Sensitivities Database Definition

Sensitivity ladder shifts

The SENSI_LADDERS table contains the definition of sensitivity ladder shifts. The ladder shift vectors are present in the SENSI_LADDERS_VECTOR table.

Trade sensitivities

The TRADE_SENSITIVITIES table contains some of the attributes of the Sensitivity data. The ladder vectors can be found in the TRADE_SENSITIVITIES_VECTOR table.

Correlation Market Data

The CORRELATION_MARKET_DATA table is used to contain market data related to the correlation between risk factors

Dividend Market Data

The DIVIDEND_MARKET_DATA table is used to contain market data related to dividends.

Split Ratio Market Data

The SPLIT_RATIO_MARKET_DATA table is used to contain market data related to stock splits.