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Schema

Data Model Field	Cube Level	Notes
As-Of Date	AsOfDate	Slicing Hierarchy
Trade ID	TradeId
Risk Class	Risk Class	“Commodity”
Risk Measure	Risk Measure	“Delta”, “Vega”, “Curvature”
Bucket	Commodity Bucket
Risk Factor Name	Risk Factor
Sensitivity Tenor / Option Maturity	Vertex	Analysis Hierarchy
Commodity Name	Underlying
Location	Commodity Location
		Levels for the Delta Double Sums and Correlations
		Levels for the Vega Double Sums and Correlations