42CREATE TABLE &LIBREF..MARKET_COUNTERPARTY (
43 REPORTING_DT DATE label =
'Reporting Date' FORMAT = &DTFMT.,
44 COUNTERPARTYID VARCHAR(32) label =
'Counterparty Id',
45 COUNTERPARTYTYPE VARCHAR(100) label =
'Counterparty Type',
46 COUNTERPARTY_TYPE_ENTITY VARCHAR(4) label =
'Counterparty Type Entity',
47 CPTY_RATING VARCHAR(3) label =
'CPTY Rating',
48 CPTY_RATING_AGENCY VARCHAR(3) label =
'CPTY Rating Agency',
49 CPTY_NAME VARCHAR(34) label =
'CPTY Name',
50 CPTY_PD_METHOD VARCHAR(10) label =
'CPTY PD Method',
51 CPTY_LGD_PCT NUMERIC(8) label =
'CPTY LGD PCT',
52 REF_CPTY_PD_CURVE VARCHAR(6) label =
'Ref CPTY PD Curve',
53 REF_CPTY_MAT_CURVE VARCHAR(9) label =
'Ref CPTY MAT Curve',
54 CSD_CURVE_MAP VARCHAR(5) label =
'CSD Curve Map',
55 SPREAD_CURVE_MAP VARCHAR(8) label =
'Spread Curve Map',
56 HAZARD_CURVE_MAP VARCHAR(8) label =
'Hazard Curve Map',
57 CURRENT_RATING_NO NUMERIC(8) label =
'Current Rating Number',
58 NO_OF_STATES NUMERIC(8) label =
'Number Of States',
59 REF_CPTY_DSC_CURVE VARCHAR(12) label =
'REF CPTY DSC Curve',
60 CPTY_CDS_PREM_FREQ VARCHAR(5) label =
'CPTY CDS PREM Frequency',
61 CPTY_CDS_DEF_FREQ VARCHAR(5) label =
'CPTY CDS DEF Frequency',
62 CPTY_CDS_DAYCOUNT VARCHAR(7) label =
'CPTY CDS Day Count',
63 CPTY_CDS_INTP_METHOD VARCHAR(6) label =
'CPTY CDS INTP Method',
64 CPTY_CDS_ACCRUAL_FLG NUMERIC(8) label =
'CPTY CDS Accural Flag',
65 CPTY_CVA_DSC VARCHAR(12) label =
'CPTY CVA DSC',
66 CONSTRAINT PRIM_KEY PRIMARY KEY (REPORTING_DT, COUNTERPARTYID)