☰
Navigation :

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
search.js