Navigation :

SBM_Delta_Sensitivities*.csv

The Delta Sensitivity Data is loaded from the Delta files.

The following table lists the fields in the file format that is used for the FX risk-class. See the Delta file format documentation for details on the file format. See Data Model (Core) for a description of the data model.

Data Model Field	File Column	Notes
As-Of Date	AsOfDate
Trade ID	TradeID
Sensitivity Currency	DeltaCcy
Sensitivities	DeltaSensitivities
Risk Class	RiskClass	“FX”
Risk Factor Name	RiskFactor	(Optional) If not present, generated during ETL.
Risk Factor Currency	Underlying
Couinter Currency	FXCounterCurrency
Optionality	Optionality	Should this sensitivity be included in the Curvature calculations (‘Y’) or not (‘N’)?
	FxComplexDelta	‘Y’ to use filtering; ‘N’ to use automatic translations.
	FxOtherCcy	If the trade involves an FX pair, this is the other currency in the pair.
	FXDividerEligibility	‘Y’ if the trade does not reference the base/reporting currency; ‘N’ if it does.