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DynamicMoneyness

Download sample file: DynamicMoneyness.csv

Moneyness and set used for dynamic bucketing feature

This DynamicMoneyness file type is identified using the pattern: **DynamicMoneyness*.csv (as specified by sensiDynMoneynessFilePattern). This file is loaded using the DynamicMoneyness topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

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
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