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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.

The Market Data dimension contains the following hierarchies:

CSR Quality

Risk factor’s credit quality or grade, such as HY, IG, or NR.

CSR Rating

Risk factor’s rating.

CSR Sec non-CTP Attachment

Attachment point for a CSR Sec non-CTP tranche (Underlying).

CSR Sec non-CTP Detachment

Detachment point for a CSR Sec non-CTP tranche (Underlying).

CSR Sec non-CTP Pool

Underlying pool for a CSR Sec non-CTP tranche (Underlying).

CSR Sector

Risk factor’s sector.

Equity Issuer Economy

Equity risk factor’s economy type defined by the regulation: - advanced- developing

Equity Market Cap

Equity risk factor’s size category (by market capitalization) defined by the regulation.

Equity Sector

Equity risk factor’s sector.

GIRR Currency

Displays the GIRR Curves’s currency.

GIRR Curve Types

Displays the GIRR curve type, such as Yield, Inflation, or Basis.

Underlying

Risk factor’s underlying instrument identifier.