CRT.MktData Flashcards
1
Q
Table to get ME moniker
A
Core.MarketEnvironmentCurve
> MEObjectPath LIKE ‘%zarcpi%’
2
Q
4 Tables that use CurveID
A
Curve
CurveMapping
MarketEnvironmentCurve
CurveXML
3
Q
How to get risk factor based on CurveID
A
RiskFactorCurve JOIN RiskFactor ON riskfactorid
WHERE curveid = xyz
4
Q
How to get curve constituent based on CurveID
A
CurveConstituentMapping JOIN CurveConstituent ON constituentID WHERE CurveID
5
Q
2 Tables for HJM Commodity Calibration
A
HJMCommodityCalibration
HJMCommodityCalibrationSet
> HJMCommodityCalibrationSetID
> RiskFactorID
6
Q
Table to check for Inflation Override
A
Core..CorrelationOverrideActive
> RiskFactorIDX
7
Q
Where to check historical vol curves
A
Core..HistVolatilityCurve
> RiskFactorID
