Navigation :
        
          
test ../../ test user-ref.html
    
   User & Reference Guide  
  
test ../../ test getting-started.html
    
   Getting started  
test ../../ test getting-started/about.html
      - Using this guide 
test ../../ test getting-started/whats-new.html
      - What's New 
test ../../ test getting-started/data-model.html
      - Market Risk Data Model 
  
test ../../ test dashboards.html
    
   Dashboards 
test ../../ test what-if.html
    
   What-If Analysis 
test ../../ test sign-off.html
    
   Sign-Off Approvals 
test ../../ test datastore.html
    
   Datastores  
test ../../ test datastore/signoffdigest.html
      - SignOffDigest 
test ../../ test datastore/vares.html
    
  - 
   VaR-ES datastore definitions 
test ../../ test datastore/pnl.html
    
  - 
   PnL 
test ../../ test datastore/sensitivities.html
    
  - 
   Sensitivities  
test ../../ test datastore/sensitivities/trade-sensitivities.html
      -- TradeSensitivities 
test ../../ test datastore/sensitivities/sensi-ladders.html
      -- SensiLadders 
test ../../ test datastore/sensitivities/market-data.html
      -- MarketData 
test ../../ test datastore/sensitivities/market-shift.html
      -- MarketShifts 
test ../../ test datastore/sensitivities/riskfactors-catalog.html
      -- RiskFactorsCatalog 
test ../../ test datastore/sensitivities/tenors-maturities-moneyness.html
      -- Tenors, Maturities, Moneyness 
test ../../ test datastore/sensitivities/dynamic-ten-mat-mon.html
      -- DynamicTenors, DynamicMaturities, DynamicMoneyness 
test ../../ test datastore/sensitivities/corporate-action.html
      -- CorporateAction 
  
  
test ../../ test calculations.html
    
   Calculations Guide 
test ../../ test configuration.html
    
   Configuration files 
test ../../ test cube.html
    
   Cube Reference 
test ../../ test input-files.html
    
   Input file formats 
test ../../ test dev.html
    
   Developer Guide  
test ../../ test dev/dev-release.html
    
  - 
   Release and migration notes 
test ../../ test dev/dev-getting-started.html
    
  - 
   Getting Started 
test ../../ test dev/dev-ref-impl.html
    
  - 
   Market Risk Accelerator Reference Implementation 
test ../../ test dev/dev-core.html
    
  - 
   MRA Core 
test ../../ test dev/dev-extensions.html
    
  - 
   Extending the Accelerator 
test ../../ test dev/dev-tools.html
    
  - 
   Configuring Accelerator tools and methodologies 
test ../../ test dev/dev-sign-off.html
    
  - 
   Sign-Off 
  
test ../../ test pdf-guides.html
    
   PDF Guides 
         
       
    
    
    
   SensiLadders 
Store Field 
Key 
CanBeNull 
Type 
Cube Field 
Description 
 
 
AsOfDate 
Y 
N 
Object 
not used in cube 
Indicates the date of the file.
The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the ActivePivot datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
 
 
RiskClass 
Y 
N 
String 
not used in cube 
The risk class that the ladder scale is defined for. 
 
ShiftType 
N 
N 
String 
not used in cube 
The type of the scale (‘A’ for absolute, ‘R’ for relative). 
 
Scale 
N 
N 
List of doubles (delimited by semicolons) 
[Ladder Shift]  
The ladder scale for the risk class and as-of-date.   The ladder must include the zero-shift as 0.0.