Navigation :
Delta
| Store Field |
Key |
IsVector |
CanBeNull |
Type (+Default Value - if applicable) |
Cube Field |
| TradeId |
Y |
|
|
String |
N - See field in referencing store (TradeBase) |
| RiskFactor |
Y |
|
|
String |
N - See field in referencing store (TradeBase) |
| RiskClass |
Y |
|
|
String |
N - See field in referencing store (TradeBase) |
| RiskMeasure |
Y |
|
|
String |
N - See field in referencing store (TradeBase) |
| DeltaSensitivities |
|
Y |
|
Double[] |
N - Picked up for drillthrough only, not part of cube measures |
| SensitivityDates |
|
Y |
|
Object |
N - Picked up for drillthrough only, not part of cube measures |
| Ccy |
|
|
|
String |
Y - Delta Currency |
| DeltaSensitivities - Interpolated |
|
|
|
Double |
N - A measure in the cube |
| Optionality |
|
|
|
String(“N”) |
Y - Delta Optionality |
| AsOfDate |
Y |
|
|
Date[yyyy-mm-dd] |
N - See field in referencing store (TradeBase) |
FRTB Accelerator Cubes Guide