Element | Value Type |
|---|
Eagle DB | DB Table | DB Field | DB Data Type | Xpath |
|---|---|---|---|---|
coupon | decimal |
PERFORMDBO | PSR_ANALYTICS | COUPON | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/coupon | |
yield | decimal |
PERFORMDBO | PSR_ANALYTICS | YIELD | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/yield | |||
positionCount | integer | PERFORMDBO | PSR_ANALYTICS | POSITION_COUNT | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/positionCount | |
liborOas | decimal | PERFORMDBO | PSR_ANALYTICS | LIBOR_OAS | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/liborOas | |
maturityDays | integer | PERFORMDBO | PSR_ANALYTICS | MATURITY_DAYS | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/maturityDays | |
nominalWeightedAverageLife | decimal | PERFORMDBO | PSR_ANALYTICS | NOM_WAL | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/nominalWeightedAverageLife | |
nominalYieldContribution | decimal | PERFORMDBO | PSR_ANALYTICS | NOM_YIELD_CONTRIBUTION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/nominalYieldContribution | |
nominalYield | decimal | PERFORMDBO | PSR_ANALYTICS | NOMINAL_YIELD | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/nominalYield | |
nominalVolatilityDuration | decimal | PERFORMDBO | PSR_ANALYTICS | NVOL_DUR | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/nominalVolatilityDuration | |
oacContribution | decimal | PERFORMDBO | PSR_ANALYTICS | OAC_CONTRIBUTION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/oacContribution | |
optionAdjustedConvexity | decimal | PERFORMDBO | PSR_ANALYTICS | OPTION_ADJUSTED_CONVEXITY | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/optionAdjustedConvexity | |
effectiveDuration | decimal | PERFORMDBO | PSR_ANALYTICS | EFFECTIVE_DURATION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/effectiveDuration | |
oadContribution | decimal | PERFORMDBO | PSR_ANALYTICS | OAD_CONTRIBUTION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/oadContribution | |
oas | decimal |
PERFORMDBO | PSR_ANALYTICS | OAS | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/oas | |||
percentNav | decimal | PERFORMDBO | PSR_ANALYTICS | PCT_NAV | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/percentNav | |
percentOadContribution | decimal | PERFORMDBO | PSR_ANALYTICS | PCT_OAD_CONTRIBUTION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/percentOadContribution | |
prepayDuration | decimal |
PERFORMDBO | PSR_ANALYTICS | PREPAY_DURATION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/prepayDuration | |
spreadDuration | decimal |
PERFORMDBO | PSR_ANALYTICS | SPREAD_DURATION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/spreadDuration | |
yieldToMaturity | decimal |
PERFORMDBO | PSR_ANALYTICS | YIELD_TO_MATURITY | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/yieldToMaturity | |||
moodyRating | string | PERFORMDBO | PSR_ANALYTICS | MOODY_RATING | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/moodyRating | |
spRating | string | PERFORMDBO | PSR_ANALYTICS | SP_RATING | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/spRating |