6.3.1 Creating Variables

Prerequisites:
  • Ensure that you configure the dimensions and connect other OFSAA application with STSA.
  • Ensure that the preseeded glossary terms or custom glossary terms are mapped to the physical tables and their columns.
  • To configure variable metadata, populate the corresponding values in the EST_VAR_DEF_LOGICAL_MAP table.
    • V_WORKSPACE_ID - this represents the workspace id or information domain (infodom) name.
    • V_SERVICE_ID - this represents the service id.
    • V_TENANT_ID - this represents the tenant id.
    • V_VAR_TYPE - this represents the variable type. The supported values are:

      Table 6-1 Codes for different variables

      Code Variable Type Description
      N Numeric Supports numeric values.
      C Categorical Supports non-numeric values.

      Note:

      When populating this value, enter only the code representing the variable type.
    • V_VAR_SUB_TYPE - this represents the variable sub-type. The supported variable sub-types are:

      Table 6-2 Codes for Numeric variable sub-types

      Code Variable Sub-Type
      MS Matrix
      PD PD Term Structure
      LGD LGD Term Structure
      CCF CCF Term Structure
      C Exchange Rate
      O Other Dependent Granular Variable
      M Micro/Macro Variable

      Table 6-3 Codes for Categorical variable sub-types

      Code Variable Sub-Type
      N Nominal
      O Ordinal
    • V_VAR_METADATA_KEY - this represents the physical metadata key used internally.
    • V_VAR_METADATA_LOGICAL_REF - this represents the glossary term name.
    • V_LINKED_LOGICAL_REF_CONDITION - this represents the join condition, if multiple tables are involved. This can contain the below place holders:
      • Dynamic value - any dynamic value can be populated using braces, {metadata_key}. At runtime, this placeholder value is taken from the metadata key Id.
      • Reserved words - $MISDATE is a dynamic placeholder where the value is updated during scenario execution.
    • F_DISPLAY - this represents if the filed name should be displayed on the UI.
      • If the value is set to Yes, then the field value is fetched from the database and is displayed on the UI.
      • If the value is set to No, then the field value is not displayed on the UI.
    • F_PRIMARY_KEY - this represents the primary key.

      Note:

      Ensure that there is at least one primary key for a given variable sub-type. Otherwise, existing IDs will not be fetched.
    • V_DEFAULT_VALUE - this represents the default value, if any. This column can contain below place holders.
      • Static value - any static value can be added.
      • Dynamic value - any dynamic value can be populated using braces, {metadata_key}. At runtime, this placeholder value is taken from the metadata key Id.
      • Reserved words - $MISDATE is a dynamic placeholder where the value is updated during scenario execution.
    • V_VALUE_TRANSFORM_FUNCTION - this represents the transformation of a value to a different format. Use this field to configure aggregate function or any other function which can be applied to this column to transform the data from one format to another.
      • Functions - it can contain any sql function. If it is an aggregate function, then mentioning the condition in V_LINKED_LOGICAL_REF_CONDITION field is mandatory to fetch a unique value.
      • Dynamic value - any dynamic value can be populated using braces, {metadata_key}. At runtime, this placeholder value is taken from the metadata key Id.
      • Reserved words - $MISDATE is a dynamic placeholder where the value is updated during scenario execution.
    • F_FIC_MIS_DATE - this represents the FIC MIS date.

      Note:

      Ensure that there is at least one FIC MIS date column.
    • F_EXCLUDE - this represents if the column value should be considered for execution.
      • If the value is set to Yes, then this field is ignored during execution. However, this field is required by other metadata.
      • If the value is set to No, then the value in this field is displayed on UI and used in dynamic placeholder.
    • The matrix, term structure, currency and ordinal variable types are mapped to the EST_DIM_TYPE_HIERARCHY_TABLE_MAP table. Hence, ensure that you map the physical table and columns to the following variable types in the EST_DIM_TYPE_HIERARCHY_TABLE_MAP table.
    • Map the physical table column names to the glossary terms mentioned in this EST_VAR_DEF_LOGICAL_MAP table since all the values that are prepopulated for the variable definition are fetched from this table.
To create a variable:

Note:

For this release, adding dimensions is not supported for matrix, currency, and term structure sub type variables.
  1. Login to STSA.
    The Workspace Summary page is displayed.
  2. In the Workspace Summary, Sandbox tab, launch the required workspace.
  3. Click Other Modules and then click View in the Variables section.
    The Variables Summary page is displayed.
  4. Click Create New.
    The Create a New Variable page is displayed.
  5. Provide a name and description of the variable.
  6. Select a default or custom variable group from the Manage Group drop down menu.
    The following are the default variable groups:
    • Idiosyncratic Variable
    • Macro-Economic Variable
    • Micro-Economic Variable

    To create a custom variable group:

    1. Click Manage Groups
      The Variable Groups page is displayed.
    2. Provide the new group name and click the Add icon.
    3. (Optional) To clear the entry typed, click the reset icon.
    4. (Optional) To delete any custom created group, click the Delete icon against the group name.
    5. (Optional) To modify a custom group name, click the Edit icon.
      Update the name and click the Submit icon.
    6. To save the changes made, click OK.
  7. Based on the type of value you want to save in the variable, select the type of a variable.
    • If the variables are numbers, select a Numeric type of variable else select Categorical.
    If you select Numeric type of variable, you have the following sub-type of variables:
    • Interest Rate Curve
    • Direct Ingestion
    • Matrix
    • PD Term Structure
    • CCF Term Structure
    • LGD Term Structure
    • Exchange Rate
    • Other Dependent Granular Variables
    • Micro/Macro Economic Variables

    For more information to create a Direct Ingestion type variable, see Interest Rate Curve.

    For more information to create a Direct Ingestion type variable, see Direct Ingestion Type Variable.

    For more information to create a Matrix type variable, see Matrix Type Variable.

    For more information to create a PD Term Structure type of variable, see, PD Term Structure Type Variable.

    For more information to create a CCF Term Structure type of variable, see, CCF Term Structure Variable Type.

    For more information to create a LGD Term Structure type of variable, see LGD Term Structure Type Variable.

    For more information to create a Exchange Rate type of variable, see Exchange Rate Variable Type.

    For more information to create a Other Dependent Granular type of variable, see Other Dependent Granular Type Variable.

    For more information to create a Micro/Macro Economic type of variable, see Micro/Macro Economic Type Variable.

    If you select Categorical type of variable, you have the following sub-type of variables:
    • Direct Ingestion
    • Nominal
    • Ordinal

    For more information to create a Nominal type of variable, see Nominal Type Variable.

    For more information to create a Ordinal type of variable, see Ordinal Type Variable.

  8. (Optional) To provide any comments, click the Comments tab and provide your comments and click Add Comment.
  9. (Optional) To add this variable to a tag, click Tags tab and provide the tag name and click Add Tag.
  10. To save the variable and continue later, click Save.
  11. To submit the variable for review, click Submit for Review.
    For more information about sending objects for review and approval, see the Workflow for STSA Objects section.

    Note:

    When you are trying to create a new variable that has the same variable sub-type and metadata of an existing variable, then the system detects this and provides a notification about the creation of a duplicate variable. However, you can still continue with creation of this new variable by clicking yes in the confirmation screen.

6.3.1 Cloning or Creating Variables from Existing Variables

Ensure that you configure the dimensions and connect other OFSAA application with STSA.
To create a new variable from an existing variable, perform the following:
  1. Login to STSA.
  2. In the Workspace Summary, Sandbox tab, select the required workspace.
  3. Click Other Modules and then click View in the Variables section.
    The Variables Summary page is displayed.
  4. To replicate and modify an existing variable with minor changes, select an existing variable, click More Actions and then click Copy.
  5. Provide a name and update the definition and click Next.
  6. Review the changes and click Save.