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SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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market_portfolio.sas
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1
2/*
3 Copyright (C) 2021 SAS Institute Inc. Cary, NC, USA
4*/
5
6/**
7 \file
8 \brief Market risk portfolio table.
9 \details
10
11 |PK |Variable |Type | Required? |Relationships |Label |Description |
12 |--------------|---------------------------------------|------------------|-----------|---------------------------------------------|--------------------------------------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
13 |![ ](pk.jpg) | <b>REPORTING_DT</b> | NUMERIC(8) | Y | | Reporting Date | SAS Date value |
14 |![ ](pk.jpg) | <b>ENTITY_ID</b> | VARCHAR(64) | N | \link entity.sas \endlink | Entity Identifier | |
15 |![ ](pk.jpg) | <b>INSTID</b> | VARCHAR(64) | Y | | Instrument Identifier | Unique identifier for an instrument/transaction/account. The name of this column is required to be INSTID by SAS HP Risk. |
16 | | INSTTYPE | VARCHAR(32) | N | | Instrument Type | |
17 | | NETTINGSETID | VARCHAR(32) | N | | Netting Set Id | |
18 | | COUNTERPARTYID | VARCHAR(32) | N | | Counterparty Id | |
19 | | ASSET_CLASS | VARCHAR(32) | N | | Asset Class | |
20 | | ASSET_TYPE | VARCHAR(32) | N | | Asset Type | |
21 | | FORWARD_UNDL_RISK_FACTOR_ID | VARCHAR(32) | N | | Forward Underlying Risk Factor Id | |
22 | | COUNTERPARTY_NAME | VARCHAR(42) | N | | Counterparty Name | |
23 | | PORTFOLIO | VARCHAR(9) | N | | Portfolio | |
24 | | COLLATERAL | NUMERIC(8) | N | | Collateral | |
25 | | ALTYPE | VARCHAR(5) | N | | AL Type | |
26 | | CURRENCY | VARCHAR(3) | N | | Currency | |
27 | | MATURITYDATE | DATE | N | | Maturity Date | |
28 | | HOLDING | NUMERIC(8) | N | | Holding | |
29 | | ALPOSITION | NUMERIC(8) | N | | AL Position | |
30 | | SHORTPOSITION | NUMERIC(8) | N | | Short Position | |
31 | | CERTIFICATE_NOTIONAL | NUMERIC(8) | N | | Certificate Notional | |
32 | | CERTIFICATE_PRICE | NUMERIC(8) | N | | Certificate Price | |
33 | | CERTIFICATE_DAYCOUNT_CONVENTION | VARCHAR(7) | N | | Certificate Day Count Convention | |
34 | | CERTIFICATE_DSC_CURVE_REF | VARCHAR(12) | N | | Certificate DSC Curve Ref | |
35 | | CERTIFICATE_INTPMETHOD | VARCHAR(6) | N | | Certificate INTP Method | |
36 | | FX_SWAP_CCY_1 | VARCHAR(3) | N | | FX Swap Currency 1 | |
37 | | FX_SWAP_CCY2 | VARCHAR(3) | N | | FX Swap Currency 2 | |
38 | | FX_SWAP_CCY_1_AMT | NUMERIC(8) | N | | FX Swap Currency 1 AMT | |
39 | | FX_SWAP_CCY_2_AMT | NUMERIC(8) | N | | FX Swap Currency 2 AMT | |
40 | | FX_SWAP_UNDL_RISK_FACTOR_ID | VARCHAR(7) | N | | FX Swap Underlying Risk Factor Id | |
41 | | FX_SWAP_SALE_PURCH_FLG | VARCHAR(1) | N | | FX Swap Sale Purchase Flag | |
42 | | FX_SWAP_TRADE_RATE | NUMERIC(8) | N | | FX Swap Trade Rate | |
43 | | FX_SWAP_DSC_CCY1 | VARCHAR(12) | N | | FX Swap DSC Currency 1 | |
44 | | FX_SWAP_DSC_CCY2 | VARCHAR(12) | N | | FX Swap DSC Currency 2 | |
45 | | FX_SWAP_DAYCOUNT | VARCHAR(7) | N | | FX Swap Day Count | |
46 | | FX_SWAP_INTPMETHOD | VARCHAR(6) | N | | FX Swap INTP Method | |
47 | | FORWARD_PRICE_AMT | NUMERIC(8) | N | | Forward Price Amount | |
48 | | FORWARD_DSC_CURVE_REF | VARCHAR(12) | N | | Forward DSC Curve Ref | |
49 | | FORWARD_YIELD_CURVE_REF | VARCHAR(12) | N | | Forward Yield Curve Reference | |
50 | | FORWARD_INTPMETHOD | VARCHAR(6) | N | | Forward INTP Method | |
51 | | FORWARD_DAYCOUNT | VARCHAR(7) | N | | Forward Day Count | |
52 | | SWAP_RCVE_TYPE | VARCHAR(5) | N | | Swap RCVE Type | |
53 | | SWAP_NEXTSETT_FIX | DATE | N | | Swap NEXTSETT Fixed | |
54 | | SWAP_NEXTSETT_FLOAT | DATE | N | | Swap NEXTSETT Float | |
55 | | SWAP_FIXRATE | NUMERIC(8) | N | | Swap Fixed Rate | |
56 | | SWAP_FLTRATE | NUMERIC(8) | N | | Swap Float Rate | |
57 | | SWAP_FLTRATE_SPREAD | NUMERIC(8) | N | | Swap Float Rate Spread | |
58 | | SWAP_PARVALUE | NUMERIC(8) | N | | Swap Par Value | |
59 | | SWAP_FLTRATE_NAME | VARCHAR(8) | N | | Swap Float Rate Name | |
60 | | SWAP_ROLLFREQ_FIX | NUMERIC(8) | N | | Swap Roll Frequency Fixed | |
61 | | SWAP_ROLLFREQ_FLOAT | NUMERIC(8) | N | | Swap Roll Frequency Float | |
62 | | SWAP_DSC_CURVE_REF | VARCHAR(12) | N | | Swap DSC Curve Ref | |
63 | | SWAP_DAYCOUNT_FLOAT | VARCHAR(7) | N | | Swap Day Count Float | |
64 | | SWAP_DAYCOUNT_FIX | VARCHAR(6) | N | | Swap Day Count Fixed | |
65 | | SWAP_FLOAT_ROLLCONVENTION | VARCHAR(18) | N | | Swap Float Roll Convention | |
66 | | SWAP_FIX_ROLLCONVENTION | VARCHAR(9) | N | | Swap Fixed Roll Convention | |
67 | | SWAP_RESET_ROLLCONVENTION | VARCHAR(18) | N | | Swap Reset Roll Convention | |
68 | | SWAP_INTPMETHOD | VARCHAR(6) | N | | Swap INTP Method | |
69 | | CCY_SWAP_RCVE_TYPE | VARCHAR(4) | N | | Currency Swap RCVE Type | |
70 | | CCY_SWAP_NEXTSETT | DATE | N | | Currency Swap NEXTSETT | |
71 | | CCY_SWAP_CCY1_RATE | NUMERIC(8) | N | | Currency Swap Currency 1 Rate | |
72 | | CCY_SWAP_CCY2_RATE | NUMERIC(8) | N | | Currency Swap Currency 2 Rate | |
73 | | CCY_SWAP_CCY1_PARVALUE | NUMERIC(8) | N | | Currency Swap Currency 1 Par Value | |
74 | | CCY_SWAP_CCY2_PARVALUE | NUMERIC(8) | N | | Currency Swap Currency 2 Par Value | |
75 | | CCY_SWAP_ROLLFREQ | NUMERIC(8) | N | | Currency Swap Rolling Frequency | |
76 | | CCY_SWAP_CCY1_CURRENCY | VARCHAR(3) | N | | Cross Currency Swap Cross Currency 1 Currency | |
77 | | CCY_SWAP_CCY2_CURRENCY | VARCHAR(3) | N | | Cross Currency Swap Cross Currency 2 Currency | |
78 | | CCY_SWAP_DSC_CURVE_REF_CCY1 | VARCHAR(12) | N | | Currency Swap DSC Curve Ref Currency 1 | |
79 | | CCY_SWAP_DSC_CURVE_REF_CCY2 | VARCHAR(12) | N | | Currency Swap DSC Curve Ref Currency 2 | |
80 | | CCY_SWAP_DAYCOUNT_CCY2 | VARCHAR(6) | N | | Currency Swap Day Count Currency 2 | |
81 | | CCY_SWAP_DAYCOUNT_CCY1 | VARCHAR(7) | N | | Currency Swap Day Count Currency 1 | |
82 | | CCY_SWAP_CCY2_ROLLCONVENTION | VARCHAR(9) | N | | Currency Swap Currency 2 Roll Convention | |
83 | | CCY_SWAP_CCY1_ROLLCONVENTION | VARCHAR(9) | N | | Currency Swap Currency 1 Roll Convention | |
84 | | CCY_SWAP_INTPMETHOD | VARCHAR(6) | N | | Currency Swap INTP Method | |
85 | | CAP_TYPE | VARCHAR(3) | N | | CAP Type | |
86 | | CAP_AMT | NUMERIC(8) | N | | CAP Amount | |
87 | | CAP_START_DATE | DATE | N | | CAP Start Date | |
88 | | CAP_DAYCOUNTCONVENTION | VARCHAR(7) | N | | CAP Day Count Convention | |
89 | | CAP_DSC_CURVE | VARCHAR(12) | N | | CAP DSC Curve | |
90 | | CAP_RATE | NUMERIC(8) | N | | CAP Rate | |
91 | | CAP_METHOD | VARCHAR(5) | N | | CAP Method | |
92 | | CAP_VOL_CURVE | VARCHAR(13) | N | | CAP Volume Curve | |
93 | | CAP_INTP_METHOD | VARCHAR(6) | N | | CAP INTP Method | |
94 | | CAP_REFRATE_CURVE | VARCHAR(12) | N | | CAP Refrate Curve | |
95 | | CAP_REFRATE | VARCHAR(8) | N | | CAP Refrate | |
96 | | CAP_REFRATE_MATMONTHS | NUMERIC(8) | N | | CAP Refrate MAT Months | |
97 | | OPTION_UNDL_RISK_FACTOR_ID | VARCHAR(7) | N | | Option Underlying Risk Factor Id | |
98 | | OPTION_YIELD_CURVE_REF | VARCHAR(12) | N | | Option Yield Curve Reference | |
99 | | OPTION_PUT_CALL_TYPE_CD | VARCHAR(4) | N | | Option Put Call Type Code | |
100 | | OPTION_STYLE_CD | VARCHAR(13) | N | | Option Style Code | |
101 | | OPTION_STRIKE_VALUE | NUMERIC(8) | N | | Option Strike Value | |
102 | | OPTION_CASH_PAYOUT | NUMERIC(8) | N | | Option Cash Payout | |
103 | | OPTION_DAYCOUNTCONVENTION | VARCHAR(7) | N | | Option Day Count Convention | |
104 | | OPTION_INTPMETHOD | VARCHAR(6) | N | | Option INTP Method | |
105 | | OPTION_VOL_SURFACE_ID | VARCHAR(16) | N | | Option Volume Surface Id | |
106 | | OPTION_DSC_CURVE_REF | VARCHAR(12) | N | | Option DSC Curve Ref | |
107 | | OPTION_LOWER_TOUCH | NUMERIC(8) | N | | Option Lower Touch | |
108 | | OPTION_UPPER_TOUCH | NUMERIC(8) | N | | Option Upper Touch | |
109 | | OPTION_KNOCKIN_BARRIER | NUMERIC(8) | N | | Option Knockin Barrier | |
110 | | FORWARD_CONTRACT_SIZE | NUMERIC(8) | N | | Forward Contract Size | |
111 | | FUTURES_MARGIN_VARIATION_RT | NUMERIC(8) | N | | Future Margin Variation Rate | |
112 | | FORWARD_BOND_MATURITY | DATE | N | | Forward Bond Maturity | |
113 | | UNDERLYING_ACCRUED_VALUE_AMT | NUMERIC(8) | N | | Underlying Accrued Value Amount | |
114 | | FORWARD_CONVERSION_FACTOR_RT | NUMERIC(8) | N | | Forward Conversion Factor Rate | |
115 | | BOND_NOTIONAL | NUMERIC(8) | N | | Bond Notional | |
116 | | BOND_PRICE | VARCHAR(6) | N | | Bond Price | |
117 | | BOND_DAYCOUNT_CONVENTION | VARCHAR(7) | N | | Bond Day Count Convention | |
118 | | BOND_DSC_CURVE_REF | VARCHAR(12) | N | | Bond DSC Curve Ref | |
119 | | BOND_SPRD_CURVE_REF | VARCHAR(12) | N | | Bond SPRD Curve Ref | |
120 | | BOND_INTPMETHOD | VARCHAR(6) | N | | Bond INTP Method | |
121 | | SPOT_UNDL_RF_ID | VARCHAR(13) | N | | Spot Underlying RF Id | |
122 | | EXPOSURE_DELTA_MULTIPLIER | NUMERIC(8) | N | | Exposure Delta Multiplier | |
123 | | GEOGRAPHY_CD | VARCHAR(32) | N | \link map_geo_hierarchy \endlink | Geography Code | Geography Code (reporting dimension). |
124 | | PRODUCT_CD | VARCHAR(200) | N | \link map_product_hierarchy.sas \endlink | Product Code | Used to lookup the full Product hierarchy. |
125 | | LOB_ID | VARCHAR(64) | N | \link map_lob_hierarchy.sas \endlink | Line of Business Id | Used to lookup the full Line of Business hierarchy. |
126
127 \ingroup ddlFactCreditRisk
128 \author SAS Institute Inc.
129 \date 2021
130*/
131
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)
247);