Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/overview.html
- Atoti Market Risk overview
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test dashboards.html
Dashboards
test ../ test calculations.html
Calculations Guide
test ../ test cube.html
Cube Reference
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test input-files/trade-attributes.html
- Trade Attributes
test ../ test input-files/cube-adjustments.html
- Cube Adjustments
test ../ test input-files/scenarios.html
- Scenarios
test ../ test input-files/market_data.html
-
Market data
test ../ test input-files/profit_and_loss.html
-
Profit & loss
test ../ test input-files/reference_data.html
-
Reference data
test ../ test input-files/var_es_calculations.html
-
VaR-ES calculations
test ../ test input-files/sensitivity_data.html
-
Sensitivities
test ../ test input-files/cross-sensitivities.html
-- Cross Sensitivities
test ../ test input-files/dividend.html
-- Dividend
test ../ test input-files/dynamic-maturities.html
-- Dynamic Maturities
test ../ test input-files/dynamicmoneyness.html
-- DynamicMoneyness
test ../ test input-files/dynamictenors.html
-- DynamicTenors
test ../ test input-files/ladder-definition.html
-- Ladder Definition
test ../ test input-files/risk-factors-catalog.html
-- Risk Factors Catalog
test ../ test input-files/sensitivities.html
-- Sensitivities
test ../ test input-files/sensitivity-cube.html
-- Sensitivity Cube
test ../ test input-files/split-ratio.html
-- Split Ratio
test ../ test input-files/summary-sensitivity.html
-- Summary Sensitivity
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
test ../ test market-data-api.html
Market-data-api
DynamicMoneyness
Download sample file: DynamicMoneyness.csv
Moneyness and set used for dynamic bucketing feature
This DynamicMoneyness file type is identified using the pattern: **DynamicMoneyness*.csv (as specified by mr.sensi.file-patterns.dyn-moneyness).
This file is loaded using the DynamicMoneyness 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
MoneynessLabel
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 tenor label is used
MoneynessSet
Y
N
String
Specifies the label for the context value that users can select at query time to apply this tenor.
NO_SMILE