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Delta

Data Model Field	Store Field	Notes
As-Of Date	AsOfDate
Trade ID	TradeId
Risk Factor Name	Risk Factor
Risk Class	RiskClass	“FX”
Risk Measure	Risk Measure	“Delta”
Sensitivities	DeltaSensitivities
Sensitivity Currency	Ccy
Interpolated Sensitivities	DeltaSensitivities - Interpolated
Optionality	Optionality	‘Y’ or ‘N’
	OriginalOptionality	Same as Optionality
	FXComplexTrade	‘Y’ or ‘N’
	FXOtherCcy
	FXDividerEligibility	‘Y’ or ‘N’