19 Şubat 2011 Cumartesi

The LinearSensitivities table

This table is used to store DEAFs. Each row of the LinearSensitivities table describes
a DEAF for one of the positions in the FinancialPosition table. This table might be
designed as follows:
amount The amount of the DEAF. For fixed cashflows, this is just the undiscounted
amount of the cashflow.
asset For DEAFs that correspond to currency assets, this is the ISO code for the
currency, e.g. ‘USD’ or ‘GBP’. For commodities and equities, it is an analogous
identifier.
date The date of the DEAF.
positionID This column indicates the entry in the FinancialPosition table that the
DEAF corresponds to.
termStructure For cash flows, this generally indicates credit quality or debt type,
e.g. ‘LIBOR’ or ‘Treasury’. An example is given

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