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).
RiskFactorId Y N String [RiskFactor] The internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier
RiskClass N N String [RiskClass] The risk factor’s asset class:
  • Interest rate
  • Credit spread
  • Foreign exchange
  • Equity
  • Commodity
  • Hybrid
Bucket N N String not used in cube Placeholder.
Qualifier N N String [Qualifier] The identifier of a risk factor’s set.

Example: Reference instrument identifier, curve identifier, vol surface identifier, etc.
RiskFactorType N N String [RiskFactorType] The type of underlying risk factor.

Example: “implied rate”, “repo margin”, “currency pair”, “skew parameter”, “correlation parameter”, “recovery rate”
RiskFactorCcy N N String [RiskFactorCcy] The three-letter ISO currency code that represents the currency of the risk factor. For example, EUR.