UserRateOverride

V8 Message Definiton

Records in this table override SpiderRock global discount rate values in option pricing calculations.\nNote: Expiry dates that fall between years values below will be interpolated using a cubic spline on (days * rate)

METADATA

Attribute	Value
Topic	3585-option-pricing
MLink Token	SystemData
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
clientFirm	VARCHAR(16)	PRI	''
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
text	TINYTEXT		''	user detail if any
CurveList	JSON		'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
clientFirm	1

JSON Block (CurveList)

Field	Type	Comment
days	int	calendar days to expiration actual365 days per year
rate	float
lnRate	float
shRate	float

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgUserRateOverride` (
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `text` TINYTEXT NOT NULL DEFAULT '' COMMENT 'user detail (if any)',
    `CurveList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(CurveList)),
    PRIMARY KEY USING HASH (`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Records in this table override SpiderRock global discount rate values in option pricing calculations.\nNote: Expiry dates that fall between years values below will be interpolated using a cubic spline on (days * rate)';

SELECT TABLE EXAMPLE QUERY

SELECT
    `clientFirm`,
    `timestamp`,
    `text`,
    `CurveList`
FROM `SRControl`.`MsgUserRateOverride`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgUserRateOverride` 
SET
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a TINYTEXT */ 
    `text` = 'dummy tiny text',
    /* Replace with a JSON */
    `CurveList` = '{"key": "value"}'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgUserRateOverride`(
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a TINYTEXT */ 
    `text`,
    /* Replace with a JSON */
    `CurveList`
) 
VALUES(
    'Example_clientFirm',
    '2022-01-01 12:34:56.000000',
    'dummy tiny text',
    '{"key": "value"}'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgUserRateOverride` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='UserRateOverride' ORDER BY ordinal_position ASC;