Delta

The SaSensitivities store contains the Delta sensitivities.

The following table lists the fields in the store that are used for the Equity 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 “Equity”
Risk Measure Risk Measure “Delta”
Sensitivity Currency Ccy
Sensitivities DeltaSensitivities
Optionality Optionality ‘Y’ or ‘N’