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