Columns

Columns

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