Warehouse Performance - Sector Analytics Model Data Map Table
- Dmitry Donosiyan (Unlicensed)
- Kinga Huszno
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 |