Navigation :
test ../../ test user-ref.html
User & Reference Guide
test ../../ test getting-started.html
Getting started
test ../../ test getting-started/about.html
- Using this guide
test ../../ test getting-started/whats-new.html
- What's New
test ../../ test getting-started/data-model.html
- Market Risk Data Model
test ../../ test getting-started/directquery.html
- DirectQuery
test ../../ test dashboards.html
Dashboards
test ../../ test calculations.html
Calculations Guide
test ../../ test cube.html
Cube Reference
test ../../ test datastore.html
Datastores
test ../../ test datastore/signoffdigest.html
- SignOffDigest
test ../../ test datastore/marketdata.html
-
MarketData
test ../../ test datastore/pnl.html
-
PnL
test ../../ test datastore/sensitivities.html
-
Sensitivities
test ../../ test datastore/sensitivities/trade-sensitivities.html
-- TradeSensitivities
test ../../ test datastore/sensitivities/correlation-market-data.html
-- CorrelationMarketData
test ../../ test datastore/sensitivities/dividend-market-data.html
-- DividendMarketData
test ../../ test datastore/sensitivities/market-data.html
-- MarketData
test ../../ test datastore/sensitivities/market-data-sets.html
-- MarketDataSets
test ../../ test datastore/sensitivities/market-shift.html
-- MarketShifts
test ../../ test datastore/sensitivities/riskfactors-catalog.html
-- RiskFactorsCatalog
test ../../ test datastore/sensitivities/sensi-ladders.html
-- SensiLadders
test ../../ test datastore/sensitivities/split-ratio-market-data.html
-- SplitRatioMarketData
test ../../ test datastore/sensitivities/tenors-maturities-moneyness.html
-- Tenors, Maturities, Moneyness
test ../../ test datastore/sensitivities/dynamic-ten-mat-mon.html
-- DynamicTenors, DynamicMaturities, DynamicMoneyness
test ../../ test datastore/sensitivities/corporate-action.html
-- CorporateAction
test ../../ test datastore/vares.html
-
VaR-ES datastore definitions
test ../../ test input-files.html
Input file formats
test ../../ test properties.html
Properties
test ../../ test what-if.html
What-If Analysis
test ../../ test database.html
Database
test ../../ test sign-off.html
Sign-Off Approvals
test ../../ test limits.html
Limit monitoring
test ../../ test dev.html
Developer Guide
test ../../ test dev/dev-release.html
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Release and migration notes
test ../../ test dev/dev-getting-started.html
-
Getting Started
test ../../ test dev/dev-ui-config.html
-
Configuring the UI
test ../../ test dev/dev-mr-application.html
-
The Market Risk Application
test ../../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../../ test dev/dev-extensions.html
-
Extending Atoti Market Risk
test ../../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../../ test dev/dev-sign-off.html
-
Sign-Off
test ../../ test dev/dev-whatif.html
-
What-If
test ../../ test dev/dev-direct-query.html
-
DirectQuery
test ../../ test pdf-guides.html
PDF Guides
CorrelationMarketData
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 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
MarketDataSet String defining the market data set.
RiskFactorId
Y
N
String
RiskFactor The internal identifier of the first risk factor.
RiskFactorId2
Y
N
String
RiskFactorSecondary The internal identifier of the second risk factor.
Quote
N
N
Double
Value of the dividend.