> ## 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.

# Services

> The time points, FX rate vectors, and cashflow vectors that Netting Set Analytics reads at query time, and how they stay in sync with loaded data.

Netting Set Analytics reads three kinds of data at query time: the simulation time points, the FX rate scenario vectors, and the projected cashflow vectors. The collateral algorithms and the exposure measures use them. Applications do not replace these services.

## What data does Netting Set Analytics read at query time?

| Service | What it provides |
| - | - |
| Simulation dates | The future time points of an as-of date, from the `SimulationDates` table. |
| Scenario FX | FX rate scenario vectors for currency conversion during collateral evaluation, from the `FxScenarios` table. |
| Cashflows | Projected cashflow vectors per trade per time point. The PFE cube does not apply projected cashflows. See [Cashflow measures](./cube/cashflows). |

When a holding-period date falls between two time points of the grid, the collateral algorithms interpolate linearly between them.

The `NettingAgreements` table carries the CSA and ISDA parameters of each netting set. A netting set has an agreement unless its ID is the default `N/A`. Collateral calculation is skipped for trades without an agreement.

## How do the services stay in sync with loaded data?

After each load or unload of an as-of date, the time points and the FX vectors that the services hold reflect the rows now in the `SimulationDates` and `FxScenarios` tables for that date. No separate refresh is needed.

## Related pages

* [Cashflow measures](./cube/cashflows)
* [Collateral algorithms](./cube/collateral-evaluator-framework)
* [Data model](./database/database-model)