> ## 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.

# Corr - risk factors - interest rate delta

<Badge color="gray" size="lg">[SA](../tags/sa)</Badge>

Download sample file: [sa-cva-risk-factors-correlations-delta-interest-rate.csv](../assets/csv/sa-cva-risk-factors-correlations-delta-interest-rate.csv)

The file is used to set risk factors correlations for interest rate delta risk factors.

<table><tr><th>Field</th><th>Key</th><th>Null</th><th>FieldType</th><th>Description</th><th>Example</th></tr><tr><td>AsOfDate</td><td>Y</td><td>N</td><td>String with format ‘YYYY-MM-DD’</td><td>Indicates the start date for this parameter. Subsequent entries with later dates will apply an end to this date range</td><td>2018-09-28</td></tr><tr><td>ParameterSet</td><td>Y</td><td>Y</td><td>String</td><td>Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will default to BCBS</td><td>BCBS</td></tr><tr><td>IsLiquidOrDomestic</td><td>Y</td><td>N</td><td>String, ‘Y’ or ‘N’</td><td>Indicates whether the correlations refer to currencies listed in \[MAR50.56]</td><td>Y</td></tr><tr><td>IsInflation</td><td>Y</td><td>N</td><td>String, ‘Y’ or ‘N’</td><td>Indicates whether the risk weights refer to inflation curves</td><td>Y</td></tr><tr><td>Tenor1</td><td>Y</td><td>Y</td><td>String</td><td>Two fields should contain pairs of tenors defined in \[MAR50.56] when IsLiquidOrDomestic contains ‘Y’ and IsInflation is ‘N’: 1 year 2 years 5 years 10 years 30 years Otherwise it must be Null.</td><td>1 year</td></tr><tr><td>Tenor2</td><td>Y</td><td>Y</td><td>String</td><td>Two fields should contain pairs of tenors defined in \[MAR50.56] when IsLiquidOrDomestic contains ‘Y’ and IsInflation is ‘N’: 1 year 2 years 5 years 10 years 30 years Otherwise it must be Null.</td><td>30 years</td></tr><tr><td>RiskFactorsCorrelation</td><td>N</td><td>N</td><td>Double</td><td>The correlation in numeric format.</td><td>0.9</td></tr></table>