132CREATE TABLE &LIBREF..MARKET_PORTFOLIO (
133 REPORTING_DT DATE label =
'Reporting Date' FORMAT = &DTFMT.,
134 ENTITY_ID VARCHAR(64) label =
'Entity ID',
135 INSTID VARCHAR(64) label =
'Instrument Identifier',
136 INSTTYPE VARCHAR(32) label =
'Instrument Type',
137 NETTINGSETID VARCHAR(32) label =
'Netting Set Id',
138 COUNTERPARTYID VARCHAR(32) label =
'Counterparty Id',
139 ASSET_CLASS VARCHAR(32) label =
'Asset Class',
140 ASSET_TYPE VARCHAR(32) label =
'Asset Type',
141 FORWARD_UNDL_RISK_FACTOR_ID VARCHAR(32) label =
'Forward Underlying Risk Factor Id',
142 COUNTERPARTY_NAME VARCHAR(42) label =
'Counterparty Name',
143 PORTFOLIO VARCHAR(9) label =
'Portfolio',
144 COLLATERAL NUMERIC(8) label =
'Collateral',
145 ALTYPE VARCHAR(5) label =
'AL Type',
146 CURRENCY VARCHAR(3) label =
'Currency',
147 MATURITYDATE DATE label =
'Maturity Date' FORMAT = &DTFMT.,
148 HOLDING NUMERIC(8) label =
'Holding',
149 ALPOSITION NUMERIC(8) label =
'AL Position',
150 SHORTPOSITION NUMERIC(8) label =
'Short Position',
151 CERTIFICATE_NOTIONAL NUMERIC(8) label =
'Certificate Notional',
152 CERTIFICATE_PRICE NUMERIC(8) label =
'Certificate Price',
153 CERTIFICATE_DAYCOUNT_CONVENTION VARCHAR(7) label =
'Certificate Day Count Convention',
154 CERTIFICATE_DSC_CURVE_REF VARCHAR(12) label =
'Certificate DSC Curve Ref',
155 CERTIFICATE_INTPMETHOD VARCHAR(6) label =
'Certificate INTP Method',
156 FX_SWAP_CCY_1 VARCHAR(3) label =
'FX Swap Currency 1',
157 FX_SWAP_CCY2 VARCHAR(3) label =
'FX Swap Currency 2',
158 FX_SWAP_CCY_1_AMT NUMERIC(8) label =
'FX Swap Currency 1 AMT',
159 FX_SWAP_CCY_2_AMT NUMERIC(8) label =
'FX Swap Currency 2 AMT',
160 FX_SWAP_UNDL_RISK_FACTOR_ID VARCHAR(7) label =
'FX Swap Underlying Risk Factor Id',
161 FX_SWAP_SALE_PURCH_FLG VARCHAR(1) label =
'FX Swap Sale Purchase Flag',
162 FX_SWAP_TRADE_RATE NUMERIC(8) label =
'FX Swap Trade Rate',
163 FX_SWAP_DSC_CCY1 VARCHAR(12) label =
'FX Swap DSC Currency 1',
164 FX_SWAP_DSC_CCY2 VARCHAR(12) label =
'FX Swap DSC Currency 2',
165 FX_SWAP_DAYCOUNT VARCHAR(7) label =
'FX Swap Day Count',
166 FX_SWAP_INTPMETHOD VARCHAR(6) label =
'FX Swap INTP Method',
167 FORWARD_PRICE_AMT NUMERIC(8) label =
'Forward Price Amount',
168 FORWARD_DSC_CURVE_REF VARCHAR(12) label =
'Forward DSC Curve Ref',
169 FORWARD_YIELD_CURVE_REF VARCHAR(12) label =
'Forward Yield Curve Reference',
170 FORWARD_INTPMETHOD VARCHAR(6) label =
'Forward INTP Method',
171 FORWARD_DAYCOUNT VARCHAR(7) label =
'Forward Day Count',
172 SWAP_RCVE_TYPE VARCHAR(5) label =
'Swap RCVE Type',
173 SWAP_NEXTSETT_FIX DATE label =
'Swap NEXTSETT Fixed' FORMAT = &DTFMT.,
174 SWAP_NEXTSETT_FLOAT DATE label =
'Swap NEXTSETT Float' FORMAT = &DTFMT.,
175 SWAP_FIXRATE NUMERIC(8) label =
'Swap Fixed Rate',
176 SWAP_FLTRATE NUMERIC(8) label =
'Swap Float Rate',
177 SWAP_FLTRATE_SPREAD NUMERIC(8) label =
'Swap Float Rate Spread',
178 SWAP_PARVALUE NUMERIC(8) label =
'Swap Par Value',
179 SWAP_FLTRATE_NAME VARCHAR(8) label =
'Swap Float Rate Name',
180 SWAP_ROLLFREQ_FIX NUMERIC(8) label =
'Swap Roll Frequency Fixed',
181 SWAP_ROLLFREQ_FLOAT NUMERIC(8) label =
'Swap Roll Frequency Float',
182 SWAP_DSC_CURVE_REF VARCHAR(12) label =
'Swap DSC Curve Ref',
183 SWAP_DAYCOUNT_FLOAT VARCHAR(7) label =
'Swap Day Count Float',
184 SWAP_DAYCOUNT_FIX VARCHAR(6) label =
'Swap Day Count Fixed',
185 SWAP_FLOAT_ROLLCONVENTION VARCHAR(18) label =
'Swap Float Roll Convention',
186 SWAP_FIX_ROLLCONVENTION VARCHAR(9) label =
'Swap Fixed Roll Convention',
187 SWAP_RESET_ROLLCONVENTION VARCHAR(18) label =
'Swap Reset Roll Convention',
188 SWAP_INTPMETHOD VARCHAR(6) label =
'Swap INTP Method',
189 CCY_SWAP_RCVE_TYPE VARCHAR(4) label =
'Currency Swap RCVE Type',
190 CCY_SWAP_NEXTSETT DATE label =
'Currency Swap NEXTSETT' FORMAT = &DTFMT.,
191 CCY_SWAP_CCY1_RATE NUMERIC(8) label =
'Currency Swap Currency 1 Rate',
192 CCY_SWAP_CCY2_RATE NUMERIC(8) label =
'Currency Swap Currency 2 Rate',
193 CCY_SWAP_CCY1_PARVALUE NUMERIC(8) label =
'Currency Swap Currency 1 Par Value',
194 CCY_SWAP_CCY2_PARVALUE NUMERIC(8) label =
'Currency Swap Currency 2 Par Value',
195 CCY_SWAP_ROLLFREQ NUMERIC(8) label =
'Currency Swap Rolling Frequency',
196 CCY_SWAP_CCY1_CURRENCY VARCHAR(3) label =
'Cross Currency Swap Cross Currency 1 Currency',
197 CCY_SWAP_CCY2_CURRENCY VARCHAR(3) label =
'Cross Currency Swap Cross Currency 2 Currency',
198 CCY_SWAP_DSC_CURVE_REF_CCY1 VARCHAR(12) label =
'Currency Swap DSC Curve Ref Currency 1',
199 CCY_SWAP_DSC_CURVE_REF_CCY2 VARCHAR(12) label =
'Currency Swap DSC Curve Ref Currency 2',
200 CCY_SWAP_DAYCOUNT_CCY2 VARCHAR(6) label =
'Currency Swap Day Count Currency 2',
201 CCY_SWAP_DAYCOUNT_CCY1 VARCHAR(7) label =
'Currency Swap Day Count Currency 1',
202 CCY_SWAP_CCY2_ROLLCONVENTION VARCHAR(9) label =
'Currency Swap Currency 2 Roll Convention',
203 CCY_SWAP_CCY1_ROLLCONVENTION VARCHAR(9) label =
'Currency Swap Currency 1 Roll Convention',
204 CCY_SWAP_INTPMETHOD VARCHAR(6) label =
'Currency Swap INTP Method',
205 CAP_TYPE VARCHAR(3) label =
'CAP Type',
206 CAP_AMT NUMERIC(8) label =
'CAP Amount',
207 CAP_START_DATE DATE label =
'CAP Start Date' FORMAT = &DTFMT.,
208 CAP_DAYCOUNTCONVENTION VARCHAR(7) label =
'CAP Day Count Convention',
209 CAP_DSC_CURVE VARCHAR(12) label =
'CAP DSC Curve',
210 CAP_RATE NUMERIC(8) label =
'CAP Rate',
211 CAP_METHOD VARCHAR(5) label =
'CAP Method',
212 CAP_VOL_CURVE VARCHAR(13) label =
'CAP Volume Curve',
213 CAP_INTP_METHOD VARCHAR(6) label =
'CAP INTP Method',
214 CAP_REFRATE_CURVE VARCHAR(12) label =
'CAP Refrate Curve',
215 CAP_REFRATE VARCHAR(8) label =
'CAP Refrate',
216 CAP_REFRATE_MATMONTHS NUMERIC(8) label =
'CAP Refrate MAT Months',
217 OPTION_UNDL_RISK_FACTOR_ID VARCHAR(7) label =
'Option Underlying Risk Factor Id',
218 OPTION_YIELD_CURVE_REF VARCHAR(12) label =
'Option Yield Curve Reference',
219 OPTION_PUT_CALL_TYPE_CD VARCHAR(4) label =
'Option Put Call Type Code',
220 OPTION_STYLE_CD VARCHAR(13) label =
'Option Style Code',
221 OPTION_STRIKE_VALUE NUMERIC(8) label =
'Option Strike Value',
222 OPTION_CASH_PAYOUT NUMERIC(8) label =
'Option Cash Payout',
223 OPTION_DAYCOUNTCONVENTION VARCHAR(7) label =
'Option Day Count Convention',
224 OPTION_INTPMETHOD VARCHAR(6) label =
'Option INTP Method',
225 OPTION_VOL_SURFACE_ID VARCHAR(16) label =
'Option Volume Surface Id',
226 OPTION_DSC_CURVE_REF VARCHAR(12) label =
'Option DSC Curve Ref',
227 OPTION_LOWER_TOUCH NUMERIC(8) label =
'Option Lower Touch',
228 OPTION_UPPER_TOUCH NUMERIC(8) label =
'Option Upper Touch',
229 OPTION_KNOCKIN_BARRIER NUMERIC(8) label =
'Option Knockin Barrier',
230 FORWARD_CONTRACT_SIZE NUMERIC(8) label =
'Forward Contract Size',
231 FUTURES_MARGIN_VARIATION_RT NUMERIC(8) label =
'Future Margin Variation Rate',
232 FORWARD_BOND_MATURITY DATE label =
'Forward Bond Maturity' FORMAT = &DTFMT.,
233 UNDERLYING_ACCRUED_VALUE_AMT NUMERIC(8) label =
'Underlying Accrued Value Amount',
234 FORWARD_CONVERSION_FACTOR_RT NUMERIC(8) label =
'Forward Conversion Factor Rate',
235 BOND_NOTIONAL NUMERIC(8) label =
'Bond Notional',
236 BOND_PRICE VARCHAR(6) label =
'Bond Price',
237 BOND_DAYCOUNT_CONVENTION VARCHAR(7) label =
'Bond Day Count Convention',
238 BOND_DSC_CURVE_REF VARCHAR(12) label =
'Bond DSC Curve Ref',
239 BOND_SPRD_CURVE_REF VARCHAR(12) label =
'Bond SPRD Curve Ref',
240 BOND_INTPMETHOD VARCHAR(6) label =
'Bond INTP Method',
241 SPOT_UNDL_RF_ID VARCHAR(13) label =
'Spot Underlying RF Id',
242 GEOGRAPHY_CD VARCHAR(32) label =
'Geography Code',
243 PRODUCT_CD VARCHAR(100) label =
'Product Code',
244 LOB_ID VARCHAR(100) label =
'Line of Business Id',
245 EXPOSURE_DELTA_MULTIPLIER NUMERIC(8) label =
'Exposure Delta Multiplier',
246 CONSTRAINT PRIM_KEY PRIMARY KEY (REPORTING_DT, ENTITY_ID, INSTID)