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