Name	Risk Factor
Sensitivity Tenor / Option Maturity	Vertex	Analysis Hierarchy
Tranche Name	Underlying
Curve Type	Risk Factor Type
Credit Quality	CSR Quality
Sector	CSR Sector
Credit Quality Category	CSR Sec non-CTP Rating Category
Sector Category	CSR Sec non-CTP Sector Category
Pool	CSR Sec non-CTP Pool
Attachment	CSR Sec non-CTP Attachment
Detachment	CSR Sec non-CTP Detachment
		Levels for the Delta Double Sums and Correlations
		Levels for the Vega Double Sums and Correlations

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