Static Moneyness

Download sample file: StaticMoneyness.csv

Pillars of moneyness used to tore sensitivities internally

This Static Moneyness file type is identified using the pattern: **StaticMoneyness*.csv (as specified by sensiMoneynessFilePattern). This file is loaded using the Moneyness 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 moneyness label is used
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