CMA Set Hierarchy
Data Dictionary - Entity Table: CMA_Set_Hierarchy#
Capital Market Assumptions (CMA) represent the risk and return assumptions for a distinct group of assets. The CMA hierarchy allows flexible construction of risk assumptions based on different scenarios grouped together under the hierarchy e.g. Equity-> Global Equity -> Global Equity in Strong Bear Market or Best case COVID recovery -> Equity/FI/Commodity -> Europe/US/APAC.
| Primary Key ('id') | . | ENGINE = InnoDB | . | . |
|---|---|---|---|---|
| Column Name | Data Type | PK Primary Key, NN-Not Null, Null | Example | Comments |
id | BIGINT(12) | PK, NN | 1 | PrimaryKey-ID, Not Null (auto creates) |
Parent | BIGINT(12) | NULL | 1 | Top of hierarchy (parent) of CMA Set |
Child | BIGINT(12) | NULL | 1 | Under parent hierarchy (child)of CMA Set |
| CONSTRAINT | FOREIGN KEY | REFERENCES | ON DELETE | ON UPDATE |
Parent | (Parent) | CMA_Set (id) | NO ACTION | NO ACTION |
Child | ( Child) | CMA_Set (id) | NO ACTION | NO ACTION |
| CREATE INDEX | ON | ASC | VISIBLE | . |
Parent_idx | CMA_Set_Hierarchy | (Parent ASC) | VISIBLE | . |
Child_idx | CMA_Set_Hierarchy | (Child ASC) | VISIBLE | . |