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 input-files.html
Input file formats
test ../ test input-files/trade-attributes.html
- Trade Attributes
test ../ test input-files/cube-adjustments.html
- Cube Adjustments
test ../ test input-files/scenarios.html
- Scenarios
test ../ test input-files/market_data.html
-
Market data
test ../ test input-files/profit_and_loss.html
-
Profit & loss
test ../ test input-files/reference_data.html
-
Reference data
test ../ test input-files/var_es_calculations.html
-
VaR-ES calculations
test ../ test input-files/sensitivity_data.html
-
Sensitivities
test ../ test input-files/cross-sensitivities.html
-- Cross Sensitivities
test ../ test input-files/sensitivities.html
-- Sensitivities
test ../ test input-files/risk-factors-catalog.html
-- Risk Factors Catalog
test ../ test input-files/static-tenors.html
-- Static Tenors
test ../ test input-files/dynamictenors.html
-- DynamicTenors
test ../ test input-files/sensitivity-cube.html
-- Sensitivity Cube
test ../ test input-files/ladder-definition.html
-- Ladder Definition
test ../ test input-files/static-maturities.html
-- Static Maturities
test ../ test input-files/dynamic-maturities.html
-- Dynamic Maturities
test ../ test input-files/static-moneyness.html
-- Static Moneyness
test ../ test input-files/dynamicmoneyness.html
-- DynamicMoneyness
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
Static Moneyness
Download sample file: StaticMoneyness.csv
Pillars of moneyness used to tore sensitivities internally
This Static Moneyness file type is identified using the pattern: **StaticMoneyness*.csv (as specified by sensiMoneynessFilePattern).
This file is loaded using the Moneyness topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
For information on the glob patterns used and how to customize them, see note on File name patterns
Field
Key
Null
FieldType
Description
Example
MoneynessLabels
Y
N
String
Name for the bucket of time points
Shift
N
N
String
Shift from the moneyness
-45
SensitivityName
Y
N
String
Sensitivity for which the moneyness label is used