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DynamicTenors, 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.
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