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Vertices

Store Field Key CanBeNull Type Cube Field Description
Index N N Int The number of the vertex.
Vertex Y N Double The maturity vertex.
RiskClass Y N String The SBM risk class.
RiskMeasure Y N String The SBM risk measure (“Delta” or “Vega”).
AsOfDate Y N LOCALDATE[yyyy-mm-dd] The start date that the parameter takes effect.
ParameterSet Y N String The parameter set to which the parameter belongs (default = BCBS).
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