SurfaceMarketData

Market data defined along two axes (tenors and moneyness).

SurfaceMarketData store

Store Field Key CanBeNull Type Description
AsOfDate Y N Object 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 Atoti Server 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.
SurfaceId Y N String The identifier of the surface.
Tenor Y N String Tenor labels, such as 3M, 5Y, and so on.
Moneyness Y N String Moneyness labels.
Quote N N Double The quote for the tenor x moneyness combination.

A secondary index is created on the AsOfDate, MarketDataSet, and SurfaceId fields.