☰
Navigation :

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 csr-ns.buckets.level CSR non-Sec Bucket@CSR non-Sec Buckets@Buckets
Risk Factor Name risk-factors.level Risk Factor@Risk Factors@Risk
Sensitivity Tenor vertices.level Vertex@Vertices@Risk
Option Maturity csr-ns.vega.option.maturity Vertex@Vertices@Risk
Issuer Name csr.underlying.level Underlying@Underlying@Market Data
Curve Type csr.basis.level Risk Factor Type@Risk Factor Types@Risk
Credit Quality csr-ns.market-data.quality.level CSR Quality@CSR Quality@Market Data
Sector csr-ns.market-data.sector.level CSR Sector@CSR Sector@Market Data
Covered Bond Rating csr-ns.market-data.rating.level CSR Rating@CSR Rating@Market Data
Credit Quality Category csr-ns.market-data.rating.category.level CSR non-Sec Rating Category@CSR non-Sec Rating Category@Market Data
Sector Category csr-ns.market-data.sector.category.level CSR non-Sec Sector Category@CSR non-Sec Sector Category@Market Data
PV Applied csr-ns.pv.applied.level PVApplied@PVApplied@Currencies
csr-ns.delta.double-sums.levels Name@CSR non-Sec Delta Double Sums@Double Sums,Tenor@CSR non-Sec Delta Double Sums@Double Sums,Basis@CSR non-Sec Delta Double Sums@Double Sums
csr-ns.vega.double-sums.levels Name@CSR non-Sec Vega Double Sums@Double Sums,Basis@CSR non-Sec Vega Double Sums@Double Sums,Maturity1@CSR non-Sec Vega Double Sums@Double Sums,Maturity2@CSR non-Sec Vega Double Sums@Double Sums
search.js