Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
| Description | Separates hedges and trades driving CVA. |
|---|
| Dimension | isCVA |
|---|
| Hierarchy | isCVA |
|---|
| Levels | [ALL, isCVA] |
|---|
For both BA and SA cubes, IsCVA hierarchy is derived using the following logic: if a trade is from a CVA sensitivities file, it doesn’t have a TradeId. Instead, it has the NettingSetId in the basestore. If a trade is from a hedge sensitivities file, it has a TradeId and null NettingSetId in the basestore.
The hierarchy has two members: , to separate hedges and trades driving CVA:
- If IsCVA = N, the trade is a hedge trade.
- If IsCVA = Y, is a CVA trade.
