Warehouse Performance - Sector Analytics Model Data Map Table

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