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DynamicTenors, DynamicMaturities, DynamicMoneyness
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| TenorSet |
Y |
N |
Object |
not used in cube |
Specifies the label for the context value that users can select at query time to apply this tenor.
Example: DECADE |
| SensitivityNames |
Y |
N |
String |
not used in cube |
The sensitivity for which the tenor, maturity, or moneyness label is used. |
| NumberOfDays |
N |
N |
String |
not used in cube |
The number of days to include in the bucketed group.
Example: 1080 |
| TenorIndices |
N |
N |
String |
not used in cube |
The index of the tenor, maturity, or moneyness entry.
|
| TenorLabels |
Y |
N |
String |
[Tenor] or [Maturity] or [Moneyness] |
The list of tenor labels, corresponding to the vertex of the risk factor, such as 3M, 5Y, and so on. |