Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test dashboards.html
Dashboards
test ../ test what-if.html
What-If Analysis
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test calculations.html
Calculations Guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube Reference
test ../ test datastore.html
Datastores
test ../ test datastore/signoffdigest.html
- SignOffDigest
test ../ test datastore/pnl.html
-
PnL
test ../ test datastore/sensitivities.html
-
Sensitivities
test ../ test datastore/sensitivities/trade-sensitivities.html
-- TradeSensitivities
test ../ test datastore/sensitivities/market-data.html
-- MarketData
test ../ test datastore/sensitivities/market-data-sets.html
-- MarketDataSets
test ../ test datastore/sensitivities/market-shift.html
-- MarketShifts
test ../ test datastore/sensitivities/riskfactors-catalog.html
-- RiskFactorsCatalog
test ../ test datastore/sensitivities/sensi-ladders.html
-- SensiLadders
test ../ test datastore/sensitivities/tenors-maturities-moneyness.html
-- Tenors, Maturities, Moneyness
test ../ test datastore/sensitivities/dynamic-ten-mat-mon.html
-- DynamicTenors, DynamicMaturities, DynamicMoneyness
test ../ test datastore/sensitivities/corporate-action.html
-- CorporateAction
test ../ test datastore/vares.html
-
VaR-ES datastore definitions
test ../ test input-files.html
Input file formats
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test pdf-guides.html
PDF Guides
Sensitivities
This section provides the following details on the Sensitivities datastores:
A table of fields for each store within the Sensitivities datastore definition.
Indicator showing whether the fields are KEY or NULLABLE, and the field type.
Cube Field column, indicating whether the datastore field is selected for the cube.
For fields selected for the cube, a link is also provided to the relevant level in the associated cube (i.e. the location within the cube that is populated by the value from the datastore field).
Fields that are not selected for the cube are either internal or measures. There is a note to explain the details.