Vega

The Vega store contains the Vega sensitivities.

It is indexed by TradeId, RiskFactor, RiskClass, RiskMeasure, and AsOfDate and referenced from the TradeBase store by these five fields.

Store Field Key CanBeNull Type Cube Field Description
TradeId Y String See field in referencing store (TradeBase) (e.g. “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.) – if coming from multiple systems may need to prepend source system to the id for uniqueness.
Risk Factor Y String See field in referencing store (TradeBase) The underlying risk factor (may be more than one) of the risk class. It is expected that the risk factor name encompasses the definition of the risk factor per the FRTB specification ([MAR21.3] to [MAR21.14]). This field is optional. If not provided, it must be generated from the ‘Underlying’ column.
RiskClass Y String See field in referencing store (TradeBase) Defines the risk class that the delta data represents.
Risk Measure Y String See field in referencing store (TradeBase) The risk-measure. Must be set to “Vega”
Ccy String Vega Currency The currency of the Vega sensitivity.
VegaSensitivities Double A measure in the cube The vega sensitivity
AsOfDate Y LOCALDATE[yyyy-mm-dd] See field in referencing store (TradeBase) Timestamp (at close of business) for the data.