Warehouse Performance - Sector Analytics Model Data Map Table

Element

Value Type

Eagle DB

DB Table

DB Field

DB Data Type

Xpath

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

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