Annotate model ownership information
Name | Datatype | Description |
---|---|---|
Value | string | Model owner organisation |
Type | Attribute | Value |
---|---|---|
R Country | "RefDataGrp" | |
R Currency | "RefDataGrp" | |
R CurrencyHoliday | "RefDataGrp" | |
R FXPair | "RefDataGrp" | |
R Inflation | "RefDataGrp" | |
R Ratings | "RefDataGrp" | |
R Region | "RefDataGrp" | |
R Commodity | "RefDataGrp" | |
R Debt | "RefDataGrp" | |
R Derivative | "RefDataGrp" | |
R Equity | "RefDataGrp" | |
R Book | "RefDataGrp" | |
R Desk | "RefDataGrp" | |
R Division | "RefDataGrp" | |
R Subdivision | "RefDataGrp" | |
R Client | "RefDataGrp" | |
R Intermediary | "RefDataGrp" | |
R Issuer | "RefDataGrp" | |
R LegalEntity | "RefDataGrp" | |
R Definition | "RegDataGrp" | |
R Definition | "RegDataGrp" | |
R Definition | "RegDataGrp" | |
R Definition | "RegDataGrp" | |
R Definition | "RegDataGrp" | |
R Requirements | "RegDataGrp" | |
R Requirements | "RegDataGrp" | |
R Requirements | "RegDataGrp" | |
R Requirements | "RegDataGrp" | |
R Requirements | "RegDataGrp" | |
R Cash | "RiskDataGrp" | |
R CreditRating | "RiskDataGrp" | |
R PV01 | "RiskDataGrp" | |
R Cash | "RiskDataGrp" | |
R CreditRating | "RiskDataGrp" | |
R PV01 | "RiskDataGrp" | |
R Cash | "RiskDataGrp" | |
R CreditRating | "RiskDataGrp" | |
R PV01 | "RiskDataGrp" | |
R BusinessDebtSecurities | "RiskDataGrp" | |
R CapitalMarket | "RiskDataGrp" | |
R Cash | "RiskDataGrp" | |
R CommitedFacilities | "RiskDataGrp" | |
R Deposits | "RiskDataGrp" | |
R Derivatives | "RiskDataGrp" | |
R EquityAssetsLiquidity | "RiskDataGrp" | |
R Issuance | "RiskDataGrp" | |
R Loans | "RiskDataGrp" | |
R RetailFunding | "RiskDataGrp" | |
R TreasuryDebtSecurities | "RiskDataGrp" | |
R Cash | "RiskDataGrp" | |
R InterCompanyBorrowing | "RiskDataGrp" | |
R InterCompanyLending | "RiskDataGrp" | |
R IntercompanyBusinessDebtSecurities | "RiskDataGrp" | |
R IntercompanyTreasuryDebtSecurities | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Curvature | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Curvature | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Curvature | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Curvature | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Curvature | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Curvature | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Convexity | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Skew | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R VolGamma | "RiskDataGrp" | |
R Delta | "RiskDataGrp" | |
R Gamma | "RiskDataGrp" | |
R Vega | "RiskDataGrp" | |
R Commodities | "TradeDataGrp" | |
R CreditDerivatives | "TradeDataGrp" | |
R Equity | "TradeDataGrp" | |
R FX | "TradeDataGrp" | |
R InterestRates | "TradeDataGrp" | |
R Option | "TradeDataGrp" | |
R SettlementBase | "TradeDataGrp" |