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Schema

Data Model Field	Cube Level	Notes
As-Of Date	AsOfDate	Slicing Hierarchy
Trade ID	TradeId
Risk Class	Risk Class	“Equity”
Risk Measure	Risk Measure	“Delta”, “Vega”, “Curvature”
Bucket	Equity Bucket	1-13
Risk Factor Name	Risk Factor
Option Maturity	Vertex	Analysis Hierarchy
Equity Name	Underlying	See Interpretation Note
Type	Risk Factor Type	“Spot” or “Repo”
Economy	Equity Issuer Economy	“Advanced economy” or “Emerging economy”
Market Cap	Equity Market Cap	“Large” or “Small”
Sector	Equity Sector
		Levels for the Delta Double Sums and Correlations
		Levels for the Vega Double Sums and Correlations