SA Download sample file: vertices.csv The file must contain regulatory vertices per risk class, sensitivity type and set.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.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| AsOfDate | Y | N | String with format ‘YYYY-MM-DD’ | Risk value date | 2018-09-28 |
| Index | Y | N | String, integer | Index of a vertex (tenor), used to sort vertices. Must be 0 for the first tenor. | 2 |
| Vertex | Y | N | Double | Tenor in years. Must be a tenor defined in regulatory calculation. | 0.25 |
| RiskClass | N | N | String | Risk classes, or risk types, defined in [MAR50.43]: ‘interest rate’, ‘counterparty credit spread’ | interest rate |
| SensitivityType | Y | N | String ‘delta’ or ‘vega’ | Allows to apply these vertices to delta or vega sensitivities | delta |
| ParameterSet | Y | Y | String | Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will default to BCBS | BCBS |