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Vega

The SaSensitivities store contains the Vega sensitivities.

The following table lists the fields in the store that are used for the CSR Sec CTP risk-class. See the SaSensitivities store documentation for details on the store.

Data Model Field Store Field Notes
As-Of Date AsOfDate
Trade ID TradeId
Risk Factor Name Risk Factor
Risk Class RiskClass “CSR Sec CTP”
Risk Measure Risk Measure “Vega”
Sensitivity Currency Ccy
Sensitivities VegaSensitivities