Id |
int |
4 |
|
|
null |
|
|
|
TradeId |
varchar |
180 |
|
|
null |
|
|
|
Payer |
varchar |
5 |
√ |
|
null |
|
|
|
LegType |
varchar |
20 |
√ |
|
null |
|
|
|
Currency |
varchar |
7 |
√ |
|
null |
|
|
|
PaymentConvention |
varchar |
20 |
√ |
|
null |
|
|
|
DayCounter |
varchar |
30 |
√ |
|
null |
|
|
|
NotionalInitialExchange |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_NotionalInitialExchange R
|
|
|
NotionalFinalExchange |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_NotionalFinalExchange R
|
|
|
NotionalAmortizingExchange |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_NotionalAmortizingExchange R
|
|
|
FXResetForeignCurrency |
varchar |
7 |
√ |
|
null |
|
|
|
FXResetForeignAmount |
decimal |
20,3 |
√ |
|
null |
|
|
|
FXResetFXIndex |
varchar |
30 |
√ |
|
null |
|
|
|
FXResetFixingDays |
int |
4 |
√ |
|
null |
|
|
|
FloatingLegIndexName |
varchar |
30 |
√ |
|
null |
|
|
|
FloatingLegIsInArrears |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_FloatingLegIsInArrears R
|
|
|
FloatingLegFixingDays |
int |
4 |
√ |
|
null |
|
|
|
FloatingLegIsAveraged |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_FloatingLegIsAveraged R
|
|
|
FloatingLegIsNotResettingXCCY |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_FloatingLegIsNotResettingXCCY R
|
|
|
FloatingLegNakedOption |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_FloatingLegNakedOption R
|
|
|
CPILegIndexName |
varchar |
30 |
√ |
|
null |
|
|
|
CPILegBaseCPI |
decimal |
20,10 |
√ |
|
null |
|
|
|
CPILegObservationLag |
varchar |
5 |
√ |
|
null |
|
|
|
CPILegInterpolated |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_CPILegInterpolated R
|
|
|
CPILegSubtractInflationNotional |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_CPILegSubtractInflationNotional R
|
|
|
YYLegIndexName |
varchar |
30 |
√ |
|
null |
|
|
|
YYLegFixingDays |
int |
4 |
√ |
|
null |
|
|
|
YYLegObservationLag |
varchar |
5 |
√ |
|
null |
|
|
|
YYLegInterpolated |
varchar |
5 |
√ |
|
null |
|
TypesBool.value
|
FK_PortfolioLegData_YYLegInterpolated R
|
|
|