PNL

Column Name	Type	Not Null	Default Value¹	Cube Field	Description
AS_OF_DATE	DATE	Y			Timestamp (at close of business) for the data.
TRADE_KEY	STRING	Y	N/A		The field contains the `tradeID` for full data, or `Book#VaR Inclusion#PLDriver` for summary data.
TRADE_ID	STRING	Y	DATAMEMBER	Trades	If TRADE_ID comes from multiple systems, you may need to prepend source system to the ID for uniqueness. In certain cases, the TRADE_ID could be for adjustment purposes. In such cases we might only have one PnL vector per Book or desk. The TRADE_ID should contain this information clearly (ADDON or ADJ). Example: “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.
DAILY	DOUBLE	Y	0		The DTD PnL value.
MONTHLY	DOUBLE	Y	0		The MTD PnL value.
YEARLY	DOUBLE	Y	0		The YTD PnL value.
LIFETIME	DOUBLE	Y	0		The LTD PnL value.
TYPE	STRING	Y	N/A	Types	The type of PnL.Example: ‘Actual PL’
PLDRIVER	STRING	Y	N/A	PL Drivers	Driver for the PnL value.Example: ‘Market moves’
IS_FULL_REVAL	STRING	Y	N/A	IsFullRevals	Indicates whether the PnL comes from a full revaluation in the risk engine.
CCY	STRING	Y	N/A	Currencies	The currency of the PnL value.
MARKET_DATA_SET	STRING	Y	N/A	This field is not currently used	The market data set that should be used when retrieving rates for FX conversion.
BUCKET	STRING	Y	N/A	Buckets	Placeholder for a set of risk factors that are grouped together by common characteristics.
LEG_ID	STRING	N	N/A	Legs	Optional input to send in trades that will have multiple legs under a single TradeId. Only available when the property `mr.pnl.enable.leg-id` is set to true. If using this field, please update your SQL script to include it.

Column Name

Type

Not Null

Default Value¹

Cube Field

Description

AS_OF_DATE

DATE

Timestamp (at close of business) for the data.

TRADE_KEY

STRING

N/A

The field contains the tradeID for full data, or Book#VaR Inclusion#PLDriver for summary data.

TRADE_ID

STRING

DATAMEMBER

Trades

If TRADE_ID comes from multiple systems, you may need to prepend source system to the ID for uniqueness.

In certain cases, the TRADE_ID could be for adjustment purposes. In such cases we might only have one PnL vector per Book or desk.

The TRADE_ID should contain this information clearly (ADDON or ADJ). Example: “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.

DAILY

DOUBLE

The DTD PnL value.

MONTHLY

DOUBLE

The MTD PnL value.

YEARLY

DOUBLE

The YTD PnL value.

LIFETIME

DOUBLE

The LTD PnL value.

TYPE

STRING

N/A

Types

The type of PnL.Example: ‘Actual PL’

PLDRIVER

STRING

N/A

PL Drivers

Driver for the PnL value.Example: ‘Market moves’

IS_FULL_REVAL

STRING

N/A

IsFullRevals

Indicates whether the PnL comes from a full revaluation in the risk engine.

CCY

STRING

N/A

Currencies

The currency of the PnL value.

MARKET_DATA_SET

STRING

N/A

This field is not currently used

The market data set that should be used when retrieving rates for FX conversion.

BUCKET

STRING

N/A

Buckets

Placeholder for a set of risk factors that are grouped together by common characteristics.

LEG_ID

STRING

N/A

Legs

Optional input to send in trades that will have multiple legs under a single TradeId. Only available when the property mr.pnl.enable.leg-id is set to true. If using this field, please update your SQL script to include it.

Columns
AS_OF_DATE
TRADE_KEY
TYPE
MARKET_DATA_SET

Columns

AS_OF_DATE

TRADE_KEY

TYPE

MARKET_DATA_SET

Target Table	Source Columns	Target Columns
TRADE_ATTRIBUTES	AS_OF_DATE TRADE_KEY	AS_OF_DATE TRADE_KEY

Target Table

Source Columns

Target Columns

TRADE_ATTRIBUTES

AS_OF_DATE
TRADE_KEY

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. ↩

Unique Key

Outgoing Joins

​Unique Key

​Outgoing Joins

Footnotes

Unique Key

Outgoing Joins