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MarketShifts

Store Field Key CanBeNull Type Cube Field Description
AsOfDate Y N Object [AsOfDate] Indicates the date of the file. The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the ActivePivot datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
RiskFactorId Y N String [RiskFactor] The internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier
ScenarioSet Y N String [Scenario Set] Name of the set of scenarios.

Example: “Historical”, “Stress”
Tenor Y Y String [Tenor] Tenor label, such as 3M, 5Y, and so on, if applicable
Maturity Y Y String [Maturity] Maturity label, such as 3M, 5Y, and so on, if applicable
Moneyness Y Y String [Moneyness] Moneyness label, if applicable
Values N N Double[] A list of semi-column separated shifts ordered by scenario name.