| Field | Key | Vector | Nullable | Type | Cube Field |
|---|---|---|---|---|---|
| AsOfDate | Y | N | N | Date[yyyy-mm-dd] | AsOfDate |
| RiskType | Y | N | N | String | Risk Types |
| Qualifier | Y | N | N | String | Qualifiers |
| Bucket | N | N | Y | String | Buckets |
| Label1 | Y | N | Y | String | Vertices |
| Label2 | Y | N | N | String | Label2 |
| Amount | N | N | N | double | Not visible |
| AmountCurrency | N | N | N | String | Not visible |
| AmountUSD | N | N | N | Double | Not visible |
| ProductClass | N | N | N | String | ProductClass |
| PortfolioID | N | N | N | String | PortfolioID |
| TradeID | Y | N | N | String | Trades |
| PostRegulation | Y | N | N | String | Regulation |
| CollectRegulation | Y | N | N | String | Regulation |
| IMModel | N | N | N | String | IM Model |
| ValuationDate | N | N | Y | Date[yyyy-mm-dd] | AsOfDate |
| EndDate | N | N | Y | Date[yyyy-mm-dd] | Not visible |
| CounterpartyID | N | N | Y | String | PortfolioID |
| TenorDates | N | Y | Y | String | Vertices |
| SensitivitiesInterpolated | N | Y | N | Double | N - a measure in the cube |
| RegulatoryRiskFactor | N | N | N | String | Regulatory Risk Factors |
| RegulatoryBucket | N | N | N | String | RegulatoryBuckets |
Simm Base
This datastore holds input risk numbers in a vectorized format.