Market Risk Accelerator Reference Guide v2.0.0DynamicMoneyness
Download sample file: DynamicMoneyness.csv
File pattern match
The pattern match for the DynamicMoneyness file is **DynamicMoneyness*.csv
For information on the glob patterns used and how to customize them, see note on File name patterns.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| MoneynessLabels | Y | N | String | Name for the bucket of time points | |
| Shift | N | N | String | Shift from the moneyness | -45 |
| SensitivityName | Y | N | String | Sensitivity for which the tenor label is used | |
| MoneynessSet | Y | N | String | Specifies the label for the context value that users can select at query time to apply this tenor. | NO_SMILE |