Navigation :
Tenors, Maturities, Moneyness
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| TenorLabels |
Y |
N |
String |
[Tenor] or [Maturity] or [Moneyness] |
The name for the bucket of time points. |
| NumberOfDays |
N |
N |
String |
not used in cube |
The number of days to include in the bucketed group. |
| TenorIndices |
N |
N |
String |
not used in cube |
The index of the tenor, maturity, or moneyness entry.
|
| SensitivityName |
Y |
N |
String |
not used in cube |
The sensitivity for which the tenor, maturity, or moneyness label is used. |
Market Risk Accelerator Cube Reference Guide v1.7.2