Market Risk Accelerator Reference Guide v2.0.0DynamicTenors, DynamicMaturities, DynamicMoneyness
| Store Field | Key | CanBeNull | Type | Cube Field | Description |
|---|---|---|---|---|---|
| TenorSet | Y | N | Object | not used in cube | Specifies the label for the context value that users can select at query time to apply this tenor. Example: DECADE |
| SensitivityNames | Y | N | String | not used in cube | The sensitivity for which the tenor, maturity, or moneyness label is used. |
| NumberOfDays | N | N | String | not used in cube | The number of days to include in the bucketed group. Example: 1080 |
| TenorIndices | N | N | String | not used in cube | The index of the tenor, maturity, or moneyness entry. |
| TenorLabels | Y | N | String | [Tenor] or [Maturity] or [Moneyness] | The list of tenor labels, corresponding to the vertex of the risk factor, such as 3M, 5Y, and so on. |