| As-Of Date |
as-of-date.level |
AsOfDate@Date@Dates |
| Trade ID |
trade.level |
TradeId@Trades@Booking |
| Risk Class |
risk-class.level |
RiskClass@Risk Classes@Risk |
| Risk Measure |
risk-measure.level |
Risk Measure@Risk Measures@Risk |
| Bucket |
csr-sec-non-ctp.buckets.level |
CSR Sec non-CTP Bucket@CSR Sec non-CTP Buckets@Buckets |
| Risk Factor Name |
risk-factors.level |
Risk Factor@Risk Factors@Risk |
| Sensitivity Tenor |
vertices.level |
Vertex@Vertices@Risk |
| Option Maturity |
csr-sec-non-ctp.vega.option.maturity |
Vertex@Vertices@Risk |
| Tranche Name |
csr.underlying.level |
Underlying@Underlying@Market Data |
| Curve Type |
csr.basis.level |
Risk Factor Type@Risk Factor Types@Risk |
| Credit Quality |
csr-sec-non-ctp.market-data.quality.level |
CSR Quality@CSR Quality@Market Data |
| Sector |
csr-sec-non-ctp.market-data.sector.level |
CSR Sector@CSR Sector@Market Data |
| Pool |
csr-sec-non-ctp.market-data.pool.level |
CSR Sec non-CTP Pool@CSR Sec non-CTP Pool@Market Data |
| Attachment |
csr-sec-non-ctp.market-data.attachment.level |
CSR Sec non-CTP Attachment@CSR Sec non-CTP Attachment@Market Data |
| Detachment |
csr-sec-non-ctp.market-data.detachment.level |
CSR Sec non-CTP Detachment@CSR Sec non-CTP Detachment@Market Data |
| PV Applied |
csr-sec-non-ctp.pv.applied.level |
PVApplied@PVApplied@Currencies |
|
csr-sec-non-ctp.delta.double-sums.levels |
Name@CSR Sec non-CTP Delta Double Sums@Double Sums, Tenor@CSR Sec non-CTP Delta Double Sums@Double Sums, Basis@CSR Sec non-CTP Delta Double Sums@Double Sums |
|
csr-sec-non-ctp.vega.double-sums.levels |
Name@CSR Sec non-CTP Vega Double Sums@Double Sums, Basis@CSR Sec non-CTP Vega Double Sums@Double Sums, Maturity1@CSR Sec non-CTP Vega Double Sums@Double Sums, Maturity2@CSR Sec non-CTP Vega Double Sums@Double Sums |