Warehouse Position - Liquidity Model Data Map Table

gammaAdjusted1Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

GAMMA_ADJ_1PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/gammaAdjusted1Pct

liquidityCategory1Pct

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

LIQUIDITY_CAT_1PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/liquidityCategory1Pct

pctLiquidityCategory1Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

PCT_LIQUIDITY_CAT_1PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/pctLiquidityCategory1Pct

amountLiquidityCategory1Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

AMT_LIQUIDITY_CAT_1PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/amountLiquidityCategory1Pct

daysUnwind1Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_UNWIND_1PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysUnwind1Pct

daysCash1Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_CASH_1PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysCash1Pct

gammaAdjusted5Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

GAMMA_ADJ_5PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/gammaAdjusted5Pct

liquidityCategory5Pct

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

LIQUIDITY_CAT_5PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/liquidityCategory5Pct

pctLiquidityCategory5Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

PCT_LIQUIDITY_CAT_5PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/pctLiquidityCategory5Pct

amountLiquidityCategory5Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

AMT_LIQUIDITY_CAT_5PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/amountLiquidityCategory5Pct

daysUnwind5Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_UNWIND_5PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysUnwind5Pct

daysCash5Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_CASH_5PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysCash5Pct

gammaAdjusted10Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

GAMMA_ADJ_10PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/gammaAdjusted10Pct

liquidityCategory10Pct

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

LIQUIDITY_CAT_10PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/liquidityCategory10Pct

pctLiquidityCategory10Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

PCT_LIQUIDITY_CAT_10PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/pctLiquidityCategory10Pct

amountLiquidityCategory10Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

AMT_LIQUIDITY_CAT_10PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/amountLiquidityCategory10Pct

daysUnwind10Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_UNWIND_10PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysUnwind10Pct

daysCash10Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_CASH_10PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysCash10Pct

gammaAdjusted20Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

GAMMA_ADJ_20PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/gammaAdjusted20Pct

liquidityCategory20Pct

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

LIQUIDITY_CAT_20PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/liquidityCategory20Pct

pctLiquidityCategory20Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

PCT_LIQUIDITY_CAT_20PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/pctLiquidityCategory20Pct

amountLiquidityCategory20Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

AMT_LIQUIDITY_CAT_20PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/amountLiquidityCategory20Pct

daysUnwind20Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_UNWIND_20PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysUnwind20Pct

daysCash20Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_CASH_20PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysCash20Pct

gammaAdjusted100Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

GAMMA_ADJ_100PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/gammaAdjusted100Pct

liquidityCategory100Pct

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

LIQUIDITY_CAT_100PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/liquidityCategory100Pct

pctLiquidityCategory100Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

PCT_LIQUIDITY_CAT_100PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/pctLiquidityCategory100Pct

amountLiquidityCategory100Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

AMT_LIQUIDITY_CAT_100PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/amountLiquidityCategory100Pct

daysUnwind100Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_UNWIND_100PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysUnwind100Pct

daysCash100Pct

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_CASH_100PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/daysCash100Pct

rats0GammaAdjusted

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS0_GAMMA_ADJ

EagleML/warehouseTransaction/warehousePosition/liquidity/rats0GammaAdjusted

rats0LiquidityCategory

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS0_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats0LiquidityCategory

rats0PctLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS0_PCT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats0PctLiquidityCategory

rats0amountLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS0_AMT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats0amountLiquidityCategory

rats0DaysUnwind

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS0_DAYS_UNWIND

EagleML/warehouseTransaction/warehousePosition/liquidity/rats0DaysUnwind

rats0DaysCash

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS0_DAYS_CASH

EagleML/warehouseTransaction/warehousePosition/liquidity/rats0DaysCash

rats1GammaAdjusted

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS1_GAMMA_ADJ

EagleML/warehouseTransaction/warehousePosition/liquidity/rats1GammaAdjusted

rats1LiquidityCategory

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS1_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats1LiquidityCategory

rats1PctLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS1_PCT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats1PctLiquidityCategory

rats1amountLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS1_AMT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats1amountLiquidityCategory

rats1DaysUnwind

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS1_DAYS_UNWIND

EagleML/warehouseTransaction/warehousePosition/liquidity/rats1DaysUnwind

rats1DaysCash

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS1_DAYS_CASH

EagleML/warehouseTransaction/warehousePosition/liquidity/rats1DaysCash

rats2GammaAdjusted

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS2_GAMMA_ADJ

EagleML/warehouseTransaction/warehousePosition/liquidity/rats2GammaAdjusted

rats2LiquidityCategory

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS2_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats2LiquidityCategory

rats2PctLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS2_PCT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats2PctLiquidityCategory

rats2amountLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS2_AMT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats2amountLiquidityCategory

rats2DaysUnwind

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS2_DAYS_UNWIND

EagleML/warehouseTransaction/warehousePosition/liquidity/rats2DaysUnwind

rats2DaysCash

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS2_DAYS_CASH

EagleML/warehouseTransaction/warehousePosition/liquidity/rats2DaysCash

rats3GammaAdjusted

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS3_GAMMA_ADJ

EagleML/warehouseTransaction/warehousePosition/liquidity/rats3GammaAdjusted

rats3LiquidityCategory

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS3_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats3LiquidityCategory

rats3PctLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS3_PCT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats3PctLiquidityCategory

rats3amountLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS3_AMT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats3amountLiquidityCategory

rats3DaysUnwind

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS3_DAYS_UNWIND

EagleML/warehouseTransaction/warehousePosition/liquidity/rats3DaysUnwind

rats3DaysCash

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS3_DAYS_CASH

EagleML/warehouseTransaction/warehousePosition/liquidity/rats3DaysCash

rats4GammaAdjusted

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS4_GAMMA_ADJ

EagleML/warehouseTransaction/warehousePosition/liquidity/rats4GammaAdjusted

rats4LiquidityCategory

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS4_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats4LiquidityCategory

rats4PctLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS4_PCT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats4PctLiquidityCategory

rats4amountLiquidityCategory

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS4_AMT_LIQUIDITY_CAT

EagleML/warehouseTransaction/warehousePosition/liquidity/rats4amountLiquidityCategory

rats4DaysUnwind

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS4_DAYS_UNWIND

EagleML/warehouseTransaction/warehousePosition/liquidity/rats4DaysUnwind

rats4DaysCash

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS4_DAYS_CASH

EagleML/warehouseTransaction/warehousePosition/liquidity/rats4DaysCash

amountIssuedSecCurrency

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

AMT_ISSUED_SEC_CCY

EagleML/warehouseTransaction/warehousePosition/liquidity/amountIssuedSecCurrency

dealAmountSecCurrency

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DEAL_AMT_SEC_CCY

EagleML/warehouseTransaction/warehousePosition/liquidity/dealAmountSecCurrency

participationRate

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

PARTICIPATION_RATE

EagleML/warehouseTransaction/warehousePosition/liquidity/participationRate

secTurnover

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

SEC_TURNOVER

EagleML/warehouseTransaction/warehousePosition/liquidity/secTurnover

capAdjustedMult

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

CAP_ADJ_MULT

EagleML/warehouseTransaction/warehousePosition/liquidity/capAdjustedMult

genAdvSecCurrency

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

GEN_ADV_SEC_CCY

EagleML/warehouseTransaction/warehousePosition/liquidity/genAdvSecCurrency

originalSource

string

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

ORIGINAL_SOURCE

EagleML/warehouseTransaction/warehousePosition/liquidity/originalSource

notionalWeightPercent

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

NOTIONAL_WEIGHT_PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/notionalWeightPercent

marketValuePercent

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

MARKET_VALUE_PCT

EagleML/warehouseTransaction/warehousePosition/liquidity/marketValuePercent

daysSettle

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_SETTLE

EagleML/warehouseTransaction/warehousePosition/liquidity/daysSettle

rats0StressMultiplier

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS0_STRESS_MULTIPLIER

EagleML/warehouseTransaction/warehousePosition/liquidity/rats0StressMultiplier

rats1StressMultiplier

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS1_STRESS_MULTIPLIER

EagleML/warehouseTransaction/warehousePosition/liquidity/rats1StressMultiplier

rats2StressMultiplier

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS2_STRESS_MULTIPLIER

EagleML/warehouseTransaction/warehousePosition/liquidity/rats2StressMultiplier

rats3StressMultiplier

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS3_STRESS_MULTIPLIER

EagleML/warehouseTransaction/warehousePosition/liquidity/rats3StressMultiplier

rats4StressMultiplier

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS4_STRESS_MULTIPLIER

EagleML/warehouseTransaction/warehousePosition/liquidity/rats4StressMultiplier

rats5StressMultiplier

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

RATS5_STRESS_MULTIPLIER

EagleML/warehouseTransaction/warehousePosition/liquidity/rats5StressMultiplier

daysUnwindMultiplier

decimal

HOLDINGDBO

POSITION_DETAIL_LIQUIDITY

DAYS_UNWIND_MULTIPLIER

EagleML/warehouseTransaction/warehousePosition/liquidity/daysUnwindMultiplier