GlobalRates

V8 Message Definiton

METADATA

Attribute	Value
Topic	3585-option-pricing
MLink Token	OptionDefinition
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
rateSource	enum - RateSource	PRI	'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
CurveList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
rateSource	1

JSON Block (CurveList)

Field	Type	Comment
days	enum - days	calendar days to expiration actual365 days per year
rate	enum - rate

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgGlobalRates` (
    `rateSource` ENUM('None','Default','SOFR','SpxBox','ESTR','StoxxBox','SONIA','FTSEBox','SARON','SMIBox','USDOIS','Test1','Test2') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `CurveList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(CurveList)),
    PRIMARY KEY USING HASH (`rateSource`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `rateSource`,
    `timestamp`,
    `CurveList`
FROM `SRAnalytics`.`MsgGlobalRates`
WHERE 
    /* Replace with a ENUM('None','Default','SOFR','SpxBox','ESTR','StoxxBox','SONIA','FTSEBox','SARON','SMIBox','USDOIS','Test1','Test2') */ 
    `rateSource` = 'None';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='GlobalRates' ORDER BY ordinal_position ASC;