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DynamicMoneyness
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 |