| Column Name | Type | Not Null | Default Value1 | Description |
|---|---|---|---|---|
| AS_OF_DATE | DATE | Y | Timestamp (at close of business) for the data. | |
| RISK_FACTOR_ID | STRING | Y | N/A | The internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier. |
| SCENARIO_SET | STRING | Y | N/A | Name of the set of scenarios. Example: âHistoricalâ, âStressâ. |
| TENOR | STRING | Y | N/A | Tenor label, such as 3M, 5Y, and so on, if applicable. |
| MATURITY | STRING | Y | N/A | Maturity label, such as 3M, 5Y, and so on, if applicable. |
| MONEYNESS | STRING | Y | N/A | Moneyness label, if applicable. |
| VALUES | ARRAY<DOUBLE> | Y | The market shifts vector. This field is omitted if the database does not support array types. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| RISK_FACTOR_ID |
| SCENARIO_SET |
| TENOR |
| MATURITY |
| MONEYNESS |
Incoming Joins
| Source Table | Source Columns | Target Columns |
|---|---|---|
| MARKET_SHIFTS_VECTOR | AS_OF_DATE RISK_FACTOR_ID SCENARIO_SET TENOR MATURITY MONEYNESS | AS_OF_DATE RISK_FACTOR_ID SCENARIO_SET TENOR MATURITY MONEYNESS |
- 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. ↩︎