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frtb-config.properties

Data Model Field Property Reference
As-Of Date as-of-date.level AsOfDate@Date@Dates
Trade ID trade.level TradeId@Trades@Booking
Risk Class risk-class.level RiskClass@Risk Classes@Risk
Risk Measure risk-measure.level Risk Measure@Risk Measures@Risk
Bucket commodity.buckets.level Commodity Bucket@Commodity Buckets@Buckets
Risk Factor Name risk-factors.level Risk Factor@Risk Factors@Risk
Sensitivity Tenor vertices.level Vertex@Vertices@Risk
Option Maturity commodity.vega.option.maturity Vertex@Vertices@Risk
Commodity Name commodity.market-data.underlying.level Underlying@Underlying@Market Data
Location risk-factor.commodity.location.level Commodity Location@Commodity Location@Risk
PV Applied commodity.pv.applied.level PVApplied@PVApplied@Currencies
commodity.delta.double-sums.levels Cty@Commodity Delta Double Sums@Double Sums,Tenor@Commodity Delta Double Sums@Double Sums,Basis@Commodity Delta Double Sums@Double Sums
commodity.vega.double-sums.levels Cty@Commodity Vega Double Sums@Double Sums,Maturity1@Commodity Vega Double Sums@Double Sums,Maturity2@Commodity Vega Double Sums@Double Sums
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