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Vertices
Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
Index |
N |
N |
Int |
|
The number of the vertex. |
Vertex |
Y |
N |
Double |
|
The maturity vertex. |
RiskClass |
Y |
N |
String |
|
The SBM risk class. |
RiskMeasure |
Y |
N |
String |
|
The SBM risk measure (“Delta” or “Vega”). |
AsOfDate |
Y |
N |
LOCALDATE[yyyy-mm-dd] |
|
The start date that the parameter takes effect. |
ParameterSet |
Y |
N |
String |
|
The parameter set to which the parameter belongs (default = BCBS). |