Columns
Table | Type | Column | Type | Size | Nulls | Auto | Default | Comments |
---|---|---|---|---|---|---|---|---|
ResultsFlows | Table | Accrual | decimal | 20 | √ | null | ||
NettingSet | Table | ActiveCSAFlag | varchar | 5 | null | |||
PortfolioTrades | Table | AddFieldsAdditionalId | varchar | 70 | √ | null | ||
ResultsXVA | Table | AllocatedCVA | decimal | 20 | √ | null | ||
ResultsXVA | Table | AllocatedDVA | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | AllocatedENE | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | AllocatedEPE | decimal | 20 | √ | null | ||
ResultsXVA | Table | AllocationMethod | varchar | 10 | √ | null | ||
PortfolioCashflowDataCashflow | Table | Amount | decimal | 20 | null | |||
ResultsFlows | Table | Amount | decimal | 20 | √ | null | ||
ResultsExposureNettingSet | Table | AnalysisDate | datetime | 16 | null | |||
ResultsCurves | Table | AnalysisDate | datetime | 16 | null | |||
ResultsColVA | Table | AnalysisDate | datetime | 16 | null | |||
ResultsCube | Table | AnalysisDate | datetime | 16 | null | |||
ResultsDimRegression | Table | AnalysisDate | datetime | 16 | null | |||
ResultsSensitivity | Table | AnalysisDate | datetime | 16 | null | |||
ResultsXVA | Table | AnalysisDate | datetime | 16 | null | |||
ResultsDimEvolution | Table | AnalysisDate | datetime | 16 | null | |||
ResultsCrossGamma | Table | AnalysisDate | datetime | 16 | null | |||
ResultsExposureTrade | Table | AnalysisDate | datetime | 16 | null | |||
ResultsNPV | Table | AnalysisDate | datetime | 16 | null | |||
ResultsFlows | Table | AnalysisDate | datetime | 16 | null | |||
ResultsStresstest | Table | AnalysisDate | datetime | 16 | null | |||
ResultsScenario | Table | AnalysisDate | datetime | 16 | null | |||
ResultsStresstest | Table | AnalysisID | varchar | 30 | null | |||
ResultsCube | Table | AnalysisID | varchar | 30 | null | |||
ResultsNPV | Table | AnalysisID | varchar | 30 | null | |||
ResultsExposureNettingSet | Table | AnalysisID | varchar | 30 | null | |||
ResultsXVA | Table | AnalysisID | varchar | 30 | null | |||
ResultsCrossGamma | Table | AnalysisID | varchar | 30 | null | |||
ResultsColVA | Table | AnalysisID | varchar | 30 | null | |||
ResultsDimRegression | Table | AnalysisID | varchar | 30 | null | |||
ResultsFlows | Table | AnalysisID | varchar | 30 | null | |||
ResultsSensitivity | Table | AnalysisID | varchar | 30 | null | |||
ResultsScenario | Table | AnalysisID | varchar | 30 | null | |||
ResultsCurves | Table | AnalysisID | varchar | 30 | null | |||
ResultsDimEvolution | Table | AnalysisID | varchar | 30 | null | |||
ResultsExposureTrade | Table | AnalysisID | varchar | 30 | null | |||
MdatMarketDataDefinitions | Table | Atm | int | 4 | √ | null | ||
PortfolioCDOData | Table | AttachmentPoint | decimal | 20 | √ | null | ||
ResultsDimEvolution | Table | AverageDIM | decimal | 20 | √ | null | ||
ResultsDimEvolution | Table | AverageFLOW | decimal | 20 | √ | null | ||
PortfolioCPICapFloorData | Table | BaseCPI | decimal | 20 | null | |||
ResultsNPV | Table | BaseCurrency | varchar | 3 | √ | null | ||
ResultsExposureNettingSet | Table | BaselEE | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | BaselEE | decimal | 20 | √ | null | ||
ResultsExposureNettingSet | Table | BaselEEE | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | BaselEEE | decimal | 20 | √ | null | ||
ResultsXVA | Table | BaselEEPE | decimal | 20 | √ | null | ||
ResultsXVA | Table | BaselEPE | decimal | 20 | √ | null | ||
ResultsSensitivity | Table | BaseNPV | decimal | 20 | √ | null | ||
ResultsCrossGamma | Table | BaseNPV | decimal | 20 | √ | null | ||
ResultsScenario | Table | BaseNPV | decimal | 20 | √ | null | ||
ResultsStresstest | Table | BaseNPV | decimal | 20 | √ | null | ||
NettingCSADetails | Table | Bilateral | varchar | 10 | √ | null | ||
PortfolioFxForwardData | Table | BoughtAmount | decimal | 20 | √ | null | ||
PortfolioFxOptionData | Table | BoughtAmount | decimal | 20 | √ | null | ||
PortfolioFxOptionData | Table | BoughtCurrency | varchar | 7 | √ | null | ||
PortfolioFxForwardData | Table | BoughtCurrency | varchar | 7 | √ | null | ||
PortfolioBondData | Table | Calendar | varchar | 20 | null | |||
PortfolioScheduleDataRules | Table | Calendar | varchar | 20 | √ | null | ||
PortfolioScheduleDataDates | Table | Calendar | varchar | 20 | √ | null | ||
NettingCSADetails | Table | CallFrequency | varchar | 5 | √ | null | ||
PortfolioFloatingLegCaps | Table | Cap | decimal | 20 | null | |||
MdatMarketDataDefinitions | Table | CapFloor | varchar | 1 | √ | null | ||
PortfolioCPICapFloorData | Table | CapFloor | varchar | 5 | null | |||
ResultsFlows | Table | CashflowNo | int | 4 | null | |||
ResultsColVA | Table | CollateralBalance | decimal | 20 | √ | null | ||
NettingCSADetails | Table | CollateralCompoundingSpreadPay | decimal | 11 | √ | null | ||
NettingCSADetails | Table | CollateralCompoundingSpreadReceive | decimal | 11 | √ | null | ||
ResultsColVA | Table | CollateralFloor | decimal | 20 | √ | null | ||
ResultsXVA | Table | CollateralFloor | decimal | 20 | √ | null | ||
ResultsColVA | Table | CollateralFloorIncrement | decimal | 20 | √ | null | ||
ResultsXVA | Table | COLVA | decimal | 20 | √ | null | ||
ResultsColVA | Table | COLVA | decimal | 20 | √ | null | ||
ResultsColVA | Table | COLVAIncrement | decimal | 20 | √ | null | ||
OreConfigurations | Table | ConfigurationData | varchar | 2147483647 | null | |||
OreConfigurations | Table | ConfigurationId | varchar | 30 | null | |||
OreConfigurations | Table | ConfigurationType | varchar | 30 | null | |||
MdatMarketDataDefinitions | Table | Contract | varchar | 10 | √ | null | ||
PortfolioScheduleDataRules | Table | Convention | varchar | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | CorrFactMonth | varchar | 10 | √ | null | ||
MdatMarketDataDefinitions | Table | CorrFactType | varchar | 10 | √ | null | ||
ResultsNPV | Table | CounterParty | varchar | 30 | √ | null | ||
NettingSet | Table | Counterparty | varchar | 30 | null | |||
ResultsFlows | Table | Coupon | decimal | 20 | √ | null | ||
PortfolioLegData | Table | CPILegBaseCPI | decimal | 20 | √ | null | ||
PortfolioLegData | Table | CPILegIndexName | varchar | 30 | √ | null | ||
PortfolioLegData | Table | CPILegInterpolated | varchar | 5 | √ | null | ||
PortfolioLegData | Table | CPILegObservationLag | varchar | 5 | √ | null | ||
PortfolioLegData | Table | CPILegSubtractInflationNotional | varchar | 5 | √ | null | ||
PortfolioBaskets | Table | CreditCurveId | varchar | 30 | √ | null | ||
PortfolioBondData | Table | CreditCurveId | varchar | 30 | null | |||
PortfolioIndexCreditDefaultSwapData | Table | CreditCurveId | varchar | 30 | null | |||
PortfolioCreditDefaultSwapData | Table | CreditCurveId | varchar | 30 | null | |||
PortfolioIndexCreditDefaultSwapOptionSwapData | Table | CreditCurveId | varchar | 30 | null | |||
ResultsCrossGamma | Table | CrossGammaTimesShiftSquare | decimal | 20 | √ | null | ||
NettingCSADetails | Table | CSACurrency | varchar | 7 | √ | null | ||
ResultsFlows | Table | Currency | varchar | 3 | √ | null | ||
PortfolioBaskets | Table | Currency | varchar | 7 | √ | null | ||
PortfolioEquityOptionData | Table | Currency | varchar | 7 | √ | null | ||
PortfolioCPICapFloorData | Table | Currency | varchar | 7 | null | |||
MdatMarketDataDefinitions | Table | Currency | varchar | 7 | √ | null | ||
PortfolioCommodityForwardData | Table | Currency | varchar | 7 | √ | null | ||
PortfolioEquityForwardData | Table | Currency | varchar | 7 | √ | null | ||
PortfolioForwardRateAgreementData | Table | Currency | varchar | 7 | √ | null | ||
PortfolioCommodityOptionData | Table | Currency | varchar | 7 | √ | null | ||
MdatFixingDataDefinitions | Table | Currency | varchar | 7 | √ | null | ||
NettingEligibleCollateralsCurrencies | Table | Currency | varchar | 7 | null | |||
PortfolioLegData | Table | Currency | varchar | 7 | √ | null | ||
MdatMarketDataDefinitions | Table | CurveId | varchar | 30 | √ | null | ||
ResultsXVA | Table | CVA | decimal | 20 | √ | null | ||
ResultsCube | Table | DateIndex | int | 4 | √ | null | ||
MdatMarketDataDefinitions | Table | DayCounter | varchar | 10 | √ | null | ||
PortfolioLegData | Table | DayCounter | varchar | 30 | √ | null | ||
ResultsDimEvolution | Table | DaysInPeriod | int | 4 | √ | null | ||
ResultsDimRegression | Table | DeltaNPV | decimal | 20 | √ | null | ||
ResultsSensitivity | Table | DeltaTimesShift | decimal | 20 | √ | null | ||
ResultsCube | Table | Depth | int | 4 | √ | null | ||
OreConfigurations | Table | Description | varchar | 255 | null | |||
PortfolioCDOData | Table | DetachmentPoint | decimal | 20 | √ | null | ||
ResultsScenario | Table | Difference | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | Dimension | varchar | 10 | √ | null | ||
MdatMarketDataDefinitions | Table | DiscountDate | datetime | 16 | √ | null | ||
ResultsFlows | Table | DiscountFactor | decimal | 20 | √ | null | ||
MdatFixingDataDefinitions | Table | DomesticCurrency | varchar | 7 | √ | null | ||
ResultsXVA | Table | DVA | decimal | 20 | √ | null | ||
PortfolioLegAmortizations | Table | EndDate | date | 6 | √ | null | ||
PortfolioForwardRateAgreementData | Table | EndDate | date | 6 | √ | null | ||
PortfolioScheduleDataRules | Table | EndDate | date | 6 | √ | null | ||
PortfolioScheduleDataRules | Table | EndOfMonth | varchar | 5 | √ | null | ||
ResultsExposureNettingSet | Table | ENE | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | ENE | decimal | 20 | √ | null | ||
PortfolioTrades | Table | EnvelopeCounterParty | varchar | 30 | √ | null | ||
PortfolioTrades | Table | EnvelopeNettingSetId | varchar | 30 | √ | null | ||
ResultsExposureNettingSet | Table | EPE | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | EPE | decimal | 20 | √ | null | ||
PortfolioOptionExercises | Table | ExerciseDate | date | 6 | null | |||
PortfolioOptionExercises | Table | ExerciseFee | decimal | 20 | √ | null | ||
PortfolioOptionExercises | Table | ExercisePrice | decimal | 20 | √ | null | ||
ResultsExposureNettingSet | Table | ExpectedCollateral | decimal | 20 | √ | null | ||
ResultsDimRegression | Table | ExpectedDIM | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | Expiry | varchar | 10 | √ | null | ||
MdatMarketDataDefinitions | Table | ExpiryDate | datetime | 16 | √ | null | ||
ResultsSensitivity | Table | Factor | varchar | 30 | √ | null | ||
ResultsScenario | Table | Factor | varchar | 30 | √ | null | ||
ResultsCrossGamma | Table | Factor1 | varchar | 20 | √ | null | ||
ResultsCrossGamma | Table | Factor2 | varchar | 20 | √ | null | ||
ResultsXVA | Table | FBA | decimal | 20 | √ | null | ||
ResultsXVA | Table | FBAexAll | decimal | 20 | √ | null | ||
ResultsXVA | Table | FBAexOwn | decimal | 20 | √ | null | ||
ResultsXVA | Table | FCA | decimal | 20 | √ | null | ||
ResultsXVA | Table | FCAexAll | decimal | 20 | √ | null | ||
ResultsXVA | Table | FCAexOwn | decimal | 20 | √ | null | ||
PortfolioScheduleDataRules | Table | FirstDate | date | 6 | √ | null | ||
PortfolioCPICapFloorData | Table | FixCalendar | varchar | 20 | null | |||
PortfolioCPICapFloorData | Table | FixConvention | varchar | 20 | null | |||
MdatFixingDataDef | View | FixingDate | datetime | 16 | null | |||
ResultsFlows | Table | FixingDate | datetime | 16 | √ | null | ||
MdatFixingData | Table | FixingDate | datetime | 16 | null | |||
MdatFixingDataDefinitions | Table | FixingIndex | varchar | 200 | √ | null | ||
MdatFixingDataDef | View | FixingIndex | varchar | 200 | √ | null | ||
ResultsFlows | Table | FixingValue | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | FlatCurrency | varchar | 7 | √ | null | ||
MdatMarketDataDefinitions | Table | FlatTenor | varchar | 10 | √ | null | ||
PortfolioLegData | Table | FloatingLegFixingDays | int | 4 | √ | null | ||
PortfolioLegData | Table | FloatingLegIndexName | varchar | 30 | √ | null | ||
PortfolioLegData | Table | FloatingLegIsAveraged | varchar | 5 | √ | null | ||
PortfolioLegData | Table | FloatingLegIsInArrears | varchar | 5 | √ | null | ||
PortfolioLegData | Table | FloatingLegIsNotResettingXCCY | varchar | 5 | √ | null | ||
PortfolioLegData | Table | FloatingLegNakedOption | varchar | 5 | √ | null | ||
PortfolioFloatingLegFloors | Table | Floor | decimal | 20 | null | |||
ResultsFlows | Table | FlowType | varchar | 30 | null | |||
MdatFixingDataDefinitions | Table | ForeignCurrency | varchar | 7 | √ | null | ||
MdatMarketDataDefinitions | Table | ForwardStart | varchar | 10 | √ | null | ||
PortfolioLegAmortizations | Table | Frequency | varchar | 5 | √ | null | ||
PortfolioLegData | Table | FXResetFixingDays | int | 4 | √ | null | ||
PortfolioLegData | Table | FXResetForeignAmount | decimal | 20 | √ | null | ||
PortfolioLegData | Table | FXResetForeignCurrency | varchar | 7 | √ | null | ||
PortfolioLegData | Table | FXResetFXIndex | varchar | 30 | √ | null | ||
ResultsSensitivity | Table | GammaTimesShiftSquare | decimal | 20 | √ | null | ||
PortfolioFloatingLegGearings | Table | Gearing | decimal | 20 | null | |||
PortfolioTradeGroupingIds | Table | GroupingId | varchar | 70 | null | |||
NettingSet | Table | GroupingId | varchar | 70 | null | |||
PortfolioSelection | View | GroupingId | varchar | 70 | null | |||
NettingSetSelection | View | GroupingId | varchar | 70 | null | |||
ResultsExposureNettingSet | Table | HorizonDate | datetime | 16 | √ | null | ||
ResultsDimEvolution | Table | HorizonDate | datetime | 16 | √ | null | ||
ResultsExposureTrade | Table | HorizonDate | datetime | 16 | √ | null | ||
ResultsCurves | Table | HorizonDate | datetime | 16 | √ | null | ||
ResultsColVA | Table | HorizonDate | datetime | 16 | √ | null | ||
ResultsCube | Table | HorizonDate | datetime | 16 | √ | null | ||
ResultsColVA | Table | HorizonTime | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | HorizonTime | decimal | 20 | √ | null | ||
ResultsExposureNettingSet | Table | HorizonTime | decimal | 20 | √ | null | ||
PortfolioScheduleDataRules | Table | Id | int | 4 | null | |||
PortfolioLegData | Table | Id | int | 4 | null | |||
ResultsCube | Table | ID | varchar | 40 | √ | null | ||
PortfolioTradeActions | Table | Id | int | 4 | null | |||
PortfolioTrades | Table | Id | varchar | 180 | null | |||
PortfolioScheduleDataDates | Table | Id | int | 4 | null | |||
NettingCSADetails | Table | IndependentAmountHeld | decimal | 20 | √ | null | ||
NettingCSADetails | Table | IndependentAmountType | varchar | 10 | √ | null | ||
MdatFixingData | Table | IndexId | int | 4 | null | |||
MdatFixingDataDefinitions | Table | IndexId | int | 4 | null | |||
MdatFixingDataDef | View | IndexId | int | 4 | null | |||
MdatFixingDataDefinitions | Table | IndexName | varchar | 30 | √ | null | ||
MdatMarketDataDefinitions | Table | IndexName | varchar | 30 | √ | null | ||
PortfolioForwardRateAgreementData | Table | IndexName | varchar | 30 | √ | null | ||
PortfolioCPICapFloorData | Table | IndexName | varchar | 30 | null | |||
NettingCSADetails | Table | IndexName | varchar | 30 | √ | null | ||
MdatMarketDataDefinitions | Table | IndexTenor | varchar | 10 | √ | null | ||
MdatFixingDataDef | View | IndexValue | decimal | 20 | null | |||
MdatFixingData | Table | IndexValue | decimal | 20 | null | |||
MdatMarketDataDefinitions | Table | InstrumentType | varchar | 30 | null | |||
MdatFixingDataDefinitions | Table | IsCMS | int | 4 | √ | null | ||
PortfolioBondData | Table | IssueDate | date | 6 | null | |||
MdatMarketDataDefinitions | Table | Issuer | varchar | 10 | √ | null | ||
PortfolioBondData | Table | IssuerId | varchar | 30 | null | |||
PortfolioBaskets | Table | IssuerId | varchar | 30 | √ | null | ||
PortfolioCreditDefaultSwapData | Table | IssuerId | varchar | 30 | null | |||
PortfolioIndexCreditDefaultSwapOptionData | Table | KnockOut | varchar | 5 | √ | null | ||
ResultsXVA | Table | KVACCR | decimal | 20 | √ | null | ||
PortfolioScheduleDataRules | Table | LastDate | date | 6 | √ | null | ||
PortfolioScheduleDataRules | Table | LegDataId | int | 4 | √ | null | ||
PortfolioFloatingLegSpreads | Table | LegDataId | int | 4 | null | |||
PortfolioFloatingLegFloors | Table | LegDataId | int | 4 | null | |||
PortfolioFloatingLegCaps | Table | LegDataId | int | 4 | null | |||
PortfolioScheduleDataDates | Table | LegDataId | int | 4 | √ | null | ||
PortfolioFixedLegCPIRates | Table | LegDataId | int | 4 | null | |||
PortfolioFloatingLegGearings | Table | LegDataId | int | 4 | null | |||
PortfolioLegAmortizations | Table | LegDataId | int | 4 | null | |||
PortfolioLegNotionals | Table | LegDataId | int | 4 | null | |||
PortfolioCashflowDataCashflow | Table | LegDataId | int | 4 | null | |||
ResultsFlows | Table | LegNo | int | 4 | null | |||
PortfolioLegData | Table | LegType | varchar | 20 | √ | null | ||
ResultsDimRegression | Table | LocalDIM | decimal | 20 | √ | null | ||
PortfolioEquityForwardData | Table | LongShort | varchar | 5 | √ | null | ||
PortfolioForwardRateAgreementData | Table | LongShort | varchar | 5 | √ | null | ||
PortfolioCPICapFloorData | Table | LongShort | varchar | 5 | null | |||
PortfolioCapFloorData | Table | LongShort | varchar | 7 | √ | null | ||
NettingCSADetails | Table | MarginPeriodOfRisk | varchar | 5 | √ | null | ||
MdatMarketDataDefinitions | Table | Maturity | varchar | 10 | √ | null | ||
PortfolioEquityForwardData | Table | Maturity | date | 6 | √ | null | ||
PortfolioCommodityForwardData | Table | Maturity | date | 6 | √ | null | ||
ResultsNPV | Table | Maturity | datetime | 16 | √ | null | ||
MdatMarketDataDefinitions | Table | MaturityDate | datetime | 16 | √ | null | ||
PortfolioCPICapFloorData | Table | MaturityDate | date | 6 | null | |||
ResultsNPV | Table | MaturityTime | decimal | 20 | √ | null | ||
NettingCSADetails | Table | MinimumTransferAmountPay | decimal | 20 | √ | null | ||
NettingCSADetails | Table | MinimumTransferAmountReceive | decimal | 20 | √ | null | ||
ResultsXVA | Table | MVA | decimal | 20 | √ | null | ||
PortfolioEquityForwardData | Table | Name | varchar | 20 | √ | null | ||
PortfolioCommodityForwardData | Table | Name | varchar | 20 | √ | null | ||
PortfolioEquityOptionData | Table | Name | varchar | 20 | √ | null | ||
MdatFixingDataDefinitions | Table | Name | varchar | 10 | √ | null | ||
ResultsCurves | Table | Name | varchar | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | Name | varchar | 30 | √ | null | ||
PortfolioCommodityOptionData | Table | Name | varchar | 20 | √ | null | ||
ResultsCube | Table | NetOrRaw | varchar | 3 | √ | null | ||
ResultsCube | Table | NettingSet | varchar | 10 | √ | null | ||
NettingSet | Table | NettingSetId | varchar | 30 | null | |||
ResultsColVA | Table | NettingSetId | varchar | 30 | √ | null | ||
ResultsNPV | Table | NettingSetId | varchar | 30 | √ | null | ||
NettingCSADetails | Table | NettingSetId | varchar | 30 | null | |||
ResultsXVA | Table | NettingSetId | varchar | 30 | √ | null | ||
NettingEligibleCollateralsCurrencies | Table | NettingSetId | varchar | 30 | null | |||
ResultsExposureNettingSet | Table | NettingSetId | varchar | 30 | √ | null | ||
PortfolioCPICapFloorData | Table | Notional | decimal | 20 | null | |||
PortfolioBaskets | Table | Notional | decimal | 20 | √ | null | ||
ResultsNPV | Table | Notional | decimal | 20 | √ | null | ||
PortfolioForwardRateAgreementData | Table | Notional | decimal | 20 | √ | null | ||
ResultsFlows | Table | Notional | decimal | 20 | √ | null | ||
PortfolioLegNotionals | Table | Notional | decimal | 20 | null | |||
PortfolioLegData | Table | NotionalAmortizingExchange | varchar | 5 | √ | null | ||
ResultsNPV | Table | NotionalBase | decimal | 20 | √ | null | ||
PortfolioLegData | Table | NotionalFinalExchange | varchar | 5 | √ | null | ||
PortfolioLegData | Table | NotionalInitialExchange | varchar | 5 | √ | null | ||
ResultsNPV | Table | NPV | decimal | 20 | √ | null | ||
ResultsNPV | Table | NPVBase | decimal | 20 | √ | null | ||
ResultsNPV | Table | NpvCurrency | varchar | 3 | √ | null | ||
PortfolioCPICapFloorData | Table | ObservationLag | varchar | 5 | null | |||
PortfolioFxOptionData | Table | OptionDataLongShort | varchar | 5 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataLongShort | varchar | 5 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataLongShort | varchar | 5 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataLongShort | varchar | 5 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataLongShort | varchar | 5 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataOptionType | varchar | 10 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataOptionType | varchar | 10 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataOptionType | varchar | 10 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataOptionType | varchar | 10 | √ | null | ||
PortfolioFxOptionData | Table | OptionDataOptionType | varchar | 10 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataPayOffAtExpiry | varchar | 5 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataPayOffAtExpiry | varchar | 5 | √ | null | ||
PortfolioFxOptionData | Table | OptionDataPayOffAtExpiry | varchar | 5 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataPayOffAtExpiry | varchar | 5 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataPayOffAtExpiry | varchar | 5 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataPremiumAmount | decimal | 20 | √ | null | ||
PortfolioFxOptionData | Table | OptionDataPremiumAmount | decimal | 20 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataPremiumAmount | decimal | 20 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataPremiumAmount | decimal | 20 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataPremiumAmount | decimal | 20 | √ | null | ||
PortfolioFxOptionData | Table | OptionDataPremiumCurrency | varchar | 7 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataPremiumCurrency | varchar | 7 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataPremiumCurrency | varchar | 7 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataPremiumCurrency | varchar | 7 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataPremiumCurrency | varchar | 7 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataPremiumPayDate | date | 6 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataPremiumPayDate | date | 6 | √ | null | ||
PortfolioFxOptionData | Table | OptionDataPremiumPayDate | date | 6 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataPremiumPayDate | date | 6 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataPremiumPayDate | date | 6 | √ | null | ||
PortfolioFxOptionData | Table | OptionDataSettlement | varchar | 10 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataSettlement | varchar | 10 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataSettlement | varchar | 10 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataSettlement | varchar | 10 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataSettlement | varchar | 10 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionData | Table | OptionDataStyle | varchar | 10 | √ | null | ||
PortfolioEquityOptionData | Table | OptionDataStyle | varchar | 10 | √ | null | ||
PortfolioSwaptionData | Table | OptionDataStyle | varchar | 10 | √ | null | ||
PortfolioCommodityOptionData | Table | OptionDataStyle | varchar | 10 | √ | null | ||
PortfolioFxOptionData | Table | OptionDataStyle | varchar | 10 | √ | null | ||
MdatVendorDefinitions | Table | OverridesFieldId | varchar | 50 | √ | null | ||
MdatVendorDefinitions | Table | OverridesValue | varchar | 50 | √ | null | ||
PortfolioTradeActions | Table | Owner | varchar | 20 | √ | null | ||
PortfolioCPICapFloorData | Table | PayCalendar | varchar | 20 | null | |||
PortfolioCPICapFloorData | Table | PayConvention | varchar | 20 | null | |||
ResultsFlows | Table | PayDate | datetime | 16 | null | |||
PortfolioLegData | Table | Payer | varchar | 5 | √ | null | ||
PortfolioLegData | Table | PaymentConvention | varchar | 20 | √ | null | ||
PortfolioCreditDefaultSwapData | Table | PaysAtDefaultTime | varchar | 5 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionSwapData | Table | PaysAtDefaultTime | varchar | 5 | √ | null | ||
PortfolioIndexCreditDefaultSwapData | Table | PaysAtDefaultTime | varchar | 5 | √ | null | ||
ResultsExposureNettingSet | Table | PFE | decimal | 20 | √ | null | ||
ResultsExposureTrade | Table | PFE | decimal | 20 | √ | null | ||
PortfolioCommodityForwardData | Table | Position | varchar | 5 | √ | null | ||
NettingCSADetails | Table | PostFrequency | varchar | 5 | √ | null | ||
ResultsFlows | Table | PresentValue | decimal | 20 | √ | null | ||
PortfolioCDOData | Table | ProtectionStart | date | 6 | √ | null | ||
PortfolioIndexCreditDefaultSwapData | Table | ProtectionStart | date | 6 | √ | null | ||
PortfolioCreditDefaultSwapData | Table | ProtectionStart | date | 6 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionSwapData | Table | ProtectionStart | date | 6 | √ | null | ||
PortfolioCommodityForwardData | Table | Quantity | decimal | 20 | √ | null | ||
PortfolioEquityForwardData | Table | Quantity | decimal | 20 | √ | null | ||
PortfolioEquityOptionData | Table | Quantity | decimal | 20 | √ | null | ||
PortfolioCommodityOptionData | Table | Quantity | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | Quote | varchar | 100 | null | |||
MdatMarketData | Table | QuoteDate | date | 6 | null | |||
MdatMarketData | Table | QuoteId | int | 4 | null | |||
MdatMarketDataDefinitions | Table | QuoteId | int | 4 | null | |||
MdatCovarianceData | Table | QuoteId1 | varchar | 100 | null | |||
MdatCovarianceData | Table | QuoteId2 | varchar | 100 | null | |||
MdatMarketDataDefinitions | Table | QuoteType | varchar | 30 | null | |||
MdatCovarianceData | Table | QuoteValue | decimal | 20 | null | |||
MdatMarketData | Table | QuoteValue | decimal | 20 | null | |||
PortfolioFloorRates | Table | Rate | decimal | 20 | null | |||
PortfolioCapRates | Table | Rate | decimal | 20 | null | |||
PortfolioFixedLegCPIRates | Table | Rate | decimal | 20 | null | |||
MdatMarketDataDefinitions | Table | Rating | varchar | 10 | √ | null | ||
PortfolioBondData | Table | ReferenceCurveId | varchar | 20 | null | |||
ResultsDimRegression | Table | RegressionDIM | decimal | 20 | √ | null | ||
ResultsDimRegression | Table | RegressorName | varchar | 30 | √ | null | ||
ResultsDimRegression | Table | RegressorValue | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | Relative | int | 4 | √ | null | ||
PortfolioScheduleDataRules | Table | RuleName | varchar | 20 | √ | null | ||
ResultsDimRegression | Table | Sample | int | 4 | √ | null | ||
ResultsCube | Table | Sample | int | 4 | √ | null | ||
ResultsStresstest | Table | ScenarioLabel | varchar | 20 | √ | null | ||
ResultsStresstest | Table | ScenarioNPV | decimal | 20 | √ | null | ||
ResultsScenario | Table | ScenarioNPV | decimal | 20 | √ | null | ||
PortfolioScheduleDataDates | Table | ScheduleDate | date | 6 | null | |||
PortfolioBondData | Table | SecurityId | varchar | 20 | null | |||
MdatMarketDataDefinitions | Table | SecurityID | varchar | 10 | √ | null | ||
MdatMarketDataDefinitions | Table | Seniority | varchar | 10 | √ | null | ||
ResultsStresstest | Table | Sensitivity | decimal | 20 | √ | null | ||
PortfolioFixedLegCPIRates | Table | SeqId | int | 4 | null | |||
PortfolioCapRates | Table | SeqId | int | 4 | null | |||
PortfolioCashflowDataCashflow | Table | SeqId | int | 4 | null | |||
PortfolioFloatingLegGearings | Table | SeqId | int | 4 | null | |||
PortfolioFloatingLegCaps | Table | SeqId | int | 4 | null | |||
PortfolioFloatingLegFloors | Table | SeqId | int | 4 | null | |||
PortfolioBaskets | Table | SeqId | int | 4 | null | |||
PortfolioFloatingLegSpreads | Table | SeqId | int | 4 | null | |||
PortfolioLegNotionals | Table | SeqId | int | 4 | null | |||
PortfolioFloorRates | Table | SeqId | int | 4 | null | |||
PortfolioLegAmortizations | Table | SeqId | int | 4 | null | |||
PortfolioBondData | Table | SettlementDays | int | 4 | null | |||
PortfolioCreditDefaultSwapData | Table | SettlesAccrual | varchar | 5 | √ | null | ||
PortfolioIndexCreditDefaultSwapData | Table | SettlesAccrual | varchar | 5 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionSwapData | Table | SettlesAccrual | varchar | 5 | √ | null | ||
ResultsSensitivity | Table | ShiftSize | decimal | 20 | √ | null | ||
ResultsCrossGamma | Table | ShiftSize1 | decimal | 20 | √ | null | ||
ResultsCrossGamma | Table | ShiftSize2 | decimal | 20 | √ | null | ||
ResultsDimEvolution | Table | SimpleDIM | decimal | 20 | √ | null | ||
ResultsDimRegression | Table | SimpleDIM | decimal | 20 | √ | null | ||
PortfolioFxOptionData | Table | SoldAmount | decimal | 20 | √ | null | ||
PortfolioFxForwardData | Table | SoldAmount | decimal | 20 | √ | null | ||
PortfolioFxForwardData | Table | SoldCurrency | varchar | 7 | √ | null | ||
PortfolioFxOptionData | Table | SoldCurrency | varchar | 7 | √ | null | ||
MdatFixingDataDefinitions | Table | Source | varchar | 10 | √ | null | ||
PortfolioFloatingLegSpreads | Table | Spread | decimal | 20 | null | |||
PortfolioCapRates | Table | StartDate | date | 6 | √ | null | ||
PortfolioFixedLegCPIRates | Table | StartDate | date | 6 | √ | null | ||
PortfolioLegNotionals | Table | StartDate | date | 6 | √ | null | ||
PortfolioCPICapFloorData | Table | StartDate | date | 6 | null | |||
PortfolioFloatingLegSpreads | Table | StartDate | date | 6 | √ | null | ||
PortfolioFloorRates | Table | StartDate | date | 6 | √ | null | ||
PortfolioScheduleDataRules | Table | StartDate | date | 6 | √ | null | ||
PortfolioLegAmortizations | Table | StartDate | date | 6 | √ | null | ||
PortfolioFloatingLegFloors | Table | StartDate | date | 6 | √ | null | ||
PortfolioFloatingLegGearings | Table | StartDate | date | 6 | √ | null | ||
PortfolioFloatingLegCaps | Table | StartDate | date | 6 | √ | null | ||
PortfolioForwardRateAgreementData | Table | StartDate | date | 6 | √ | null | ||
PortfolioCashflowDataCashflow | Table | StartDate | date | 6 | null | |||
PortfolioCommodityOptionData | Table | Strike | decimal | 20 | √ | null | ||
PortfolioEquityForwardData | Table | Strike | decimal | 20 | √ | null | ||
PortfolioForwardRateAgreementData | Table | Strike | decimal | 20 | √ | null | ||
PortfolioCPICapFloorData | Table | Strike | decimal | 20 | null | |||
PortfolioEquityOptionData | Table | Strike | decimal | 20 | √ | null | ||
PortfolioCommodityForwardData | Table | Strike | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | StrikeRate | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | StrikeType | varchar | 10 | √ | null | ||
MdatMarketDataDefinitions | Table | TargetCurrency | varchar | 7 | √ | null | ||
ResultsCurves | Table | Tenor | varchar | 10 | √ | null | ||
MdatFixingDataDefinitions | Table | Tenor | varchar | 10 | √ | null | ||
PortfolioScheduleDataRules | Table | Tenor | varchar | 8 | √ | null | ||
MdatMarketDataDefinitions | Table | Tenor | varchar | 10 | √ | null | ||
MdatMarketDataDefinitions | Table | Term | varchar | 10 | √ | null | ||
PortfolioScheduleDataRules | Table | TermConvention | varchar | 20 | √ | null | ||
NettingCSADetails | Table | ThresholdPay | decimal | 20 | √ | null | ||
NettingCSADetails | Table | ThresholdReceive | decimal | 20 | √ | null | ||
MdatMarketDataDefinitions | Table | TickerId | int | 4 | √ | null | ||
MdatFixingDataDefinitions | Table | TickerId | int | 4 | √ | null | ||
MdatVendorDefinitions | Table | TickerId | int | 4 | null | |||
ResultsDimEvolution | Table | TimeStep | int | 4 | √ | null | ||
PortfolioScheduleDataRules | Table | TradeActionId | int | 4 | √ | null | ||
PortfolioScheduleDataDates | Table | TradeActionId | int | 4 | √ | null | ||
PortfolioLegData | Table | TradeId | varchar | 180 | null | |||
ResultsExposureTrade | Table | TradeID | varchar | 40 | √ | null | ||
PortfolioCreditDefaultSwapData | Table | TradeId | varchar | 180 | null | |||
PortfolioCDOData | Table | TradeId | varchar | 180 | null | |||
PortfolioFxForwardData | Table | TradeId | varchar | 180 | null | |||
PortfolioFloorRates | Table | TradeId | varchar | 180 | null | |||
PortfolioEquityForwardData | Table | TradeId | varchar | 180 | null | |||
PortfolioBondData | Table | TradeId | varchar | 180 | null | |||
PortfolioCommodityForwardData | Table | TradeId | varchar | 180 | null | |||
PortfolioForwardRateAgreementData | Table | TradeId | varchar | 180 | null | |||
ResultsScenario | Table | TradeId | varchar | 40 | √ | null | ||
PortfolioTradeGroupingIds | Table | TradeId | varchar | 180 | null | |||
PortfolioCapRates | Table | TradeId | varchar | 180 | null | |||
PortfolioCPICapFloorData | Table | TradeId | varchar | 180 | null | |||
PortfolioEquityOptionData | Table | TradeId | varchar | 180 | null | |||
ResultsXVA | Table | TradeID | varchar | 40 | √ | null | ||
PortfolioIndexCreditDefaultSwapData | Table | TradeId | varchar | 180 | null | |||
PortfolioOptionExercises | Table | TradeId | varchar | 180 | null | |||
ResultsFlows | Table | TradeID | varchar | 40 | null | |||
PortfolioIndexCreditDefaultSwapOptionData | Table | TradeId | varchar | 180 | null | |||
ResultsCrossGamma | Table | TradeId | varchar | 40 | √ | null | ||
ResultsNPV | Table | TradeID | varchar | 40 | null | |||
ResultsStresstest | Table | TradeId | varchar | 40 | √ | null | ||
PortfolioSwaptionData | Table | TradeId | varchar | 180 | null | |||
PortfolioSwapData | Table | TradeId | varchar | 180 | null | |||
ResultsSensitivity | Table | TradeId | varchar | 40 | √ | null | ||
PortfolioCapFloorData | Table | TradeId | varchar | 180 | null | |||
PortfolioBaskets | Table | TradeId | varchar | 180 | null | |||
PortfolioTradeActions | Table | TradeId | varchar | 180 | null | |||
PortfolioCommodityOptionData | Table | TradeId | varchar | 180 | null | |||
PortfolioFxOptionData | Table | TradeId | varchar | 180 | null | |||
PortfolioIndexCreditDefaultSwapOptionSwapData | Table | TradeId | varchar | 180 | null | |||
PortfolioTrades | Table | TradeType | varchar | 30 | √ | null | ||
ResultsNPV | Table | TradeType | varchar | 30 | null | |||
ResultsFlows | Table | TradeType | varchar | 30 | null | |||
PortfolioTradeActions | Table | Type | varchar | 20 | √ | null | ||
PortfolioLegAmortizations | Table | Type | varchar | 30 | null | |||
PortfolioLegAmortizations | Table | Underflow | varchar | 5 | √ | null | ||
MdatMarketDataDefinitions | Table | UnitCurrency | varchar | 7 | √ | null | ||
ResultsScenario | Table | UpDown | varchar | 5 | √ | null | ||
PortfolioCreditDefaultSwapData | Table | UpfrontDate | date | 6 | √ | null | ||
PortfolioCDOData | Table | UpfrontDate | date | 6 | √ | null | ||
PortfolioIndexCreditDefaultSwapData | Table | UpfrontDate | date | 6 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionSwapData | Table | UpfrontDate | date | 6 | √ | null | ||
PortfolioIndexCreditDefaultSwapOptionSwapData | Table | UpfrontFee | decimal | 20 | √ | null | ||
PortfolioCDOData | Table | UpfrontFee | decimal | 20 | √ | null | ||
PortfolioCreditDefaultSwapData | Table | UpfrontFee | decimal | 20 | √ | null | ||
PortfolioIndexCreditDefaultSwapData | Table | UpfrontFee | decimal | 20 | √ | null | ||
ResultsCurves | Table | Value | decimal | 20 | √ | null | ||
TypesDateRule | Table | value | varchar | 20 | null | |||
TypesTradeActionOwner | Table | value | varchar | 20 | null | |||
ResultsCube | Table | Value | decimal | 20 | √ | null | ||
TypesCurrencyCode | Table | value | varchar | 7 | null | |||
TypesOptionStyle | Table | value | varchar | 10 | null | |||
TypesCalendar | Table | value | varchar | 20 | null | |||
TypesTradeActionType | Table | value | varchar | 20 | null | |||
TypesLegType | Table | value | varchar | 20 | null | |||
TypesIndexName | Table | value | varchar | 30 | null | |||
TypesOreTradeType | Table | value | varchar | 30 | null | |||
TypesIndependentAmountType | Table | value | varchar | 10 | null | |||
TypesBool | Table | value | varchar | 5 | null | |||
TypesBusinessDayConvention | Table | value | varchar | 20 | null | |||
TypesAmortizationType | Table | value | varchar | 30 | null | |||
TypesCsaType | Table | value | varchar | 10 | null | |||
TypesCurrencyPair | Table | value | varchar | 7 | null | |||
TypesParties | Table | value | varchar | 30 | null | |||
PortfolioLegAmortizations | Table | Value | decimal | 20 | null | |||
TypesOptionType | Table | value | varchar | 10 | null | |||
TypesSecurityCurves | Table | value | varchar | 20 | null | |||
TypesCapFloor | Table | value | varchar | 5 | null | |||
TypesEquityCurves | Table | value | varchar | 20 | null | |||
TypesConfigurationTypes | Table | value | varchar | 30 | null | |||
TypesOptionSettlement | Table | value | varchar | 10 | null | |||
TypesLongShort | Table | value | varchar | 5 | null | |||
TypesDayCounter | Table | value | varchar | 30 | null | |||
PortfolioFxForwardData | Table | ValueDate | date | 6 | √ | null | ||
MdatVendorDefinitions | Table | VendorField1 | varchar | 50 | √ | null | ||
MdatVendorDefinitions | Table | VendorField2 | varchar | 50 | √ | null | ||
MdatVendorDefinitions | Table | VendorName | varchar | 10 | null | |||
MdatVendorDefinitions | Table | VendorTicker | varchar | 100 | √ | null | ||
NettingSetSelection | View | XMLData | nvarchar | 2147483647 | √ | null | ||
PortfolioSelection | View | XMLData | nvarchar | 2147483647 | √ | null | ||
PortfolioLegData | Table | YYLegFixingDays | int | 4 | √ | null | ||
PortfolioLegData | Table | YYLegIndexName | varchar | 30 | √ | null | ||
PortfolioLegData | Table | YYLegInterpolated | varchar | 5 | √ | null | ||
PortfolioLegData | Table | YYLegObservationLag | varchar | 5 | √ | null | ||
MdatMarketDataDefinitions | Table | ZeroDate | datetime | 16 | √ | null | ||
ResultsDimRegression | Table | ZeroOrderDIM | decimal | 20 | √ | null | ||
ResultsDimEvolution | Table | ZeroOrderDIM | decimal | 20 | √ | null |
Processing...
Showing 1 to 526 of 526 entries