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Schema

Data Model Field	Cube Level	Notes
As-Of Date	AsOfDate	Slicing Hierarchy
Trade ID	TradeId
Risk Class	Risk Class	“CSR Sec CTP”
Risk Measure	Risk Measure	“Delta”, “Vega”, “Curvature”
Bucket	CSR Sec CTP Bucket
Risk Factor Name	Risk Factor
Sensitivity Tenor / Option Maturity	Vertex	Analysis Hierarchy
Underlying Name	Underlying
Curve Type	Risk Factor Type
Credit Quality	CSR Quality
Sector	CSR Sector
Credit Quality Category	CSR Sec CTP Rating Category
Sector Category	CSR Sec CTP Sector Category
		Levels for the Delta Double Sums and Correlations
		Levels for the Vega Double Sums and Correlations