Element | Value Type | Star Tag | SP Parameter | Eagle DB | DB Table | DB Field | DB Data Type | Xpath |
---|---|---|---|---|---|---|---|---|
coupon | decimal | 70 | in_coupon | PERFORMDBO | PSR_ANALYTICS | COUPON | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/coupon | |
yield | decimal | 75 | in_yield | 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 | 7143 | in_oas | 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 | 7157 | in_prepay_duration | PERFORMDBO | PSR_ANALYTICS | PREPAY_DURATION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/prepayDuration | |
spreadDuration | decimal | 7161 | in_spread_duration | PERFORMDBO | PSR_ANALYTICS | SPREAD_DURATION | EagleML/warehouseTransaction/warehousePerformance/sectorAnalytics/spreadDuration | |
yieldToMaturity | decimal | 7168 | in_yield_to_maturity | 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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Warehouse Performance - Sector Analytics Model Data Map Table
General
Content
Integrations