The SURFACE_MARKET_DATA table contains market data defined along two axes (tenors and moneyness). It is an isolated table and not part of any cube facts.Documentation Index
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| 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”. | |
| SURFACE_ID | STRING | Y | The ID of the surface to which the market data relates. | |
| TENOR | STRING | Y | Tenor labels, such as 3M, 5Y and so on. | |
| MONEYNESS | STRING | Y | Moneyness labels. | |
| QUOTE | DOUBLE | Y | The quote for the tenor. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| MARKET_DATA_SET |
| SURFACE_ID |
| TENOR |
| 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. ↩︎