Exposure

FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.

<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/exposure_eod/**/*.parquet', Lineage.fiboModule = 'PROJECT', Lineage.fiboConcept = 'Exposure', Lineage.datasetTitle = 'End-of-Day Exposures'}
// Per-fund aggregated exposures along multiple dimensions (asset class, country, currency), expressed in fund base currency.
Class fibo::derived::Exposure
{
    // AsOfDate: The business date as of which a snapshot was taken (positions, prices, NAV, etc.).
    asOfDate : StrictDate[1];
    // FundIdentifier: Internal surrogate key uniquely identifying a fund within this system.
    fundId : Integer[1];
    // ExposureDimension: Axis along which exposures are aggregated: ASSET_CLASS, SECTOR, COUNTRY, CURRENCY, or FACTOR.
    dimension : String[1];
    // ExposureBucket: Specific value of an exposure dimension being aggregated (e.g., \'EQUITY\' under ASSET_CLASS, \'US\' under COUNTRY).
    bucket : String[1];
    // GrossExposure: Sum of absolute values of long and short positions — captures total economic activity regardless of direction.
    grossExposure : Decimal[1];
    // NetExposure: Long positions minus short positions — captures directional bias.
    netExposure : Decimal[1];
    // LongExposure: Sum of market values of long (positive-quantity) positions.
    longExposure : Decimal[1];
    // ShortExposure: Sum of market values of short (negative-quantity) positions, expressed as a non-positive number.
    shortExposure : Decimal[1];
    // BaseCurrency: The currency in which a fund reports its NAV and performance, against which non-base holdings are FX-converted.
    currencyCode : String[1];
}