CORRELATION_MARKET_DATA - Atoti Hub

The CORRELATION_MARKET_DATA table is used to contain market data related to the correlation between risk factors. It is an isolated table and not part of any cube facts.

Column Name	Type	Not Null	Default Value¹	Description
AS_OF_DATE	DATE	Y		Timestamp (at close of business) for the data.
MARKET_DATA_SET	STRING	Y		String defining the market data set, for example “Trader marks” or “Official EOD”.
RISK_FACTOR_ID	STRING	Y		The first risk factor in the correlation.
RISK_FACTOR_ID2	STRING	Y		The second risk factor in the correlation.
QUOTE	DOUBLE	Y		The correlation value.

Unique Key

Columns
AS_OF_DATE
MARKET_DATA_SET
RISK_FACTOR_ID
RISK_FACTOR_ID2

If the default value is marked as empty, it means that the default value is ‘null’ for nullable fields, and that a value needs to be explicitly set for non-nullable fields. ↩