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 cube/context-values.html
-
Context Values
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/dimensions/booking.html
--
Booking
test ../ test cube/dimensions/counterparties.html
--
Counterparties
test ../ test cube/dimensions/currencies.html
--
Currencies
test ../ test cube/dimensions/dates.html
--
Dates
test ../ test cube/dimensions/dynamicbucketing.html
--
DynamicBucketing
test ../ test cube/dimensions/epoch.html
--
Epoch
test ../ test cube/dimensions/instruments.html
--
Instruments
test ../ test cube/dimensions/marketdata.html
--
MarketData
test ../ test cube/dimensions/organization.html
--
Organization
test ../ test cube/dimensions/pnl.html
--
PnL
test ../ test cube/dimensions/pnlindex.html
--
PnLIndex
test ../ test cube/dimensions/quantiles.html
--
Quantiles
test ../ test cube/dimensions/risk.html
--
Risk
test ../ test cube/calculationids.html
--- CalculationIds
test ../ test cube/curvetypes.html
--- CurveTypes
test ../ test cube/ladder-availability.html
--- Ladder Availability
test ../ test cube/ladder-shifts.html
--- Ladder Shifts
test ../ test cube/liquidity-horizons.html
--- Liquidity Horizons
test ../ test cube/maturities.html
--- Maturities
test ../ test cube/maturities-secondary.html
--- Maturities Secondary
test ../ test cube/moneyness.html
--- Moneyness
test ../ test cube/moneyness-secondary.html
--- Moneyness Secondary
test ../ test cube/percentile.html
--- Percentile
test ../ test cube/qualifiers.html
--- Qualifiers
test ../ test cube/risk-classes.html
--- Risk Classes
test ../ test cube/risk-factors.html
--- Risk Factors
test ../ test cube/risk-factors-secondary.html
--- Risk Factors Secondary
test ../ test cube/riskfactorcurrencies.html
--- RiskFactorCurrencies
test ../ test cube/riskfactortypes.html
--- RiskFactorTypes
test ../ test cube/scenario-sets.html
--- Scenario Sets
test ../ test cube/scenarios.html
--- Scenarios
test ../ test cube/tenors.html
--- Tenors
test ../ test cube/tenors-secondary.html
--- Tenors Secondary
test ../ test cube/dimensions/rounding.html
--
Rounding
test ../ test cube/dimensions/sensitivities.html
--
Sensitivities
test ../ test cube/dimensions/sensitivity-kind.html
--
Sensitivity Kind
test ../ test cube/dimensions/sign-off.html
--
Sign-off
test ../ test cube/dimensions/tradeattributes.html
--
TradeAttributes
test ../ test cube/dimensions/tradekey.html
--
TradeKey
test ../ test cube/measures.html
-
Measures
test ../ test datastore.html
Datastores
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
-
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
RiskFactorTypes
Description
Type of underlying risk factor. For example, ‘implied rate’, ‘repo margin’, ‘currency pair’, ‘skew parameter’, ‘correlation parameter’, ‘recovery rate’.
Dimension
Risk
Hierarchy
RiskFactorTypes
Levels
[ALL, RiskFactorType]