☰
Navigation :

Vertices

The list of FX Vega Option Maturities.

The file Vertices*.csv is loaded into the Vertices store.

Data Model Field File Column Datastore Column Notes
Index Index 0-4
Option Maturity Vertex Vertex 0.5;1;3;5;10
Option Maturities in [MAR21.14](2)
Risk Class Risk Class RiskClass “FX”
Risk Measure Risk Measure Risk Measure “Vega”