Store Field Key CanBeNull Type Cube Field Description
AsOfDate Y N Object [AsOfDate] 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).
MarketDataSet Y N String String defining the market data set
RiskFactor Y N String [RiskFactor] The internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier
Quote N N Double[] Vector of market price quotes. It can be a single value, vector, flattened matrix (tenor x maturity) or flattened cube (tenor x maturity x moneyness)
TenorLabels N Y String[] [Tenor] Tenor labels, such as 3M, 5Y, and so on, if applicable
Maturity N Y String[] [Maturity] Maturity labels, such as 3M, 5Y, and so on, if applicable
Moneyness N Y String[] [Moneyness] Moneyness labels, if applicable
TenorDates N Y String[] [Tenor Dates]
MaturityDates N Y String[] [Maturity Dates]