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Delta

Data Model Field	Store Field	Notes
As-Of Date	AsOfDate
Trade ID	TradeId
Risk Factor Name	Risk Factor
Risk Class	RiskClass	“CSR Sec CTP”
Risk Measure	Risk Measure	“Delta”
Sensitivities	DeltaSensitivities	Vector-valued. Same size as Sensitivity Tenors
Sensitivity Tenors	SensitivityDates	Vector-valued
Sensitivity Currency	Ccy
Interpolated Sensitivities	DeltaSensitivities - Interpolated	Vector-valued. Indexed by prescribed Tenors
Optionality	Optionality	‘Y’ or ‘N’