Navigation :
Schema
Data Model Field |
Cube Level |
Notes |
As-Of Date |
AsOfDate |
Slicing Hierarchy |
Trade ID |
TradeId |
|
Risk Class |
Risk Class |
“FX” |
Risk Measure |
Risk Measure |
“Delta”, “Vega”, “Curvature” |
Bucket |
FX Bucket |
|
Risk Factor Name |
Risk Factor |
|
Option Maturity |
Vertex |
Analysis Hierarchy |
Risk Factory Currency |
Underlying |
|
Counter Currency |
FX Counter Currency |
|
|
|
Levels for the Delta Double Sums and Correlations |
|
|
Levels for the Vega Double Sums and Correlations |