Navigation :
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’ |